LINEAR ALGEBRA WITH APPLICATIONS Third Edition W. KEITH NICHOLSON University of Calgary PWS PUBLISHING COMPANY BostonPWS PUBLISHING COMPANY 20 Park Plaza, Boston, MA 02116-4324 Copyright © 1995 by PWS Publishing Company. Copyright © 1990 by PWS-KENT Publishing Company. Copyright © 1986 by PWS Publishers. All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transcribed in any form or by any means—clectronic, mechanical, photocopying, recording, or otherwise—without the prior written permission of PWS Publishing Company. PWS Publishing Company is a division of Wadsworth, Inc. International Thomson Publishing The trademark ITP is used under license 3) This book is printed on recycled, acid-free paper. Library of Congress Cataloging-in-Publication Data Nicholson, W. Keith, Linear algebra with applications / W. Keith Nicholson.—3ru ed. p.em. Updated ed. of: Elementary linear algebra, with applications © 1990. Includes index. ISBN 0-534-93666-0 |. Algebras, Linear. 1. Nicholson, W. Keith, Elementary linear algebra, with applica- tions. Il. Title. QAL84.N53 1993 93-28879 512’ 5—de20 cP. Sponsoring Editor: Steve Quigley Production Coordinator: Susan M. C. Caffey Manufacturing Coordinator: Marcia A. Locke Marketing Manager: Marianne C. P, Rutter Assistant Editor Marnie Pommett Editorial Assistant: John V. Ward Production: Bookman Productions/Hal Lockwood Interior Musirator: Deborah Doherty Interior/Cover Designer: Susan M. C. Caffey Compositor: Weimer Graphies, Ine, Cover Art: Odyssey by Vivian Angel Cover Primer: John P. Pow Company, In Text Printer and Binder: RR Donnelley/Harrisonburg Printed and bound in the United States of America. 95.96.97 98 — 10987654ERR IES ‘Symbol rank(A) mxn [a,] Ll, wri) det A M,(A) cya) adj(A) Ini, PP, wey proj4(u) XV, R © Mr degip@)] P (a, 6) Fla, 5] P, span... S dim V row(A) col(A) Vad IMPORTANT SYMBOLS Description rank of matrix A size of matrix matrix transpose of A identity matrix trace of matrix A inverse of matrix A determinant of matrix A (i, minor of matrix A (i, cofactor of matrix A adjoint of matrix A length or norm of ¥ vector from P, to P; dot product of wand v projection of uond cross product real numbers space of n-tuples space of m x m matrices degree of po) space of polynomials interval from a to b space of functions on [a, b] space of polynomials of degree at most span of a set of vectors set containment dimension of V row space of matrix A column space of matrix A Page 21, 230 34 34 41 46 56 37 107 109 109 123 141, 282 144 157 162 168 187 187 190 191 192 192 192 202 204 206 214 228 228 SOOOO0 OOOO OO OOOOOOSOSESEOSOOOHOOOOOO OOOO OHOOOSOSHOO HOODIMPORTANT SYMBOLS #2 eUh aA Sa Description Page cigenspace of matrix A 252 dot product of n-tuples X and ¥ 270 orthogonal complement of U 271 proj.(v) projection of v onto U 278, 437 proj(X) projection of X on subspace U 278 c complex numbers 302 Zs conjugate transpose of matrix Z 304 eo) characteristic of polynomial of A 253 TVW linear transformation 339 identity operator on V 343 kernel of transformation T 382 image of transformation T 352 nullity7 nullity of transformation T 354 rankT rank of transformation T 384 Catv) coordinates of v with respect to B 372 MoT) matrix of transformation T 373 LW) space of transformations 379 Prey change of basis matrix from B to D 380 MAT) matrix of operator T 382 det 7 determinant of operator T 386 wT trace of operator T 386 ea) characteristic polynomial of T 386 EAT) eigenspace of transformation 7 392 uew direct sum of U and W 395 (yw) inner product of ¥ and w au diy.w) distance between v and w 425 id absolute value of complex number z 467 z conjugate of complex number ¢ 467 arg argument of complex number z 470 POCOEOOOO ESOS OSEHEOS ESOS OD ESOOSEOOOOOESOOSOOSOSOOOOOOOODfaezaged Chapter 1 141 1.2 13 1.4 15 taexxaew Chapter 2 21 2.2 23 24 2s 2.6 27 waeasaets Chapter 3 3.1 3.2 3.3 3.4 Contents SOOOCOOSESOSSOSOOOHOHSEOSOOOOOEHOOS SYSTEMS OF LINEAR EQUATIONS Solutions and Elementary Operations Gaussian Elimination Homogeneous Equations ‘An Application to Network Flow (Optional) An Application to Electrical Networks (Optional) MATRIX ALGEBRA Matrix Addition, Scalar Multiplication, and Transposition Matrix Multiplication Matrix Inverses Elementary Matrices LU-Factorization (Optional) An Application to Input-Output Economic Models (Optional) ‘An Application to Markov Chains (Optional) DETERMINANTS The Laplace Expansion Determinants and Matrix Inverses An Application to Polynomial Interpolation (Optional) Proof of the Laplace Expansion (Optional) 10 QT 29 33 33 43 56 78 96 107 107 120 131 136® tepesaes Chapter 4 44 42 43 4.4 sugexxavw Chapter 5 54 5.2 5.3 54 5.5 5.6 57 Steeaxaes Chapter 6 64 6.2 6.3 6.4 65 6.6 67 6.8 69 6.10 6.11 Sterzseew Chapter 7 7A 72 73 Contents VECTOR GEOMETRY Vectors and Lines The Dot Product and Projections Planes and the Cross Product An Application to Least Squares Approximation (Optional) VECTOR SPACES Examples and Basic Properties Subspaces and Spanning Sets Linear Independence and Dimension Existence of Bases Rank of a Matrix An Application to Polynomials (Optional) ‘An Application to Differential Equations (Optional) EIGENVALUES AND DIAGONALIZATION Eigenvalues and Similarity Diagonalization Orthogonality in RR” Orthogonal Diagonalization Positive Definite Matrices LP-Factorization (Optional) Computing Eigenvalues (Optional) Complex Matrices (Optional) ‘An Application to Quadratic Forms (Optional) An Application to Best Approximation and Least Squares (Optional) ‘An Application to Systems of Differential Equations (Optional) LINEAR TRANSFORMATIONS Examples and Elementary Properties Kernel and Image of a Linear Transformation Isomorphisms and Composition 141 141 156 165 178 187 187 198 208 219 226 238 244 251 251 261 270 281 289 295 302 313 324 331 339 339 352 362TA 15 1.6 17 78 aeexxaetd Chapter 8 8.41 8.2 8.3 84 8.5 waezsa Appendix A warzss Appendix B BA BQ waruss Appendix C warts aiid Contents The Matrix of a Linear Transformation Change of Basis Invariant Suospaces and Direct Sums Block Triangular Form An Application to Linear Recurrence Relations (Optional) INNER PRODUCT SPACES Inner Products and Norms Orthogonal Sets of Vectors Orthogonal Diagonalization Isometries An Application to Fourier Approximation COMPLEX NUMBERS INTRODUCTION TO LINEAR PROGRAMMING Graphical Methods The Simplex Algorithm MATHEMATICAL INDUCTION SELECTED ANSWERS INDEX 371 379 410 421 421 431 ay AaB 465 481 481 489 501 507 531Preface POPOOSO SOOO OOOO SODOLOEOOOSSOOOSOOOOSD This textbook is a basic introduction to the ideas and techniques of linear algebra for first- or second-year students who have a working knowledge of high school alge- bra, Its aim is to achieve a balance among the computational skills, theory, and applications of linear algebra, while keeping the level suitable for beginning students. The contents are arranged to permit enough flexibility to allow the presentation of a traditional introduction to the subject, or to allow a more applied course. Calculus is not a prerequisite; places where it is mentioned are clearly marked and may be omitted, Linear algebra has wide application to the mathematical and natural sciences, to engineering, to computer science, and (inicreasingly) to management and the social sciences. As a rule, students of linear algebra learn the subject by studying examples and solving problems. More than 330 solved examples are included here, many of a computational nature, together with a wide variety of exercises. In addition, a number of sections are devoted to applications and to the computational side of the subject ‘These are optional, but they are included at the end of the relevant chapters (rather than at the end of the book) to encourage students to browse. The examples also play a role in motivating theorems, although most proofs are included at a level appropriate to the student. This means that the book can be used to give a course emphasizing computation and examples (and omitting many proofs) or to give a more rigorous treatment. Some longer proofs are omitted altogether or are deferred to the end of the chapter. The third edition continues the trend toward spending more time on matrix com- putations as well as applications, a view supported by the Linear Algebra Curriculum Study Group.' For example, the chapter on abstract inner product spaces has been moved to the end and replaced by a discussion of the dot product in R’. This allows diagonalization, with its wealth of applications, to be introduced earlier and also shifts linear transformations toward the beginning of the book. The net effect is ‘an overall reduction in the level of abstraction. A good example of this effect is ‘College Mathematics Journal 24, Jan. 1993, p. 41