SCHAUM’S OUTLINE SERIES THEORY AND PROBLEMS OF em Le Paes ae INCLUDING 600 SOLVED PROBLEMS fers eh LL SCHAUM'S OUTLINE SERIES McGRAW-HILL BOOK COMPANYSCHAUM’S OUTLINE OF THEORY AND PROBLEMS oF LINEAR ALGEBRA ed SEYMOUR LIPSCHUTZ, Ph.D. Associate Professor of Mathematics Temple University SCHAUM’S OUTLINE SERIES McGRAW-HILL BOOK COMPANY New York, St. Louis, San Francisco, Toronto, SydneyCopyright © 1968 by McGraw-Hill, Inc. All Rights Reserved. Printed in the United States of America. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, lectronie, mechanical, photocopying, recording, or otherwise, without the ion of the publisher. prior written permi 87989 8910 SHSH 754821 SAACODE No. 475409 4y ;Preface Linear algebra has in recent years become an essential part of the mathematical background required of mathematicians, engineers, physicists and other scientists. This requirement reflects the importance and wide applications of the subject matter. This book is designed for use as a textbook for a formal course in linear algebra or as a supplement to all current standard texts. It aims to present an introduction to linear algebra which will be found helpful to all readers regardless of their fields of specialization. More material has been included than can be covered in most first courses. This has been done to make the book more flexible, to provide a useful book of reference, and to stimulate further interest in the subject. Each chapter begins with clear statements of pertinent definitions, principles and theorems together with illustrative and other descriptive material. ‘This is followed by graded sets of solved and supplementary problems. The solved problems serve to illustrate and amplify the theory, bring into sharp focus those fine points without which the student continually feels himself on unsafe ground, and provide the repetition of basic principles so vital to effective learning. Numerous proofs of theorems are included among the solved problems. The supplementary problems serve as a complete review of the material of each chapter. ‘The first three chapters treat of vectors in Euclidean space, linear equations and matrices. These provide the motivation and basic computational tools for the abstract treatment of vector spaces and linear mappings which follow. A chapter on eigen- values and eigenvectors, preceded by determinants, gives conditions for representing a linear operator by a diagonal matrix. This naturally leads to the study of various canonical forms, specifically the triangular, Jordan and rational canonical forms. In the last chapter, on inner product spaces, the spectral theorem for symmetric op- erators is obtained and is applied to the diagonalization of real quadratic forms. For completeness, the appendices include sections on sets and relations, algebraic structures and polynomials over a field. I wish to thank many friends and colleagues, especially Dr. Martin Silverstein and Dr. Hwa Tsang, for invaluable suggestions and critical review of the manuscript. also want to express my gratitude to Daniel Schaum and Nicola Monti for their very helpful cooperation. SEYMOUR LipscHUTZ ‘Temple University January, 1968CONTENTS Page Chapter VECTORS IN R* AND C: . . 1 Introduction, Veetors in HY Vector addition and gealar multiplication. Dot product, Norm and distance in R*. Complex numbers. Vectors in C%. Chapter LINEAR EQUATIONS PanC OOo Eo Hee Ee eeenea | Ed Introduction, Linear equation, System of linear equations. Solution of a sy: tem of linear equations. Solution of a homogeneous system of linear equation Chapter MATRICES see 8B Introduction. Matrices. Matrix addition and sealar multiplication, Matrix multiplication. ‘Transpose. Matrices and systems of linear equations. Echelon matrices. Row equivalence and elementary row operations, Square matrices. Algebra of square matrices. Invertible matrices. Block matrices. Chapter VECTOR SPACES AND SUBSPACES . wee Introduction. Examples of vector spaces. Subspaces. Linear combinations, linear spans. Row space of a matrix. Sums and direct sums. Chapter BASIS AND DIMENSION . . . 86 Introduction, Linear dependence, Basis and dimension. Dimension and sub- spaces. Rank of a matrix. Applications to linear equations. Coordinates. Chapter LINEAR MAPPINGS wb Mappings. Linear mappings. Kernel and image of a linear mapping. Singular and nonsingular mappings. Linear mappings and systems of linear equations. Operations with linear mappings. Algebra of linear operators, Invertible operators. Chapter MATRICES AND LINEAR OPERATORS 150 Introduction, ‘Matrix representation of a linear operator. Change of basis. Similarity. Matrices and linear mappings. Chapter DETERMINANTS . - cece IM Introduction, Permutations, Determinant, Properties of determinants, Mi- hors and cofactors. Classical adjoint, Applications to linear equations. Deter minant of a linear operator. Multilinearity and determinants. Chapter EIGENVALUES AND EIGENVECTORS 197 Introduction. Polynomials of matrices and linear operators. Eigenvalues and eigenvectors. Diagonalization and eigenvectors. Characteristie polynomial, Cayley-Hamilton theorem. Minimum polynomial, Characteristic and minimum polynomials of linear operatorCONTENTS Page chapter 10 CANONICAL FORMS p00 oa 22 Introduction. Triangular form. Invariance. Tavariant direct-sum decom- positions. Primary decomposition. Nilpotent operators, Jordan canonical form. Cyclic subspaces. Rational canonical form. Quotient spaces. Chapter JJ LINEAR FUNCTIONALS AND THE DUAL SPACE see 249 Introduction. Linear functionals and the dual space. Dual basis. Second dual space. Annihilators. Transposo of a linear mapping. Chapter 12 BILINEAR, QUADRATIC AND HERMITIAN FORMS 261 Bilinear forms. Bilinear forms and matrices. Alternating bilinear forms. Symmetric bilinear forms, quadratic forms. Real symmetric bilinear forms. Law of inertia. Hermitian forms. Chapter 1Z INNER PRODUCT SPACES 279 Introduction, Inner product spaces. Cauchy-Schwarz inequality. Orthogo- ality. Orthonormal sets. Gram-Schmidt orthogonalization process. Linear functionals and adjoint operators, Analogy between A(V) and C, special operators. Orthogonal and unitary operators. Orthogonal and unitary mat- tices, Change of orthonormal basis. Positive operators. Diagonalization and canonical forms in Euclidean spaces, Diagonalization and canonical forms in unitary spaces. Spectral theorem. Appendix A SETS AND RELATIONS ceeeeeesees BIB Sets, elements. Set operations. Product seta. Relations, Equivalence relations. Appendix B ALGEBRAIC STRUCTURES Introduction. Groups. Rings, integral domains and fields, Modules. Appendix€ POLYNOMIALS OVER A FIELD .... Introduction, Ring of polynomials, Notation. Divisibility. Factorization. INDEXChapter 1 Vectors in R" and C* INTRODUCTION In various physical applications there appear certain quantities, such as temperature and speed, which possess only “magnitude”. These can be represented by real numbers and are called scalars. On the other hand, there are also quantities, such as force and velocity, which possess both “magnitude” and “direction”. These quantities can be represented by arrows (having appropriate lengths and directions and emanating from some given ref- erence point O) and are called vectors. In this chapter we study the properties of such vectors in some detail. ‘We begin by considering the following operations on vectors. (i) Addition: The resultant u+v of two vectors u and v is obtained by the so-called parallelogram law, ie. u+v is the diagonal of the parallelogram formed by u and v as shown on the right. (ii) Scalar multiplication: The product ku of a real number k by a vector u is obtained by multiplying the magnitude of u by k and retaining the same direction if k=0 or the opposite direction if & <0, as shown on the right. Now we assume the reader is familiar with the representation of the points in the plane by ordered pairs of real numbers. If the origin of the axes is chosen at the reference point O above, then every vector is uniquely determined by the coordinates of its endpoint. The relationship between the above operations and endpoints follows. (@) Addition: If (a, b) and (¢,d) are the endpoints of the vectors u and v, then (a-+¢, 5 +d) will be the endpoint of u+y, as shown in Fig. (a) below. (ateb+d ky (ka, kb) (a,b) ua) Fig.(a) Fig. (0) (ii) Scalar multiplication: If (a, b) is the endpoint of the vector u, then (ka, kb) will be the endpoint of the vector ku, as shown in Fig. (b) above.