ELEMENTARY MATRIX ALGEBRA

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Transcription:

ELEMENTARY MATRIX ALGEBRA Third Edition FRANZ E. HOHN DOVER PUBLICATIONS, INC. Mineola, New York

CONTENTS CHAPTER \ Introduction to Matrix Algebra 1.1 Matrices 1 1.2 Equality of Matrices 2 13 Addition of Matrices 3 1.4 Commutative and Associative Laws of Addition 3 1.5 Subtraction of Matrices 4 1.6 Scalar Multiples of Matrices 6 1.7 The Multiplication of Matrices 7 1.8 The Properties of Matrix Multiplication 9 1.9 Exercises 13 1.10 Linear Equations in Matrix Notation 18 1.11 The Transpose of a Matrix 20 1.12 Symmetric, Skew-Symmetric, and Hermitian Matrices 22 1.13 Scalar Matrices 24 1.14 The Identity Matrix 26 1.15 The Inverse of a Matrix 26 1.16 The Product of a Row Matrix into a Column Matrix 29 1.17 Polynomial Functions of Matrices 30 1.18 Exercises 32 1.19 Partitioned Matrices 41 1.20 Exercises 46 Linear Equations 2.1 Linear Equations 51 2.2 Three Examples 52 xi

Contents Contents xill 2.3 Exercises 2.4 Equivalent Systems of Equations 23 The Echelon Form for Systems of Equations 2.6 Synthetic Elimination 2.7 Systems of Homogeneous Linear Equations 2.8 Exercises 2.9 Computation of the Inverse of a Matrix 2.10 Matrix Inversion by Partitioning 2.11 Exercises 2.12 Number Fields 2.13 Exercises 2.14 The General Concept of a Field 2.15 Exercises Vector Geometry in i 3 3.1 Geometric Representation of Vectors in 3.2 Operations on Vectors 3.3 Isomorphism 3.4 Length, Direction, and Sense 35 Orthogonality of Two Vectors 3.6 Exercises 3.7 The Vector Equation of a Line 3.8 The Vector Equation of a Plane 3.9 Exercises 3.10 Linear Combinations of Vectors in <S 3 3.11 Linear Dependence of Vectors; Bases 3.12 Exercises 4 Vector Geometry in n-dimensional Space 4.1 The Real n-space.#" 4.2 Vectors in.*" 43 Lines and Planes in 3f 4.4 Linear Dependence and Independence in #" 43 Vector Spaces in J" 4.6 Exercises 4.7 Length and the Cauchy-Schwarz Inequality 4.8 Angles and Orthogonality in S" 4.9 Half-Lines and Directed Distances 4.10 Unitary n-space 57 60 63 66 70 73 75 78 82 83 85 85 90 91 94 94 97 100 102 105 109 111 114 118 120 121 122 125 126 in 129 132 134 135 4.11 Exercises 4.12 Linear Inequalities 4.13 Exercises Vector Spaces 5.1 The General Definition of a Vector Space 5.2 Linear Combinations and Linear Dependence 53 Exercises 5.4 Bask Theorems on Linear Dependence S3 Dimension and Basis 5.6 Computation of the Dimension of a Vector Space 5.7 Exercises 5.8 Orthonormal Bases 5.9 Exercises 5.10 Intersection and Sum of Two Vector Spaces 5.11 Exercises 5.12 Isomorphic Vector Spaces 5.13 Exercises The Rank of a Matrix 138 141 147 149 153 159 164 167 172 174 177 180 183 186 187 190 6.1 The Rank of a Matrix 191 6.2 Basic Theorems About the Rank of a Matrix 195 63 Matrix Representation of Elementary Transformations 198 6.4 Exercises 204 63 Homogeneous Systems of Linear Equations 210 6.6 Nonhomogeneous Systems of Linear Equations 217 6.7 Exercises 221 6.8 Another Look at Nonhomogeneous Systems 229 6.9 The Variables One Can Solve for 231 6.10 Basic Solutions 234 6.11 Exercises 237 Determinants 7.1 The Definition of a Determinant 7.2 Some Basic Theorems 73 The Cofactor in det A of an Element of A 7.4 Cofactors and the Computation of Determinants 73 Exercises 7.6 The Determinant of the Product of Two Matrices 239 243 247 250 253 264

Jfeii xiv Contents Contents xv 7.7 A Formula for A l 7.8 Determinants and the Rank of a Matrix 7.9 Solution of Systems of Equations by Using Determinants 7.10 A Geometrical Application of Determinants 7.11 Exercises 7.12 More About the Rank of a Matrix 7.13 Definitions 7.14 The Laplace Expansion 7.15 The Determinant of a Product of Two Square Matrices 7.16 The Adjoint Matrix 7.17 The Row-and-Column Expansion 7.18 The Diagonal Expansion of the Determinant of a Matrix 7.19 Exercises 8 Linear Transformations 8.1 Mappings 8.2 Linear Mappings 83 Some Properties of Linear Operators on Vector Spaces 8.4 Exercises S3 Linear Transformations of Coordinates 8.6 Transformation of a Linear Operator 8.7 Exercises 8.8 The Algebra of Linear Operators 8.9 Groups of Operators 8.10 Exercises 8.11 Unitary and Orthogonal Matrices 8.12 Exercises 8.13 Unitary Transformations 8.14 Orthogonal Transformations 8.15 The Eulerian Angles 8.16 The Triangularization of a Real Matrix 8.17 Exercises 8.18 Orthogonal Vector Spaces 8.19 Exercises 8.20 Projections 8.21 Orthogonal Projections in >//" 8.22 Exercises The Characteristic Value Problem 9.1 Definition of the Characteristic Value Problem 9.2 Four Examples 270 272 274 278 280 288 292 295 299 300 302 303 305 310 313 317 320 323 331 334 340 342 345 347 348 351 353 354 356 360 361 366 367 371 373 375 377 93 Two Basic Theorems 381 9.4 Exercises 383 93 The Characteristic Polynomial and Its Roots 387 9.6 Similar Matrices 392 9.7 Exercises 393 9.8 The Characteristic Roots of a Hermitian Matrix 395 9.9 The Diagonal Form of a Hermitian Matrix 397 9.10 The Diagonalization of a Hermitian Matrix 400 9.11 Examples 401 9.12 Triangularization of an Arbitrary Matrix 403 9.13 Normal Matrices 404 9.14 Exercises 406 9.15 Characteristic Roots of a Polynomial Function of a Matrix 409 9.16 The Cayley-Hamilton Theorem 411 9.17 The Minimum Polynomial of a Matrix 413 9.18 Powers of Matrices 418 9.19 Exercises 419 \ 0 Quadratic, Bilinear, and Hermitian Forms 10.1 Quadratic Forms 10.2 Diagonalization of Quadratic Forms 103 A Geometrical Application 10.4 Definite Forms and Matrices 103 Exercises 10.6 Lagrange's Reduction 10.7 Kronecker's Reduction 10.8 Sylvester's Law of Inertia for Real Quadratic Forms 10.9 A Necessary and Sufficient Condition for Positive Definiteness 10.10 An Important Example 10.11 Exercises 10.12 'Pairs of Quadratic Forms 10.13 Values of Quadratic Forms 10.14 Exercises 10.15 Bilinear Forms 10.16 The Equivalence of Bilinear Forms 10.17 Cogredient and Contragredient Transformations 10.18 Exercises 10.19 Hermitian Forms 10.20 Definite Hermitian Forms 10.21 Exercises 422 424 425 428 433 438 443 445 449 452 454 455 457 462 463 465 467 469 471 474 474

xvi Contents APPENDIX I The Notations I and II 477 ] I The Algebra of Complex Numbers 491 BIBLIOGRAPHY 501 INDEX 513