Linear Algebra
91 flashcards · Mathematics · by Athena Papkouf
An indexed set of vectors {v1,…,vp} in Rn\left\{\mathbf{v}_{1}, \ldots, \mathbf{v}_{p}\right\} \text { in } \mathbb{R}^{n}{v1,…,vp} in Rn is said to be linearly independent
if the vector equation x1v1+x2v2+⋯+xpvp=0x_{1} \mathbf{v}_{1}+x_{2} \mathbf{v}_{2}+\cdots+x_{p} \mathbf{v}_{p}=\mathbf{0}x1v1+x2v2+⋯+xpvp=0 has only the trivial solution.
An indexed set of vectors {v1,…,vp} in Rn\left\{\mathbf{v}_{1}, \ldots, \mathbf{v}_{p}\right\} \text { in } \mathbb{R}^{n}{v1,…,vp} in Rn is said to be linearly dependent
if there exist weights c1,...,cpc_1,...,c_pc1,...,cp , not all zero, such that c1v1+c2v2+⋯+cpvp=0c_{1} \mathbf{v}_{1}+c_{2} \mathbf{v}_{2}+\cdots+c_{p} \mathbf{v}_{p}=\mathbf{0}c1v1+c2v2+⋯+cpvp=0
If a set S={v1,…,vp} in RnS=\left\{\mathbf{v}_{1}, \ldots, \mathbf{v}_{p}\right\} \text { in } \mathbb{R}^{n}S={v1,…,vp} in Rn contains the zero vector, then the set is linearly dependent.
If a set contains more vectors than there are entries in each vector, then the set is linearly dependent
Any set S={v1,…,vp} in RnS=\left\{\mathbf{v}_{1}, \ldots, \mathbf{v}_{p}\right\} \text { in } \mathbb{R}^{n}S={v1,…,vp} in Rn is linearly dependent if n"> p>np>np>n .
A transformation (or function or mapping) TTT from Rn\mathbb{R}^{n}Rn to Rm\mathbb{R}^{m}Rm is a rule that assigns to each vector x\mathbf{x}x in Rn\mathbb{R}^{n}Rn a vector T(x)T(\mathbf{x})T(x) in Rm\mathbb{R}^{m}Rm . The set Rn\mathbb{R}^{n}Rn is called the domain of TTT , and Rm\mathbb{R}^{m}Rm is called the codomain of TTT The notation T:Rn→RmT: \mathbb{R}^{n} \rightarrow \mathbb{R}^{m}T:Rn→Rm indicates that the domain of TTT is Rn\mathbb{R}^{n}Rn and the codomain is Rm\mathbb{R}^{m}Rm . F…
A transformation (or mapping) TTT is linear if:
(i) T(u+v)=T(u)+T(v)T(\mathbf{u}+\mathbf{v})=T(\mathbf{u})+T(\mathbf{v}) \quadT(u+v)=T(u)+T(v) for all u,v\mathbf{u}, \mathbf{v}u,v in the domain of TTT (ii) T(cu)=cT(u)T(c \mathbf{u})=c T(\mathbf{u}) \quadT(cu)=cT(u) for all scalars ccc and all u\mathbf{u}u in the domain of TTT
Surjective transformation
A mapping T:Rn→RmT: \mathbb{R}^{n} \rightarrow \mathbb{R}^{m} T:Rn→Rm is said to be onto Rm\mathbb{R}^{m}Rm if each b\mathbf{b}b in Rm\mathbb{R}^{m}Rm is the image of at least one x\mathbf{x}x in Rn\mathbb{R}^{n}Rn . Range is all of Rm\mathbb{R}^{m}Rm ∀b∈Rm\forall b \in \mathbb{R}^{m}∀b∈Rm are in the rage of T(x)T(x)T(x) , i.e. T(x‾)=bT(\underline{x})=bT(x)=b has at least one solution ∀b∈Rm\forall b \in \mathbb{R}^{m}∀b∈Rm the columns of its matrix A span Rm\mathbb{R}^{m}Rm
Injective transformation
A mapping T:Rn→RmT: \mathbb{R}^{n} \rightarrow \mathbb{R}^{m} T:Rn→Rm is said to be one-to-one if each b\mathbf{b}b in Rm\mathbb{R}^{m}Rm is the image of at most one x\mathbf{x}x in Rn\mathbb{R}^{n}Rn . Any two different points x1≠x2x_{1} \neq x_{2}x1̸=x2 in the domain have T(x1)≠T(x2)2T\left(x_{1}\right) \neq T\left(x_{2}\right)^{2}T(x1)̸=T(x2)2 if T(x)=bT(x)=bT(x)=b has a solution (i.e. if bbb is in the range of TTT ), then the solution is unique: T(x1)=bT(x_1)=bT(x1)=b and T(x2)=bT(x_…
(AB)ik(A B)_{i k}(AB)ik
∑j=1naijbjk\sum_{j=1}^{n} a_{i j} b_{j k}∑j=1naijbjk
(AB)T(AB)^T(AB)T
BTATB^TA^TBTAT
(A+B)T(A+B)^{T}(A+B)T
AT+BTA^{T}+B^{T}AT+BT
Let A=[abcd]A=\left[\begin{array}{ll} a & b \\ c & d \end{array}\right]A=[acbd] A−1A^{-1}A−1 ===
A−1=1ad−bc[d−b−ca]A^{-1}=\frac{1}{a d-b c}\left[\begin{array}{rr} d & -b \\ -c & a \end{array}\right]A−1=ad−bc1[d−c−ba] if ad−bc≠0ad-bc \neq 0ad−bc̸=0
find the i-th column of A−1A^{-1}A−1
[Ae‾i]∼[IA−1ei]\left[A \underline{e}_{i}\right] \sim\left[I A^{-1} e_{i}\right][Aei]∼[IA−1ei]
inner/scalar product of u and v: u⋅vu \cdot vu⋅v
uTvu^TvuTv
outer product of u and v :
uvTuv^TuvT
row-column rule for computing ABABAB
(AB)ij=ai1b1j+ai2b2j+⋯+ainbnj(A B)_{i j}=a_{i 1} b_{1 j}+a_{i 2} b_{2 j}+\cdots+a_{i n} b_{n j}(AB)ij=ai1b1j+ai2b2j+⋯+ainbnj
column-row rule for computing ABABAB
AB=[col1(A)col2(A)⋯coln(A)][row1(B)row2(B)⋮rown(B)]=col1(A)row1(B)+⋯+coln(A)rown(B)\begin{aligned} A B &=\left[\begin{array}{ccc} \operatorname{col}_{1}(A) & \operatorname{col}_{2}(A) & \cdots & \operatorname{col}_{n}(A) \end{array}\right]\left[\begin{array}{c} \operatorname{row}_{1}(B) \\ \operatorname{row}_{2}(B) \\ \vdots \\ \operatorname{row}_{n}(B) \end{array}\right] \\ &=\operatorname{col}_{1}(A) \operatorname{row}_{1}(B)+\cdots+\operatorname{col}_{n}(A) \ope…
LU factorisation of A
row reduce A create E1,E2E_1, E_2E1,E2 etc from row operations L=(En⋅En−1⋅...⋅E2⋅E1)−1L=(E_n \cdot E_{n-1} \cdot ... \cdot E_2 \cdot E_1)^{-1}L=(En⋅En−1⋅...⋅E2⋅E1)−1 U=En⋅En−1⋅...⋅E2⋅E1⋅AU = E_n \cdot E_{n-1} \cdot ... \cdot E_2 \cdot E1 \cdot AU=En⋅En−1⋅...⋅E2⋅E1⋅A
If T is a linear transformation, then T(0)=T(\mathbf{0})=T(0)= and T(cu+dv)=T(c \mathbf{u}+d \mathbf{v})=T(cu+dv)= for all vectors u, v in the domain of T and all scalars c; d
T(0)=0T(cu+dv)=cT(u)+dT(v)\begin{array}{c} T(\mathbf{0})=\mathbf{0} \\ T(c \mathbf{u}+d \mathbf{v})=c T(\mathbf{u})+d T(\mathbf{v}) \end{array}T(0)=0T(cu+dv)=cT(u)+dT(v)
(rA)T(r A)^{T}(rA)T
rATr A^{T}rAT
(AB)−1(A B)^{-1}(AB)−1
B−1A−1B^{-1} A^{-1}B−1A−1
(AT)−1\left(A^{T}\right)^{-1}(AT)−1
(A−1)T\left(A^{-1}\right)^{T}(A−1)T
The Invertible Matrix Theorem (for and nxn matrix) 12 points
A is an invertible matrix. A is row equivalent to the n x n identity matrix. A has n pivot positions. The equation Ax=0A \mathbf{x}=\mathbf{0}Ax=0 has only the trivial solution. The columns of A form a linearly independent set. The linear transformation x↦Ax\mathbf{x} \mapsto A \mathbf{x}x↦Ax is one-to-one. The equation Ax=bA \mathbf{x}=\mathbf{b}Ax=b has at least one solution for each b in Rn . The columns of A span Rn . The linear transformation x↦Ax\mathbf{x} \mapsto A \mathbf{x}x↦Ax i maps…
Determinant definition
For n≥2,n \geq 2,n≥2, the determinant of an n×nn \times nn×n matrix A=[aij]A=\left[a_{i j}\right]A=[aij] is the sum of n terms of the form ±a1j\pm a_{1 j}±a1j det A1j,A_{1 j},A1j, with plus and minus signs alternating, where the entries a11,a12,…,a1na_{11}, a_{12}, \ldots, a_{1 n}a11,a12,…,a1n are from the first row of A . In symbols, detA=a11detA11−a12detA12+⋯+(−1)1+na1ndetA1n=∑j=1n(−1)1+ja1jdetA1j\begin{aligned} \operatorname{det} A &=a_{11} \operatorname{det} A_{11}-a_{12} \op…
Let A be a square matrix. a. If a multiple of one row of A is added to another row to produce a matrix B , b. If two rows of A are interchanged to produce B . c. If one row of A is multiplied by k to produce B
a. detB = det A . b. det B = -det A c. det B = k det A
If A is an n x n matrix, then det AT = det A .
Multiplicative Property of determinants
If A and B are n x n matrices, then det AB= det A ⋅\cdot⋅ det B
Cramer's Rule
Let AAA be an invertible n×nn \times nn×n matrix. For any b\mathbf{b}b in Rn,\mathbb{R}^{n},Rn, the unique solution x\mathbf{x}x of Ax=bA \mathbf{x}=\mathbf{b}Ax=b has entries given by xi=detAi(b)detA,i=1,2,…,n x_{i}=\frac{\operatorname{det} A_{i}(\mathbf{b})}{\operatorname{det} A}, \quad i=1,2, \ldots, nxi=detAdetAi(b),i=1,2,…,n
An alternative formula for A-1
Let A be an invertible n×nn \times nn×n matrix. Then A−1=1detAadjA A^{-1}=\frac{1}{\operatorname{det} A} \operatorname{adj} AA−1=detA1adjA
Determinants as Area or Volume
If A is a 2 x 2 matrix, the area of the parallelogram determined by the columns of A is |det A| . If A is a 3 x 3 matrix, the volume of the parallelepiped determined by the columns of A is |det A|.
Vector subspace
A subspace of a vector space V is a subset H of V that has three properties: a. The zero vector of V is in H . b. H is closed under vector addition. That is, for each u and v in H , the sum u + v is in H . c. H is closed under multiplication by scalars. That is, for each u in H and each scalar c , the vector cu is in H .
Subspace Spanned by a Set
If v1,…,vp are in a vector space V, then Span{v1,…,vp} is a subspace of V\text { If } \mathbf{v}_{1}, \ldots, \mathbf{v}_{p} \text { are in a vector space } V, \text { then } \operatorname{Span}\left\{\mathbf{v}_{1}, \ldots, \mathbf{v}_{p}\right\} \text { is a subspace of } V If v1,…,vp are in a vector space V, then Span{v1,…,vp} is a subspace of V
null space of an m x n matrix A
the set of all solutions of the homogeneous equation Ax=0. Nul A={x:x is in Rn and Ax=0}\text { Nul } A=\left\{\mathbf{x}: \mathbf{x} \text { is in } \mathbb{R}^{n} \text { and } A \mathbf{x}=\mathbf{0}\right\} Nul A={x:x is in Rn and Ax=0} The null space of an m x n matrix A is a subspace of Rn
column space of an m x n matrix A
Set of all linear combinations of the columns of A colA=Span{a1,…,an}\operatorname{col} A=\operatorname{Span}\left\{\mathbf{a}_{1}, \ldots, \mathbf{a}_{n}\right\}colA=Span{a1,…,an} The column space of an m x n matrix A is a subspace of Rm. colA={b:b=Ax for some x in Rn}\operatorname{col} A=\left\{\mathbf{b}: \mathbf{b}=A \mathbf{x} \text { for some } \mathbf{x} \text { in } \mathbb{R}^{n}\right\}colA={b:b=Ax for some x in Rn} The column space of an m x n matrix A is all of Rm if and only…
Basis
Let HHH be a subspace of a vector space VVV . An indexed set of vectors B={b1,…,bp}\mathcal{B}=\left\{\mathbf{b}_{1}, \ldots, \mathbf{b}_{p}\right\}B={b1,…,bp} in VVV is a basis for HHH if (i) B\mathcal{B}B is a linearly independent set, and (ii) the subspace spanned by B\mathcal{B}B coincides with HH H ; that is, H=Span{b1,…,bp}H=\operatorname{Span}\left\{\mathbf{b}_{1}, \ldots, \mathbf{b}_{p}\right\}H=Span{b1,…,bp}
The Spanning Set Theorem
Let S={v1,…,vp}S=\left\{\mathbf{v}_{1}, \ldots, \mathbf{v}_{p}\right\}S={v1,…,vp} be a set in VVV , and let H=Span{v1,…,vp}H=\operatorname{Span}\left\{\mathbf{v}_{1}, \ldots, \mathbf{v}_{p}\right\}H=Span{v1,…,vp} a. If one of the vectors in SSS - say, vk\mathbf{v}_{k}vk - is a linear combination of the remaining vectors in SSS , then the set formed from SSS by removing vk\mathbf{v}_{k}vk still spans HHH b. If H≠{0},H \neq\{\mathbf{0}\},H̸={0}, some subset of SSS is a basis for HHH .
basis for Col A
The pivot columns of a matrix A form a basis for Col A .
The Unique Representation Theorem
Let B={b1,…,bn}\mathcal{B}=\left\{\mathbf{b}_{1}, \ldots, \mathbf{b}_{n}\right\}B={b1,…,bn} be a basis for a vector space VVV . Then for each x\mathbf{x}x in VVV , there exists a unique set of scalars c1,…,cnc_{1}, \ldots, c_{n}c1,…,cn such that x=c1b1+⋯+cnbn\mathbf{x}=c_{1} \mathbf{b}_{1}+\cdots+c_{n} \mathbf{b}_{n}x=c1b1+⋯+cnbn
coordinates of x relative to the basis B
Suppose B={b1,…,bn}\mathcal{B}=\left\{\mathbf{b}_{1}, \ldots, \mathbf{b}_{n}\right\}B={b1,…,bn} is a basis for VVV and x\mathbf{x}x is in VVV . The coordinates of x\mathbf{x}x relative to the basis B\mathcal{B}B (or the B\mathcal{B}B -coordinates of x\mathbf{x}x ) are the weights c1,…,cnc_{1}, \ldots, c_{n}c1,…,cn such that x=c1b1+⋯+cnbn\mathbf{x}=c_{1} \mathbf{b}_{1}+\cdots+c_{n} \mathbf{b}_{n}x=c1b1+⋯+cnbn
coordinate mapping
Let B={b1,…,bn}\mathcal{B}=\left\{\mathbf{b}_{1}, \ldots, \mathbf{b}_{n}\right\}B={b1,…,bn} be a basis for a vector space VVV . Then the coordinate mapping x↦[x]B\mathbf{x} \mapsto[\mathbf{x}]_{\mathcal{B}}x↦[x]B is a one-to-one linear transformation from VVV onto Rn\mathbb{R}^{n}Rn .
If a vector space VVV has a basis B={b1,…,bn},\mathcal{B}=\left\{\mathbf{b}_{1}, \ldots, \mathbf{b}_{n}\right\},B={b1,…,bn}, then any set in VVV containing more than nnn vectors must be linearly dependent.
If a vector space V has a basis of n vectors, then every basis of V must consist of exactly n vectors.
If V is spanned by a finite set, then V is said to be finite-dimensional, and the dimension of V , written as dim V , is the number of vectors in a basis for V . The dimension of the zero vector space {0} is defined to be zero. If V is not spanned by a finite set, then V is said to be infinite-dimensional.
Let H be a subspace of a finite-dimensional vector space V . Any linearly independent set in H can be expanded, if necessary, to a basis for H . Also, H is finite-dimensional and dimH≤dimVdim H \leq dim VdimH≤dimV
The Basis Theorem
Let V be a p-dimensional vector space, p≥1p \geq1p≥1 . Any linearly independent set of exactly p elements in V is automatically a basis for V . Any set of exactly p elements that spans V is automatically a basis for V .
dimension of Nul A and Col A
The dimension of Nul A is the number of free variables in the equation Ax=0, and the dimension of Col A is the number of pivot columns in A
Rank
The rank of A is the dimension of the column space of A.
The Rank Theorem
The dimensions of the column space and the row space of an m x n matrix A are equal. This common dimension, the rank of A , also equals the number of pivot positions in A and satisfies the equation rank A + dim Nul A = n
Let B={b1,…,bn}\mathcal{B}=\left\{\mathbf{b}_{1}, \ldots, \mathbf{b}_{n}\right\}B={b1,…,bn} and C={c1,…,cn}\mathcal{C}=\left\{\mathbf{c}_{1}, \ldots, \mathbf{c}_{n}\right\}C={c1,…,cn} be bases of a vector space VVV . Then there is a unique n×nn \times nn×n matrix PPP C←B_{\mathcal{C} \leftarrow \mathcal{B}}C←B such that
[x]C[x]_C[x]C === PPP C←B_{\mathcal{C} \leftarrow \mathcal{B}}C←B [x]B[x]_B[x]B PPP C←B_{\mathcal{C} \leftarrow \mathcal{B}}C←B === [[b1]C[b2]C⋯[bn]C]\left[\begin{array}{lll} {\left[\mathbf{b}_{1}\right]_{\mathcal{C}}} & {\left[\mathbf{b}_{2}\right]_{C}} & \cdots & {\left[\mathbf{b}_{n}\right]_{C}} \end{array}\right][[b1]C[b2]C⋯[bn]C]
Change of basis formula
[c1c2b1b2]∼[I\left[\begin{array}{llll} \mathbf{c}_{1} & \mathbf{c}_{2} & \mathbf{b}_{1} & \mathbf{b}_{2} \end{array}\right] \sim\left[\begin{array}{l} I \end{array}\right.[c1c2b1b2]∼[I ∣P| P∣P CB_{CB}CB ]]]
eigenvector
An eigenvector of an n x n matrix A is a nonzero vector x such that Ax = λx for some scalar λ.
eigenvalue
A scalar λ is called an eigenvalue of A if there is a nontrivial solution x of Ax = λx; such an x is called an eigenvector corresponding to λ.
eigenvalues of a triangular matrix
The eigenvalues of a triangular matrix are the entries on its main diagonal.
If v1,…,vr\mathbf{v}_{1}, \ldots, \mathbf{v}_{r}v1,…,vr are eigenvectors that correspond to distinct eigenvalues λ1,…,λr\lambda_{1}, \ldots, \lambda_{r}λ1,…,λr of an n×nn \times nn×n matrix AAA ,
then the set {v1,…,vr}\left\{\mathbf{v}_{1}, \ldots, \mathbf{v}_{r}\right\}{v1,…,vr} is linearly independent.
A scalar λ is an eigenvalue of an n x n matrix A if and only if λ satisfies the characteristic equation
det(A−λI)=0\operatorname{det}(A-\lambda I)=0det(A−λI)=0
similarity of matrices
If n x n matrices A and B are similar, then they have the same characteristic polynomial and hence the same eigenvalues (with the same multiplicities).
The Diagonalization Theorem
An n×nn \times nn×n matrix AAA is diagonalizable if and only if AAA has n linearly independent eigenvectors.In fact, A=PDP−1A=P D P^{-1}A=PDP−1 , with DDD a diagonal matrix, if and only if the columns of PPP are n linearly independent eigenvectors of A . In this case, the diagonal entries of D are eigenvalues of A that correspond, respectively, to the eigenvectors in P.
An n x n matrix with n distinct eigenvalues is diagonalizable.
Let A be an n x n matrix whose distinct eigenvalues are λ1\lambda_1λ1 ,...,λp,...,\lambda_p,...,λp a. For 1 ≤\leq≤ k ≤\leq≤ p , the dimension of the eigenspace for λk\lambda_kλk ... b. The matrix A is diagonalizable if c. If A is diagonalizable and Bk is a basis for the eigenspace corresponding to λk\lambda_kλk for each k , then the total collection of vectors in the sets B1,...,BpB_1,...,B_pB1,...,Bp ...
a. is less than or equal to the multiplicity of the eigenvalue λk\lambda_kλk . b. and only if the sum of the dimensions of the eigenspaces equals n , and this happens if and only if (i) the characteristic polynomial factors completely into linear factors and (ii) the dimension of the eigenspace for each λk\lambda_kλk equals the multiplicity of λk\lambda_kλk . c. forms an eigenvector basis for Rn .
[T]B←B[T]_{\mathcal{B} \leftarrow \mathcal{B}}[T]B←B
[T]B←B=B−1AB[T]_{\mathcal{B} \leftarrow \mathcal{B}}=B^{-1} A B[T]B←B=B−1AB (B∣AB)→(B | AB) \to(B∣AB)→ (I∣(I |(I∣ [T]B←B[T]_{\mathcal{B} \leftarrow \mathcal{B}}[T]B←B )))
[T]CB[T]_{CB}[T]CB
(C∣AB)→(I∣[T]CB)(C | AB) \to (I | [T]_{CB})(C∣AB)→(I∣[T]CB) C−1ABC^{-1}ABC−1AB
Diagonal Matrix Representation
Suppose A=PDP−1A=P D P^{-1}A=PDP−1 where DDD is a diagonal n×nn \times nn×n matrix. If B\mathcal{B}B is the basis for Rn\mathbb{R}^{n}Rn formed from the columns of PPP then DDD is the B\mathcal{B}B -matrix for the transformation x↦Ax\mathbf{x} \mapsto A \mathbf{x}x↦Ax
norm ∥v∥\|\mathbf{v}\|∥v∥
v⋅v=v12+v22+⋯+vn2, and ∥v∥2=v⋅v\sqrt{\mathbf{v} \cdot \mathbf{v}}=\sqrt{v_{1}^{2}+v_{2}^{2}+\cdots+v_{n}^{2}}, \quad \text { and } \quad\|\mathbf{v}\|^{2}=\mathbf{v} \cdot \mathbf{v}v⋅v =v12+v22+⋯+vn2 , and ∥v∥2=v⋅v
∥cv∥\|c \mathbf{v}\|∥cv∥
∣c∣∥v∥|c|\|\mathbf{v}\|∣c∣∥v∥
dist(u,v)\operatorname{dist}(\mathbf{u}, \mathbf{v})dist(u,v)
∥u−v∥\|\mathbf{u}-\mathbf{v}\|∥u−v∥
two vectors are orthogonal if
u⋅v=0\mathbf{u} \cdot \mathbf{v}=0u⋅v=0
Two vectors u and v are orthogonal if and only if
∥u+v∥2=∥u∥2+∥v∥2\|\mathbf{u}+\mathbf{v}\|^{2}=\|\mathbf{u}\|^{2}+\|\mathbf{v}\|^{2}∥u+v∥2=∥u∥2+∥v∥2
1. A vector x is in W⊥W^{\perp}W⊥ if and only if 2. W⊥W^{\perp}W⊥ is a subspace of.. .
x is orthogonal to every vector in a set that spans W . Rn
(RowA)⊥(\operatorname{Row} A)^{\perp}(RowA)⊥
NulA\operatorname{Nul} A \quadNulA
(ColA)⊥\quad(\operatorname{Col} A)^{\perp}(ColA)⊥
NulAT\operatorname{Nul} A^{T}NulAT
u⋅v\mathbf{u} \cdot \mathbf{v}u⋅v
∥u∥∥v∥cosϑ\|\mathbf{u}\|\|\mathbf{v}\| \cos \vartheta∥u∥∥v∥cosϑ
If S={u1,…,up}S=\left\{\mathbf{u}_{1}, \ldots, \mathbf{u}_{p}\right\}S={u1,…,up} is an orthogonal set of nonzero vectors in Rn,\mathbb{R}^{n},Rn,
then SSS is linearly independent and hence is a basis for the subspace spanned by S.
An orthogonal basis for a subspace W of Rn is
a basis for W that is also an orthogonal set.
Let {u1,…,up}\left\{\mathbf{u}_{1}, \ldots, \mathbf{u}_{p}\right\}{u1,…,up} be an orthogonal basis for a subspace WWW of Rn.\mathbb{R}^{n} .Rn. For each y\mathbf{y}y in WWW the weights in the linear combination y=c1u1+⋯+cpup\mathbf{y}=c_{1} \mathbf{u}_{1}+\cdots+c_{p} \mathbf{u}_{p}y=c1u1+⋯+cpup are given by
cj=y⋅ujuj⋅uj(j=1,…,p) c_{j}=\frac{\mathbf{y} \cdot \mathbf{u}_{j}}{\mathbf{u}_{j} \cdot \mathbf{u}_{j}} \quad(j=1, \ldots, p) cj=uj⋅ujy⋅uj(j=1,…,p)
y^=projLy\hat{\mathbf{y}}=\operatorname{proj}_{L} \mathbf{y}y^=projLy
y⋅uu⋅uu\frac{\mathbf{y} \cdot \mathbf{u}}{\mathbf{u} \cdot \mathbf{u}} \mathbf{u}u⋅uy⋅uu
An mxn matrix U has orthonormal columns .
if and only if UT U=I
Let UUU be an m×nm \times nm×n matrix with orthonormal columns, and let x\mathbf{x}x and y\mathbf{y}y be in Rn\mathbb{R}^{n}Rn . Then a. ∥Ux∥\|U \mathbf{x}\|∥Ux∥ b. (Ux)⋅(Uy)(U \mathbf{x}) \cdot(U \mathbf{y})(Ux)⋅(Uy) c. (Ux)⋅(Uy)=0(U \mathbf{x}) \cdot(U \mathbf{y})=0(Ux)⋅(Uy)=0 if and only if
a. ∥x∥\|\mathbf{x}\|∥x∥ b. x⋅y\mathbf{x} \cdot \mathbf{y}x⋅y c. x⋅y=0\mathbf{x} \cdot \mathbf{y}=0x⋅y=0
The Orthogonal Decomposition Theorem
Let WWW be a subspace of Rn\mathbb{R}^{n}Rn . Then each y\mathbf{y}y in Rn\mathbb{R}^{n}Rn can be written uniquely in the form y=y^+z\mathbf{y}=\hat{\mathbf{y}}+\mathbf{z}y=y^+z where y^\hat{\mathbf{y}}y^ is in WWW and z\mathbf{z}z is in W⊥.W^{\perp} .W⊥. In fact, if {u1,…,up}\left\{\mathbf{u}_{1}, \ldots, \mathbf{u}_{p}\right\}{u1,…,up} is any orthogonal basis of WWW then y^=y⋅u1u1⋅u1u1+⋯+y⋅upup⋅upup\hat{\mathbf{y}}=\frac{\mathbf{y} \cdot \mathbf{u}_{1}}{\mathbf{u}_{1} \cdot \mathbf{u}_{1}…
If y is in W=Span{u1,…,up}, then \text { If } \mathbf{y} \text { is in } W=\operatorname{Span}\left\{\mathbf{u}_{1}, \ldots, \mathbf{u}_{p}\right\}, \text { then } If y is in W=Span{u1,…,up}, then
projWy=y\operatorname{proj}_{W} \mathbf{y}=\mathbf{y}projWy=y
The Best Approximation Theorem
Let WWW be a subspace of Rn,\mathbb{R}^{n},Rn, let y\mathbf{y}y be any vector in Rn,\mathbb{R}^{n},Rn, and let y^\hat{\mathbf{y}}y^ be the orthogonal projection of y\mathbf{y}y onto WWW . Then y^\hat{\mathbf{y}}y^ is the closest point in WWW to y,\mathbf{y},y, in the sense that ∥y−y^∥<∥y−v∥\|\mathbf{y}-\hat{\mathbf{y}}\|<\|\mathbf{y}-\mathbf{v}\|∥y−y^∥<∥y−v∥ for all v\mathbf{v}v in WWW distinct from y^\hat{\mathbf{y}}y^ .
If {u1,…,up}\left\{\mathbf{u}_{1}, \ldots, \mathbf{u}_{p}\right\}{u1,…,up} is an orthonormal basis for a subspace WWW of Rn,\mathbb{R}^{n},Rn, then If U=[u1u2⋯up],U=\left[\begin{array}{llll}\mathbf{u}_{1} & \mathbf{u}_{2} & \cdots & \mathbf{u}_{p}\end{array}\right],U=[u1u2⋯up], then
projWy=(y⋅u1)u1+(y⋅u2)u2+⋯+(y⋅up)up\operatorname{proj}_{W} \mathbf{y}=\left(\mathbf{y} \cdot \mathbf{u}_{1}\right) \mathbf{u}_{1}+\left(\mathbf{y} \cdot \mathbf{u}_{2}\right) \mathbf{u}_{2}+\cdots+\left(\mathbf{y} \cdot \mathbf{u}_{p}\right) \mathbf{u}_{p}projWy=(y⋅u1)u1+(y⋅u2)u2+⋯+(y⋅up)up projWy=UUTy\operatorname{proj}_{W} \mathbf{y}=U U^{T} \mathbf{y} \quadprojWy=UUTy for all y\mathbf{y}y in Rn\mathbb{R}^{n}Rn
The Gram--Schmidt Process
Given a basis {x1,…,xp}\left\{\mathbf{x}_{1}, \ldots, \mathbf{x}_{p}\right\}{x1,…,xp} for a nonzero subspace WWW of Rn\mathbb{R}^{n}Rn define v1=x1v2=x2−x2⋅v1v1⋅v1v1v3=x3−x3⋅v1v1⋅v1v1−x3⋅v2v2⋅v2v2\begin{array}{l} \mathbf{v}_{1}=\mathbf{x}_{1} \\ \mathbf{v}_{2}=\mathbf{x}_{2}-\frac{\mathbf{x}_{2} \cdot \mathbf{v}_{1}}{\mathbf{v}_{1} \cdot \mathbf{v}_{1}} \mathbf{v}_{1} \\ \mathbf{v}_{3}=\mathbf{x}_{3}-\frac{\mathbf{x}_{3} \cdot \mathbf{v}_{1}}{\mathbf{v}_{1} \cdot \mathbf{v}_{1}} \mathbf{v}_{1…
least-squares solution of Ax=b
If AAA is m×nm \times nm×n and b\mathbf{b}b is in Rm,\mathbb{R}^{m},Rm, a least-squares solution of Ax=bA \mathbf{x}=\mathbf{b}Ax=b is an x^\hat{\mathbf{x}}x^ in Rn\mathbb{R}^{n}Rn such that ∥b−Ax^∥≤∥b−Ax∥\|\mathbf{b}-A \hat{\mathbf{x}}\| \leq\|\mathbf{b}-A \mathbf{x}\|∥b−Ax^∥≤∥b−Ax∥ for all x\mathbf{x}x in Rn\mathbb{R}^{n}Rn
each least-squares solution of Ax=b satisfies the equation
ATAx=ATbA^{T} A \mathbf{x}=A^{T} \mathbf{b}ATAx=ATb
The set of least-squares solutions of Ax=bA \mathbf{x}=\mathbf{b}Ax=b coincides with
the nonempty set of solutions of the normal equations ATAx=ATbA^{T} A \mathbf{x}=A^{T} \mathbf{b}ATAx=ATb .
Let $A$ be an m×nm \times nm×n matrix. The following statements are logically equivalent: a. The equation Ax=bA \mathbf{x}=\mathbf{b}Ax=b has b. The columns of AAA are linearly . c. The matrix ATAA^{T} AATA is . When these statements are true, the least-squares solution x^\hat{\mathbf{x}}x^ is given by
a. a unique least-squares solution for each b\mathbf{b}b in Rm\mathbb{R}^{m}Rm b. independent c. invertible x^=(ATA)−1ATb\hat{\mathbf{x}}=\left(A^{T} A\right)^{-1} A^{T} \mathbf{b}x^=(ATA)−1ATb
If A is symmetric, then any two eigenvectors from different eigenspaces are orthogonal.
An nxn matrix A is orthogonally diagonalizable if and only if A is a symmetric matrix
The Spectral Theorem for Symmetric Matrices
An n×nn \times nn×n symmetric matrix A has the following properties: a. A has n real eigenvalues, counting multiplicities. b. The dimension of the eigenspace for each eigenvalue λ\lambdaλ equals the multiplicity of λ\lambdaλ as a root of the characteristic equation. c. The eigenspaces are mutually orthogonal, in the sense that eigenvectors corresponding to different eigenvalues are orthogonal. d. A is orthogonally diagonalizable.
spectral decomposition of A
A=λ1u1u1T+λ2u2u2T+⋯+λnununTA=\lambda_{1} \mathbf{u}_{1} \mathbf{u}_{1}^{T}+\lambda_{2} \mathbf{u}_{2} \mathbf{u}_{2}^{T}+\cdots+\lambda_{n} \mathbf{u}_{n} \mathbf{u}_{n}^{T}A=λ1u1u1T+λ2u2u2T+⋯+λnununT