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


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1 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 : Ax = b has a solution} We refer to Nul (T ) as the null space of T and Ran (T ) and the range of T We further say; (1) T is one to one if T (x) = T (y) implies x = y or equivalently, for all b R m there is at most one solution to T (x) = b (2) T is onto if Ran (T ) = R m or equivalently put for every b R m there is at least one solution to T (x) = b Things you should know: (1) Linear systems like 1 TEST #1 REVIEW MATERIAL A = [a 1 a n ] = a 11 x 1 + a 12 x a 1n x n = b 1 a 21 x 1 + a 22 x a 2n x n = b 2 a m1 x 1 + a m2 x a mn x n = b m are equivalent to the matrix equation Ax = b where a 11 a 12 a 1n a 21 a 22 a 2n x = x 1 x n x n and b = a m1 a m2 a mn b 1 b ṇ b m (2) Ax is a linear combination of the columns of A Ax = x i a i = m n  coefficient matrix, and T (x) := Ax defines a linear transformation from R n R m, ie T preserves vector addition and scalar multiplication 1
2 2 MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) (3) (4) span {a 1,, a n } = {b R m : Ax = b has a solution} = {b R m : Ax = b is consistent} = Ran (A) = {b = Ax: x R n } Nul (A) := {x R n : Ax = 0} { all solutions to the homogeneous equation: = Ax = 0 } (5) Theorem: If Ap = b then the general solution to Ax = b is of the form x = p + v h where v h is a generic solution to Av h = 0, ie x = p + v h with v h Nul (A) (6) You should know the definition of linear independence (dependence), ie Γ := {a 1,, a n } R m are linearly independent iff the only solution to n x ia i = 0 is x = 0 Equivalently put, Γ := {a 1,, a n } R m are LI Nul (A) = {0} Ax = 0 has only the trivial solution (7) You should know to perform row reduction in order to put a matrix into it reduced row echelon form (8) You should be able to write down the general solution to the equation Ax = b and find equation that b must satisfy so that Ax = b is consistent (9) Theorem: Let A be a m n matrix and U :=rref(a) Then; (a) Ax = b has a solution iff rref([a b]) does not have a pivot in the last column (b) Ax = b has a solution for every b R m iff span {a 1,, a n } = Ran (A) = R m iff U :=rref(a) has a pivot in every row, ie U does not contain a row of zeros (c) If m > n (ie there are more equations than unknowns), then Ax = b will be inconsistent for some b R m This is because there can be at most n pivots and since m > n there must be a row of zeros in rref(a) (d) Ax = b has at most one solution iff Nul (A) = 0 iff Ax = 0 has only the trivial solution iff {a 1,, a n } are linearly independent, iff rref(a) has no free variables ie there is a pivot in every column (e) If m < n (ie there are fewer equation than unknowns) then Ax = 0 will always have a nontrivial solution or equivalently put the columns of A are necessarily linearly dependent This is because there can be at most m pivots and so at least one column does not have pivot and there is at least one free variable
3 MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) 3 2 TEST #2 REVIEW MATERIAL Things to know: (1) The notion of a vector space and the fact that R m and the fact that, for any set D, V (D) = functions from D to R forms a vector space (2) The notion of a subspace, and important subspaces the function spaces, eg P n = polynomials of degree at most n (3) How to determine if H V is a subspace or not (4) The notions of linear independence and span of vectors in a vector space (5) The notions of a basis, dimension, and coordinates relative to a basis (6) Be able to check if vectors in R m are a basis or not by putting the vectors in the columns of a matrix and row reducing In particular you should know that n vectors in R m are always linearly dependent if n > m and that they do not span R m is n < m (7) Matrix operations How to compute AB, A + B, ABC = (AB) C or A (BC) You should understand when these operations make sense (8) The notion of a linear transformation, T : V W (a) If V = R n and W = R m then T (x) = Ax where A = [T (e 1 ) T (e n )] (b) The derivative and integration operations are linear (c) Other examples of linear transformations from the homework, eg T : P 2 R 3 with T (p) := p (1) p ( 1) p (2) is linear (9) Nul (T ) = {v V : T (v) = 0} all vectors in the domain which are sent to zero (a) T is one to one iff Nul (T ) = {0} (b) be able to find a basis for Nul (A) R n when A is a m n matrix (10) Ran (T ) = {T (v) W : v V } the range of T Equivalently, w Ran (T ) iff there exists a solution, v V, to T (v) = w (a) Know how to find a basis for col (A) = Ran (A) (b) Know how to find a basis for row (A) (c) Know that dim row (A) = dim col (A) = dim Ran (A) = rank (A) (11) You should understand the ranknullity theorem see Theorem 14 on p 233 (12) Theorem If A is not a square matrix then A is not invertible! (13) Theorem If A is a n n matrix then the following are equivalent (a) A is invertible (b) col (A) = Ran (A) = R n dim Ran (A) = n = dim row (A) (c) row (A) = R n (d) Nul (A) = {0} dim Nul (A) = 0 (e) det (A) 0 (f) rref(a) = I (14) Be able to find A 1 using [A I] [A 1 I] when A is invertible (15) Now that Ax = b has solution given by x = A 1 b when A is invertible (16) Understand how to compute determinants of matrices You should also know the determinants behavior under row and column operations (17) For an n n matrix, A, the following are equivalent; (a) A 1 does not exist,
4 4 MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) (b) Nul (A) {0}, (c) Ran (A) R n, (d) det A = 0
5 Things you should know: MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) 5 3 AFTER TEST #2 REVIEW MATERIAL (1) You should understand the definition of Eigenvalues and Eigenvectors for linear transformations and especially for matrices This includes being able to test if a vector is an eigenvector or not for a given linear transformation (2) If T : V V is a linear transformation and {v 1,, v n } are eigenvectors of T such that T (v i ) = λ i v i with all the eigenvalues {λ 1,, λ n } being distinct, then {v 1,, v n } is a linearly independent set (3) The characteristic polynomial of a n n matrix, A, is p A (λ) := det (A λi) You should know; (a) how to compute p A (λ) for a given matrix A using the standard methods of evaluating determinants (b) The roots {λ 1,, λ n } (with possible repetitions) are all of the eigenvalues of A (c) The matrix A is diagonalizable if all of the roots of p A (λ) is distinct, ie there will be n distinct eigenvectors in this case If there are repeated roots A may or may not be diagonalizable (4) After finding an eigenvalue, λ i, of A you should be able to find a basis of the corresponding eigenvectors to this eigenvalue, ie find a basis for Nul (A λ i I) (5) An n n matrix A is diagonalizable (ie may be written as A = P DP 1 where D is a diagonal matrix and P is an invertible matrix) An n n matrix A is diagonalizable iff A has a basis (B) of eigenvectors Moreover if B = {v 1,, v n }, with Av i = λ i v i, and λ λ P = [v 1 v n ] and D = 2 0, 0 0 λ n then A = P DP 1 (6) If A = P DP 1 as above then A k = P D k P 1 where λ k D k 0 λ = k λ k n (7) The basic definition of the dot product on R n ; u v = u i v i = u T v = v T u
6 6 MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) and its associated norm or length function, u := u u and know that the distance between u and v is dist (u, v) := u v = n u i v i 2 (8) The meaning of orthogonal sets, orthonormal sets, orthogonal bases, and orthonormal bases Moreover you should know; (a) If B = {u 1,, u n } is an orthogonal basis for a subspace, W R m, then proj W v = v u i u i 2 u i is the orthogonal projection of v onto W The vector proj span(b) v is the unique vector in W closest to v and also is the unique vector w W such that v w is perpendicular to W, ie (v w) w = 0 for all w W (b) If B = {u 1,, u n } is an orthogonal basis for R n then ie v = v u i u i 2 u i for all v R n, [v] B = v u 1 u 1 2 v u 2 u 2 2 v u n u n 2 (c) If U = [u 1 u n ] is a n n matrix, then the following are equivalent; (i) U is an orthogonal matrix, ie U T U = I = UU T or equivalently put U 1 = U T (ii) The columns {u 1,, u n } of U form an orthonormal basis for R n (d) You should be able to carry out the Gram Schmidt process in order to make an orthonormal basis for a subspace W out of an arbitrary basis for W (9) If A is a m n matrix you should know that A T is the unique n m matrix such that Ax y = x A T y for all x R n and y R m (10) You should be able to find all least squares solutions to an inconsistent matrix equation, Ax = b (ie b / Ran (A) by solving the normal equations, A T Ax = A T b Recall the Least squares theorem states that x R n is a minimizer of Ax b iff x satisfies A T Ax = A T b (11) You should know and be able to show that if A is a symmetric matrix and u and v are eigenvectors of A with distinct eigenvalues, then u v = 0 (12) The spectral theorem; every symmetric n n matrix A has an orthonormal basis of eigenvectors Equivalently put A may be written as A = UDU T where U is a orthogonal matrix and D is a diagonal matrix In particular every symmetric matrix may be diagonalized
7 MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) 7 (13) Given a symmetric matrix A you should be able to find U = [u 1 u n ] as described in the spectral theorem The method is to find (using the Gram Schmidt process if necessary) an orthonormal basis of eigenvectors {u 1,, u n } of A and then we take U = [u 1 u n ]
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