Linear Algebra
Linear Algebra
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Contents
Chapter 2. Determinants
§2.1 Combinatorial Approach to Determinants
§3.3 Subspaces
2
Chapter 4. Inner Product Spaces
§4.1 Inner Products
§6.2 Diagonalization
3
Chapter One
Systems of Linear
equations and matrices
the form
a1 x1 + a2 x2 + · · · + an xn = b
a1 s1 + a2 s2 + · · · + an sn = b.
The set of all solutions of the equation is called its solution set or the general
4
A finite set of linear equations in the variables x1 , x2 , . . . , xn ,
5
is called the augmented matrix for the system.
system are
Remark 1.1. The following example illustrates how the elementary opera-
x + y + 2z = 9
2x + 4y − 3z = 1
3x + 6y − 5z = 0.
1 1 2 9
0 2 −7 −17 (−3× 1st row + 3rd row) ⇒
3 6 −5 0
6
1 1 2 9
0 2 −7 −17 ( 1 × 2rd row) ⇒
2
0 3 −11 −27
1 1 2 9
0 1 − 7 − 17 (−3× 2rd row+3rd row) ⇒
2 2
0 3 −11 −27
1 1 2 9 1 1 2 9
0 1 − 7 − 17 (−2· 3rd) ⇒ 0 1 − 7 − 17 (−1· 2rd+1st row) ⇒
2 2 2 2
0 0 − 12 − 32 0 0 1 3
11 35
1 0 2 2
0 1 − 7 − 17 (− 11 × 3rd row+1st row and 7 × 3rd row +2nd row) ⇒
2 2 2 2
0 0 1 3
1 0 0 1
0 1 0 2 .
0 0 1 3
The solution is
x = 1, y = 2, z = 3.
7
♣Exercises 1.1
(e) x1 + x−1
2 − 3x3 = 5, (f ) x1 = x3 .
3. Find the augmented matrix for each of the following systems of linear
equations:
(a)
x1 − 2x2 = 0
3x1 + 4x2 = −1 ,
2x1 − x2 = 3
(b)
x1 + x3 = 0
,
−x1 + 2x2 − x3 = 3
(c)
x1 + x3 = 1
2x2 − x3 + x5 = 2 ,
2x3 + x4 = 3
8
(d)
x1 = 1
x2 = 2.
augmented matrices:
1 0 −1 2 1 0 0
(a) 2 1 1 3
, (b) 0 1 0
,
0 −1 2 4 1 −1 1
1 0 0 0 1
0 1 0 0 2
1 2 3 4 5
(c) , (d) .
5 4 3 2 1 0 0 1 0 3
0 0 0 1 4
5. For which value(s) of the constant k does the following system of linear
x − y = 3
2x − 2y = k.
ax + by = k
cx + dy = l
ex + f y = m.
9
Discuss the relative positions of the lines ax+by = k, cx+dy = l, ex+f y = m
when:
1. If a row does not consist entirely of zeros, then the first nonzero number
is a 1, called a leading 1 .
2. If there are any rows that consist entirely of zeros, then they are grouped
3. In two successive rows that do not consist entirely of zeros, the leading
1 in the lower row occurs farther to the right than the leading 1 in the higher
row.
10
Example 1.2. The following matrices are in reduced row-echelon form:
0 1 −2 0 1
1 0 0 4 1 0 0
0 0 0 1 3 0 0
0 1 0
7 , 0 1 0
, , .
0 0 0 0 0
0 0
0 0 1 −1 0 0 1
0 0 0 0 0
Remark 1.2. We illustrate the idea which reduces a matrix into a reduced
form.
0 0 −2 0 7 12
2 4 −10 6 12 28 .
2 4 −5 6 −5 −1
Step 1. Locate the leftmost column that does not consist entirely of zeros.
0 0 −2 0 7 12
2 4 −10 6 12 28
.
2 4 −5 6 −5 −1
Step 2. Interchange the top row with another, if necessary, to bring a nonzero
11
entry to the top of the column found in Step 1
2 4 −10 6 12
28
0 0 −2 7 12
0 .
2 4 −5 6 −5 −1
Step 3. If the entry that is at the top of the column found in Step 1 is a,
1
multiply the first row by in order to introduce a leading 1
a
1 2 −5 3 6 14
0 0 −2 0 7 12 .
2 4 −5 6 −5 −1
Step 4. Add suitable multiples of the top row to the rows below so that all
Step 5. Now cover the top row in the matrix and begin again with Step 1
applied to the submatrix that remains. Continue in this way until the entire
12
1 2 −5 3 6 14
0 0 −6
1 0 − 72 .
0 0 5 0 −17 −29
1 2 −5 3 6 14
0 0 −6
1 0 − 72 .
1
0 0 0 0 2
1
1 2 −5 3 6 14
0 0 1 0 − 72 −6
0 0 0 0 1 2
which is now in row-echelon form. To find the reduced row-echelon form we
Step 6. Beginning with the last nonzero row and working upward, add suit-
able multiples of each row to the rows above to introduce zeros above the
leading 1’s.
1 2 −5 3 6 14
0 0 1 0 0 1
0 0 0 0 1 2
1 2 −5 3 0 2
0 0 1 0 0 1
0 0 0 0 1 2
13
1 2 0 3 0 7
0 0 1 0 0 1
0 0 0 0 1 2
which is now in reduced row-echelon form.
The above procedure for reducing a matrix into a reduced row-echelon form
is called Gauss-Jordan elimination. If we use only the first five steps, the
Example 1.3. Solve the following linear system by using Gauss-Jordan elim-
ination.
14
Adding −2 times the first row to the second row,
1 3 −2 0 2 0 0
0 0 −1 −2 0 −3 −1
.
0 0 5 10 0 15 5
2 6 0 8 4 18 6
Multiplying the second row by −1 and then adding −5 times the second row
to the third row and −4 times the second row to the fourth row,
1 3 −2 0 2 0 0
0 0 1 2 0 3 1
0 0 0 0 0 0 0
0 0 0 0 0 6 2
which is in row echelon form. Interchanging the third and fourth rows and
1
then multiplying the third row of the resulting matrix by ,
6
1 3 −2 0 2 0 0
0 0 1 2 0 3 1
.
1
0 0 0 0 0 1 3
0 0 0 0 0 0 0
Adding −3 the third row to the second row and then adding 2 times the second
15
row of the resulting matrix to the first row,
1 3 0 4 2 0 0
0 0 1 2 0 0 0
1
0 0 0 0 0 1 3
0 0 0 0 0 0 0
which is in reduced row echelon form. The corresponding system of the equa-
tion is
x1 + 3x2 + 4x4 + 2x5 = 0
x3 + 2x4 = 0 .
1
x6 = 3
x3 = −2x4
1
x6 = 3
.
If we set
x2 = r, x4 = s, x5 = t
for arbitrary values r, s, t, such arbitrary values are called parameters, then
16
the solution set is given by
x1 = −3r − 4s − 2t
x2 = r,
x3 = −2s
x4 = s
x5 = t
1
x6 = 3
.
Gaussian elimination to bring the augmented matrix into a row echelon form
is called back-substitution.
Solution. From the solution of Example 1.3, we have the row echelon form
1 3 −2 0 2 0 0
0 0 1 2 0 3 1
.
0 0 0 0 0 1 13
0 0 0 0 0 0 0
x3 + 2x4 + 3x6 = 1 .
1
x6 = 3
17
We proceed as follows:
x3 = 1 − 2x4 − 3x6 .
1
x6 = 3
Step 2. Beginning with the bottom equation and working upward, suc-
cessively substitute each equation into all the equations above it. Substituting
1
x6 = into the second equation,
3
x3 = −2x4
1
x6 = 3
.
x3 = −2x4 .
1
x6 = 3
If we assign
x2 = r, x4 = s, x5 = t
18
for arbitrary values r, s, t, then the solution set is given by
x1 = −3r − 4s − 2t
x2 = r,
x3 = −2s
x4 = s
x5 = t
1
x6 = 3
.
Every system of linear equations has either one solution, infinitely many
if all the constants b1 , b2 , . . . , bm are all zero, that is, the system has the form
equations is called the trivial solution, if there are other solutions, they are
19
Remark 1.3. For a homogeneous system of linear equations, exactly one of
Jordan elimination
2x1 + 2x2 − x3 + x5 = 0
x3 + x4 + x5 = 0
2 2 −1 0 1 0
−1 −1 2 −3 1 0
.
1 1 −2 0 −1 0
0 0 1 1 1 0
20
The corresponding system of equations is
x1 + x2 + x5 = 0
x3 + x5 = 0 .
x4 = 0
x1 = −x2 − x5
x3 = −x5
x4 = 0
x1 = −s − t, x2 = s, x3 = −t, x4 = 0, x5 = t
Proof. Omitted!
knowns than equations need not be consistent; however, if the system is con-
21
♣Exercises 1.2
3. In each part suppose that the augmented matrix for a system of linear
equations has been reduced by row operations to the given reduced row-echelon
22
form. Solve the system.
1 0 0 4 1 0 0 3 2
(a) 0 1 0 3
, (b)
0 1 0 −1 4
,
0 0 1 2 0 0 1 1 2
1 5 0 0 5 −1
0 0 1
1 2 0 0
0 3 1
(c) , (d)
0 0 1 0
.
0 0 0 1 4 2
0 0 0 1
0 0 0 0 0 0
4. In each part suppose that the augmented matrix for a system of linear
equations has been reduced by row operations to the given row-echelon form.
23
5. Solve the linear system by Gaussian-Jordan elimination and back-substitution:
3x1 + x2 + 3x3 = 11
cx + dy = l
has exactly one solution.
7. Without using pencil and paper, determine which of the following homo-
24
♣. Solve the given homogeneous systems of linear equations:
2. 2x1 + x2 + 3x3 = 0
3. 3x1 + x2 + x3 + x4 = 0
x1 + 2x2 = 0 , ,
5x1 − x2 + x3 − x4 = 0
x2 + x3 = 0
4. 2x1 − 4x2 + x3 + x4 = 0
x1 − 5x2 + 2x3 = 0
5. x + 6y − 2z = 0
− 2x2 − 2x3 − x4 = 0 ,
2x − 4y + z = 0.
x1 + 3x2 + x4 = 0
x1 − 2x2 − x3 + x4 = 0
8. For which value(s) of λ does the following system of equations have non-
trivial solutions?
(λ − 3)x +y = 0
x +(λ − 3)y = 0.
ax + by = k
cx + dy = l
ex + f y = m.
when:
25
10. Consider the system of equations
ax + by = 0
cx + dy = 0.
such arrays, just called matrices, as objects in their own right and develop some
their properties.
in a matrix are called the entries of the matrix. The size of a matrix is
(vertical lines) that occur in the matrix. If a matrix has m rows and n columns,
26
Remark 1.5. If A is a m × n matrix with aij as its entry in row i and column
j, then it is denoted by
a a12 · · · a1n
11
a21 a22 · · · a2n
A= . .. .. or A = [aij ].
.
. . .
am1 am2 · · · amn
Definition 1.6. Let A = [aij ] and B = [bij ] be two matrices with the same
size.
(2). The sum of A and B is the matrix A + B = [aij + bij ]; the difference
[caij ].
27
Example 1.6. If
4 1 4 3
1 2 4
A= , B=
0 −1 3 1 ,
2 6 0
2 7 5 2
then AB=
1·4+2·0+4·2 1·1−2·1+4·7 1·4+2·3+4·5 1·3+2·1+4·2
2·4+6·0+0·2 2·1−6·1+0·7 2·4+6·3+0·5 2·3+6·1+0·2
12 27 30 13
= .
8 −4 26 12
28
which becomes
a11 a12 ··· a1n x1 b1
a21 a22 ··· a2n x2 b2
.. .. .. .. = .. .
. . . . .
am1 am2 · · · amn xm bm
The matrix
a11 a12 ··· a1n
a21 a22 ··· a2n
.. .. ..
. . .
am1 am2 · · · amn
is called the coefficient matrix for the linear system. We denote the aug-
mented matrix by
a11 a12 ··· a1n | b1
a21 a22 ··· a2n | b2
.. .. .. .
. . . | ..
am1 am2 · · · amn | bm
At = [aji ] that results from interchanging the rows and columns of A is called
the transpose of A.
29
♣Exercises 1.3
1. Let A and B be 4×5 matrices and let C, D, and E be 5×2, 4×2, and 5×4
defines. For those which are defined, give the size of the resulting matrix.
2.
(a) Show that if AB and BA are defined, then AB and BA are square
matrices.
n × m matrix.
30
4. Consider the matrices
3 0
4 −1 1 4 2
A= −1 2 ,
B= C= ,
0 2 3 1 5
1 1
1 5 2 6 1 3
D=
−1 0 1 , E = −1 1 2 .
3 2 4 4 1 3
Compute
(a) AB, (b) D + E, (c) D − E,
5. A square matrix is called a diagonal matrix if all entries off the main
diagonal are zero. Show that the product of diagonal matrices is again a
diagonal matrix.
Many of the rules of arithmetic for real numbers also hold for matrices, but
−1 0 1 2
A= and B = .
2 3 3 0
31
Theorem 1.2. Assuming that the sizes of matrices are such that the indicated
(a) A + B = B + A,
(b) A + (B + C) = (A + B) + C,
Definition 1.9. A matrix whose entries are zeros is called a zero matrix
and is denoted by O.
Theorem 1.3. Assuming that the sizes of matrices are such that the indicated
(a) A + O = O + A = A,
32
(b) A − A = O,
(c) O − A = −A,
(d) AO = O; OA = O.
Theorem 1.4. Every system of linear equations has either no solutions, ex-
has more than one solution. It is enough to show that it has infinitely many
So
= AX1 + k(AX0 )
= B + kO
= B+O
= B.
33
Definition 1.10. A square matrix A = [aij ] such that
1 if i = j,
aij =
0 if i 6= j,
B = IB = (CA)B = C(AB) = CI = C.
Thus
AA−1 = I = A−1 A.
Theorem 1.6. If A and B are invertible matrices of the same size, then
(a) AB is invertible,
34
Proof. Since
integer powers of A to be
A0 = I, An = AA · · · A} (n > 0).
| {z
n factors
A−n = A−1 −1 −1
| A {z· · · A } (n > 0).
n factors
35
Proof. (a) Since AA−1 = I = A−1 A, A−1 is invertible and (A−1 )−1 = A.
(b) Since
(c) Since
µ ¶ µ ¶
1 −1 1 −1 1
(kA) A = (kA)A = k AA−1 = I,
µ k¶ k
µ ¶ k
1 −1 1
A (kA) = k (A−1 A) = I,
k k
1 −1
kA is invertible and (kA)−1 = A .
k
Theorem 1.9. If the sizes of the matrices are such that the given operations
(a) (At )t = A,
(b) (A + B)t = At + B t ,
(d) (AB)t = B t At ,
Proof. (e)
At (A−1 )t = (A−1 A)t = I t = I,
(A−1 )t At = (AA−1 )t = I t = I.
Others are left to the reader as exercises.
36
♣Exercises 1.4
Show that
4. If R is a square matrix in reduced row echelon form and has no zero rows,
show that R = I.
37
§1.5 Elementary Matrices and a Method for Finding A−1
In this section we will develop a simple scheme or algorithm for finding the
since (i) −3× the second row of I2 , (ii) interchanging 2nd and fourth rows of
38
Proof. Omitted!
Then E is the elementary matrix obtained from I3 by adding 3 times the first
which is the matrix that results when we add 3 times the first row of A to the
third row.
The operations on the right side of the table are called the inverse opera-
39
Theorem 1.11. Every elementary matrix is invertible, and the inverse is also
an elementary matrix.
row operation on I. Let E0 be the matrix that results when the inverse of this
1. 10,
E0 E = I and EE0 = I.
equivalent:
(a) A is invertible,
(c) A ∼ In .
40
(b) ⇒ (c). Let AX = 0 be the matrix form of the system
x1 = 0
x2 = 0
..
.
xn = 0
Thus the augmented matrix for the system AX = 0
a a12 · · · a1n 0
11
a21 a22 · · · a2n 0
. .. .. ..
.
. . . .
an1 an2 · · · ann 0
can be reduced to the augmented matrix
1 0 ··· 0 0
0 1 ··· 0 0
. .. .. ..
.
. . . .
0 0 ··· 1 0
41
for
x1 = 0
x2 = 0
..
.
xn = 0
by a finite number of elementary row operations. Therefore, A is reduced to
Ek · · · E2 E1 A = In .
Thus A is invertible.
A−1 = Ek · · · E2 E1 .
lowing example.
42
Example 1.9. Find the inverse of
1 2 3
2 5 3 .
1 0 8
Adding −2 times the first row to the second and −1 times the first row to the
third,
1 2 3 | 1 0 0
0 1 −3 | −2 1 0
0 −2 5 | −1 0 1
Adding 2 times the second row to the third,
1 2 3 | 1 0 0
0 1 −3 | −2 1 0
0 0 −1 | −5 2 1
43
Adding 3 times the third row to the second and −3 times the third row to the
first,
1 2 0 | −14 6 3
0 1 0 | 13 −5 −3
0 0 1 | 5 −2 −1
Adding −2 times the second row to the first,
1 0 0 | −40 16 9
0 1 0 13 −5 −3
| .
0 0 1 | 5 −2 −1
Thus
−40 16 9
A−1 =
13 −5 −3 .
5 −2 −1
44
♣Exercises 1.5
0 1 0 0 1 0
(d)
1 0 0 ,
(e)
0 0 1 ,
0 0 1 0 0 1
1 0 0 0
1 0 0
0 1 0 0
(f ) 0 1 −3 , (g) .
0 1 1 0
0 0 1
0 0 0 1
45
3. Express the matrix
1 3 3 8
A=
−2 −5 1 −8
0 1 7 8
row-echelon form.
4. Show that if
1 0 0
A=
0 1 0
a b c
is an elementary matrix, then at least one of a, b, c must be a zero.
46
§1.6 Further Results on Systems of Equations and Invert-
ibility
In this section we will establish more results about systems of linear equa-
AX = B1 , AX = B2 , . . . , AX = Bk ,
x1 + 8x3 = 9 x1 + 8x3 = −6
Solution. Reducing
1 2 3 | 4 | 1
2 5 3 | 5 | 6 ,
1 0 8 | 9 | −6
47
we will have
1 0 0 | 1 | 2
0 1 0 | 0 | 1 .
0 0 1 | 1 | −1
Thus the solution of (a) is x1 = 1, x2 = 0, x3 = 1 and of (b) is x1 = 2, x2 =
1, x3 = −1.
Proof. (a) It is enough to show that A is invertible and then BAA−1 = IA−1
B(AX) = B0 ⇒ (BA)X = 0 ⇒ IX = 0 ⇒ X = 0.
Theorem 1.9(e).
equivalent.
(a) A is invertible,
48
(c) A is row equivalent to In ,
Proof. By Theorem 1.12, (a) ⇒ (b) ⇒ (c) ⇒ (a). It remains to show that
(a) ⇔ (d).
of AX = 0; so AX = 0 is consistent.
the matrix with X1 .X2 , . . . , Xn as the first, the second, . . . , last columns,
C = [X1 X2 . . . Xn ];
so we see that
49
A Fundamental Problem. Let A be a m×n matrix. Find all m×1 matrices
x1 + x2 + 2x3 = b1
x1 + x3 = b 2
2x1 + x2 + 3x3 = b3
to be consistent?
third,
1 1 2 b1
0 −1 −1 b − b .
2 1
0 −1 −1 b3 − 2b1
Multiplying the second row by −1,
1 1 2 b1
0 1 1 b1 − b2 .
0 −1 −1 b3 − 2b1
50
Adding the second row to the third,
1 1 2 b1
0 b1 − b2
1 1 .
0 0 0 b3 − b2 − b1
From the third row, it is evident that the system has a solution if and only if
b3 − b2 − b1 = 0 or b3 = b1 + b2 .
♣Exercises 1.6
1. Find the conditions that the b’s must satisfy for the systems to be consis-
tent.
x1 − x2 + 3x3 = b1
4x1 − 2x2 = b1
(a) , (b) 3x1 − 3x2 + 9x3 = b2 .
2x1 − x2 = b2
−2x1 + x2 − 6x3 = b3
51
2. Consider the matrices
2 2 3 x1
A= 1 2 1 ,
and X =
x 2
.
2 −2 1 x3
Show that the equation AX = X can be written as (A − I)X = 0 and use this
that has only the trivial solution. Show that if k is any positive integer, then
and let Q be an invertible matrix. Show that AX = 0 has just the trivial
52
Chapter Two
Determinants
with a square matrix. In this section, we will define this function. Our work
systems of linear equations and will also lead us to an explicit formula for the
the n integers 1, 2, . . . , n.
and ij precedes ik in α.
53
jn is the number of inversions of α whose first coordinate is in−1 .
1 + 1 = 8.
number of inversions is even; and even if its total number of inversions is odd.
two of which come from the same row or the same column.
54
Remark 2.3. If A is a n × n matrix, then there are n! elementary products
form from A.
X
det(A) = sgn(α)a1α(1) a1α(2) · · · a1α(n) .
α∈Sn
Example 2.2.
a11 a12
(i) det = a11 a22 − a12 a21 .
a21 a22
a11 a12 a13
(ii) det
a21 a22 a23
= a11 a22 a33 + a12 a23 a31 + a13 a21 a32
a31 a32 a33
55
♣Exercises 2.1
{1, 2, 3, 4, 5}
¯ ¯ ¯ ¯ ¯ ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ 1 −2 7 ¯ ¯ 8 2 −1 ¯ ¯ 1 0 3 ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ ¯ ¯ ¯ ¯ ¯
(d) ¯¯ 3 5 1 ¯¯ , (e) ¯¯ −3 4 −6 ¯¯ , (f ) ¯ 4 0 −1 ¯ .
¯ ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ 4 3 8 ¯ ¯ 1 7 2 ¯ ¯ 2 8 6 ¯
56
§2.2 Evaluating Determinants by Row Reduction
In this section we show that the the determinant of a matrix can be eval-
det(A) = 0.
Proof. Let A = [aij ] be a n × n matrix and let the i-th row consist of zeros.
X
det(A) = sgn(α)a1α(1) a2α(2) · · · aiα(i) · · · anα(n) = 0
α∈Sn
(a) upper triangular if all the entries below the main diagonal are zeros,
(b) lower triangular if all the entries above the main diagonal are zeros,
57
We see that in either case, det(A) = a11 a22 a33 a44 is the product of entries on
det(A0 ) = −det(A).
58
Solution.
¯ ¯ ¯ ¯ ¯ ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ 0 1 5 ¯ ¯ 3 −6 9 ¯ ¯ 1 −2 3 ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ ¯ ¯ ¯ ¯ ¯
det(A) = ¯¯ 3 −6 9 ¯ = −¯ 0
¯ ¯ 1 5 ¯ = −3 ¯ 0
¯ ¯ 1 5 ¯
¯
¯ ¯ ¯ ¯ ¯ ¯
¯ ¯ ¯ ¯ ¯ ¯
¯ 2 6 1 ¯ ¯ 2 6 1 ¯ ¯ 2 6 1 ¯
¯ ¯
¯ ¯
¯ 1 −2 3 ¯¯
¯
¯ ¯
= −3 ¯¯ 0 1 5 ¯¯ = (−3)(1)(1)(−55) = 165.
¯ ¯
¯ ¯
¯ 0 0 −55 ¯
Remark 2.5. By Theorem 2.1 and (c) of Theorem 2.3, if A is a square matrix
is zero.
59
♣Exercises 2.2
¯ ¯ ¯ ¯
¯ ¯ ¯ ¯
¯ 1 2 3 ¯ ¯ 3 −1 2 ¯
¯ ¯ ¯ ¯
¯ ¯ ¯ ¯
(c) ¯¯ 3 7 6 ¯,
¯ (d) ¯¯ 6 −2 4 ¯.
¯
¯ ¯ ¯ ¯
¯ ¯ ¯ ¯
¯ 1 2 3 ¯ ¯ 1 7 3 ¯
to row-echelon form:
2 3 7 2 1 1
2.
0 0 −3 , 3. 4 2 3 ,
1 −2 7 1 3 0
1 −2 0 2 −4 8
4.
−3 5 1 , 5. −2
7 −2 ,
4 −3 2 0 1 5
60
3 6 9 3 2 1 3 1
−1 0 1 0 1 0 1 1
6. , 7. ,
1 3 2 −1 0 2 1 0
−1 −2 −2 1 0 1 2 3
1 1 1 1 3 1 5 3
1
2 2 2 −2 −7 0 −4 2
−1 1
0 1
2 2 2
8. , 9. 0 0 1 0 1 .
2 1 1
3 3 3
0
0 0 2 1 1
1 1
3
1 3 0
0 0 0 1 1
a b c
10. Assume det
d e f = 5. Find
g h i
d e f −a −b −c
(a) det
g h i ,
(b) det
2d 2e 2f ,
a b c −g −h −i
a+d b+e c+f a b c
(c) det
d e f , (d) det d − 3a e − 3b f − 3c
g h i 2g 2h 2i
61
11. Use row reduction to show that
¯ ¯
¯ ¯
¯ 1 1 1 ¯
¯ ¯
¯ ¯
¯ a b c ¯ = (b − a)(c − a)(c − b).
¯ ¯
¯ ¯
¯ 2 2 2 ¯
¯ a b c ¯
determinant function.
Proof. It follows from the fact that A and At actually have the same signed
elementary products.
matrix, then
det(A0 ) = −det(A).
62
Example 2.6. Compute the determinant
1 0 0 3
2 7 0 6
A=
0 6 3 0
7 3 1 −5
Solution.
¯ ¯ ¯ ¯
¯ ¯ ¯ ¯
¯ 1 0 0 3 ¯ ¯ 1 0 0 0 ¯
¯ ¯ ¯ ¯
¯ ¯ ¯ ¯
¯ 2 7 0 6 ¯ ¯ 2 7 0 0 ¯
¯ ¯ ¯ ¯
det(A) = ¯ ¯=¯ ¯ = (1)(7)(3)(−26) = −546.
¯ ¯ ¯ ¯
¯ 0 6 3 0 ¯ ¯ 0 6 3 0 ¯
¯ ¯ ¯ ¯
¯ ¯ ¯ ¯
¯ 7 3 1 −5 ¯ ¯ 7 3 1 −26 ¯
Theorem 2.5. Let A = [aij ], A0 = [a0ij ] and A00 = [a00ij ] be n × n matrices such
that a00rj = arj + a0rj for j = 1, 2, . . . , n and aij = a0ij = a00ij for all i 6= r. Then
Example 2.7.
1 7 5 1 7 5 1 7 5
det
2 0 3 = det 2 0 3 + det 2 0 3
.
1 + 0 4 + 1 7 + (−1) 1 4 7 0 1 −1
63
Theorem 2.6. If A and B are square matrices of the same size, then
det(AB) = det(A)det(B).
Proof. Omitted!
so det(A) 6= 0.
64
Thus
♣Exercises 2.3
65
3. By inspection, explain why det(A) = 0 where
−3 4 7 −2
2 6 1 −3
A= .
1 0 0 0
2 −8 3 4
Find
66
Definition 2.7. If A = [aij ] is a n × n square matrix, then the minor
row and the j-th column. The number (−1)i+j Mij is denoted by Cij and is
(a) det(A) = a1j C1j + a2j C2j + · · · + anj Cnj for each j, which is called the
(b) det(A) = ai1 Ci1 + ai2 Ci2 + · · · + ain Cin for each i, which is called the
Proof. Omitted!
67
Example 2.9. Evaluate det(A) where
3 5 −2 6
1 2 −1 1
A= .
2 4 1 5
3 7 5 3
Solution.
¯ ¯
¯ ¯ ¯ ¯
¯ 3 5 −2 6 ¯ ¯ ¯
¯ ¯ ¯ −1 1 3 ¯
¯ ¯ ¯ ¯
¯ 1 2 −1 1 ¯ ¯ ¯
¯ ¯
det(A) = ¯ ¯ = − ¯¯ 0 3 3 ¯
¯
¯ ¯ ¯ ¯
¯ 2 4 1 5 ¯ ¯ ¯
¯ ¯ ¯ 1 8 0 ¯
¯ ¯
¯ 3 7 5 3 ¯
¯ ¯
¯ ¯ ¯ ¯
¯ −1 1 3 ¯ ¯ ¯
¯ ¯ ¯
¯ ¯ ¯ 3 3 ¯¯
= − ¯¯ 0 3 3 ¯¯ = −(−1) ¯ ¯ = 9 − 27 = −18.
¯ ¯ ¯ ¯
¯ ¯ ¯ 9 3 ¯
¯ 0 9 3 ¯
(a) a1i C1j + a2i C2j + · · · + ani Cnj = 0, provided i 6= j, since it is the
(b) aj1 Ci1 + aj2 Ci2 + · · · + ajn Cin = 0, provided i 6= j, since it is the
determinant of the matrix obtained from A by replacing the i-th row by the
68
Definition 2.8. If A = [aij ] is a n × n matrix and Cij is the cofactor of aij ,
Example 2.10. If
3 2 1
A=
1 6 3 ,
2 −4 0
then the matrix of cofactors from A is
C11 C12 C13 12 6 −16
C C C = 4 2 16
21 22 23
C31 C32 C33 12 −10 16
69
and the adjoint of A is
12 4
12
6 2 −10
.
−16 16 16
1
A−1 = adj(A).
det(A)
70
Theorem 2.10 (Cramer’s Rule). If AX = B is a system of linear equations
in n unknowns such that det(A) 6= 0, then the system has a unique solution
det(Aj )
xj = for j = 1, 2, . . . , n
det(A)
where
a11 a12 · · · a1j−1 b1 a1j+1 · · · a1n
a21 a22 · · · a2j−1 b2 a2j+1 · · · a2n
Aj = .. .. .. .. .. ..
. . . . . .
an1 an2 · · · anj−1 bn anj+1 · · · ann
for each j = 1, 2, . . . , n. Note that det(Aj ) = b1 C1j + b2 C2j + · · · + bn Cnj by
Theorem 2.8.
71
By Theorem 2.9,
1
X = A−1 B = adj(A)B
det(A)
C11 C21 · · · Cn1 b1
1 C12 C22 · · · Cn2 b2
= . . . .
det(A) .. .. ..
..
C1n C2n · · · Cnn bn
bC + b2 C21 + · · · + bn Cn1
1 11
1 b1 C12 + b2 C22 + · · · + bn Cn2
= .
det(A) ... ..
.
..
.
b1 C1n + b2 C2n + · · · + bn Cnn
So
det(Aj )
xj = b1 C1j + b2 C2j + · · · + bn Cnj det(A) =
det(A)
for each j = 1, 2, . . . , n.
♣Exercises 2.4
1. Let
1 6 −3
A=
−2 7 1 .
3 −1 4
(a) Find all the minors.
72
(c) Evaluate the determinant of A by a cofactor expansion along
4x + 5y = 2
11x + y + 2z = 3
x + 5y + 2z = 1.
3. Prove that the equation of the line through two distinct points (a1 , b1 ) and
4. Prove that three points (x1 , y1 ), (x2 , y2 ) and (x3 , y3 ) are collinear if and
only if ¯ ¯
¯ ¯
¯ x1 y1 1 ¯
¯ ¯
¯ ¯
¯ x y 1 ¯ = 0.
¯ 2 2 ¯
¯ ¯
¯ ¯
¯ x3 y3 1 ¯
73
5. For the system
4x + y + z + w = 6
3x + 7y − z + w = 1
,
7x + 3y − 5z + 8w = −3
x + y + z + 2w = 3
6. Prove that if det(A) = 1 and all the entries in A are integers, then all the
triangular.
74
Chapter Three
General Vector Spaces
In this section we will make the idea of using pairs of numbers to locate
points in the plane and triples of numbers to locate points in the sphere to
rather than R1 , which is the set of all real numbers. The elements of Rn are
in Rn . Then
u+v = (u1 + v1 , u2 + v2 , . . . , un + vn ).
75
(c) If α is a scalar, then scalar multiple αu is defined by
0 = (0, 0, . . . , 0).
(a) u+v=v+u.
(c) u+0=u=0+u.
(h) 1u=u.
76
Definition 3.3. If u=(u1 , u2 , . . . , un ) and v=(v1 , v2 , . . . , vn ) are two vectors
u · v = u1 v 1 + u2 v 2 + · · · + u n v n .
(a) u· v=v· u.
u=(u1 , u2 , . . . , un ) in Rn is defined by
q
1
kuk = (u · u) 2 = u21 + u22 + · · · + u2n .
is defined by
p
d(u, v) = ku − vk = (u1 − v1 )2 + (u2 − v2 )2 + · · · + (u2n − vn ).
77
♣Exercises 3.1
1. Let u = (2, 0, −1, 3), v = (5, 4, 7, −1) and w = (6, 2, 0, 9). Find
α1 u1 + α2 u2 + α3 u3 + α4 u4 = (0, 5, 6, −3).
(a) v = (4, 3), (b) v = (1, −1, 3), (c) v = (2, 0, 3, −1).
(a) u = (−1, 3), v = (7, 2), (b) u = (3, 7, 1), v = (−1, 0, 2).
78
§3.2 General Vector Spaces
say that a set of real (or complex) numbers K is a field if for any x, y ∈ K,
(a) x ± y, xy ∈ K,
1
(b) x−1 = ∈ K, provided x 6= 0,
x
(c) 0, 1 ∈ K.
Definition 3.5. A vector space over the field K is a set V whose elements
(1) u + v ∈ V .
(2) u+v=v+u.
(4) There exists 0 ∈ V , called the zero vector , such that u+0=u=0+u.
(6) αu ∈ V .
(10) 1u=u.
79
If K = R is the set of all real numbers, V is called a real vector space,
(a) 0u = 0.
(b) α0 = 0.
(d) If αu = 0, then α = 0 or u = 0.
Proof. (a)
0u + 0u = (0 + 0)u = 0u ⇒ 0u + 0u = 0u
0u + 0u + (−0u) = 0u + (−0u) = 0 ⇒ 0u + 0 = 0
⇒ 0u = 0.
(b)
α0 + α0 = α(0 + 0) = α0 ⇒ α0 + α0 = α0
α0 + α0 + (−α0) = α0 + (−α0) = 0 ⇒ k0 + 0 = 0
⇒ α0 = 0.
(c)
u + (−1)u = 1u + (−1)u
= (1 + (−1))u = 0u
= 0.
So (−1)u must be −u.
80
(d) Let αu = 0. If α 6= 0, then
which is a contradiction.
♣Exercises 3.2
multiplication. Determine which sets are vector spaces under the given oper-
ations. For those that are not, list all axioms that fail to hold.
1. The set of all triples of real numbers (x, y, z) with the operations (x, y, z) +
2. The set of all triples of real numbers (x, y, z) with the operations (x, y, z) +
81
with matrix addition and scalar multiplication.
6. The set whose only element is the moon. The operations are moon+moon=moon
82
§3.3 Subspaces
space.
V.
if and only if
Example 3.1. Consider the real vector space Rn . Each vector v = (v1 , v2 , . . . , vn ) ∈
Rn is considered as a n × 1 matrix
v1
v2
v= .. .
.
vn
83
is subspace of Rn , called the solution space of the system Ax = 0 since if
A(s + s0 ) = As + As0 = 0 + 0 = 0,
A(αs) = α(As) = α0 = 0.
w = α1 v1 + α2 v2 + · · · + αr vr .
84
any scalar. Then there exist scalars α1 , α2 , . . . , αr and β1 , β2 , . . . , βr such that
u = α1 v1 + α2 v2 + · · · + αr vr
v = β1 v1 + β2 v2 + · · · + βr vr ; so
contains v1 , v2 , . . . , vr . Since
α1 v1 + α2 v2 + · · · + αr vr of v1 , v2 , . . . , vr .
Thus Span S ⊆ W .
85
♣Exercises 3.3
2. Determine which of the following are subspaces of M22 which is the vector
(a) (5, 9, 5), (b) (2, 0, 6), (c) (0, 0, 0), (d) (2, 2, 3).
86
4. In each part determine whether the given vectors span R3 :
(c) v1 = (3, 1, 4), v2 = (2, −3, 5), v3 = (5, −2, 9), v4 = (1, 4, −1).
α1 v1 + α2 v2 + · · · + αr vr = 0
α1 = 0, α2 = 0, . . . , αr = 0.
Otherwise, that is, the equation has other solutions, it is a linearly depen-
dent set.
87
Solution. Suppose
α1 v1 + α2 v2 + α3 v3 = (0, 0, 0).
Then
α1 + 5α2 + 3α3 = 0
3α1 − α2 + α3 = 0.
Thus
1
α1 + α
2 3
= 0
1
α2 + α
2 3
= 0
0 · α3 = 0
Therefore,
1 1
α1 = t, α2 = t, α3 = t
2 2
for t ∈ R.
88
Theorem 3.6. A nonempty set of vectors S is
α1 v1 + α2 v2 + · · · + αr vr = 0.
If αi 6= 0, then
α1 α2 αi−1 αi+1 αr
vi = − v1 − v2 − · · · − vi−1 − vi+1 − · · · − vr .
αi αi αi αi αi
so
89
(b) is left to the reader as an exercise.
Theorem 3.7.
(b) A set with exactly two vectors is linearly dependent if and only if one
Proof. Let
v1 = (v11 , v12 , . . . , v1n )
α1 v1 + α2 v2 + · · · + αr vr = 0.
90
If r > n, by Theorem 1.1, this system has a nontrivial solution α1 , α2 , . . . , αr .
♣Exercises 3.4
2. For which real values of λ do the following vectors form a linearly dependent
set in R3 ?
µ ¶ µ ¶ µ ¶
1 1 1 1 1 1
v1 = λ, − , − , v2 = − , λ, − , v1 = − ,− ,λ .
2 2 2 2 2 2
every subset of S with one or more vectors is also a linearly independent set.
dependent.
91
§3.5 Basis and Dimension
(ii) S spans V .
e1 = (0, 1, 0, . . . , 0)
..
.
en = (0, 0, 0, . . . , 1)
be vectors in Rn . It is easy to see that S = {e1 , e2 , . . . , en } is linearly indepen-
dent and spans Rn ; so S is a basis for Rn . This basis is called the standard
basis for Rn .
92
Since S spans V , S also spans S 0 ; so we have
Suppose that
α1 w1 + α2 w2 + · · · + αm wm = 0.
Then we have
(α1 α11 + α2 α12 + · · · + αm α1m )v1 +
= 0.
Thus
α1 α11 + α2 α12 + · · · + αm α1m = 0
is linearly dependent.
93
Theorem 3.10. Any two bases for a finite-dimensional vector space have the
the zero vector space to have dimension zero, that is, if V = {0}, define
dim(V ) = 0.
Example 3.4. Determine a basis for and the dimension of the solution space
2x1 + 2x2 − x3 + x5 = 0
x1 + x2 − 2x3 − x5 = 0
x3 + x4 + x5 = 0.
94
Solution. The augmented matrix for the system is
2 2 −1 0 1 0
−1 −1 2 −3 1 0
.
1 1 −2 0 −1 0
0 0 1 1 1 0
x1 + x2 + x5 = 0
x3 + x5 = 0 .
x4 = 0
x1 = −x2 − x5
x3 = −x5
x4 = 0
x1 = −s − t, x2 = s, x3 = −t, x4 = 0, x5 = t
95
where s and t are arbitrary values. Thus the solution space is
Since
x1 −s − t −s −t −1 −1
x s s 0 1 0
2
x3 = −t = 0 + −t = s 0 + t −1 ,
x4 0 0 0 0 0
x5 t 0 t 0 1
−1 −1
1 0
v1 = 0 , v2 = −1
0 0
0 1
span the solution space and we see that they are linearly independent. There-
Theorem 3.11.
is a basis for V .
96
(c) If S = {v1 , v2 , . . . , vr } is linearly independent in a n-dimensional vector
vr+1 , vr+2 , . . . , vn ∈ V
Example 3.5. Show that {(−3, 7), (5, 5)} is a basis for R2 .
Solution. By (a) of Theorem 3.11, it is enough to show that {(−3, 7), (5, 5)}
is linearly independent.
Suppose that
Then
−3α + 5β = 0
7α + 5β = 0
Then 10α = 0; so α = 0 and then β = 0. Thus {(−3, 7), (5, 5)} is linearly
independent.
97
♣Exercises 3.5
(a) (2, 1), (3, 0), (b) (4, 1), (−7, −8), (c) (0, 0), (1, 3).
(a) (1, 0, 0), (2, 2, , 0), (3, 3, 3), (b) (3, 1, −4), (2, 5, 6), (1, 4, 8)
(c) (2, −3, 1), (4, 1, , 1), (0, −7, 1), (d) (1, 6, 4), (2, 4, −1), (−1, 2, 5).
3. Determine the dimension of and a basis for the solution space of the system:
(a) (b)
x1 + x2 − x3 = 0,
3x1 + x2 + x3 + x4 = 0,
−2x1 − x2 + 2x3 = 0 ,
5x1 − x2 + x3 − x4 = 0
−x1 + x3 = 0
98
the vectors
r1 = (a11 , a12 , . . . , a1n ),
The vectors
a a a
11 12 1n
a21 a22 a2n
c1 = . , c2 = . , . . . , cn = . ,
. . .
. . .
am1 am2 amn
are called the column vectors of A and the subspace of Rm spanned by the
Theorem 3.12. Elementary row operations do not change the row space of
a matrix.
99
Example 3.6. Find a basis for the space spanned by the vectors
r2 = (0, 1, 2, 3, 0),
r3 = (0, 0, 1, 1, 0)
100
Example 3.7. Find a basis for the column space of the matrix
1 0 1 1
A= 3 2 5 1
.
0 4 4 −4
Solution. Transposing A,
1 3 0
0 2 4
At =
1 5 4
1 1 −4
Theorem 3.14. If A is any matrix, then the row space and column space of
101
Definition 3.14. The dimension of the row (or column) space of a matrix A
equivalent.
(a) A is invertible.
(e) det(A) 6= 0.
(f) rank(A) = n.
Proof. In Theorem 1.15, we show that (a) ∼ (d) are equivalent, and (a) and
(e) are equivalent in Theorem 2.7. Now, we will show (c) ⇒ (f ) ⇒ (g) ⇒
(h) ⇒ (c).
the n row vectors of A span the row space of A, by Theorem 3.11, the row
(g) ⇒ (h). Assume that the row vectors of A are linearly independent.
102
Then the row space of A is n-dimensional. By Theorem 3.14, the column
(h) ⇒ (c). Assume that the column vectors of A are linearly independent.
A has n nonzero rows, that is, all rows are nonzero; so it should be the identity
Then Ax = b becomes
x1 c1 + x2 c2 + · · · + xn cn = b
103
Theorem 3.17. A system of linear equations Ax = b is consistent if and
only if the rank of the coefficient matrix A is the same as the rank of the
vectors of A if and only if the rank of the column space of A is the same as the
rank of the matrix [A|b]. Note that the rank of A is the rank of the column
space of A.
parameters. (That is, the solution is of the form (x1 , x2 , . . . , xn ) such that r of
echelon form of the augmented matrix [A|b] has r nonzero rows. Since each of
104
♣Exercises 3.6
1. List the row vectors and column vectors of the following matrices, and find
a basis for the row space; a basis for the column space; and the rank of the
matrix:
1 2 −1 1 1 2 1
1 −3
(a) , (b)
2 4 6 ,
(c)
1 0 1 2 .
2 −6
0 0 −8 2 1 3 4
(c) (1, 1, 0, 0), (0, 0, 1, 1), (−2, 0, 2, 2), (0, −3, 0, 3).
3. Verify that the row space and column space have the same dimension
2 0 2 2
3 −4 −1 −9
2 3 5 7 4
(a) , (b)
−1 2 1 0 −2
.
1 2 3 7
4 1 5 9 8
−3 1 −2 0
105
Chapter Four
Inner Product Spaces
Recall that a real vector space is a vector space over the field R of all real
numbers.
space.
106
be vectors in the Euclidean n-space Rn (expressed n × 1 matrices), and let
Then <, > is an inner product on Rn (verify!), which is called the inner
product on Rn generated by A.
a scalar, then
107
♣Exercises 4.1
1. Let < u, v > be the Euclidean inner product on R2 , and let u = (2, −1), v =
< u, v >= w1 u1 v1 + w2 u2 v2 + · · · + wn un vn
is an inner product on Rn .
108
§4.2 Length and Angle in Inner Product Spaces
Definition 4.2. If V is an inner product space, then the norm (or length)
1
kuk =< u, u > 2 .
d(u, v) = ku − vk.
Proof. If u = 0, then
109
By the positivity of the inner product <, >,
0 ≤< (tu + v), (tu + u) > = < u, u > t2 + 2 < u, v > t+ < v, v >
= at2 + bt + c.
Thus at2 + bt + c ≥ 0 for all t and hence it has either no real roots or a double
1 1
|u1 v1 + u2 v2 + · · · + un vn | ≤ (u21 + u22 + · · · + u2n ) 2 (v12 + v22 + · · · + vn2 ) 2
Remark 4.1. Since kuk2 =< u, u > and kvk2 =< v, v >, the Cauchy-
110
1
Theorem 4.3. If V is an inner product space, then the norm kuk =< u, u > 2
and the distance d(u, v) = ku − vk satisfy all the properties listed in the table:
L2. kuk = 0 if and only if u=0 D2. d(u, v) = 0 if and only if u=v
Proof. We will prove L4. Others are left to the reader as exercises.
= (kuk + kvk)2 .
ku + vk ≤ kuk + kuk.
< u, v >
| < u, v > | ≤ kuk kvk ⇒ −1 ≤ ≤1
kuk kvk
111
for any nonzero two vectors u and v in an inner product space.
by
< u, v >
cos θ = and 0 ≤ θ ≤ π.
kuk kvk
Definition 4.4. In an inner product space, two vectors u and v are said to
Proof.
= kuk2 + kvk2 .
112
♣Exercises 4.2
1. In each part use the given inner product on R2 to find kwk, where w =
(−1, 3).
(b) the weighted Euclidean product < u, v >= 3u1 v1 + 2u2 v2 , where u =
3. In each part verify that the Cauchy-Schwarz inequality holds for the given
113
4. Let V be an inner product space. Show that if u and v are orthogonal
√
vectors in V such that kuk = kvk = 1, then ku − vk = 2.
for vectors in V .
1 1
< u, v >= ku + vk2 − ku − vk2
4 4
for vectors in V .
114
§4.3 Orthonormal Bases; Gram-Schmidt Process
v
, called normalizing v ,
kvk
has norm 1.
u = α1 v1 + α2 v2 + · · · + αn vn
= αi < vi , vi >= αi
115
since
kvi k2 = 1 if i = j,
< vi , vj >=
0 if i 6= j.
α1 v1 + α2 v2 + · · · + αn vn = 0
= αi < vi , vi > .
αi = 0 for each i. .
u = w1 + w2
116
The vector w1 is called the orthogonal projection of u on W and is
denoted by
W.
orthonormal basis.
Schmidt process:
u1
v1 = ,
ku1 k
u2 − < u2 , v1 > v1
v2 = ,
ku2 − < u2 , v1 > v1 k
u3 − < u3 , v1 > v1 − < u3 , v2 > v2
v3 = ,
ku3 − < u3 , v1 > v1 − < u3 , v2 > v2 k
u4 − < u4 , v1 > v1 − < u4 , v2 > v 2 − < u4 , v 3 > v 3
v4 = ,
ku4 − < u4 , v1 > v1 − < u4 , v2 > v 2 − < u4 , v 3 > v 3 k
..
.
un − < un , v1 > v1 − < un , v2 > v2 − · · · − < un , vn−1 > vn−1
vn = .
kun − < un , v1 > v1 − < un , v2 > v2 − · · · − < un , vn−1 > vn−1 k
Then {v1 , v2 , . . . , vn } is an orthonormal basis for V .
117
Example 4.3. In the vector space R3 with the Euclidean inner product,
construct a orthonormal basis from the basis {(1, 1, 1), (0, 1, 1), (0, 0, 1)}.
Solution. Let
Taking
µ ¶
u1 (1, 1, 1) 1 1 1
v1 = = = √ ,√ ,√ ,
ku1 k k(1, 1, 1)k 3 3 3
u2 − < u2 , v1 > v1
v2 =
ku2 − < u2 , v1 > v1 k ³ ´ ³ ´
(0, 1, 1)− < (0, 1, 1), √13 , √13 , √13 > √13 , √13 , √13
= ³ ´ ³ ´
k(0, 1, 1)− < (0, 1, 1), √13 , √13 , √13 > √13 , √13 , √13 k
³ ´
2 1 √1 √1
(0, 1, 1) − 3 √ √
3
, 3, 3
= ³ ´
2 1 √1 √1
k(0, 1, 1) − 3 √ √ , 3, 3 k
¡ 2 1 1¢ 3
µ ¶ µ ¶
−3, 3, 3 3 2 1 1 2 1 1
= ¡ ¢ =√ − , , = −√ , √ , √ ,
k − 23 , 13 , 13 k 6 3 3 3 6 6 6
u3 − < u3 , v1 > v1 − < u3 , v2 > v2
v3 =
ku3 − < u3 , v1 ³> v1 − < u3´, v2 > v ³2 k ´
(0, 0, 1) − √3 √3 , √3 , √3 − √6 − √26 , √16 , √16
1 1 1 1 1
= ³ ´ ³ ´ ,
k(0, 0, 1) − √13 √13 , √13 , √13 − √16 − √26 , √16 , √16 k
¡ ¢ µ ¶ µ ¶
0, − 21 , 12 √ 1 1 1 1
= ¡ ¢ = 2 0, − , = 0, − √ , √ .
k 0, − 12 , 12 k 2 2 2 2
Then
µ ¶ µ ¶ µ ¶
1 1 1 2 1 1 1 1
√ , √ , √ , − √ , √ , √ , 0, − √ , √
3 3 3 6 6 6 2 2
form an orthonormal basis for R3 .
118
Theorem 4.9 (Projection Theorem). If W is a finite-dimensional sub-
u = w1 + w2
ku − projW uk < ku − wk
119
♣Exercises 4.3
1. Let R3 have the Euclidean inner product. Which of the following form
orthonormal sets?
µ ¶ µ ¶ µ ¶
1 1 1 1 1 1 1
(a) √ , 0, √ , √ , √ , − √ , − √ , 0, √ ,
µ 2 2 µ
¶ 3 3¶ µ 3 ¶ 2 2
2 2 1 2 1 2 1 2 2
(b) ,− , , , ,− , , , ,
3 3 µ 3 3 3 ¶3 3 3 3
1 1
(c) (1, 0, 0), 0, √ , √ , (0, 0, 1),
µ 2 ¶ 2µ ¶
1 1 2 1 1
(d) √ , √ , − √ , √ , − √ , 0 .
6 6 6 2 2
2. Let R3 have the Euclidean inner product. Use the Gram-Schmidt process
120
§4.4 Coordinates; Change of Basis
There is a close relationship between the notion of a basis and the notion
of a coordinate system. In this section we develop this idea and also discuss
v = α1 v1 + α2 v2 + · · · + αn vn
(v)S = (α1 , α2 , . . . , αn ).
by
α
1
α2
[v]S = . .
.
.
αn
v = α1 v1 + α2 v2 + · · · + αn vn ,
v = β1 v1 + β2 v2 + · · · + βn vn
121
for some scalars α1 , α2 , . . . , αn , β1 , β2 , . . . , βn . Then
then
p
(a) kuk = α12 + α22 + · · · + αn2 ,
p
(b) d(u, v) = (α1 − β1 )2 + (α2 − β2 )2 + · · · + (αn − βn )2 ,
u = α1 v1 + α2 v2 + · · · + αn vn ,
v = β1 v1 + β2 v2 + · · · + βn vn .
(a)
1
kuk = < α1 v1 + α2 v2 + · · · + αn vn , α1 v1 + α2 v2 + · · · + αn vn > 2
à ! 12 v u n
X uX
= αi αj < vi , vj > =t αi2
1≤i,j≤n i=1
since
1 if i = j,
< vi , vj >=
0 if i 6= j.
122
(b) and (c) are left to the reader.
how is the old coordinate matrix [v]B of a vector v related to the new coordi-
Solution. Let
α1 β1
α2 β2
[v]B = .. , [v]B 0 = .. ,
. .
αn βn
that is,
v = α 1 u1 + α 2 u2 + · · · + α n un ,
123
Then v = β1 u01 + β2 u02 + · · · + βn u0n becomes
Thus
α1 γ11 γ21 · · · γn1 β1
α2 γ12 γ22 · · · γn2 β2
.. = .. .. .. .. .
. . . . .
αn γ1n γ2n · · · γnn βn
Set
γ11 γ21 · · · γn1
γ12 γ22 · · · γn2
P = .. .. .. .
. . .
γ1n γ2n · · · γnn
Then the j-th column of P equals the coordinate matrix of u0j relative of B,
124
and then
then
(a) P is invertible,
P −1 = P t .
A−1 = At
(a) A is orthogonal.
(b) The row vectors of A form an orthonormal set in Rn with the Euclidean
inner product.
(c) The coulmn vectors of A form an orthonormal set in Rn with the Eu-
125
Proof. Omitted!
♣Exercises 4.4
1. Find the coordinate matrix and coordinate vector for w relative to the
basis S = {u1 , u2 }.
126
Chapter Five
Linear Transformations
and scalar α,
T : Rn → Rm defined by T (x) = Ax
tiplication by A.
transformation.
transformation on V .
127
A linear transformation from a vector space V to itself is called a linear
operator on V .
Example 5.4. Let V be a vector space and let α be a fixed scalar. Then the
of V .
S = {w1 , w2 , . . . , wr }
onto W .
128
♣Exercises 5.1
linear:
1. F (x, y) = (2x, y), 2. F (x, y) = (x2 , y),
129
§5.2 Properties of Linear Transformations; Kernel and
Range
(a) T (0) = 0.
T (v − u) = T (v + (−1)u)
= T (v) − T (u).
130
(a) ker(T ) is a subspace of V ,
T (αv1 ) = αT (v1 ) = α0 = 0;
so
v1 + v2 , αv1 ∈ ker(T ).
such that
Then
w1 + w2 = T (v1 ) + T (v2 ) = T (v1 + v2 ) ∈ R(T ),
w1 + w2 , αw1 ∈ R(T ).
sion of the range R(T ) is called the rank of T and he dimension of the kernel
131
Theorem 5.3 (Dimension Theorem). If T : V → W is a linear transfor-
(rank of T ) + (nullity of T ) = n.
Proof. Omitted.
space of Ax = 0 is
n − rank(A).
x ∈ Rn . By Theorem 5.3,
(rank of T ) + (nullity of T ) = n;
so
(nullity of T ) = n − (rank of T )
= {b ∈ Rm |b = Ax, x ∈ Rn }
132
by Theorem 3.16, R(T ) is the column space of A. Therefore,
= rank(A).
133
♣Exercises 5.2
1. Let T : R2 → R2 be multiplication by
2 −1
.
−8 4
Find that
134
§5.3 Linear Transformations from Rn to Rm
matrix whose j-th column is T (ej ) for each j = 1, 2, . . . , n, that is, T (x) = Ax
Proof. Let
a a a
11 12 1n
a21 a22 a2n
T (e1 ) = . , T (e2 ) = . , . . . , T (en ) = .
. . .
. . .
am1 am2 amn
and set
a a12 · · · a1n
11
a21 a22 · · · a2n
A= . .. .. .
.
. . .
am1 am2 · · · amn
135
x1
x2
If x = .. , then x = x1 e1 + x2 e2 + · · · + xn en ; so
.
xn
R4 defined by
x1 + x2
x1
x1 − x2
T x2 =
.
x3
x3
x1
136
Solution. Since
1+1 1
1
1 − 0 1
T (e1 ) = T
0 = = ,
0
0
0
1 1
0+1 1
0
0 − 1 −1
T (e2 ) = T
1 = = ,
0
0
0
0 0
0+0 0
0
0 − 0 0
T (e3 ) = T
0 = = .
1
1
1
0 0
Thus
1 1 0
1 −1 0
A= .
0 0 1
1 0 0
is the standard matrix for T .
137
♣Exercises 5.3
x1 x1 + 2x2 + x3 x1 4x1
(c) T x = x + 5x
2 1 2
, (d) T x = 7x
2 2
,
x3 x3 x3 −8x3
0 x4
x1
x 0 x1
1
x2
(e) T x =
,
(f ) T
=
.
2 0 x3
x
3
x3 0 x2
x4
0 x1 − x3
138
§5.4 Matrices of Linear Transformations
vector space. Let B and B 0 be bases for V and W , respectively, and for
T 0 , we have
But
1 0 0
0 1 0
[v1 ]B = .. , [v2 ]B = . , . . . , [vn ]B = . .
. .
. . .
0 0 1
139
Thus {[v1 ]B , [v2 ]B , . . . , [vn ]B } is the standard basis for Rn . Since T 0 ([vj ]B ) =
which is called the matrix for T with respect to the bases B and B 0 . A
is commonly denoted by
[T ]B,B 0 .
Find the matrix for T with respect to the basis B = {u1 , u2 } where
1 1
u1 = , u2 = .
1 2
Solution. Since
1 1 + 1 2
T (u1 ) = T = = = 2u1 + 0u2 ,
1 −2 + 4 2
1 1 + 2 3
T (u2 ) = T = = = 0u1 + 3u2 ,
2 −2 + 8 6
140
2 0
[T ]B = [[T (u1 )]B , [T (u2 )]B ] = .
0 3
aij = 0 whenever i 6= j.
♣Exercises 5.4
1. Let T : R2 → R3 be defined by
x1 + 2x2
x1
T =
−x1
.
x2
0
(a) Find the matrix of T with respect to the bases B = u1 , u2 } and B 0 =
v1 , v2 , v3 } where
1 −2
u1 = , u2 = ,
3 4
1 2 3
v1 = 1
, v2 = 2 ,
v 3 = 0
.
1 0 0
141
(b) Compute the value
8
T .
3
1 −1
2. Let v1 = and v2 = , and let
3 4
1 3
A=
−2 5
3. Let
3 −2 1 0
A=
1 6 2 1
−3 0 7 1
B = {v1 , v2 , v3 , v4 }, B 0 = {w1 , w2 , w3 }
142
where
0 2 1 6
1 1 4 9
v1 = , v2 = , v3 = , v4 =
1 −1 −1 4
1 −1 2 2
0 −7 −6
w1 = 8
, w2 = 8 , w3 = 9 .
8 1 1
(a) Find [T (v1 )]B 0 , [T (v2 )]B 0 , [T (v3 )]B 0 , [T (v4 )]B 0 .
143
Chapter Six
Eigenvalues and Eigenvectors
Ax = λx.
Ax = λx as
det(λI − A) = 0.
144
Theorem 6.1. If A is an n × n matrix, then the following are equivalent:
(a) λ is an eigenvalue of A.
vectors x such that Ax = λx, that is, are the nonzero vectors in the solution
λ.
= (λ − 3)λ + 2 = λ2 − 3λ + 2
= (λ − 1)(λ − 2).
145
x1
Let x = be the the eigenvectors corresponding the eigenvalue λ.
x2
Then Ax = λx. If λ = 1, then
3 2 x1 x1
Ax = λx ⇒ = .
−1 0 x2 x2
So
3x1 + 2x2 = x1 ,
−x1 = x2 .
If we set x2 = t for any real t 6= 0, then x1 = −t; so
−t
x=
t
If λ = 2, then
3 2 x1 x1
Ax = λx ⇒ = 2 .
−1 0 x2 x2
So
3x1 + 2x2 = 2x1 ,
−x1 = 2x2 .
If we set x2 = t for any real t 6= 0, then x1 = −2t; so
−2t
x=
t
146
is the eigenvector corresponding to λ = 5.
♣Exercises 6.1
−2 −7 0 0 1 0
(d) , (e) , (f ) ,
1 2 0 0 0 1
4 0 1 3 0 −5
(g)
−2 1 0 , (h) 1
5 −1 0
,
−2 0 1 1 1 −2
−1 0 1 5 0 1
(i)
−1 3 0 , (j)
1 1 0
,
−4 13 −1 −7 1 0
147
2. Prove that λ = 0 is an eigenvalue of a matrix A if and only if A is not
invertible.
n matrix A is (−1)n det(A). (Hint: The constant term is the value of the
4. Let A be an n × n matrix.
5. The traceof a square matrix A, denoted by tr(A), is the sum of the ele-
6. Prove that the eigenvalues of a triangular matrix are the entries on the
main diagonal.
148
§6.2 Diagonalization
said to diagonalize A.
(a) A is diagonalizable.
matrix
p11 p12 · · · p1n
p21 p22 · · · p2n
P = .. .. ..
. . .
pn1 pn2 · · · pnn
149
such that P −1 AP = D where
λ1 0 ··· 0
0 λ2 · · · 0
D= .. .. .. .
. . .
0 0 ··· λn
Therefore, AP = P D, that is,
p p · · · p1n λ1 0 ··· 0
11 12
p21 p22 · · · p2n 0 λ2 · · · 0
AP = . .. .. .. .. ..
.
. . . . . .
pn1 pn2 · · · pnn 0 0 ··· λn
λp λ2 p12 · · · λn p1n
1 11
λ1 p21 λ2 p22 · · · λn p2n
= . .. .. .
.
. . .
λ1 pn1 λ2 pn2 · · · λn pnn
Let
p1j
p2j
pj = .. , j = 1, 2, . . . , n,
.
pnj
denote the j-th column vector of P . Then λj pj is the j-th column vector
AP = P D,
Apj = λj pj , j = 1, 2, . . . , n.
150
Since P is invertible, pj is a nonzero vector for each j = 1, 2, . . . , n. Thus
be the matrix whose columns are p1 , p2 , . . . , pn . Then Apj is the j-th column
Apj = λj pj , j = 1, 2, . . . , n
so that
λ1 p11 λ2 p12 · · · λn p1n
λ1 p21 λ2 p22 · · · λn p2n
AP = . . .
. . .
. . .
λ1 pn1 λ2 pn2 · · · λn pnn
p11 p12 · · · p1n λ 0 ··· 0
1
p21 p22 · · · p2n 0 λ2 · · · 0
= . . . . .. .. = PD
. . . .
. . . . . .
pn1 pn2 · · · pnn 0 0 ··· λn
151
where D is the diagonal matrix whose diagonal entries are the eigenvalues
Remark 6.2. From the proof of the above Theorem 6.2, for a diagonalizable
Solution.
¯ ¯
¯ ¯
¯ λ−3 2 0 ¯
¯ ¯
¯ ¯
0 = det(λI − A) = ¯¯ 2 λ−3 0 ¯ = (λ − 5)((λ − 3)2 − 4)
¯
¯ ¯
¯ ¯
¯ 0 0 λ−5 ¯
= (λ − 5)2 (λ − 1).
152
x1
Let x =
x2 be the eigenvector corresponding to the eigenvalue λ. Then
x3
Ax = λx, equivalently, (λI − A)x = 0.
x1 = −s, x2 = s, x3 = t, s, t ∈ R.
are linearly independent; so they form a basis for the eigenspace corresponding
λ = 5.
153
If λ = 1, then (λI − A)x = 0 becomes
−2 2 0 x1 0
2 −2 0 = 0 .
x2
0 0 −4 x3 0
x1 = t, x2 = t, x3 = 0, t ∈ R.
so
1
p3 =
1
0
form a basis for the eigenspace corresponding λ = 1. We see that {p1 , p2 , p3 }
154
diagonalizes A and
5 0 0
P −1 AP =
0 5 0 .
0 0 1
pendent set.
Proof. Omitted!
diagonalizable.
155
♣Exercises 6.2
4. Let
a b
A= .
c d
Show that
156
5. Let A be an n × n matrix and P an invertible n × n matrix. Show that
(a) (P −1 AP )2 = P −1 A2 P ;
157
§6.3 Diagonalization; Symmetric Matrices
orthonormal basis B for V such that the matrix for T with respect to B, [T ]B ,
is diagonal?
P t AP ) is diagonal?
(c) A is symmetric.
158
P is orthogonal, by Theorem 4.15, these column vectors are orthonormal so
D = P −1 AP ⇒ A = P DP −1 = P DP t
At = (P DP t )t = P Dt P t = P DP t = A;
so A is symmetric.
Proof. Omitted!
159
Remark 6.3. From Theorems 6.5 and 6.6, for a symmetric matrix A, we
diagonalizes A:
Step 2. Using Gram-Schmidt Process, change each basis found in Step 1 into
Step 3. Form the matrix P whose columns are the basic vectors constructed
in Step 2.
matrix
4 2 2
A=
2 4 2 .
2 2 4
= (λ − 2)2 (λ − 8).
160
We see that
−1 −1
u1 =
1
and u2 =
0
0 1
form a basis for the eigenspace corresponding to λ = 2, and Gram-Schmidt
√1
3
v3 =
√1 .
3
√1
3
161
orthogonally diagonalizes A.
Theorem 6.7.
(a) The characteristic equation of a symmetric matrix A has only real roots.
dimensional.
Proof. Omitted!
♣Exercises 6.3
4 4 0 0 10
− 43
0 − 43
6 0 0 3
4 4 0 0 −4 −5 0 1
3
4. 0 3 3
3 3
, 5. , 6. .
0 0 0 0 0 0 −2 0
0 3 3
0 0 0 0 − 43 1
3
0 − 53
162
7. Find a matrix that orthogonally diagonalizes
a b
b a
where b 6= 0.
163