CP3 REVISION LECTURES VECTORS AND MATRICES Lecture 1. Prof. N. Harnew University of Oxford TT 2013

Similar documents
Introduction to Matrix Algebra

Phys 201. Matrices and Determinants

Materials engineering Collage \\ Ceramic & construction materials department Numerical Analysis \\Third stage by \\ Dalya Hekmat

Queens College, CUNY, Department of Computer Science Numerical Methods CSCI 361 / 761 Spring 2018 Instructor: Dr. Sateesh Mane.

MATH Topics in Applied Mathematics Lecture 12: Evaluation of determinants. Cross product.

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

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

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

MATH2210 Notebook 2 Spring 2018

Matrix Algebra Determinant, Inverse matrix. Matrices. A. Fabretti. Mathematics 2 A.Y. 2015/2016. A. Fabretti Matrices

Chapter 2: Matrices and Linear Systems

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

Math Linear Algebra Final Exam Review Sheet

Elementary maths for GMT

Linear Algebra. Matrices Operations. Consider, for example, a system of equations such as x + 2y z + 4w = 0, 3x 4y + 2z 6w = 0, x 3y 2z + w = 0.

4. Determinants.

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

Formula for the inverse matrix. Cramer s rule. Review: 3 3 determinants can be computed expanding by any row or column

Lecture Notes in Linear Algebra

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

Undergraduate Mathematical Economics Lecture 1

c c c c c c c c c c a 3x3 matrix C= has a determinant determined by

Linear Systems and Matrices

Graduate Mathematical Economics Lecture 1

MATH 106 LINEAR ALGEBRA LECTURE NOTES

Introduction to Quantitative Techniques for MSc Programmes SCHOOL OF ECONOMICS, MATHEMATICS AND STATISTICS MALET STREET LONDON WC1E 7HX

CS 246 Review of Linear Algebra 01/17/19

Equality: Two matrices A and B are equal, i.e., A = B if A and B have the same order and the entries of A and B are the same.

= 1 and 2 1. T =, and so det A b d

Foundations of Matrix Analysis

1 Multiply Eq. E i by λ 0: (λe i ) (E i ) 2 Multiply Eq. E j by λ and add to Eq. E i : (E i + λe j ) (E i )

Matrices A brief introduction

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

Matrices and Linear Algebra

A = 3 B = A 1 1 matrix is the same as a number or scalar, 3 = [3].

MATRICES AND MATRIX OPERATIONS

A VERY BRIEF LINEAR ALGEBRA REVIEW for MAP 5485 Introduction to Mathematical Biophysics Fall 2010

1 Matrices and Systems of Linear Equations. a 1n a 2n

Determinants. Chia-Ping Chen. Linear Algebra. Professor Department of Computer Science and Engineering National Sun Yat-sen University 1/40

Matrices. In this chapter: matrices, determinants. inverse matrix

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

Math 240 Calculus III

Unit 3: Matrices. Juan Luis Melero and Eduardo Eyras. September 2018

Determinants Chapter 3 of Lay

Lecture 1 and 2: Random Spanning Trees

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

II. Determinant Functions

Part IA. Vectors and Matrices. Year

MATH 2030: EIGENVALUES AND EIGENVECTORS

MATH 240 Spring, Chapter 1: Linear Equations and Matrices

Linear Algebra (part 1) : Matrices and Systems of Linear Equations (by Evan Dummit, 2016, v. 2.02)

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

ECON 186 Class Notes: Linear Algebra

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Chemistry 5.76 Revised February, 1982 NOTES ON MATRIX METHODS

Math 313 (Linear Algebra) Exam 2 - Practice Exam

1 Matrices and Systems of Linear Equations

Lecture 3: Matrix and Matrix Operations

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

Appendix A: Matrices

Linear Algebra M1 - FIB. Contents: 5. Matrices, systems of linear equations and determinants 6. Vector space 7. Linear maps 8.

Matrix Operations: Determinant

Matrix Algebra, part 2

TOPIC III LINEAR ALGEBRA

Analysis and Linear Algebra. Lectures 1-3 on the mathematical tools that will be used in C103

Linear Algebra V = T = ( 4 3 ).

Mathematics. EC / EE / IN / ME / CE. for

Extra Problems for Math 2050 Linear Algebra I

Math 302 Outcome Statements Winter 2013

Matrix Representation

Section 3.2. Multiplication of Matrices and Multiplication of Vectors and Matrices

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

Components and change of basis

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 1 x 2. x n 8 (4) 3 4 2

Chapter SSM: Linear Algebra Section Fails to be invertible; since det = 6 6 = Invertible; since det = = 2.

Mathematical Foundations

IMPORTANT DEFINITIONS AND THEOREMS REFERENCE SHEET

1 Matrices and vector spaces

Graphics (INFOGR), , Block IV, lecture 8 Deb Panja. Today: Matrices. Welcome

1 Determinants. 1.1 Determinant

Mathematics for Computer Science

Linear Algebra Review. Vectors

Linear Algebra Formulas. Ben Lee

SAMPLE OF THE STUDY MATERIAL PART OF CHAPTER 1 Introduction to Linear Algebra

Fundamentals of Engineering Analysis (650163)

NOTES FOR LINEAR ALGEBRA 133

TBP MATH33A Review Sheet. November 24, 2018

3 Matrix Algebra. 3.1 Operations on matrices

Matrices. Chapter What is a Matrix? We review the basic matrix operations. An array of numbers a a 1n A = a m1...

Lecture 2: Vector-Vector Operations

Chapter 2:Determinants. Section 2.1: Determinants by cofactor expansion

Determinants. Samy Tindel. Purdue University. Differential equations and linear algebra - MA 262

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

Lecture 23: Trace and determinants! (1) (Final lecture)

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

IMPORTANT DEFINITIONS AND THEOREMS REFERENCE SHEET

Quantum Computing Lecture 2. Review of Linear Algebra

1 Geometry of R Conic Sections Parametric Equations More Parametric Equations Polar Coordinates...

Section 1.6. M N = [a ij b ij ], (1.6.2)

MATH 2050 Assignment 8 Fall [10] 1. Find the determinant by reducing to triangular form for the following matrices.

LECTURE 12: SOLUTIONS TO SIMULTANEOUS LINEAR EQUATIONS. Prof. N. Harnew University of Oxford MT 2012

Transcription:

CP3 REVISION LECTURES VECTORS AND MATRICES Lecture 1 Prof. N. Harnew University of Oxford TT 2013 1

OUTLINE 1. Vector Algebra 2. Vector Geometry 3. Types of Matrices and Matrix Operations 4. Determinants and matrix inverses 2

1. Vector Algebra Scalar (or dot) product definition: a.b = a. b cos θ ab cos θ a.b = ax b x + a y b y + a z b z Vector (or cross) product definition: a b = a b sinθ ˆn To get direction of a b use right hand rule a ˆn is a unit vector in a direction perpendicular to both a and b i j k a b = a x a y a z b x b y b z b c=axb 3

Geometrical interpretation of vector product Vector product is related to the area of a triangle: Height of triangle h = a sinθ Area of triangle = Atriangle = 1/2 base height = bh ab sinθ 2 = 2 = a b 2 Vector product therefore gives the area of the parallelogram: A parallelogram = a b 4

Scalar and vector triple products The scalar triple product a.(b c) ( [a, b, c]) a x a y a z In determinant form: a.(b c) = b x b y b z c x c y c z Cyclic permutations of a, b and c leaves the triple scalar product unaltered: a.(b c) = c.(a b) = b.(c a) Non-cyclic permutations change the sign of the STP The vector triple product a (b c) This is not associative. i.e. a (b c) (a b) c It can be shown using components: a (b c) = (a.c) b (a.b) c 5 This identity is given on the Prelims data sheet.

Example: CP3 June 2010. No. 4 Show that for any four vectors a, b, c, and d, (a b) (c d) = (a c)(b d) (a d)(b c). [4] (a b) (c d) = d ((a b) c) = c (d (a b)) (Using properties of scalar triple product) = c ((d b) a (d a) b) (Using identity of vector product) = (a c)(b d) (a d)(b c) (Rearranging) 6

Geometrical interpretation of STP The triple scalar product can be interpreted as the volume of a parallelepiped: [Volume] = [Area of base] [Vertical height of parallelepiped] [Area of base] = a b (vector direction is perpendicular to the base) [Vertical height] = c cos φ = c ( a b a b ) Hence [Volume] = a b (c ( a b a b ) ) = c (a b) Obviously if a, b and c are coplanar, volume = 0. 7

2. Vector Geometry Representation of lines in vector form Point A is any fixed position on the line with position vector a. Line direction is defined by vector b. Position vector r is a general point on the line. The equation of the line is then: r = a + λb where λ takes all values to give all positions on the line. 8

Distance from a point to a line Line is given by r = a + λb The minimum distance, d, from P to the line is when angle ABP is a right angle. From geometry: d = p a sinθ d is therefore the magnitude of the vector product (p a) b/ b Hence d = (p a) ˆb 9

Example: CP3 June 2005. No. 6 What is the shortest distance from the point P to the line r = a + λb? Determine this shortest distance for the case where p = (2, 3, 4) and the line is the x-axis. [5] d = (p a) ˆb from before. In the example, line is the x-axis : ˆb = (1, 0, 0); a = (0, 0, 0) d = ((2, 3, 4) (0, 0, 0)) (1, 0, 0) = (3 2 + 4 2 ) = 5 10

Minimum distance from a line to a line Two lines in 3D r 1 = a 1 + λ 1 b 1, r 2 = a 2 + λ 2 b 2 The shortest distance is represented by the vector perpendicular to both lines The unit vector normal to both lines is: ˆn = b 1 b 2 b 1 b 2 d = (a 1 a 2 ).ˆn = (a 1 a 2 ). b 1 b 2 b 1 b 2 11

Representation of planes in vector form Vector a is any position vector to the plane. r is a position vector to a general point on the plane. The vector equation for the plane is written: (r a).ˆn = 0 where ˆn is the unit vector perpendicular to the plane. The plane can also be written as r.ˆn = lx + my + nz = d 12 where ˆn = (l, m, n), r = (x, y, z) & d is perpendicular distance

Minimum distance from a point to a plane Consider vector (p a) which is a vector from the plane (r a).ˆn = 0 to the point P The component of (p a) normal to the plane is equal to the minimum distance of P to the plane. i.e. d = (p a). ˆn 13 (sign depends on which side of plane the point is situated).

Intersection of a line with a plane 14 A line is given by r = a + λb A normal vector to the plane is n = li + mj + nk To get the intersection point, substitute equation of line r = a + λb = (x, y, z) = (a x + λb x, a y + λb y, a z + λb z ) into equation of plane lx + my + nz = d Solve for λ and substitute into the equation of the line. This gives the point of intersection.

Example: CP3 June 2008. No. 7 First part: A line is given by the equation r = 3i j + (2i + j 2k)λ where λ is a variable parameter and i, j, k are unit vectors along the cartesian axes x, y, z. The equation of the plane containing this line and the point (2,1,0) may be expressed in the form r ˆn = d where ˆn is a unit vector and d is a constant. Find ˆn and d, and explain their geometrical meaning. [5] Two points in the plane are (3,-1,0) (for λ = 0) and (5, 0, 2) (for λ = 1) Two lines in the plane are (5, 0, 2) (3, 1, 0) = (2, 1, 2) and (2, 1, 0) (5, 0, 2) = ( 3, 1, 2) i j k Therefore a normal to the plane is: 2 1 2 = (4, 2, 5) 3 1 2 ˆn is (4, 2, 5)/ 45 Plane r ˆn = d where d = (3, 1, 0) ((4, 2, 5)/ 45) = (12 2)/ 45 = 10/(3 5) is the closest distance of plane to origin. 15

CP3 June 2008. No. 7, continued Second part: Find the volume of the tetrahedron with its four corners at: the origin, the point (2,1,0), and the points on the line with λ = 0 and λ = 1. [5] A tetrahedron is a volume composed of four triangular faces, three of which meet at each vertex The volume of a tetrahedron is equal to 1/6 of the volume of a parallelepiped that shares three converging edges with it. Volume is 1/6 the triple scalar product of (2, 1, 0), (3, 1, 0) and (5, 0, 2) 2 1 0 Volume = 1 6 3 1 0 5 0 2 = (2 2 1 ( 6) + 0)/6 = 5 3 16

Vector representation of a sphere r c 2 = a 2 alternatively r 2 2r c + c 2 = a 2 c is the position vector to the centre of the sphere a = a is the sphere radius (scalar) The two points that are the intersection of the sphere with a line r = p + λq are given by solving the quadratic for λ : (p + λq c) (p + λq c) = a 2 17

3. Types of Matrices and Matrix Operations a) The diagonal matrix A is diagonal if Aij = 0 for i j (for a square matrix). i.e. the matrix has only elements on the diagonal which are different from zero. b) The unit matrix A diagonal matrix I with all diagonal elements = 1. 1 0 0 0 1 0 0 0 1 This has the property AI = IA = A. (1) 18

c) Transpose of a matrix The transpose of a matrix A is a matrix B with the rows and columns of A interchanged. B = A T B ji = A ij (AB) T = B T A T (note that the order of A and B is reversed). d) Hermitian conjugate Take the complex conjugate of the transpose: A = (A T ) = (A ) T In analogy to the property of the transpose, (AB) = B A. A complex matrix with A = A is Hermitian. If A = A, the matrix is anti-hermitian. 19

Example: CP3 September 2010. No. 7 Define a Hermitian operator. Let A and B be two Hermitian operators. Which of the following operators are also Hermitian? 1 i(ab BA), (AB BA), 2 (AB + BA) If C is a non-hermitian operator, is the product C C Hermitian? [6] Definition of Hermitian operator: A = A where A = (A T ) 20 a) Hermitian of i(ab BA) [i(ab BA)] = i(b A A B ) = i(ba AB) = i(ab BA) YES Hermitian b) (AB BA) = (B A A B ) = (BA AB) = (AB BA) NO not Hermitian c) 1 2 (AB + BA) = 1 2 (B A + A B ) = 1 2 (BA + AB) YES Hermitian d) Hermitian of C C (C C) = C C = C C YES Hermitian

e) Inverse of a matrix For a matrix A, the inverse of the matrix A 1 is such that: AA 1 = A 1 A = I. In analogy to the property of the transpose, (AB) 1 = B 1 A 1 A real matrix with A T = A 1 is orthogonal, A matrix with A = A 1 is unitary, A matrix with AA = A A is normal, commutes with its Hermitian congugate. 21

e) Trace of an n n matrix Defined as the sum of diagonal elements (the matrix must be square): Tr A = A 11 + A 22 + + A nn = n i=1 A ii Can easily show Tr(A ± B) = TrA± TrB Tr(ABC) = Tr(CAB) = Tr(BCA) (cyclic permutations). e) Rank of an m n matrix 22 The rank of an m n matrix is defined as the number of linear independent rows or columns in the matrix (whichever is the smallest). An alternative definition: the rank of an m n matrix is equal to the size of the largest square sub-matrix that is contained in the m rows and n columns of the matrix whose determinant is non-zero.

Matrix operations Matrix summation C = A + B, C ij = (A + B) ij = A ij + B ij Multiplication by a scalar λa ij = (λa) ij Matrix multiplication C = A.B C ij = A i1 B 1j + A i2 B 2j + + A in B nj i.e. C ij = n k=1 A ikb kj for all i = 1 to m and all j = 1 to p. Note that AB BA 23

4. Determinants and matrix inverses Evaluating a general N N determinant For an N N matrix A, for each element Aij we define a minor M ij Mij is the determinant of the (N-1) (N-1) matrix obtained from A by deleting row i and column j. We also define cofactor Cij = ( 1) (i+j) M ij (the signed minor of the same element). The determinant is then defined as the sum of the products of the elements of any row or column with their corresponding cofactors. i.e. det(a) = N j=1 A mjc mj = N i=1 A ikc ik for ANY row m or column k. 24

Useful properties of determinants If we interchange 2 adjacent rows or 2 adjacent columns of A to give B, then det(b) = det(a) det(a T ) = det(a) det(ab) = det(ba) = det(a) det(b) det(a 1 ) = 1/det(A) If B results from multiplying one row or column of A by a scalar λ then det(b) = λ det(a) For a matrix A where two or more rows (or columns) are equal or linearly dependent, then det(a) = 0 If B results from adding a multiple of one row to another row, or a multiple of one column to another column, then det(b) = det(a) (determinant unchanged). 25

Example: CP3 September 2007, No. 2 A is a non-singular 3 3 matrix and B = 2A 1. Calculate Tr(AB) and det(a)det(b). [4] Tr(AB) = Tr(2AA 1 ) = 2Tr(I) = 6 det(a) det(b) = det(a) det(2a 1 ) = det(2aa 1 ) = det(2i) = 2 3 = 8 26

Inverse of a matrix For a square matrix A: AA 1 = A 1 A = I Prescription to find A 1 : 1. Start from a square matrix A A = 2. Form the matrix of cofactors of A: C = a 11 a 12 a 1n a 21 a 22 a 2n a n1 a n2 a nn C 11 C 12 C 1n C 21 C 22 C 2n C n1 C n2 C nn (2) (3) where cofactor C ij = [minor] [sign] = M ij ( 1) (i+j) as before. 3. Take the transpose C C T (the adjugate matrix) 4. Divide by the determinant of A. Then the elements of A 1 are 27 (A 1 ) ik = (C T ) ik / A = C ki / A If A = 0, the matrix the matrix has no inverse (i.e. singular).

Example: CP3 June 2010. No. 1 Determine whether the following matrices are orthogonal, unitary, hermitian, or none of these (note that some may be more than one): ( ) ( ) 1 0 3 0 i i 0 1,, 0 1 0 i 0 0 i 2 [5] 3 0 1 3 definitions and 9 potential tests ( 0 i A = i 0 ( 0 i A = i 0 ( ) 0 i A = i 0 ), A T = ( 0 i i 0 ), A 1 = 1 ( 1) A 1 A T ), A = ( 0 i i 0 ( 0 i i 0 ( 0 i i 0 ) = NOT orthogonal ) = A Hermitian ) = A Unitary Similarly A = ( i 0 0 i ) Unitary, NOT Hermitian, NOT orthogonal 28

CP3 June 2010. No. 1, continued 1 2 1 0 3 0 1 0 3 0 1 A = 1 2 1 0 3 0 1 0 3 0 1, A T = 1 2 A Determinant: ( 1 2 )3 1 0 3 0 1 0 3 0 1 1 0 3 0 1 0 3 0 1 NOT Hermitian, A = 1 8 (1 0 + 3) = 1 2 Matrix inverse, get matrix of co-factors: C = 1 1 0 3 0 4 0 4, C T = 1 1 0 3 0 4 0 4 3 0 1 3 0 1 A 1 = C T / A = 1 1 0 3 0 4 0 2 A NOT unitary 3 0 1 A 1 A T NOT orthogonal 29