Math 4377/6308 Advanced Linear Algebra

Similar documents
Math 4377/6308 Advanced Linear Algebra

Math 4377/6308 Advanced Linear Algebra

ICS 6N Computational Linear Algebra Matrix Algebra

Matrix operations Linear Algebra with Computer Science Application

Kevin James. MTHSC 3110 Section 2.1 Matrix Operations

Math 4377/6308 Advanced Linear Algebra

Math 4377/6308 Advanced Linear Algebra

Matrix Algebra 2.1 MATRIX OPERATIONS Pearson Education, Inc.

Fall Inverse of a matrix. Institute: UC San Diego. Authors: Alexander Knop

Math 4377/6308 Advanced Linear Algebra

Matrix Arithmetic. a 11 a. A + B = + a m1 a mn. + b. a 11 + b 11 a 1n + b 1n = a m1. b m1 b mn. and scalar multiplication for matrices via.

Linear Equations in Linear Algebra

Math 4377/6308 Advanced Linear Algebra

Math 2331 Linear Algebra

Matrices: 2.1 Operations with Matrices

Math 2331 Linear Algebra

Math 3191 Applied Linear Algebra

Linear Algebra and Matrix Inversion

7.5 Operations with Matrices. Copyright Cengage Learning. All rights reserved.

Elementary maths for GMT

Mathematics 13: Lecture 10

Math 2331 Linear Algebra

CS100: DISCRETE STRUCTURES. Lecture 3 Matrices Ch 3 Pages:

Matrix Arithmetic. j=1

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

Announcements Wednesday, October 10

Announcements Monday, October 02

Foundations of Cryptography

Matrix Algebra. Matrix Algebra. Chapter 8 - S&B

A FIRST COURSE IN LINEAR ALGEBRA. An Open Text by Ken Kuttler. Matrix Arithmetic

Math 2331 Linear Algebra

Chapter 2 Notes, Linear Algebra 5e Lay

10. Linear Systems of ODEs, Matrix multiplication, superposition principle (parts of sections )

Math 2331 Linear Algebra

Linear Algebra. Linear Equations and Matrices. Copyright 2005, W.R. Winfrey

MATRICES. a m,1 a m,n A =

Elementary Row Operations on Matrices

Section 9.2: Matrices. Definition: A matrix A consists of a rectangular array of numbers, or elements, arranged in m rows and n columns.

Matrix & Linear Algebra

Math113: Linear Algebra. Beifang Chen

We could express the left side as a sum of vectors and obtain the Vector Form of a Linear System: a 12 a x n. a m2

Phys 201. Matrices and Determinants

Math 1553 Introduction to Linear Algebra

Chapter 1: Systems of linear equations and matrices. Section 1.1: Introduction to systems of linear equations

Math 2331 Linear Algebra

Section 9.2: Matrices.. a m1 a m2 a mn

Introduction. Vectors and Matrices. Vectors [1] Vectors [2]

Matrix Multiplication

. a m1 a mn. a 1 a 2 a = a n

7.6 The Inverse of a Square Matrix

CS 246 Review of Linear Algebra 01/17/19

Linear Equations and Matrix

MATRICES AND MATRIX OPERATIONS

MAC Module 2 Systems of Linear Equations and Matrices II. Learning Objectives. Upon completing this module, you should be able to :

n n matrices The system of m linear equations in n variables x 1, x 2,..., x n can be written as a matrix equation by Ax = b, or in full

Topics. Vectors (column matrices): Vector addition and scalar multiplication The matrix of a linear function y Ax The elements of a matrix A : A ij

1 Last time: inverses

3. Vector spaces 3.1 Linear dependence and independence 3.2 Basis and dimension. 5. Extreme points and basic feasible solutions

Evaluating Determinants by Row Reduction

Matrix Algebra & Elementary Matrices

Matrix representation of a linear map

Chapter 1 Matrices and Systems of Equations

Linear Algebra: Lecture notes from Kolman and Hill 9th edition.

Example. We can represent the information on July sales more simply as

Matrices. Math 240 Calculus III. Wednesday, July 10, Summer 2013, Session II. Matrices. Math 240. Definitions and Notation.

Lecture 3: Matrix and Matrix Operations

MAT 2037 LINEAR ALGEBRA I web:

Lecture Notes in Linear Algebra

Matrix representation of a linear map

Exercise Set Suppose that A, B, C, D, and E are matrices with the following sizes: A B C D E

MATH2210 Notebook 2 Spring 2018

1 Linear transformations; the basics

Linear Algebra Tutorial for Math3315/CSE3365 Daniel R. Reynolds

Lecture 3 Linear Algebra Background

Math 304 (Spring 2010) - Lecture 2

2.1 Matrices. 3 5 Solve for the variables in the following matrix equation.

CLASS 12 ALGEBRA OF MATRICES

MATH 323 Linear Algebra Lecture 6: Matrix algebra (continued). Determinants.

MTH 35, SPRING 2017 NIKOS APOSTOLAKIS

What is the Matrix? Linear control of finite-dimensional spaces. November 28, 2010

MATH 1210 Assignment 4 Solutions 16R-T1

Linear Algebra Summary. Based on Linear Algebra and its applications by David C. Lay

Two matrices of the same size are added by adding their corresponding entries =.

Section 12.4 Algebra of Matrices

Linear Systems and Matrices

System of Linear Equations

Applied Matrix Algebra Lecture Notes Section 2.2. Gerald Höhn Department of Mathematics, Kansas State University

Matrices Gaussian elimination Determinants. Graphics 2009/2010, period 1. Lecture 4: matrices

GAUSSIAN ELIMINATION AND LU DECOMPOSITION (SUPPLEMENT FOR MA511)

Matrices and Determinants

Determinants Chapter 3 of Lay

Matrix Operations. Linear Combination Vector Algebra Angle Between Vectors Projections and Reflections Equality of matrices, Augmented Matrix

Systems of Linear Equations and Matrices

3.4 Elementary Matrices and Matrix Inverse

INSTITIÚID TEICNEOLAÍOCHTA CHEATHARLACH INSTITUTE OF TECHNOLOGY CARLOW MATRICES

Graduate Mathematical Economics Lecture 1

Undergraduate Mathematical Economics Lecture 1

Calculus II - Basic Matrix Operations

Math 314/814 Topics for first exam

Vectors and matrices: matrices (Version 2) This is a very brief summary of my lecture notes.

Transcription:

2.3 Composition Math 4377/6308 Advanced Linear Algebra 2.3 Composition of Linear Transformations Jiwen He Department of Mathematics, University of Houston jiwenhe@math.uh.edu math.uh.edu/ jiwenhe/math4377 Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 1 / 24

2.3 Composition of Linear Transformations Compositions of Maps Basic Properties of Compositions Multiplication of Matrices Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 2 / 24

Composition of Linear Transformations Theorem (2.9) Let V, W, Z be vector spaces over a field F, and T : V W, U : W Z be linear. Then UT : V Z is linear. Theorem (2.10) Let V be a vector space and T, U 1, U 2 L(V ). Then (a) T (U 1 + U 2 ) = TU 1 + TU 2 and (U 1 + U 2 )T = U 1 T + U 2 T. (b) T (U 1 U 2 ) = (TU 1 )U 2. (c) TI = IT = T. (d) a(u 1 U 2 ) = (au 1 )U 2 = U 1 (au 2 ) for all scalars a. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 3 / 24

Matrix Multiplication Let T : V W, U : W Z be linear, α = {v 1,, v n }, β = {w 1,, w m }, γ = {z 1,, z p } ordered bases for V, W, Z, and A = [U] γ β, B = [T ]β α. Consider [UT ] γ α: ( m ) (UT )(v j ) = U(T (v j )) = U B kj w k = k=1 m B kj U(w k ) k=1 ( m p ) = B kj A ik z i = k=1 i=1 ( p m ) A ik B kj z i i=1 k=1 Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 4 / 24

Matrix Multiplication (cont.) Definition Let A, B be m n, n p matrices. The product AB is the m p matrix with (AB) ij = n A ik B kj, for 1 i m, 1 j p. k=1 Theorem (2.11) Let V, W, Z be finite-dimensional vector spaces with ordered bases α, β, γ, and T : V W, U : W Z be linear. Then [UT ] γ α = [U] γ β [T ]β α Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 5 / 24

Matrix Multiplication (cont.) Corollary Let V be a finite-dimensional vector space with ordered basis β, and T, U L(V ). Then [UT ] β = [U] β [T ] β. Definition The Kronecker delta is defined by δ ij = 1 if i = j and δ ij = 0 if i j. The n n identity matrix I n is defined by (I n ) ij = δ ij. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 6 / 24

Matrix Notation 2.3 Composition Composition Addition Multiplication Power Matrix Notation Two ways to denote m n matrix A: 1 In terms of the columns of A: A = [ a 1 a 2 a n ] 2 In terms of the entries of A: a 11 a 1j a 1n.. A = a i1 a ij a in... a m1 a mj a mn Main diagonal entries: Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 7 / 24

Matrix Addition: Theorem Theorem (Addition) Let A, B, and C be matrices of the same size, and let r and s be scalars. Then a. A + B = B + A d. r(a + B) = ra + rb b. (A + B) + C = A + (B + C) e. (r + s) A = ra + sa c. A + 0 = A f. r (sa) = (rs) A Zero Matrix 0 = 0 0 0.. 0 0 0... 0 0 0 Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 8 / 24

Matrix Multiplication Matrix Multiplication Multiplying B and x transforms x into the vector Bx. we multiply A and Bx, we transform Bx into A (Bx). the composition of two mappings. In turn, if So A (Bx) is Define the product AB so that A (Bx) = (AB) x. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 9 / 24

Matrix Multiplication: Definition Suppose A is m n and B is n p where x 1 x 2 B = [b 1 b 2 b p ] and x =.. Then Bx =x 1 b 1 + x 2 b 2 + + x p b p x p and A (Bx) =A(x 1 b 1 + x 2 b 2 + + x p b p ) = A (x 1 b 1 ) + A (x 2 b 2 ) + + A (x p b p ) = x 1 Ab 1 + x 2 Ab 2 + + x p Ab p = [Ab 1 Ab 2 Ab p ] x 1 x 2. x p. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 10 / 24

Matrix Multiplication: Definition (cont.) Therefore, and by defining we have A (Bx) = (AB) x. A (Bx) = [Ab 1 Ab 2 Ab p ] x. AB = [Ab 1 Ab 2 Ab p ] Note that Ab 1 is a linear combination of the columns of A, Ab 2 is a linear combination of the columns of A, etc. Each column of AB is a linear combination of the columns of A using weights from the corresponding columns of B. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 11 / 24

Matrix Multiplication: Example Example Compute AB where A = Solution: Ab 1 = 4 2 3 5 0 1 = [ 2 6 4 24 6 4 2 3 5 0 1 = AB = and B = [ 2 3 6 7 ]. ] 4 2 [ ], Ab 2 = 3 5 3 7 0 1 2 = 26 7 4 2 24 26 6 7 Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 12 / 24

Matrix Multiplication: Example Example If A is 4 3 and B is 3 2, then what are the sizes of AB and BA? Solution: AB = = BA would be which is. If A is m n and B is n p, then AB is m p. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 13 / 24

Row-Column Rule for Computing AB (alternate method) The definition AB = [Ab 1 Ab 2 Ab p ] is good for theoretical work. When A and B have small sizes, the following method is more efficient when working by hand. Row-Column Rule for Computing AB If AB is defined, let (AB) ij denote the entry in the ith row and jth column of AB. Then (AB) ij = a i1 b 1j + a i2 b 2j + + a in b nj, i.e., a i1 a i2 a in b 1j b 2j. = (AB) ij b nj Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 14 / 24

Row-Column Rule for Computing AB: Example Example [ A = defined. 2 3 6 1 0 1 ], B = 2 3 0 1 4 7. Compute AB, if it is Solution: Since A is 2 3 and B is 3 2, then AB is defined and AB is. [ ] 2 3 [ ] 2 3 6 AB = 0 1 28 = 1 0 1 4 7 [ 2 3 6 1 0 1 ] 2 3 0 1 4 7 [ ] 28 45 = Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 15 / 24

Row-Column Rule for Computing AB: Example (cont.) [ 2 3 6 1 0 1 ] 2 3 0 1 4 7 = [ 28 45 2 ] [ 2 3 6 1 0 1 ] 2 3 0 1 4 7 = [ 28 45 2 4 ] So AB = [ 28 45 2 4 ]. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 16 / 24

Matrix Multiplication: Theorem Theorem (Multiplication) Let A be m n and let B and C have sizes for which the indicated sums and products are defined. a. A (BC) = (AB)C (associative law of multiplication) b. A (B + C) = AB + AC (left - distributive law) c. (B + C) A = BA + CA (right-distributive law) d. r(ab) = (ra)b = A(rB) for any scalar r e. I m A = A = AI n (identity for matrix multiplication) Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 17 / 24

Matrix Power 2.3 Composition Composition Addition Multiplication Power Powers of A A k = A A }{{} k Example [ 1 0 3 2 = ] 3 = [ 1 0 3 2 [ ] [ 1 0 3 2 ] [ 1 0 3 2 ] = ] [ 1 0 3 2 [ 1 0 21 8 ] ] Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 18 / 24

Properties of Matrix Multiplication Theorem (2.12) Let A be m n matrix, B, C be n p matrices, and D, E be q m matrices. Then (a) A(B + C) = AB + AC and (D + E)A = DA + EA. (b) a(ab) = (aa)b = A(aB) for any scalar a. (c) I m A = A = AI n. (d) If V is an n-dimensional vector space with ordered basis β, then [I V ] β = I n. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 19 / 24

Properties of Matrix Multiplication (cont.) Corollary Let A be m n matrix, B 1,, B k be n p matrices, C 1,, C k be q m matrices, and a 1,, a k be scalars. Then and ( k ) A a i B i = i=1 ( k ) a i C i A = i=1 k a i AB i i=1 k a i C i A i=1 Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 20 / 24

Properties of Matrix Multiplication (cont.) Theorem (2.13) Let A be m n matrix and B be n p matrix, and u j, v j the jth columns of AB, B. Then (a) u j = Av j. (b) v j = Be j. Theorem (2.14) Let V, W be finite-dimensional vector spaces with ordered bases β, γ, and T : V W be linear. Then for u V : [T (u)] γ = [T ] γ β [u] β Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 21 / 24

Left-multiplication Transformations Definition Let A be m n matrix. The left-multiplication transformation L A is the mapping L A : F n F m defined by L A (x) = Ax for each column vector x F n. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 22 / 24

Left-multiplication Transformations (cont.) Theorem (2.15) Let A be m n matrix, then L A : F n F m is linear, and if B is m n matrix and β, γ are standard ordered bases for F n, F m, then: (a) [L A ] γ β = A. (b) L A = L B if and only if A = B. (c) L A+B = L A + L B and L aa = al A for all a F. (d) For linear T : F n F m,there exists a unique m n matrix C such that T = L C, and C = [T ] γ β. (e) If E is an n p matrix, then L AE = L A L E. (f) If m = n, then L In = I F n. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 23 / 24

Theorem (2.16) Let A, B, C be matrices such that A(BC) is defined. Then (AB)C is also defined and A(BC) = (AB)C. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, 2015 24 / 24