Linear Algebra Review. Vectors

Size: px
Start display at page:

Download "Linear Algebra Review. Vectors"

Transcription

1 Linear Algebra Review 9/4/7 Linear Algebra Review By Tim K. Marks UCSD Borrows heavily from: Jana Kosecka Virginia de Sa (UCSD) Cogsci 8F Linear Algebra review Vectors The length of x, a.k.a. the norm or 2-norm of x, is x = x 2 + x 2 2 +L+ x n 2 e.g., x = = 38 Tim Marks

2 Linear Algebra Review 9/4/7 Good Review Materials (Gonzales Woods review materials) Chapt. : Linear Algebra Review Chapt. 2: Probability, Random Variables, Random Vectors Online vector addition demo: Tim Marks 2

3 Linear Algebra Review 9/4/7 Vector Addition v u+v u Vector Subtraction u u-v v Tim Marks 3

4 Linear Algebra Review 9/4/7 Example (on board) Inner product (dot product) of two vectors 6 ( a = 2 ( 3 ( 4 b = 5 a b = a T b = [ 6 2 3] 4 ( ( 5 ( = (3) 5 = Tim Marks 4

5 Linear Algebra Review 9/4/7 Inner (dot) Product v α u The inner product is a SCALAR. u T v = u v Tim Marks 5

6 Linear Algebra Review 9/4/7 Transpose of a Matrix Transpose: C mn = A T nm c ij = a ji (A + B) T = A T + B T (AB) T = B T A T Examples: T = T = If A T = A, we say A is symmetric. Example of symmetric matrix Tim Marks 6

7 Linear Algebra Review 9/4/7 Tim Marks 7

8 Linear Algebra Review 9/4/7 Tim Marks 8

9 Linear Algebra Review 9/4/7 Tim Marks 9

10 Linear Algebra Review 9/4/7 Product: C n p = A nm B m p Matrix Product A and B must have compatible dimensions c ij = m k= a ik b kj Examples: 2 5 ( = In Matlab: >> A*B 6 2 ( = Matrix Multiplication is not commutative: A nn B nn B nn A nn Tim Marks

11 Linear Algebra Review 9/4/7 Matrix Sum Sum: C nm = A nm + B nm c ij = a ij + b ij A and B must have the same dimensions Example: = Determinant of a Matrix Determinant: A must be square det a a 2 = a a 2 = a a 2 a 22 a 2 a a 22 ( a 2 a 2 22 Example: det 2 5 = 2 (5 = (3 3 a a 2 a 3 a 22 a 23 a 2 a 23 a 2 a 22 det a 2 a 22 a 23 = a ( a 2 + a 3 a a 3 a 32 a a 33 a 3 a 33 a 3 a 32 Tim Marks

12 Linear Algebra Review 9/4/7 Determinant in Matlab Inverse of a Matrix If A is a square matrix, the inverse of A, called A -, satisfies AA - = I and A - A = I, Where I, the identity matrix, is a diagonal matrix with all s on the diagonal. I 2 = I 3 = Tim Marks 2

13 Linear Algebra Review 9/4/7 Inverse of a 2D Matrix Example: ( = 5 (2 28 ( ( ) 6 2 = 5 (2 ) 6 2 = 28 = 5 28 ( Inverses in Matlab Tim Marks 3

14 Linear Algebra Review 9/4/7 Trace of a matrix Example (on board) Matrix Transformation: Scale A square, diagonal matrix scales each dimension by the corresponding diagonal element. Example: = Tim Marks 4

15 Linear Algebra Review 9/4/7 Tim Marks 5 Linear Independence A set of vectors is linearly dependent if one of the vectors can be expressed as a linear combination of the other vectors. Example:,, 2 A set of vectors is linearly independent if none of the vectors can be expressed as a linear combination of the other vectors. Example:,, 2 3 Rank of a matrix The rank of a matrix is the number of linearly independent columns of the matrix. Examples: has rank 2 2 Note: the rank of a matrix is also the number of linearly independent rows of the matrix. has rank 3 2

16 Linear Algebra Review 9/4/7 Tim Marks 6 Singular Matrix All of the following conditions are equivalent. We say a square (n n) matrix is singular if any one of these conditions (and hence all of them) is satisfied. The columns are linearly dependent The rows are linearly dependent The determinant = The matrix is not invertible The matrix is not full rank (i.e., rank < n) Linear Spaces A linear space is the set of all vectors that can be expressed as a linear combination of a set of basis vectors. We say this space is the span of the basis vectors. Example: R 3, 3-dimensional Euclidean space, is spanned by each of the following two bases:,,, 2,

17 Linear Algebra Review 9/4/7 Linear Subspaces A linear subspace is the space spanned by a subset of the vectors in a linear space. The space spanned by the following vectors is a two-dimensional subspace of R 3., What does it look like? The space spanned by the following vectors is a two-dimensional subspace of R 3., What does it look like? Orthogonal and Orthonormal Bases n linearly independent real vectors span R n, n-dimensional Euclidean space They form a basis for the space. An orthogonal basis, a,, a n satisfies a i a j = if i j An orthonormal basis, a,, a n satisfies a i a j = if i j a i a j = if i = j Examples. Tim Marks 7

18 Linear Algebra Review 9/4/7 Orthonormal Matrices A square matrix is orthonormal (also called unitary) if its columns are orthonormal vectors. A matrix A is orthonormal iff AA T = I. If A is orthonormal, A - = A T AA T = A T A = I. A rotation matrix is an orthonormal matrix with determinant =. It is also possible for an orthonormal matrix to have determinant =. This is a rotation plus a flip (reflection). 2D rotation matrix: Matrix Transformation: Rotation by an Angle θ Tim Marks 8

19 Linear Algebra Review 9/4/7 Tim Marks 9

20 Linear Algebra Review 9/4/7 Some Properties of Eigenvalues and Eigenvectors If λ,, λ n are distinct eigenvalues of a matrix, then the corresponding eigenvectors e,, e n are linearly independent. If e is an eigenvector of a matrix with corresponding eigenvalue λ, then any nonzero scalar multiple of e is also an eigenvector with eigenvalue λ. A real, symmetric square matrix has real eigenvalues, with orthogonal eigenvectors (can be chosen to be orthonormal). SVD: Singular Value Decomposition Any matrix A (m n) can be written as the product of three matrices: A = UDV T where U is an m m orthonormal matrix D is an m n diagonal matrix. Its diagonal elements, σ, σ 2,, are called the singular values of A, and satisfy σ σ 2. V is an n n orthonormal matrix Example: if m > n A U D V T ( ( ( ( * * 2 T + v, = u u 2 u 3 L u m * n M M M T + v n, ) ) ) ) Tim Marks 2

21 Linear Algebra Review 9/4/7 >> a = [ 2 3; 2 7 4; -3 6; 2 4 9; 5-8 ] a = SVD in Matlab >> [u,d,v] = svd(a) u = d = v = Some Properties of SVD The rank of matrix A is equal to the number of nonzero singular values σ i A square (n n) matrix A is singular if and only if at least one of its singular values σ,, σ n is zero. Tim Marks 2

22 Linear Algebra Review 9/4/7 Geometric Interpretation of SVD If A is a square (n n) matrix, A U D V T = ( L ( u L u n ) L ) * T + v, * 2 M M M T * n + v n, U is a unitary matrix: rotation (possibly plus flip) D is a scale matrix V (and thus V T ) is a unitary matrix Punchline: An arbitrary n-d linear transformation is equivalent to a rotation (plus perhaps a flip), followed by a scale transformation, followed by a rotation Advanced: y = Ax = UDV T x V T expresses x in terms of the basis V. D rescales each coordinate (each dimension) The new coordinates are the coordinates of y in terms of the basis U Tim Marks 22

Review of Linear Algebra

Review of Linear Algebra Review of Linear Algebra Definitions An m n (read "m by n") matrix, is a rectangular array of entries, where m is the number of rows and n the number of columns. 2 Definitions (Con t) A is square if m=

More information

Linear Algebra (Review) Volker Tresp 2018

Linear Algebra (Review) Volker Tresp 2018 Linear Algebra (Review) Volker Tresp 2018 1 Vectors k, M, N are scalars A one-dimensional array c is a column vector. Thus in two dimensions, ( ) c1 c = c 2 c i is the i-th component of c c T = (c 1, c

More information

Mathematical foundations - linear algebra

Mathematical foundations - linear algebra Mathematical foundations - linear algebra Andrea Passerini passerini@disi.unitn.it Machine Learning Vector space Definition (over reals) A set X is called a vector space over IR if addition and scalar

More information

Mathematical foundations - linear algebra

Mathematical foundations - linear algebra Mathematical foundations - linear algebra Andrea Passerini passerini@disi.unitn.it Machine Learning Vector space Definition (over reals) A set X is called a vector space over IR if addition and scalar

More information

Linear Algebra Massoud Malek

Linear Algebra Massoud Malek CSUEB Linear Algebra Massoud Malek Inner Product and Normed Space In all that follows, the n n identity matrix is denoted by I n, the n n zero matrix by Z n, and the zero vector by θ n An inner product

More information

1. What is the determinant of the following matrix? a 1 a 2 4a 3 2a 2 b 1 b 2 4b 3 2b c 1. = 4, then det

1. What is the determinant of the following matrix? a 1 a 2 4a 3 2a 2 b 1 b 2 4b 3 2b c 1. = 4, then det What is the determinant of the following matrix? 3 4 3 4 3 4 4 3 A 0 B 8 C 55 D 0 E 60 If det a a a 3 b b b 3 c c c 3 = 4, then det a a 4a 3 a b b 4b 3 b c c c 3 c = A 8 B 6 C 4 D E 3 Let A be an n n matrix

More information

Linear Algebra (Review) Volker Tresp 2017

Linear Algebra (Review) Volker Tresp 2017 Linear Algebra (Review) Volker Tresp 2017 1 Vectors k is a scalar (a number) c is a column vector. Thus in two dimensions, c = ( c1 c 2 ) (Advanced: More precisely, a vector is defined in a vector space.

More information

Review of Linear Algebra

Review of Linear Algebra Review of Linear Algebra Dr Gerhard Roth COMP 40A Winter 05 Version Linear algebra Is an important area of mathematics It is the basis of computer vision Is very widely taught, and there are many resources

More information

Knowledge Discovery and Data Mining 1 (VO) ( )

Knowledge Discovery and Data Mining 1 (VO) ( ) Knowledge Discovery and Data Mining 1 (VO) (707.003) Review of Linear Algebra Denis Helic KTI, TU Graz Oct 9, 2014 Denis Helic (KTI, TU Graz) KDDM1 Oct 9, 2014 1 / 74 Big picture: KDDM Probability Theory

More information

Quantum Computing Lecture 2. Review of Linear Algebra

Quantum Computing Lecture 2. Review of Linear Algebra Quantum Computing Lecture 2 Review of Linear Algebra Maris Ozols Linear algebra States of a quantum system form a vector space and their transformations are described by linear operators Vector spaces

More information

Math Bootcamp An p-dimensional vector is p numbers put together. Written as. x 1 x =. x p

Math Bootcamp An p-dimensional vector is p numbers put together. Written as. x 1 x =. x p Math Bootcamp 2012 1 Review of matrix algebra 1.1 Vectors and rules of operations An p-dimensional vector is p numbers put together. Written as x 1 x =. x p. When p = 1, this represents a point in the

More information

Conceptual Questions for Review

Conceptual Questions for Review Conceptual Questions for Review Chapter 1 1.1 Which vectors are linear combinations of v = (3, 1) and w = (4, 3)? 1.2 Compare the dot product of v = (3, 1) and w = (4, 3) to the product of their lengths.

More information

Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition

Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Prof. Tesler Math 283 Fall 2016 Also see the separate version of this with Matlab and R commands. Prof. Tesler Diagonalizing

More information

Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition

Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Linear Algebra review Powers of a diagonalizable matrix Spectral decomposition Prof. Tesler Math 283 Fall 2018 Also see the separate version of this with Matlab and R commands. Prof. Tesler Diagonalizing

More information

Background Mathematics (2/2) 1. David Barber

Background Mathematics (2/2) 1. David Barber Background Mathematics (2/2) 1 David Barber University College London Modified by Samson Cheung (sccheung@ieee.org) 1 These slides accompany the book Bayesian Reasoning and Machine Learning. The book and

More information

Applied Linear Algebra in Geoscience Using MATLAB

Applied Linear Algebra in Geoscience Using MATLAB Applied Linear Algebra in Geoscience Using MATLAB Contents Getting Started Creating Arrays Mathematical Operations with Arrays Using Script Files and Managing Data Two-Dimensional Plots Programming in

More information

ECS130 Scientific Computing. Lecture 1: Introduction. Monday, January 7, 10:00 10:50 am

ECS130 Scientific Computing. Lecture 1: Introduction. Monday, January 7, 10:00 10:50 am ECS130 Scientific Computing Lecture 1: Introduction Monday, January 7, 10:00 10:50 am About Course: ECS130 Scientific Computing Professor: Zhaojun Bai Webpage: http://web.cs.ucdavis.edu/~bai/ecs130/ Today

More information

CS 246 Review of Linear Algebra 01/17/19

CS 246 Review of Linear Algebra 01/17/19 1 Linear algebra In this section we will discuss vectors and matrices. We denote the (i, j)th entry of a matrix A as A ij, and the ith entry of a vector as v i. 1.1 Vectors and vector operations A vector

More information

2. Linear algebra. matrices and vectors. linear equations. range and nullspace of matrices. function of vectors, gradient and Hessian

2. Linear algebra. matrices and vectors. linear equations. range and nullspace of matrices. function of vectors, gradient and Hessian FE661 - Statistical Methods for Financial Engineering 2. Linear algebra Jitkomut Songsiri matrices and vectors linear equations range and nullspace of matrices function of vectors, gradient and Hessian

More information

CS 143 Linear Algebra Review

CS 143 Linear Algebra Review CS 143 Linear Algebra Review Stefan Roth September 29, 2003 Introductory Remarks This review does not aim at mathematical rigor very much, but instead at ease of understanding and conciseness. Please see

More information

Large Scale Data Analysis Using Deep Learning

Large Scale Data Analysis Using Deep Learning Large Scale Data Analysis Using Deep Learning Linear Algebra U Kang Seoul National University U Kang 1 In This Lecture Overview of linear algebra (but, not a comprehensive survey) Focused on the subset

More information

Fall TMA4145 Linear Methods. Exercise set Given the matrix 1 2

Fall TMA4145 Linear Methods. Exercise set Given the matrix 1 2 Norwegian University of Science and Technology Department of Mathematical Sciences TMA445 Linear Methods Fall 07 Exercise set Please justify your answers! The most important part is how you arrive at an

More information

The Singular Value Decomposition

The Singular Value Decomposition The Singular Value Decomposition Philippe B. Laval KSU Fall 2015 Philippe B. Laval (KSU) SVD Fall 2015 1 / 13 Review of Key Concepts We review some key definitions and results about matrices that will

More information

Chapter 3 Transformations

Chapter 3 Transformations Chapter 3 Transformations An Introduction to Optimization Spring, 2014 Wei-Ta Chu 1 Linear Transformations A function is called a linear transformation if 1. for every and 2. for every If we fix the bases

More information

Elementary maths for GMT

Elementary maths for GMT Elementary maths for GMT Linear Algebra Part 2: Matrices, Elimination and Determinant m n matrices The system of m linear equations in n variables x 1, x 2,, x n a 11 x 1 + a 12 x 2 + + a 1n x n = b 1

More information

(a) If A is a 3 by 4 matrix, what does this tell us about its nullspace? Solution: dim N(A) 1, since rank(a) 3. Ax =

(a) If A is a 3 by 4 matrix, what does this tell us about its nullspace? Solution: dim N(A) 1, since rank(a) 3. Ax = . (5 points) (a) If A is a 3 by 4 matrix, what does this tell us about its nullspace? dim N(A), since rank(a) 3. (b) If we also know that Ax = has no solution, what do we know about the rank of A? C(A)

More information

Introduction to Matrix Algebra

Introduction to Matrix Algebra Introduction to Matrix Algebra August 18, 2010 1 Vectors 1.1 Notations A p-dimensional vector is p numbers put together. Written as x 1 x =. x p. When p = 1, this represents a point in the line. When p

More information

linearly indepedent eigenvectors as the multiplicity of the root, but in general there may be no more than one. For further discussion, assume matrice

linearly indepedent eigenvectors as the multiplicity of the root, but in general there may be no more than one. For further discussion, assume matrice 3. Eigenvalues and Eigenvectors, Spectral Representation 3.. Eigenvalues and Eigenvectors A vector ' is eigenvector of a matrix K, if K' is parallel to ' and ' 6, i.e., K' k' k is the eigenvalue. If is

More information

Review of linear algebra

Review of linear algebra Review of linear algebra 1 Vectors and matrices We will just touch very briefly on certain aspects of linear algebra, most of which should be familiar. Recall that we deal with vectors, i.e. elements of

More information

Definitions for Quizzes

Definitions for Quizzes Definitions for Quizzes Italicized text (or something close to it) will be given to you. Plain text is (an example of) what you should write as a definition. [Bracketed text will not be given, nor does

More information

Linear Algebra: Matrix Eigenvalue Problems

Linear Algebra: Matrix Eigenvalue Problems CHAPTER8 Linear Algebra: Matrix Eigenvalue Problems Chapter 8 p1 A matrix eigenvalue problem considers the vector equation (1) Ax = λx. 8.0 Linear Algebra: Matrix Eigenvalue Problems Here A is a given

More information

UNIT 6: The singular value decomposition.

UNIT 6: The singular value decomposition. UNIT 6: The singular value decomposition. María Barbero Liñán Universidad Carlos III de Madrid Bachelor in Statistics and Business Mathematical methods II 2011-2012 A square matrix is symmetric if A T

More information

Glossary of Linear Algebra Terms. Prepared by Vince Zaccone For Campus Learning Assistance Services at UCSB

Glossary of Linear Algebra Terms. Prepared by Vince Zaccone For Campus Learning Assistance Services at UCSB Glossary of Linear Algebra Terms Basis (for a subspace) A linearly independent set of vectors that spans the space Basic Variable A variable in a linear system that corresponds to a pivot column in the

More information

Linear Algebra & Geometry why is linear algebra useful in computer vision?

Linear Algebra & Geometry why is linear algebra useful in computer vision? Linear Algebra & Geometry why is linear algebra useful in computer vision? References: -Any book on linear algebra! -[HZ] chapters 2, 4 Some of the slides in this lecture are courtesy to Prof. Octavia

More information

We use the overhead arrow to denote a column vector, i.e., a number with a direction. For example, in three-space, we write

We use the overhead arrow to denote a column vector, i.e., a number with a direction. For example, in three-space, we write 1 MATH FACTS 11 Vectors 111 Definition We use the overhead arrow to denote a column vector, ie, a number with a direction For example, in three-space, we write The elements of a vector have a graphical

More information

1. Foundations of Numerics from Advanced Mathematics. Linear Algebra

1. Foundations of Numerics from Advanced Mathematics. Linear Algebra Foundations of Numerics from Advanced Mathematics Linear Algebra Linear Algebra, October 23, 22 Linear Algebra Mathematical Structures a mathematical structure consists of one or several sets and one or

More information

Matrix Algebra: Summary

Matrix Algebra: Summary May, 27 Appendix E Matrix Algebra: Summary ontents E. Vectors and Matrtices.......................... 2 E.. Notation.................................. 2 E..2 Special Types of Vectors.........................

More information

Math Camp II. Basic Linear Algebra. Yiqing Xu. Aug 26, 2014 MIT

Math Camp II. Basic Linear Algebra. Yiqing Xu. Aug 26, 2014 MIT Math Camp II Basic Linear Algebra Yiqing Xu MIT Aug 26, 2014 1 Solving Systems of Linear Equations 2 Vectors and Vector Spaces 3 Matrices 4 Least Squares Systems of Linear Equations Definition A linear

More information

Linear Algebra - Part II

Linear Algebra - Part II Linear Algebra - Part II Projection, Eigendecomposition, SVD (Adapted from Sargur Srihari s slides) Brief Review from Part 1 Symmetric Matrix: A = A T Orthogonal Matrix: A T A = AA T = I and A 1 = A T

More information

Math Linear Algebra Final Exam Review Sheet

Math Linear Algebra Final Exam Review Sheet Math 15-1 Linear Algebra Final Exam Review Sheet Vector Operations Vector addition is a component-wise operation. Two vectors v and w may be added together as long as they contain the same number n of

More information

MATH 20F: LINEAR ALGEBRA LECTURE B00 (T. KEMP)

MATH 20F: LINEAR ALGEBRA LECTURE B00 (T. KEMP) MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) Definition 01 If T (x) = Ax is a linear transformation from R n to R m then Nul (T ) = {x R n : T (x) = 0} = Nul (A) Ran (T ) = {Ax R m : x R n } = {b R m

More information

Linear Algebra for Machine Learning. Sargur N. Srihari

Linear Algebra for Machine Learning. Sargur N. Srihari Linear Algebra for Machine Learning Sargur N. srihari@cedar.buffalo.edu 1 Overview Linear Algebra is based on continuous math rather than discrete math Computer scientists have little experience with it

More information

Properties of Matrices and Operations on Matrices

Properties of Matrices and Operations on Matrices Properties of Matrices and Operations on Matrices A common data structure for statistical analysis is a rectangular array or matris. Rows represent individual observational units, or just observations,

More information

Math 102, Winter Final Exam Review. Chapter 1. Matrices and Gaussian Elimination

Math 102, Winter Final Exam Review. Chapter 1. Matrices and Gaussian Elimination Math 0, Winter 07 Final Exam Review Chapter. Matrices and Gaussian Elimination { x + x =,. Different forms of a system of linear equations. Example: The x + 4x = 4. [ ] [ ] [ ] vector form (or the column

More information

ELE/MCE 503 Linear Algebra Facts Fall 2018

ELE/MCE 503 Linear Algebra Facts Fall 2018 ELE/MCE 503 Linear Algebra Facts Fall 2018 Fact N.1 A set of vectors is linearly independent if and only if none of the vectors in the set can be written as a linear combination of the others. Fact N.2

More information

Problem # Max points possible Actual score Total 120

Problem # Max points possible Actual score Total 120 FINAL EXAMINATION - MATH 2121, FALL 2017. Name: ID#: Email: Lecture & Tutorial: Problem # Max points possible Actual score 1 15 2 15 3 10 4 15 5 15 6 15 7 10 8 10 9 15 Total 120 You have 180 minutes to

More information

Vectors To begin, let us describe an element of the state space as a point with numerical coordinates, that is x 1. x 2. x =

Vectors To begin, let us describe an element of the state space as a point with numerical coordinates, that is x 1. x 2. x = Linear Algebra Review Vectors To begin, let us describe an element of the state space as a point with numerical coordinates, that is x 1 x x = 2. x n Vectors of up to three dimensions are easy to diagram.

More information

Review problems for MA 54, Fall 2004.

Review problems for MA 54, Fall 2004. Review problems for MA 54, Fall 2004. Below are the review problems for the final. They are mostly homework problems, or very similar. If you are comfortable doing these problems, you should be fine on

More information

Review of some mathematical tools

Review of some mathematical tools MATHEMATICAL FOUNDATIONS OF SIGNAL PROCESSING Fall 2016 Benjamín Béjar Haro, Mihailo Kolundžija, Reza Parhizkar, Adam Scholefield Teaching assistants: Golnoosh Elhami, Hanjie Pan Review of some mathematical

More information

DS-GA 1002 Lecture notes 0 Fall Linear Algebra. These notes provide a review of basic concepts in linear algebra.

DS-GA 1002 Lecture notes 0 Fall Linear Algebra. These notes provide a review of basic concepts in linear algebra. DS-GA 1002 Lecture notes 0 Fall 2016 Linear Algebra These notes provide a review of basic concepts in linear algebra. 1 Vector spaces You are no doubt familiar with vectors in R 2 or R 3, i.e. [ ] 1.1

More information

Matrices and Vectors. Definition of Matrix. An MxN matrix A is a two-dimensional array of numbers A =

Matrices and Vectors. Definition of Matrix. An MxN matrix A is a two-dimensional array of numbers A = 30 MATHEMATICS REVIEW G A.1.1 Matrices and Vectors Definition of Matrix. An MxN matrix A is a two-dimensional array of numbers A = a 11 a 12... a 1N a 21 a 22... a 2N...... a M1 a M2... a MN A matrix can

More information

MATH 240 Spring, Chapter 1: Linear Equations and Matrices

MATH 240 Spring, Chapter 1: Linear Equations and Matrices MATH 240 Spring, 2006 Chapter Summaries for Kolman / Hill, Elementary Linear Algebra, 8th Ed. Sections 1.1 1.6, 2.1 2.2, 3.2 3.8, 4.3 4.5, 5.1 5.3, 5.5, 6.1 6.5, 7.1 7.2, 7.4 DEFINITIONS Chapter 1: Linear

More information

Mobile Robotics 1. A Compact Course on Linear Algebra. Giorgio Grisetti

Mobile Robotics 1. A Compact Course on Linear Algebra. Giorgio Grisetti Mobile Robotics 1 A Compact Course on Linear Algebra Giorgio Grisetti SA-1 Vectors Arrays of numbers They represent a point in a n dimensional space 2 Vectors: Scalar Product Scalar-Vector Product Changes

More information

Linear Algebra and Matrices

Linear Algebra and Matrices Linear Algebra and Matrices 4 Overview In this chapter we studying true matrix operations, not element operations as was done in earlier chapters. Working with MAT- LAB functions should now be fairly routine.

More information

Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014

Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014 Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014 Linear Algebra A Brief Reminder Purpose. The purpose of this document

More information

Lecture 7. Econ August 18

Lecture 7. Econ August 18 Lecture 7 Econ 2001 2015 August 18 Lecture 7 Outline First, the theorem of the maximum, an amazing result about continuity in optimization problems. Then, we start linear algebra, mostly looking at familiar

More information

Math Linear Algebra II. 1. Inner Products and Norms

Math Linear Algebra II. 1. Inner Products and Norms Math 342 - Linear Algebra II Notes 1. Inner Products and Norms One knows from a basic introduction to vectors in R n Math 254 at OSU) that the length of a vector x = x 1 x 2... x n ) T R n, denoted x,

More information

Deep Learning Book Notes Chapter 2: Linear Algebra

Deep Learning Book Notes Chapter 2: Linear Algebra Deep Learning Book Notes Chapter 2: Linear Algebra Compiled By: Abhinaba Bala, Dakshit Agrawal, Mohit Jain Section 2.1: Scalars, Vectors, Matrices and Tensors Scalar Single Number Lowercase names in italic

More information

Linear Algebra Formulas. Ben Lee

Linear Algebra Formulas. Ben Lee Linear Algebra Formulas Ben Lee January 27, 2016 Definitions and Terms Diagonal: Diagonal of matrix A is a collection of entries A ij where i = j. Diagonal Matrix: A matrix (usually square), where entries

More information

LinGloss. A glossary of linear algebra

LinGloss. A glossary of linear algebra LinGloss A glossary of linear algebra Contents: Decompositions Types of Matrices Theorems Other objects? Quasi-triangular A matrix A is quasi-triangular iff it is a triangular matrix except its diagonal

More information

Phys 201. Matrices and Determinants

Phys 201. Matrices and Determinants Phys 201 Matrices and Determinants 1 1.1 Matrices 1.2 Operations of matrices 1.3 Types of matrices 1.4 Properties of matrices 1.5 Determinants 1.6 Inverse of a 3 3 matrix 2 1.1 Matrices A 2 3 7 =! " 1

More information

MATH 304 Linear Algebra Lecture 20: The Gram-Schmidt process (continued). Eigenvalues and eigenvectors.

MATH 304 Linear Algebra Lecture 20: The Gram-Schmidt process (continued). Eigenvalues and eigenvectors. MATH 304 Linear Algebra Lecture 20: The Gram-Schmidt process (continued). Eigenvalues and eigenvectors. Orthogonal sets Let V be a vector space with an inner product. Definition. Nonzero vectors v 1,v

More information

Chap 3. Linear Algebra

Chap 3. Linear Algebra Chap 3. Linear Algebra Outlines 1. Introduction 2. Basis, Representation, and Orthonormalization 3. Linear Algebraic Equations 4. Similarity Transformation 5. Diagonal Form and Jordan Form 6. Functions

More information

Math 443 Differential Geometry Spring Handout 3: Bilinear and Quadratic Forms This handout should be read just before Chapter 4 of the textbook.

Math 443 Differential Geometry Spring Handout 3: Bilinear and Quadratic Forms This handout should be read just before Chapter 4 of the textbook. Math 443 Differential Geometry Spring 2013 Handout 3: Bilinear and Quadratic Forms This handout should be read just before Chapter 4 of the textbook. Endomorphisms of a Vector Space This handout discusses

More information

MATH 1120 (LINEAR ALGEBRA 1), FINAL EXAM FALL 2011 SOLUTIONS TO PRACTICE VERSION

MATH 1120 (LINEAR ALGEBRA 1), FINAL EXAM FALL 2011 SOLUTIONS TO PRACTICE VERSION MATH (LINEAR ALGEBRA ) FINAL EXAM FALL SOLUTIONS TO PRACTICE VERSION Problem (a) For each matrix below (i) find a basis for its column space (ii) find a basis for its row space (iii) determine whether

More information

Review of Some Concepts from Linear Algebra: Part 2

Review of Some Concepts from Linear Algebra: Part 2 Review of Some Concepts from Linear Algebra: Part 2 Department of Mathematics Boise State University January 16, 2019 Math 566 Linear Algebra Review: Part 2 January 16, 2019 1 / 22 Vector spaces A set

More information

2. Review of Linear Algebra

2. Review of Linear Algebra 2. Review of Linear Algebra ECE 83, Spring 217 In this course we will represent signals as vectors and operators (e.g., filters, transforms, etc) as matrices. This lecture reviews basic concepts from linear

More information

Linear Algebra Review

Linear Algebra Review Chapter 1 Linear Algebra Review It is assumed that you have had a course in linear algebra, and are familiar with matrix multiplication, eigenvectors, etc. I will review some of these terms here, but quite

More information

YORK UNIVERSITY. Faculty of Science Department of Mathematics and Statistics MATH M Test #1. July 11, 2013 Solutions

YORK UNIVERSITY. Faculty of Science Department of Mathematics and Statistics MATH M Test #1. July 11, 2013 Solutions YORK UNIVERSITY Faculty of Science Department of Mathematics and Statistics MATH 222 3. M Test # July, 23 Solutions. For each statement indicate whether it is always TRUE or sometimes FALSE. Note: For

More information

v = v 1 2 +v 2 2. Two successive applications of this idea give the length of the vector v R 3 :

v = v 1 2 +v 2 2. Two successive applications of this idea give the length of the vector v R 3 : Length, Angle and the Inner Product The length (or norm) of a vector v R 2 (viewed as connecting the origin to a point (v 1,v 2 )) is easily determined by the Pythagorean Theorem and is denoted v : v =

More information

1 Inner Product and Orthogonality

1 Inner Product and Orthogonality CSCI 4/Fall 6/Vora/GWU/Orthogonality and Norms Inner Product and Orthogonality Definition : The inner product of two vectors x and y, x x x =.., y =. x n y y... y n is denoted x, y : Note that n x, y =

More information

Assignment 1 Math 5341 Linear Algebra Review. Give complete answers to each of the following questions. Show all of your work.

Assignment 1 Math 5341 Linear Algebra Review. Give complete answers to each of the following questions. Show all of your work. Assignment 1 Math 5341 Linear Algebra Review Give complete answers to each of the following questions Show all of your work Note: You might struggle with some of these questions, either because it has

More information

Linear Algebra and Eigenproblems

Linear Algebra and Eigenproblems Appendix A A Linear Algebra and Eigenproblems A working knowledge of linear algebra is key to understanding many of the issues raised in this work. In particular, many of the discussions of the details

More information

Linear Algebra V = T = ( 4 3 ).

Linear Algebra V = T = ( 4 3 ). Linear Algebra Vectors A column vector is a list of numbers stored vertically The dimension of a column vector is the number of values in the vector W is a -dimensional column vector and V is a 5-dimensional

More information

Chapter 4 - MATRIX ALGEBRA. ... a 2j... a 2n. a i1 a i2... a ij... a in

Chapter 4 - MATRIX ALGEBRA. ... a 2j... a 2n. a i1 a i2... a ij... a in Chapter 4 - MATRIX ALGEBRA 4.1. Matrix Operations A a 11 a 12... a 1j... a 1n a 21. a 22.... a 2j... a 2n. a i1 a i2... a ij... a in... a m1 a m2... a mj... a mn The entry in the ith row and the jth column

More information

5. Orthogonal matrices

5. Orthogonal matrices L Vandenberghe EE133A (Spring 2017) 5 Orthogonal matrices matrices with orthonormal columns orthogonal matrices tall matrices with orthonormal columns complex matrices with orthonormal columns 5-1 Orthonormal

More information

14 Singular Value Decomposition

14 Singular Value Decomposition 14 Singular Value Decomposition For any high-dimensional data analysis, one s first thought should often be: can I use an SVD? The singular value decomposition is an invaluable analysis tool for dealing

More information

Chapter 5 Eigenvalues and Eigenvectors

Chapter 5 Eigenvalues and Eigenvectors Chapter 5 Eigenvalues and Eigenvectors Outline 5.1 Eigenvalues and Eigenvectors 5.2 Diagonalization 5.3 Complex Vector Spaces 2 5.1 Eigenvalues and Eigenvectors Eigenvalue and Eigenvector If A is a n n

More information

15 Singular Value Decomposition

15 Singular Value Decomposition 15 Singular Value Decomposition For any high-dimensional data analysis, one s first thought should often be: can I use an SVD? The singular value decomposition is an invaluable analysis tool for dealing

More information

MATH 315 Linear Algebra Homework #1 Assigned: August 20, 2018

MATH 315 Linear Algebra Homework #1 Assigned: August 20, 2018 Homework #1 Assigned: August 20, 2018 Review the following subjects involving systems of equations and matrices from Calculus II. Linear systems of equations Converting systems to matrix form Pivot entry

More information

Matrices A brief introduction

Matrices A brief introduction Matrices A brief introduction Basilio Bona DAUIN Politecnico di Torino Semester 1, 2014-15 B. Bona (DAUIN) Matrices Semester 1, 2014-15 1 / 41 Definitions Definition A matrix is a set of N real or complex

More information

Math for ML: review. ML and knowledge of other fields

Math for ML: review. ML and knowledge of other fields ath for L: review ilos Hauskrecht milos@cs.pitt.edu Sennott Square x- people.cs.pitt.edu/~milos/ L and knowledge of other fields L solutions and algorithms rely on knowledge of many other disciplines:

More information

A Review of Linear Algebra

A Review of Linear Algebra A Review of Linear Algebra Gerald Recktenwald Portland State University Mechanical Engineering Department gerry@me.pdx.edu These slides are a supplement to the book Numerical Methods with Matlab: Implementations

More information

Linear Algebra Practice Problems

Linear Algebra Practice Problems Linear Algebra Practice Problems Page of 7 Linear Algebra Practice Problems These problems cover Chapters 4, 5, 6, and 7 of Elementary Linear Algebra, 6th ed, by Ron Larson and David Falvo (ISBN-3 = 978--68-78376-2,

More information

The Singular Value Decomposition (SVD) and Principal Component Analysis (PCA)

The Singular Value Decomposition (SVD) and Principal Component Analysis (PCA) Chapter 5 The Singular Value Decomposition (SVD) and Principal Component Analysis (PCA) 5.1 Basics of SVD 5.1.1 Review of Key Concepts We review some key definitions and results about matrices that will

More information

1. Linear systems of equations. Chapters 7-8: Linear Algebra. Solution(s) of a linear system of equations (continued)

1. Linear systems of equations. Chapters 7-8: Linear Algebra. Solution(s) of a linear system of equations (continued) 1 A linear system of equations of the form Sections 75, 78 & 81 a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2 a m1 x 1 + a m2 x 2 + + a mn x n = b m can be written in matrix

More information

10-701/ Recitation : Linear Algebra Review (based on notes written by Jing Xiang)

10-701/ Recitation : Linear Algebra Review (based on notes written by Jing Xiang) 10-701/15-781 Recitation : Linear Algebra Review (based on notes written by Jing Xiang) Manojit Nandi February 1, 2014 Outline Linear Algebra General Properties Matrix Operations Inner Products and Orthogonal

More information

Singular Value Decomposition and Principal Component Analysis (PCA) I

Singular Value Decomposition and Principal Component Analysis (PCA) I Singular Value Decomposition and Principal Component Analysis (PCA) I Prof Ned Wingreen MOL 40/50 Microarray review Data per array: 0000 genes, I (green) i,i (red) i 000 000+ data points! The expression

More information

I. Multiple Choice Questions (Answer any eight)

I. Multiple Choice Questions (Answer any eight) Name of the student : Roll No : CS65: Linear Algebra and Random Processes Exam - Course Instructor : Prashanth L.A. Date : Sep-24, 27 Duration : 5 minutes INSTRUCTIONS: The test will be evaluated ONLY

More information

4 Linear Algebra Review

4 Linear Algebra Review 4 Linear Algebra Review For this topic we quickly review many key aspects of linear algebra that will be necessary for the remainder of the course 41 Vectors and Matrices For the context of data analysis,

More information

Math 520 Exam 2 Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008

Math 520 Exam 2 Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008 Math 520 Exam 2 Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008 Exam 2 will be held on Tuesday, April 8, 7-8pm in 117 MacMillan What will be covered The exam will cover material from the lectures

More information

1. The Polar Decomposition

1. The Polar Decomposition A PERSONAL INTERVIEW WITH THE SINGULAR VALUE DECOMPOSITION MATAN GAVISH Part. Theory. The Polar Decomposition In what follows, F denotes either R or C. The vector space F n is an inner product space with

More information

Math Camp Lecture 4: Linear Algebra. Xiao Yu Wang. Aug 2010 MIT. Xiao Yu Wang (MIT) Math Camp /10 1 / 88

Math Camp Lecture 4: Linear Algebra. Xiao Yu Wang. Aug 2010 MIT. Xiao Yu Wang (MIT) Math Camp /10 1 / 88 Math Camp 2010 Lecture 4: Linear Algebra Xiao Yu Wang MIT Aug 2010 Xiao Yu Wang (MIT) Math Camp 2010 08/10 1 / 88 Linear Algebra Game Plan Vector Spaces Linear Transformations and Matrices Determinant

More information

Lecture notes on Quantum Computing. Chapter 1 Mathematical Background

Lecture notes on Quantum Computing. Chapter 1 Mathematical Background Lecture notes on Quantum Computing Chapter 1 Mathematical Background Vector states of a quantum system with n physical states are represented by unique vectors in C n, the set of n 1 column vectors 1 For

More information

Image Registration Lecture 2: Vectors and Matrices

Image Registration Lecture 2: Vectors and Matrices Image Registration Lecture 2: Vectors and Matrices Prof. Charlene Tsai Lecture Overview Vectors Matrices Basics Orthogonal matrices Singular Value Decomposition (SVD) 2 1 Preliminary Comments Some of this

More information

Lecture 1 Review: Linear models have the form (in matrix notation) Y = Xβ + ε,

Lecture 1 Review: Linear models have the form (in matrix notation) Y = Xβ + ε, 2. REVIEW OF LINEAR ALGEBRA 1 Lecture 1 Review: Linear models have the form (in matrix notation) Y = Xβ + ε, where Y n 1 response vector and X n p is the model matrix (or design matrix ) with one row for

More information

2. Every linear system with the same number of equations as unknowns has a unique solution.

2. Every linear system with the same number of equations as unknowns has a unique solution. 1. For matrices A, B, C, A + B = A + C if and only if A = B. 2. Every linear system with the same number of equations as unknowns has a unique solution. 3. Every linear system with the same number of equations

More information

Linear Algebra March 16, 2019

Linear Algebra March 16, 2019 Linear Algebra March 16, 2019 2 Contents 0.1 Notation................................ 4 1 Systems of linear equations, and matrices 5 1.1 Systems of linear equations..................... 5 1.2 Augmented

More information

NOTES on LINEAR ALGEBRA 1

NOTES on LINEAR ALGEBRA 1 School of Economics, Management and Statistics University of Bologna Academic Year 207/8 NOTES on LINEAR ALGEBRA for the students of Stats and Maths This is a modified version of the notes by Prof Laura

More information

Lecture 15 Review of Matrix Theory III. Dr. Radhakant Padhi Asst. Professor Dept. of Aerospace Engineering Indian Institute of Science - Bangalore

Lecture 15 Review of Matrix Theory III. Dr. Radhakant Padhi Asst. Professor Dept. of Aerospace Engineering Indian Institute of Science - Bangalore Lecture 15 Review of Matrix Theory III Dr. Radhakant Padhi Asst. Professor Dept. of Aerospace Engineering Indian Institute of Science - Bangalore Matrix An m n matrix is a rectangular or square array of

More information