. The following is a 3 3 orthogonal matrix: 2/3 1/3 2/3 2/3 2/3 1/3 1/3 2/3 2/3

Size: px
Start display at page:

Download ". The following is a 3 3 orthogonal matrix: 2/3 1/3 2/3 2/3 2/3 1/3 1/3 2/3 2/3"

Transcription

1 Lecture Notes: Orthogonal and Symmetric Matrices Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong Orthogonal Matrix Definition. An n n matrix A is orthogonal if (i) its inverse A exists, and (ii) A T = A. Example. Consider A = [ cosθ sinθ sinθ cosθ [ cosθ sinθ sinθ cosθ ]. The following is a 3 3 orthogonal matrix: /3 /3 /3 /3 /3 /3 /3 /3 /3 ]. It is orthogonal because A T = A = Lemma. If A is orthogonal, then A T is also orthogonal. Proof. The lemma thus follows. (A T ) T = (A ) T = (A T ) To explain the next property of orthogonal matrices, we need to define two new concepts. Let S be a set of non-zero vectors v, v,..., v k of the same dimensionality. We say that S is orthogonal if v i v j = for any i j. Furthermore, we say that S is orthonormal if (i) S is orthogonal, and (ii) v i = v i v i = for any i [,k]. For example, is orthogonal but not orthonormal. If, however, we scale each of the above vectors to have length, then the resulting vector set becomes orthonormal: / / / 6 / 6 / 6 / 3 / 3 / 3 Lemma. An orthogonal set of vectors must be linearly independent.

2 Proof. Suppose that S = {v, v,..., v k }. Assume, on the contrary, that S is not linearly independent. Hence, there exist real values c,c,...,c k that are not all zero, and make the following hold: c v +c v +...+c k v k =. Suppose, without loss of generality, that c i for some i [,k]. Then, we multiply both sides of the above equation by v i, and obtain: c v v i +c v v i +...+c k v k v i = c i v i v i =. The above equation contradicts the fact that c i and v i is a non-zero vector. We are now ready to reveal another way to define orthogonal matrix: Lemma 3. Let A be an n n matrix with row vectors r, r,..., r n, and column vectors c, c,..., c n. Both the following statements are true: A is orthogonal if and only if {r, r,..., r n } is orthonormal. A is orthogonal if and only if {c, c,..., c n } is orthonormal. Proof. We will prove only the first statement because applying the same argument on A T proves the second. Let B = AA T. Denote by b ij the element of B at the i-th row and j-th column. We know that b ij = r i r j (note that the j-th column of A T has the same components as r j ). A is orthogonal if and only if B is an identity matrix, which in turn is true if and only if b ij = when i = j, and b ij = otherwise. The lemma thus follows. Lemma 4. The determinant of an orthogonal matrix A can only be or. Proof. From A T = A, we know that AA T = I where I is an identity matrix. Hence, det(aa T ) = det(a)det(a T ) = (det(a)) =. The lemma thus follows. Symmetric Matrix Recall that an n n matrix A is symmetric if A = A T. Next, we give several nice properties of such matrices. Lemma 5. All the eigenvalues of a symmetric matrix must be real values (i.e., they cannot be complex numbers). We omit the proof of the lemma. Note that the above lemma is not true for general square matrices (i.e., it is possible for an eigenvalue to be a complex number). Lemma 6. Let λ and λ be two different eigenvalues of a symmetric matrix A. Also, suppose that x is an eigenvector of A corresponding to λ, and x is an eigenvector of A corresponding to λ. It must holds that x x =.

3 Proof. By definition of eigenvalue and eigenvector, we know: From (), we have Ax = λ x () Ax = λ x () x T A T = λ x T x T A = λ x T x T Ax = λ x T x (by ()) x T λ x = λ x T x x T x (λ λ ) = (by λ λ ) x T x =. The lemma then follows from the fact that x x = x T x. Example. Consider A = We know that A has two eigenvalues λ = and λ =. For eigenvalue λ =, all the eigenvectors can be represented as x = x = v u,x = u,x 3 = v x x x 3 satisfying: with u,v R. Setting (u,v) to (,) and (,) respectively gives us two linearly independent eigenvectors: x =,x = For eigenvalue λ =, all the eigenvectors can be represented as x = x = t,x = t,x 3 = t with t R. Setting t = gives us another eigenvector: x 3 = x x x 3 satisfying: Vectors x, x, and x 3 are linearly independent. According to Lemma 6, both x x 3 and x x 3 must be. You can verify that this is indeed the case. From an earlier lecture, we already know that every symmetric matrix can be diagonalized because it definitely has n linearly independent eigenvectors. The next lemma strengthens this fact: 3

4 Lemma 7. Every n n symmetric matrix has an orthogonal set of n eigenvectors. We omit the proof of the lemma (which is rather non-trivial). Note that n eigenvectors in the lemma must be linearly independent, according to Lemma. Example 3. Let us consider again the matrix A in Example. We have obtained eigenvectors x,x,x 3. Clearly, they do not constitute an orthogonal set because x,x are not orthogonal. We will replace x with a different x that is still an eigenvector of A for eigenvalue λ =, and is orthogonal to x. From Example, we know that all eigenvectors corresponding to λ have the form For such a vector to be orthogonal to x =, we need: ( )(v u)+u = v = u As you can see, there are infinitely many such vectors, any of which can be x except produce one, we can choose u =,v =, which gives x = {x,x,x 3} is thus an orthogonal set of eigenvectors of A.. v u u v.. To Corollary. Every n n symmetric matrix has an orthonormal set of n eigenvectors. Proof. The orthonormal set can be obtained by scaling all vectors in the orthogonal set of Lemma 7 to have length. Now we prove an important lemma about symmetric matrices. Lemma 8. Let A be an n n symmetric matrix. There exist an orthogonal matrix Q such that A = Qdiag[λ,λ,...,λ n ]Q, where λ,λ,...,λ n are eigenvalues of A. Proof. From an earlier lecture, we know that given a set of linearly independent eigenvectors v,v,...,v n corresponding to eigenvalues λ,λ,...,λ n respectively, we can produce Q by placing v i as the i-th column of Q, for each i [,n], such that A = Qdiag[λ,λ,...,λ n ]Q. From Corollary, we know that we can find an orthonormal set of v,v,...,v n. By Lemma 3, it follows that Q is an orthogonal matrix. Example 4. Consider once again the matrix A in Example. In Example 3, we have obtained an orthogonal set of eigenvectors: 4

5 By scaling, we obtain the following orthonormal set of eigenvectors: / / / 6 / 6 / 6 / 3 / 3 / 3 Recall that these eigenvectors correspond to eigenvalues,, and, respectively. We thus produce: Q = such that A = Qdiag[,, ]Q. / / 6 / 3 / / 6 / 3 / 6 / 3 5

j=1 u 1jv 1j. 1/ 2 Lemma 1. An orthogonal set of vectors must be linearly independent.

j=1 u 1jv 1j. 1/ 2 Lemma 1. An orthogonal set of vectors must be linearly independent. Lecture Notes: Orthogonal and Symmetric Matrices Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong taoyf@cse.cuhk.edu.hk Orthogonal Matrix Definition. Let u = [u

More information

Lecture Notes: Eigenvalues and Eigenvectors. 1 Definitions. 2 Finding All Eigenvalues

Lecture Notes: Eigenvalues and Eigenvectors. 1 Definitions. 2 Finding All Eigenvalues Lecture Notes: Eigenvalues and Eigenvectors Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong taoyf@cse.cuhk.edu.hk 1 Definitions Let A be an n n matrix. If there

More information

A = , A 32 = n ( 1) i +j a i j det(a i j). (1) j=1

A = , A 32 = n ( 1) i +j a i j det(a i j). (1) j=1 Lecture Notes: Determinant of a Square Matrix Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong taoyf@cse.cuhk.edu.hk 1 Determinant Definition Let A [a ij ] be an

More information

c i r i i=1 r 1 = [1, 2] r 2 = [0, 1] r 3 = [3, 4].

c i r i i=1 r 1 = [1, 2] r 2 = [0, 1] r 3 = [3, 4]. Lecture Notes: Rank of a Matrix Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong taoyf@cse.cuhk.edu.hk 1 Linear Independence Definition 1. Let r 1, r 2,..., r m

More information

Lecture Notes: Matrix Inverse. 1 Inverse Definition. 2 Inverse Existence and Uniqueness

Lecture Notes: Matrix Inverse. 1 Inverse Definition. 2 Inverse Existence and Uniqueness Lecture Notes: Matrix Inverse Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong taoyf@cse.cuhk.edu.hk Inverse Definition We use I to represent identity matrices,

More information

Lecture Notes: Solving Linear Systems with Gauss Elimination

Lecture Notes: Solving Linear Systems with Gauss Elimination Lecture Notes: Solving Linear Systems with Gauss Elimination Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong taoyf@cse.cuhk.edu.hk 1 Echelon Form and Elementary

More information

1 Last time: least-squares problems

1 Last time: least-squares problems MATH Linear algebra (Fall 07) Lecture Last time: least-squares problems Definition. If A is an m n matrix and b R m, then a least-squares solution to the linear system Ax = b is a vector x R n such that

More information

MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators.

MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators. MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators. Adjoint operator and adjoint matrix Given a linear operator L on an inner product space V, the adjoint of L is a transformation

More information

Econ Slides from Lecture 7

Econ Slides from Lecture 7 Econ 205 Sobel Econ 205 - Slides from Lecture 7 Joel Sobel August 31, 2010 Linear Algebra: Main Theory A linear combination of a collection of vectors {x 1,..., x k } is a vector of the form k λ ix i for

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

Math 18, Linear Algebra, Lecture C00, Spring 2017 Review and Practice Problems for Final Exam

Math 18, Linear Algebra, Lecture C00, Spring 2017 Review and Practice Problems for Final Exam Math 8, Linear Algebra, Lecture C, Spring 7 Review and Practice Problems for Final Exam. The augmentedmatrix of a linear system has been transformed by row operations into 5 4 8. Determine if the system

More information

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

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

a 11 a 12 a 11 a 12 a 13 a 21 a 22 a 23 . a 31 a 32 a 33 a 12 a 21 a 23 a 31 a = = = = 12

a 11 a 12 a 11 a 12 a 13 a 21 a 22 a 23 . a 31 a 32 a 33 a 12 a 21 a 23 a 31 a = = = = 12 24 8 Matrices Determinant of 2 2 matrix Given a 2 2 matrix [ ] a a A = 2 a 2 a 22 the real number a a 22 a 2 a 2 is determinant and denoted by det(a) = a a 2 a 2 a 22 Example 8 Find determinant of 2 2

More information

This property turns out to be a general property of eigenvectors of a symmetric A that correspond to distinct eigenvalues as we shall see later.

This property turns out to be a general property of eigenvectors of a symmetric A that correspond to distinct eigenvalues as we shall see later. 34 To obtain an eigenvector x 2 0 2 for l 2 = 0, define: B 2 A - l 2 I 2 = È 1, 1, 1 Î 1-0 È 1, 0, 0 Î 1 = È 1, 1, 1 Î 1. To transform B 2 into an upper triangular matrix, subtract the first row of B 2

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

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

Recall the convention that, for us, all vectors are column vectors.

Recall the convention that, for us, all vectors are column vectors. Some linear algebra Recall the convention that, for us, all vectors are column vectors. 1. Symmetric matrices Let A be a real matrix. Recall that a complex number λ is an eigenvalue of A if there exists

More information

Lecture 1: Systems of linear equations and their solutions

Lecture 1: Systems of linear equations and their solutions Lecture 1: Systems of linear equations and their solutions Course overview Topics to be covered this semester: Systems of linear equations and Gaussian elimination: Solving linear equations and applications

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

ENGR-1100 Introduction to Engineering Analysis. Lecture 21

ENGR-1100 Introduction to Engineering Analysis. Lecture 21 ENGR-1100 Introduction to Engineering Analysis Lecture 21 Lecture outline Procedure (algorithm) for finding the inverse of invertible matrix. Investigate the system of linear equation and invertibility

More information

Lecture 15, 16: Diagonalization

Lecture 15, 16: Diagonalization Lecture 15, 16: Diagonalization Motivation: Eigenvalues and Eigenvectors are easy to compute for diagonal matrices. Hence, we would like (if possible) to convert matrix A into a diagonal matrix. Suppose

More information

Practice Exam. 2x 1 + 4x 2 + 2x 3 = 4 x 1 + 2x 2 + 3x 3 = 1 2x 1 + 3x 2 + 4x 3 = 5

Practice Exam. 2x 1 + 4x 2 + 2x 3 = 4 x 1 + 2x 2 + 3x 3 = 1 2x 1 + 3x 2 + 4x 3 = 5 Practice Exam. Solve the linear system using an augmented matrix. State whether the solution is unique, there are no solutions or whether there are infinitely many solutions. If the solution is unique,

More information

Matrix Representation

Matrix Representation Matrix Representation Matrix Rep. Same basics as introduced already. Convenient method of working with vectors. Superposition Complete set of vectors can be used to express any other vector. Complete set

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

Math 108b: Notes on the Spectral Theorem

Math 108b: Notes on the Spectral Theorem Math 108b: Notes on the Spectral Theorem From section 6.3, we know that every linear operator T on a finite dimensional inner product space V has an adjoint. (T is defined as the unique linear operator

More information

Midterm for Introduction to Numerical Analysis I, AMSC/CMSC 466, on 10/29/2015

Midterm for Introduction to Numerical Analysis I, AMSC/CMSC 466, on 10/29/2015 Midterm for Introduction to Numerical Analysis I, AMSC/CMSC 466, on 10/29/2015 The test lasts 1 hour and 15 minutes. No documents are allowed. The use of a calculator, cell phone or other equivalent electronic

More information

More chapter 3...linear dependence and independence... vectors

More chapter 3...linear dependence and independence... vectors More chapter 3...linear dependence and independence... vectors It is important to determine if a set of vectors is linearly dependent or independent Consider a set of vectors A, B, and C. If we can find

More information

ENGG5781 Matrix Analysis and Computations Lecture 8: QR Decomposition

ENGG5781 Matrix Analysis and Computations Lecture 8: QR Decomposition ENGG5781 Matrix Analysis and Computations Lecture 8: QR Decomposition Wing-Kin (Ken) Ma 2017 2018 Term 2 Department of Electronic Engineering The Chinese University of Hong Kong Lecture 8: QR Decomposition

More information

Determinants Chapter 3 of Lay

Determinants Chapter 3 of Lay Determinants Chapter of Lay Dr. Doreen De Leon Math 152, Fall 201 1 Introduction to Determinants Section.1 of Lay Given a square matrix A = [a ij, the determinant of A is denoted by det A or a 11 a 1j

More information

MATH 320: PRACTICE PROBLEMS FOR THE FINAL AND SOLUTIONS

MATH 320: PRACTICE PROBLEMS FOR THE FINAL AND SOLUTIONS MATH 320: PRACTICE PROBLEMS FOR THE FINAL AND SOLUTIONS There will be eight problems on the final. The following are sample problems. Problem 1. Let F be the vector space of all real valued functions on

More information

c Igor Zelenko, Fall

c Igor Zelenko, Fall c Igor Zelenko, Fall 2017 1 18: Repeated Eigenvalues: algebraic and geometric multiplicities of eigenvalues, generalized eigenvectors, and solution for systems of differential equation with repeated eigenvalues

More information

22.3. Repeated Eigenvalues and Symmetric Matrices. Introduction. Prerequisites. Learning Outcomes

22.3. Repeated Eigenvalues and Symmetric Matrices. Introduction. Prerequisites. Learning Outcomes Repeated Eigenvalues and Symmetric Matrices. Introduction In this Section we further develop the theory of eigenvalues and eigenvectors in two distinct directions. Firstly we look at matrices where one

More information

Lecture 1 and 2: Random Spanning Trees

Lecture 1 and 2: Random Spanning Trees Recent Advances in Approximation Algorithms Spring 2015 Lecture 1 and 2: Random Spanning Trees Lecturer: Shayan Oveis Gharan March 31st Disclaimer: These notes have not been subjected to the usual scrutiny

More information

c 1 v 1 + c 2 v 2 = 0 c 1 λ 1 v 1 + c 2 λ 1 v 2 = 0

c 1 v 1 + c 2 v 2 = 0 c 1 λ 1 v 1 + c 2 λ 1 v 2 = 0 LECTURE LECTURE 2 0. Distinct eigenvalues I haven t gotten around to stating the following important theorem: Theorem: A matrix with n distinct eigenvalues is diagonalizable. Proof (Sketch) Suppose n =

More information

MA 265 FINAL EXAM Fall 2012

MA 265 FINAL EXAM Fall 2012 MA 265 FINAL EXAM Fall 22 NAME: INSTRUCTOR S NAME:. There are a total of 25 problems. You should show work on the exam sheet, and pencil in the correct answer on the scantron. 2. No books, notes, or calculators

More information

Singular Value Decomposition (SVD)

Singular Value Decomposition (SVD) School of Computing National University of Singapore CS CS524 Theoretical Foundations of Multimedia More Linear Algebra Singular Value Decomposition (SVD) The highpoint of linear algebra Gilbert Strang

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

LINEAR ALGEBRA SUMMARY SHEET.

LINEAR ALGEBRA SUMMARY SHEET. LINEAR ALGEBRA SUMMARY SHEET RADON ROSBOROUGH https://intuitiveexplanationscom/linear-algebra-summary-sheet/ This document is a concise collection of many of the important theorems of linear algebra, organized

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

Spectral radius, symmetric and positive matrices

Spectral radius, symmetric and positive matrices Spectral radius, symmetric and positive matrices Zdeněk Dvořák April 28, 2016 1 Spectral radius Definition 1. The spectral radius of a square matrix A is ρ(a) = max{ λ : λ is an eigenvalue of A}. For an

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

Computational math: Assignment 1

Computational math: Assignment 1 Computational math: Assignment 1 Thanks Ting Gao for her Latex file 11 Let B be a 4 4 matrix to which we apply the following operations: 1double column 1, halve row 3, 3add row 3 to row 1, 4interchange

More information

Lecture 8 : Eigenvalues and Eigenvectors

Lecture 8 : Eigenvalues and Eigenvectors CPS290: Algorithmic Foundations of Data Science February 24, 2017 Lecture 8 : Eigenvalues and Eigenvectors Lecturer: Kamesh Munagala Scribe: Kamesh Munagala Hermitian Matrices It is simpler to begin with

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

Math 407: Linear Optimization

Math 407: Linear Optimization Math 407: Linear Optimization Lecture 16: The Linear Least Squares Problem II Math Dept, University of Washington February 28, 2018 Lecture 16: The Linear Least Squares Problem II (Math Dept, University

More information

Numerical Linear Algebra Homework Assignment - Week 2

Numerical Linear Algebra Homework Assignment - Week 2 Numerical Linear Algebra Homework Assignment - Week 2 Đoàn Trần Nguyên Tùng Student ID: 1411352 8th October 2016 Exercise 2.1: Show that if a matrix A is both triangular and unitary, then it is diagonal.

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

MATH 220 FINAL EXAMINATION December 13, Name ID # Section #

MATH 220 FINAL EXAMINATION December 13, Name ID # Section # MATH 22 FINAL EXAMINATION December 3, 2 Name ID # Section # There are??multiple choice questions. Each problem is worth 5 points. Four possible answers are given for each problem, only one of which is

More information

EK102 Linear Algebra PRACTICE PROBLEMS for Final Exam Spring 2016

EK102 Linear Algebra PRACTICE PROBLEMS for Final Exam Spring 2016 EK102 Linear Algebra PRACTICE PROBLEMS for Final Exam Spring 2016 Answer the questions in the spaces provided on the question sheets. You must show your work to get credit for your answers. There will

More information

Cheat Sheet for MATH461

Cheat Sheet for MATH461 Cheat Sheet for MATH46 Here is the stuff you really need to remember for the exams Linear systems Ax = b Problem: We consider a linear system of m equations for n unknowns x,,x n : For a given matrix A

More information

Chapter 6 Inner product spaces

Chapter 6 Inner product spaces Chapter 6 Inner product spaces 6.1 Inner products and norms Definition 1 Let V be a vector space over F. An inner product on V is a function, : V V F such that the following conditions hold. x+z,y = x,y

More information

ENGR-1100 Introduction to Engineering Analysis. Lecture 21. Lecture outline

ENGR-1100 Introduction to Engineering Analysis. Lecture 21. Lecture outline ENGR-1100 Introduction to Engineering Analysis Lecture 21 Lecture outline Procedure (algorithm) for finding the inverse of invertible matrix. Investigate the system of linear equation and invertibility

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

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

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 2114 Common Final Exam May 13, 2015 Form A

Math 2114 Common Final Exam May 13, 2015 Form A Math 4 Common Final Exam May 3, 5 Form A Instructions: Using a # pencil only, write your name and your instructor s name in the blanks provided. Write your student ID number and your CRN in the blanks

More information

Solution of Linear Equations

Solution of Linear Equations Solution of Linear Equations (Com S 477/577 Notes) Yan-Bin Jia Sep 7, 07 We have discussed general methods for solving arbitrary equations, and looked at the special class of polynomial equations A subclass

More information

EXERCISES ON DETERMINANTS, EIGENVALUES AND EIGENVECTORS. 1. Determinants

EXERCISES ON DETERMINANTS, EIGENVALUES AND EIGENVECTORS. 1. Determinants EXERCISES ON DETERMINANTS, EIGENVALUES AND EIGENVECTORS. Determinants Ex... Let A = 0 4 4 2 0 and B = 0 3 0. (a) Compute 0 0 0 0 A. (b) Compute det(2a 2 B), det(4a + B), det(2(a 3 B 2 )). 0 t Ex..2. For

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

Chapter 4 Euclid Space

Chapter 4 Euclid Space Chapter 4 Euclid Space Inner Product Spaces Definition.. Let V be a real vector space over IR. A real inner product on V is a real valued function on V V, denoted by (, ), which satisfies () (x, y) = (y,

More information

Final Exam Practice Problems Answers Math 24 Winter 2012

Final Exam Practice Problems Answers Math 24 Winter 2012 Final Exam Practice Problems Answers Math 4 Winter 0 () The Jordan product of two n n matrices is defined as A B = (AB + BA), where the products inside the parentheses are standard matrix product. Is the

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

E2 212: Matrix Theory (Fall 2010) Solutions to Test - 1

E2 212: Matrix Theory (Fall 2010) Solutions to Test - 1 E2 212: Matrix Theory (Fall 2010) s to Test - 1 1. Let X = [x 1, x 2,..., x n ] R m n be a tall matrix. Let S R(X), and let P be an orthogonal projector onto S. (a) If X is full rank, show that P can be

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

EECS 275 Matrix Computation

EECS 275 Matrix Computation EECS 275 Matrix Computation Ming-Hsuan Yang Electrical Engineering and Computer Science University of California at Merced Merced, CA 95344 http://faculty.ucmerced.edu/mhyang Lecture 12 1 / 18 Overview

More information

det(ka) = k n det A.

det(ka) = k n det A. Properties of determinants Theorem. If A is n n, then for any k, det(ka) = k n det A. Multiplying one row of A by k multiplies the determinant by k. But ka has every row multiplied by k, so the determinant

More information

Linear algebra II Homework #1 solutions A = This means that every eigenvector with eigenvalue λ = 1 must have the form

Linear algebra II Homework #1 solutions A = This means that every eigenvector with eigenvalue λ = 1 must have the form Linear algebra II Homework # solutions. Find the eigenvalues and the eigenvectors of the matrix 4 6 A =. 5 Since tra = 9 and deta = = 8, the characteristic polynomial is f(λ) = λ (tra)λ+deta = λ 9λ+8 =

More information

Question 7. Consider a linear system A x = b with 4 unknown. x = [x 1, x 2, x 3, x 4 ] T. The augmented

Question 7. Consider a linear system A x = b with 4 unknown. x = [x 1, x 2, x 3, x 4 ] T. The augmented Question. How many solutions does x 6 = 4 + i have Practice Problems 6 d) 5 Question. Which of the following is a cubed root of the complex number i. 6 e i arctan() e i(arctan() π) e i(arctan() π)/3 6

More information

LECTURE 6: VECTOR SPACES II (CHAPTER 3 IN THE BOOK)

LECTURE 6: VECTOR SPACES II (CHAPTER 3 IN THE BOOK) LECTURE 6: VECTOR SPACES II (CHAPTER 3 IN THE BOOK) In this lecture, F is a fixed field. One can assume F = R or C. 1. More about the spanning set 1.1. Let S = { v 1, v n } be n vectors in V, we have defined

More information

Lecture 14: Orthogonality and general vector spaces. 2 Orthogonal vectors, spaces and matrices

Lecture 14: Orthogonality and general vector spaces. 2 Orthogonal vectors, spaces and matrices Lecture 14: Orthogonality and general vector spaces 1 Symmetric matrices Recall the definition of transpose A T in Lecture note 9. Definition 1.1. If a square matrix S satisfies then we say S is a symmetric

More information

CHAPTER 3. Matrix Eigenvalue Problems

CHAPTER 3. Matrix Eigenvalue Problems A SERIES OF CLASS NOTES FOR 2005-2006 TO INTRODUCE LINEAR AND NONLINEAR PROBLEMS TO ENGINEERS, SCIENTISTS, AND APPLIED MATHEMATICIANS DE CLASS NOTES 3 A COLLECTION OF HANDOUTS ON SYSTEMS OF ORDINARY DIFFERENTIAL

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

G1110 & 852G1 Numerical Linear Algebra

G1110 & 852G1 Numerical Linear Algebra The University of Sussex Department of Mathematics G & 85G Numerical Linear Algebra Lecture Notes Autumn Term Kerstin Hesse (w aw S w a w w (w aw H(wa = (w aw + w Figure : Geometric explanation of the

More information

Department of Aerospace Engineering AE602 Mathematics for Aerospace Engineers Assignment No. 4

Department of Aerospace Engineering AE602 Mathematics for Aerospace Engineers Assignment No. 4 Department of Aerospace Engineering AE6 Mathematics for Aerospace Engineers Assignment No.. Decide whether or not the following vectors are linearly independent, by solving c v + c v + c 3 v 3 + c v :

More information

ENGI 9420 Lecture Notes 2 - Matrix Algebra Page Matrix operations can render the solution of a linear system much more efficient.

ENGI 9420 Lecture Notes 2 - Matrix Algebra Page Matrix operations can render the solution of a linear system much more efficient. ENGI 940 Lecture Notes - Matrix Algebra Page.0. Matrix Algebra A linear system of m equations in n unknowns, a x + a x + + a x b (where the a ij and i n n a x + a x + + a x b n n a x + a x + + a x b m

More information

Problem 1: Solving a linear equation

Problem 1: Solving a linear equation Math 38 Practice Final Exam ANSWERS Page Problem : Solving a linear equation Given matrix A = 2 2 3 7 4 and vector y = 5 8 9. (a) Solve Ax = y (if the equation is consistent) and write the general solution

More information

MAT 1332: CALCULUS FOR LIFE SCIENCES. Contents. 1. Review: Linear Algebra II Vectors and matrices Definition. 1.2.

MAT 1332: CALCULUS FOR LIFE SCIENCES. Contents. 1. Review: Linear Algebra II Vectors and matrices Definition. 1.2. MAT 1332: CALCULUS FOR LIFE SCIENCES JING LI Contents 1 Review: Linear Algebra II Vectors and matrices 1 11 Definition 1 12 Operations 1 2 Linear Algebra III Inverses and Determinants 1 21 Inverse Matrices

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

Econ 204 Supplement to Section 3.6 Diagonalization and Quadratic Forms. 1 Diagonalization and Change of Basis

Econ 204 Supplement to Section 3.6 Diagonalization and Quadratic Forms. 1 Diagonalization and Change of Basis Econ 204 Supplement to Section 3.6 Diagonalization and Quadratic Forms De La Fuente notes that, if an n n matrix has n distinct eigenvalues, it can be diagonalized. In this supplement, we will provide

More information

Repeated Eigenvalues and Symmetric Matrices

Repeated Eigenvalues and Symmetric Matrices Repeated Eigenvalues and Symmetric Matrices. Introduction In this Section we further develop the theory of eigenvalues and eigenvectors in two distinct directions. Firstly we look at matrices where one

More information

22m:033 Notes: 7.1 Diagonalization of Symmetric Matrices

22m:033 Notes: 7.1 Diagonalization of Symmetric Matrices m:33 Notes: 7. Diagonalization of Symmetric Matrices Dennis Roseman University of Iowa Iowa City, IA http://www.math.uiowa.edu/ roseman May 3, Symmetric matrices Definition. A symmetric matrix is a matrix

More information

12. Perturbed Matrices

12. Perturbed Matrices MAT334 : Applied Linear Algebra Mike Newman, winter 208 2. Perturbed Matrices motivation We want to solve a system Ax = b in a context where A and b are not known exactly. There might be experimental errors,

More information

Math 350 Fall 2011 Notes about inner product spaces. In this notes we state and prove some important properties of inner product spaces.

Math 350 Fall 2011 Notes about inner product spaces. In this notes we state and prove some important properties of inner product spaces. Math 350 Fall 2011 Notes about inner product spaces In this notes we state and prove some important properties of inner product spaces. First, recall the dot product on R n : if x, y R n, say x = (x 1,...,

More information

Diagonalization by a unitary similarity transformation

Diagonalization by a unitary similarity transformation Physics 116A Winter 2011 Diagonalization by a unitary similarity transformation In these notes, we will always assume that the vector space V is a complex n-dimensional space 1 Introduction A semi-simple

More information

Extra Problems for Math 2050 Linear Algebra I

Extra Problems for Math 2050 Linear Algebra I Extra Problems for Math 5 Linear Algebra I Find the vector AB and illustrate with a picture if A = (,) and B = (,4) Find B, given A = (,4) and [ AB = A = (,4) and [ AB = 8 If possible, express x = 7 as

More information

Solutions to Review Problems for Chapter 6 ( ), 7.1

Solutions to Review Problems for Chapter 6 ( ), 7.1 Solutions to Review Problems for Chapter (-, 7 The Final Exam is on Thursday, June,, : AM : AM at NESBITT Final Exam Breakdown Sections % -,7-9,- - % -9,-,7,-,-7 - % -, 7 - % Let u u and v Let x x x x,

More information

MATH 5720: Unconstrained Optimization Hung Phan, UMass Lowell September 13, 2018

MATH 5720: Unconstrained Optimization Hung Phan, UMass Lowell September 13, 2018 MATH 57: Unconstrained Optimization Hung Phan, UMass Lowell September 13, 18 1 Global and Local Optima Let a function f : S R be defined on a set S R n Definition 1 (minimizers and maximizers) (i) x S

More information

NORMS ON SPACE OF MATRICES

NORMS ON SPACE OF MATRICES NORMS ON SPACE OF MATRICES. Operator Norms on Space of linear maps Let A be an n n real matrix and x 0 be a vector in R n. We would like to use the Picard iteration method to solve for the following system

More information

Chapter 2 Notes, Linear Algebra 5e Lay

Chapter 2 Notes, Linear Algebra 5e Lay Contents.1 Operations with Matrices..................................1.1 Addition and Subtraction.............................1. Multiplication by a scalar............................ 3.1.3 Multiplication

More information

Properties of Linear Transformations from R n to R m

Properties of Linear Transformations from R n to R m Properties of Linear Transformations from R n to R m MATH 322, Linear Algebra I J. Robert Buchanan Department of Mathematics Spring 2015 Topic Overview Relationship between the properties of a matrix transformation

More information

Chapter 6: Orthogonality

Chapter 6: Orthogonality Chapter 6: Orthogonality (Last Updated: November 7, 7) These notes are derived primarily from Linear Algebra and its applications by David Lay (4ed). A few theorems have been moved around.. Inner products

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

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors /88 Chia-Ping Chen Department of Computer Science and Engineering National Sun Yat-sen University Linear Algebra Eigenvalue Problem /88 Eigenvalue Equation By definition, the eigenvalue equation for matrix

More information

DIAGONALIZATION. In order to see the implications of this definition, let us consider the following example Example 1. Consider the matrix

DIAGONALIZATION. In order to see the implications of this definition, let us consider the following example Example 1. Consider the matrix DIAGONALIZATION Definition We say that a matrix A of size n n is diagonalizable if there is a basis of R n consisting of eigenvectors of A ie if there are n linearly independent vectors v v n such that

More information

INVERSE OF A MATRIX [2.2]

INVERSE OF A MATRIX [2.2] INVERSE OF A MATRIX [2.2] The inverse of a matrix: Introduction We have a mapping from R n to R n represented by a matrix A. Can we invert this mapping? i.e. can we find a matrix (call it B for now) such

More information

MTH 2032 SemesterII

MTH 2032 SemesterII MTH 202 SemesterII 2010-11 Linear Algebra Worked Examples Dr. Tony Yee Department of Mathematics and Information Technology The Hong Kong Institute of Education December 28, 2011 ii Contents Table of Contents

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 Classification: Perceptron

Linear Classification: Perceptron Linear Classification: Perceptron Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong 1 / 18 Y Tao Linear Classification: Perceptron In this lecture, we will consider

More information

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors CHAPTER Eigenvalues and Eigenvectors CHAPTER CONTENTS. Eigenvalues and Eigenvectors 9. Diagonalization. Complex Vector Spaces.4 Differential Equations 6. Dynamical Systems and Markov Chains INTRODUCTION

More information