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Cs221 Linear Algebra

This document provides an overview of linear algebra concepts including vectors, matrices, and matrix decompositions. It begins with definitions of vectors and vector spaces, and describes properties like linear independence and basis. It then covers norms, inner products, and orthonormal bases. The document is intended as a review for a course on artificial intelligence and will help provide students with foundational linear algebra skills needed for the class.

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0% found this document useful (0 votes)
127 views156 pages

Cs221 Linear Algebra

This document provides an overview of linear algebra concepts including vectors, matrices, and matrix decompositions. It begins with definitions of vectors and vector spaces, and describes properties like linear independence and basis. It then covers norms, inner products, and orthonormal bases. The document is intended as a review for a course on artificial intelligence and will help provide students with foundational linear algebra skills needed for the class.

Uploaded by

dagd333
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 156

Linear Algebra Review

CS221: Introduction to Articial Intelligence


Carlos Fernandez-Granda

10/11/2011

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Linear Algebra Review

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Index

Vectors Matrices Matrix Decompositions Application : Image Compression

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Vectors

Vectors Matrices Matrix Decompositions Application : Image Compression

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Linear Algebra Review

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Vectors

What is a vector ?

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Vectors

What is a vector ?

An ordered tuple of numbers :

u u u=

1 2

. . .

un

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Vectors

What is a vector ?

An ordered tuple of numbers :

u u u=

1 2

. . .

un

A quantity that has a magnitude and a direction.

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Linear Algebra Review

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Vectors

Vector spaces

More formally a vector is an element of a vector space.

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Linear Algebra Review

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Vectors

Vector spaces

More formally a vector is an element of a vector space. A vector space V is a set that contains all linear combinations of its elements :

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Linear Algebra Review

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Vectors

Vector spaces

More formally a vector is an element of a vector space. A vector space V is a set that contains all linear combinations of its elements :

If vectors u and v V , then u + v V .

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Linear Algebra Review

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Vectors

Vector spaces

More formally a vector is an element of a vector space. A vector space V is a set that contains all linear combinations of its elements :

If vectors u and v V , then u + v V . If vector u V , then u V for any scalar .

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Vectors

Vector spaces

More formally a vector is an element of a vector space. A vector space V is a set that contains all linear combinations of its elements :

If vectors u and v V , then u + v V . If vector u V , then u V for any scalar . There exists 0 V such that u + 0 = u for any u V .

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Vectors

Vector spaces

More formally a vector is an element of a vector space. A vector space V is a set that contains all linear combinations of its elements :

A subspace is a subset of a vector space that is also a vector space.

If vectors u and v V , then u + v V . If vector u V , then u V for any scalar . There exists 0 V such that u + 0 = u for any u V .

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Vectors

Examples

Euclidean space Rn .

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Vectors

Examples

Euclidean space Rn .

The span of any set of vectors {u1 , u2 , . . . , un }, dened as : span (u1 , u2 , . . . , un ) = {1 u1 + 2 u2 + + n un | i R}

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Vectors

Subspaces

A line through the origin in Rn (span of a vector).

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Vectors

Subspaces

A line through the origin in Rn (span of a vector).

A plane in Rn (span of two vectors).

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Vectors

Linear Independence and Basis of Vector Spaces

A vector u is linearly independent of a set of vectors {u1 , u2 , . . . , un } if it does not lie in their span.

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Vectors

Linear Independence and Basis of Vector Spaces

A vector u is linearly independent of a set of vectors {u1 , u2 , . . . , un } if it does not lie in their span. A set of vectors is linearly independent if every vector is linearly independent of the rest.

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Vectors

Linear Independence and Basis of Vector Spaces

A vector u is linearly independent of a set of vectors {u1 , u2 , . . . , un } if it does not lie in their span. A set of vectors is linearly independent if every vector is linearly independent of the rest. A basis of a vector space V is a linearly independent set of vectors whose span is equal to V .

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Vectors

Linear Independence and Basis of Vector Spaces

A vector u is linearly independent of a set of vectors {u1 , u2 , . . . , un } if it does not lie in their span. A set of vectors is linearly independent if every vector is linearly independent of the rest. A basis of a vector space V is a linearly independent set of vectors whose span is equal to V . If a vector space has a basis with d vectors, its dimension is d.

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Vectors

Linear Independence and Basis of Vector Spaces

A vector u is linearly independent of a set of vectors {u1 , u2 , . . . , un } if it does not lie in their span. A set of vectors is linearly independent if every vector is linearly independent of the rest. A basis of a vector space V is a linearly independent set of vectors whose span is equal to V . If a vector space has a basis with d vectors, its dimension is d. Any other basis of the same space will consist of exactly d vectors.

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Vectors

Linear Independence and Basis of Vector Spaces

A vector u is linearly independent of a set of vectors {u1 , u2 , . . . , un } if it does not lie in their span. A set of vectors is linearly independent if every vector is linearly independent of the rest. A basis of a vector space V is a linearly independent set of vectors whose span is equal to V . If a vector space has a basis with d vectors, its dimension is d. Any other basis of the same space will consist of exactly d vectors. The dimension of a vector space can be innite (function spaces).

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Vectors

Norm of a Vector

A norm ||u|| measures the magnitude of a vector.

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Vectors

Norm of a Vector

A norm ||u|| measures the magnitude of a vector. Mathematically, any function from the vector space to R that satises :

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Vectors

Norm of a Vector

A norm ||u|| measures the magnitude of a vector. Mathematically, any function from the vector space to R that satises :

Homogeneity || u|| = || ||u||

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Vectors

Norm of a Vector

A norm ||u|| measures the magnitude of a vector. Mathematically, any function from the vector space to R that satises :

Homogeneity || u|| = || ||u|| Triangle inequality ||u + v|| ||u|| + ||v||

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Vectors

Norm of a Vector

A norm ||u|| measures the magnitude of a vector. Mathematically, any function from the vector space to R that satises :

Homogeneity || u|| = || ||u|| Triangle inequality ||u + v|| ||u|| + ||v|| Point separation ||u|| = 0 if and only if u = 0.

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Vectors

Norm of a Vector

A norm ||u|| measures the magnitude of a vector. Mathematically, any function from the vector space to R that satises :

Examples :

Homogeneity || u|| = || ||u|| Triangle inequality ||u + v|| ||u|| + ||v|| Point separation ||u|| = 0 if and only if u = 0.
i |ui |. 2 i ui .

Manhattan or 1 norm : ||u||1 = Euclidean or 2 norm : ||u||2 =

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Vectors

Inner Product

Inner product between u and v : u, v =

n uv. i =1 i i

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Vectors

Inner Product

Inner product between u and v : u, v = n=1 ui vi . i It is the projection of one vector onto the other.

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Vectors

Inner Product

Inner product between u and v : u, v = n=1 ui vi . i It is the projection of one vector onto the other.

Related to the Euclidean norm : u, u = ||u||2 . 2


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Vectors

Inner Product

The inner product is a measure of correlation between two vectors, scaled by the norms of the vectors :

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Vectors

Inner Product

The inner product is a measure of correlation between two vectors, scaled by the norms of the vectors :

If u, v > 0, u and v are aligned.

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Vectors

Inner Product

The inner product is a measure of correlation between two vectors, scaled by the norms of the vectors :

If u, v > 0, u and v are aligned. If u, v < 0, u and v are opposed.

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Vectors

Inner Product

The inner product is a measure of correlation between two vectors, scaled by the norms of the vectors :

If u, v > 0, u and v are aligned. If u, v < 0, u and v are opposed. If u, v = 0, u and v are orthogonal.
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Vectors

Orthonormal Basis

The vectors in an orthonormal basis have unit Euclidean norm and are orthogonal to each other.

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Vectors

Orthonormal Basis

The vectors in an orthonormal basis have unit Euclidean norm and are orthogonal to each other. To express a vector x in an orthonormal basis, we can just take inner products.

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Vectors

Orthonormal Basis

The vectors in an orthonormal basis have unit Euclidean norm and are orthogonal to each other. To express a vector x in an orthonormal basis, we can just take inner products. Example : x = 1 b1 + 2 b2 .

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Vectors

Orthonormal Basis

The vectors in an orthonormal basis have unit Euclidean norm and are orthogonal to each other. To express a vector x in an orthonormal basis, we can just take inner products. Example : x = 1 b1 + 2 b2 . We compute x, b1 :
x, b1 = 1 b1 + 2 b2 , b1

By linearity. = 1 + 0 By orthonormality.
= 1 b1 , b1 + 2 b2 , b1

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Vectors

Orthonormal Basis

The vectors in an orthonormal basis have unit Euclidean norm and are orthogonal to each other. To express a vector x in an orthonormal basis, we can just take inner products. Example : x = 1 b1 + 2 b2 . We compute x, b1 :
x, b1 = 1 b1 + 2 b2 , b1

By linearity. = 1 + 0 By orthonormality.
= 1 b1 , b1 + 2 b2 , b1

Likewise, 2 = x, b2 .
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Matrices

Vectors Matrices Matrix Decompositions Application : Image Compression

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Linear Algebra Review

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Matrices

Linear Operator

A linear operator L : U V is a map from a vector space U to another vector space V that satises :

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Linear Algebra Review

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Matrices

Linear Operator

A linear operator L : U V is a map from a vector space U to another vector space V that satises :
L (u1 + u2 ) = L (u1 ) + L (u2 )

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Matrices

Linear Operator

A linear operator L : U V is a map from a vector space U to another vector space V that satises :
L (u1 + u2 ) = L (u1 ) + L (u2 ) L ( u) = L (u)

. for any scalar .

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Matrices

Linear Operator

A linear operator L : U V is a map from a vector space U to another vector space V that satises : If the dimension n of U and an m n matrix A.

L (u1 + u2 ) = L (u1 ) + L (u2 ) L ( u) = L (u)

. for any scalar .


A A

m of V are nite, L can be represented by


11 21 12 22

A A A=

Am

Am

... ... ... ...

An A n
1

Amn

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Matrices

Matrix Vector Multiplication

A A Au =

11 21

A A

12 22

Am

Am

... ... ... ...

u An A nu
1 2

1 2

Amn

. . .

v v =

un

2 . . .

vm

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Matrices

Matrix Vector Multiplication

A A Au =

11 21

A A

12 22

Am

Am

... ... ... ...

u An A nu
1 2

1 2

Amn

. . .

v v =

un

2 . . .

vm

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Matrices

Matrix Vector Multiplication

A A Au =

11 21

A A

12 22

Am

Am

... ... ... ...

u An A nu
1 2

1 2

Amn

. . .

v v =

un

2 . . .

vm

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Matrices

Matrix Vector Multiplication

A A Au =

11 21

A A

12 22

Am

Am

... ... ... ...

u An A nu
1 2

1 2

Amn

. . .

v v =

un

2 . . .

vm

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Linear Algebra Review

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Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Matrix Product

Applying two linear operators A and B denes another linear operator, which can be represented by another matrix AB.

A A AB =

11 21

A A

12 22

Am Am AB AB AB AB =
1 2 11 21

... ... ... ...


12 22

B An B A n
1 2


1 2

11 21

B B

12 22

ABm

ABm

... ...

Amn Bn . . . AB p . . . AB p ABmp

Bn

... ... ... ...

Bp B p
1 2

Bnp

Note that if A is
CS221

m n and B is n p, then AB is m p.
Linear Algebra Review 10/11/2011 16 / 37

Matrices

Transpose of a Matrix

The transpose of a matrix is obtained by ipping the rows and columns. A11 A21 . . . An1 A12 A22 . . . An2 AT =
... A1m A2m . . .

Anm

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Matrices

Transpose of a Matrix

The transpose of a matrix is obtained by ipping the rows and columns. A11 A21 . . . An1 A12 A22 . . . An2 AT =
... A1m A2m . . .

Anm

Some simple properties :

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Matrices

Transpose of a Matrix

The transpose of a matrix is obtained by ipping the rows and columns. A11 A21 . . . An1 A12 A22 . . . An2 AT =
... A1m A2m . . .

Anm

Some simple properties :


AT
T
=A

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Matrices

Transpose of a Matrix

The transpose of a matrix is obtained by ipping the rows and columns. A11 A21 . . . An1 A12 A22 . . . An2 AT =
... A1m A2m . . .

Anm

Some simple properties :

T AT = A T (A + B) = AT + BT

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Matrices

Transpose of a Matrix

The transpose of a matrix is obtained by ipping the rows and columns. A11 A21 . . . An1 A12 A22 . . . An2 AT =
... A1m A2m . . .

Anm

Some simple properties :

T AT = A T (A + B) = AT + BT T (AB) = BT AT

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Matrices

Transpose of a Matrix

The transpose of a matrix is obtained by ipping the rows and columns. A11 A21 . . . An1 A12 A22 . . . An2 AT =
... A1m A2m . . .

Anm

Some simple properties :

The inner product for vectors can be represented as u, v = uT v.

T AT = A T (A + B) = AT + BT T (AB) = BT AT

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Matrices

Identity Operator

I=

1 0 ... 0 1 . . .
... 0 0 ...

0 0

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Matrices

Identity Operator

I=

1 0 ... 0 1 . . .
... 0 0 ...

0 0

For any matrix A, AI = A.

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Matrices

Identity Operator

I=

1 0 ... 0 1 . . .
... 0 0 ...

0 0

For any matrix A, AI = A. I is the identity operator for the matrix product.

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.
:

Column space

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.
:

Column space

Span of the columns of A.

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.
:

Column space

Span of the columns of A. Linear subspace of Rm .

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.
:

Column space

Span of the columns of A. Linear subspace of Rm .


:

Row space

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.
:

Column space

Span of the columns of A. Linear subspace of Rm .


:

Row space

Span of the rows of A.

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.
:

Column space

Span of the columns of A. Linear subspace of Rm .


:

Row space

Span of the rows of A. Linear subspace of Rn .

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.
:

Column space

Span of the columns of A. Linear subspace of Rm .


:

Row space

Span of the rows of A. Linear subspace of Rn .

Important fact :

The column and row spaces of any matrix have the same dimension.

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Matrices

Column Space, Row Space and Rank

Let A be an

m n matrix.
:

Column space

Span of the columns of A. Linear subspace of Rm .


:

Row space

Span of the rows of A. Linear subspace of Rn .

Important fact :

The column and row spaces of any matrix have the same dimension. This dimension is the rank of the matrix.

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Matrices

Range and Null space

Let A be an

m n matrix.

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Matrices

Range and Null space

Let A be an Range :

m n matrix.

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Matrices

Range and Null space

Let A be an Range :

m n matrix.

Set of vectors equal to Au for some u Rn .

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Matrices

Range and Null space

Let A be an Range :

m n matrix.

Set of vectors equal to Au for some u Rn . Linear subspace of Rm .

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Matrices

Range and Null space

Let A be an Range :
Null space

m n matrix.

Set of vectors equal to Au for some u Rn . Linear subspace of Rm .


:

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Matrices

Range and Null space

Let A be an Range :
Null space

m n matrix.

Set of vectors equal to Au for some u Rn . Linear subspace of Rm . belongs to the null space if Au = 0.
:

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Matrices

Range and Null space

Let A be an Range :
Null space

m n matrix.

Set of vectors equal to Au for some u Rn . Linear subspace of Rm .


:

belongs to the null space if Au = 0. Subspace of Rn .


u

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Matrices

Range and Null space

Let A be an Range :
Null space

m n matrix.

Set of vectors equal to Au for some u Rn . Linear subspace of Rm .


:

belongs to the null space if Au = 0. Subspace of Rn . Every vector in the null space is orthogonal to the rows of A. The null space and row space of a matrix are orthogonal.
u

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Matrices

Range and Column Space

Another interpretation of the matrix vector product (Ai is column i of A) :

Au =

A1

A2

...

An

u u

2 . . .

= u1 A1 + u2 A2 + + un An

un

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Matrices

Range and Column Space

Another interpretation of the matrix vector product (Ai is column i of A) :

Au =

A1

A2

...

An

u u

2 . . .

= u1 A1 + u2 A2 + + un An

un

The result is a linear combination of the columns of A.

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Matrices

Range and Column Space

Another interpretation of the matrix vector product (Ai is column i of A) :

Au =

A1

A2

...

An

u u

2 . . .

= u1 A1 + u2 A2 + + un An

un

The result is a linear combination of the columns of A. For any matrix, the range is equal to the column space.

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Matrices

Matrix Inverse

For an

n n matrix A : rank + dim(null space) = n.

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Matrices

Matrix Inverse

For an n n matrix A : rank + dim(null space) = n. If dim(null space)=0 then A is full rank.

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Matrices

Matrix Inverse

For an n n matrix A : rank + dim(null space) = n. If dim(null space)=0 then A is full rank. In this case, the action of the matrix is invertible.

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Matrices

Matrix Inverse

For an n n matrix A : rank + dim(null space) = n. If dim(null space)=0 then A is full rank. In this case, the action of the matrix is invertible. The inversion is also linear and consequently can be represented by another matrix A1 .

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Matrices

Matrix Inverse

For an n n matrix A : rank + dim(null space) = n. If dim(null space)=0 then A is full rank. In this case, the action of the matrix is invertible. The inversion is also linear and consequently can be represented by another matrix A1 . A1 is the only matrix such that A1 A = AA1 = I.

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Matrices

Orthogonal Matrices

An orthogonal matrix U satises UT U = I.

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Matrices

Orthogonal Matrices

An orthogonal matrix U satises UT U = I. Equivalently, U has orthonormal columns.

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Matrices

Orthogonal Matrices

An orthogonal matrix U satises UT U = I. Equivalently, U has orthonormal columns. Applying an orthogonal matrix to two vectors does not change their inner product :
Uu, Uv = (Uu) Uv

= uT UT Uv = uT v = u, v

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Matrices

Orthogonal Matrices

An orthogonal matrix U satises UT U = I. Equivalently, U has orthonormal columns. Applying an orthogonal matrix to two vectors does not change their inner product :
Uu, Uv = (Uu) Uv

= uT UT Uv = uT v = u, v

Example : Matrices that represent rotations are orthogonal.

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Matrices

Trace and Determinant

The trace is the sum of the diagonal elements of a square matrix.

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Matrices

Trace and Determinant

The trace is the sum of the diagonal elements of a square matrix. The determinant of a square matrix A is denoted by |A|.

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Matrices

Trace and Determinant

The trace is the sum of the diagonal elements of a square matrix. The determinant of a square matrix A is denoted by |A|. ab For a 2 2 matrix A = c d :

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Matrices

Trace and Determinant

The trace is the sum of the diagonal elements of a square matrix. The determinant of a square matrix A is denoted by |A|. ab For a 2 2 matrix A = c d :
|A| = ad bc

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Matrices

Trace and Determinant

The trace is the sum of the diagonal elements of a square matrix. The determinant of a square matrix A is denoted by |A|. ab For a 2 2 matrix A = c d :
|A| = ad bc

The absolute value of |A| is the area of the parallelogram given by the rows of A.

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Matrices

Properties of the Determinant

The denition can be generalized to larger matrices.

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Matrices

Properties of the Determinant

The denition can be generalized to larger matrices. |A| = AT .

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Matrices

Properties of the Determinant

The denition can be generalized to larger matrices. |A| = AT .


|AB| = |A| |B|

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Matrices

Properties of the Determinant

The denition can be generalized to larger matrices. |A| = AT .


|AB| = |A| |B| |A| = 0 if and only if A is not invertible.

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Matrices

Properties of the Determinant

The denition can be generalized to larger matrices. |A| = AT .


|AB| = |A| |B| |A| = 0 if and only if A is not invertible.

If A is invertible, then A1 =

|A | .
1

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Matrix Decompositions

Vectors Matrices Matrix Decompositions Application : Image Compression

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Matrix Decompositions

Eigenvalues and Eigenvectors

An eigenvalue of a square matrix A satises :


Au = u

for some vector u, which we call an eigenvector.

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Matrix Decompositions

Eigenvalues and Eigenvectors

An eigenvalue of a square matrix A satises :


Au = u

for some vector u, which we call an eigenvector. Geometrically, the operator A expands ( > 1) or contracts ( < 1) eigenvectors but does not rotate them.

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10/11/2011

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Matrix Decompositions

Eigenvalues and Eigenvectors

An eigenvalue of a square matrix A satises :


Au = u

for some vector u, which we call an eigenvector. Geometrically, the operator A expands ( > 1) or contracts ( < 1) eigenvectors but does not rotate them. If u is an eigenvector of A, it is in the null space of A I, which is consequently not invertible.

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Matrix Decompositions

Eigenvalues and Eigenvectors

An eigenvalue of a square matrix A satises :


Au = u

for some vector u, which we call an eigenvector. Geometrically, the operator A expands ( > 1) or contracts ( < 1) eigenvectors but does not rotate them. If u is an eigenvector of A, it is in the null space of A I, which is consequently not invertible. The eigenvalues of A are the roots of the equation |A I| = 0.

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10/11/2011

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Matrix Decompositions

Eigenvalues and Eigenvectors

An eigenvalue of a square matrix A satises :


Au = u

for some vector u, which we call an eigenvector. Geometrically, the operator A expands ( > 1) or contracts ( < 1) eigenvectors but does not rotate them. If u is an eigenvector of A, it is in the null space of A I, which is consequently not invertible. The eigenvalues of A are the roots of the equation |A I| = 0. Not the way eigenvalues are calculated in practice.

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Linear Algebra Review

10/11/2011

27 / 37

Matrix Decompositions

Eigenvalues and Eigenvectors

An eigenvalue of a square matrix A satises :


Au = u

for some vector u, which we call an eigenvector. Geometrically, the operator A expands ( > 1) or contracts ( < 1) eigenvectors but does not rotate them. If u is an eigenvector of A, it is in the null space of A I, which is consequently not invertible. The eigenvalues of A are the roots of the equation |A I| = 0. Not the way eigenvalues are calculated in practice. Eigenvalues and eigenvectors can be complex valued, even if all the entries of A are real.
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Matrix Decompositions

Eigendecomposition of a Matrix

Let A be an n n square matrix with n linearly independent eigenvectors p1 . . . pn and eigenvalues 1 . . . n .

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Matrix Decompositions

Eigendecomposition of a Matrix

Let A be an n n square matrix with n linearly independent eigenvectors p1 . . . pn and eigenvalues 1 . . . n . We dene the matrices :
P= p1 . . . pn

1 0 . . . 0 2 . . . = ... 0 0 ...

0 0
n

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Matrix Decompositions

Eigendecomposition of a Matrix

Let A be an n n square matrix with n linearly independent eigenvectors p1 . . . pn and eigenvalues 1 . . . n . We dene the matrices :
P= p1 . . . pn

1 0 . . . 0 2 . . . = ... 0 0 ...
A

0 0
n

satises AP = P.

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Matrix Decompositions

Eigendecomposition of a Matrix

Let A be an n n square matrix with n linearly independent eigenvectors p1 . . . pn and eigenvalues 1 . . . n . We dene the matrices :
P= p1 . . . pn

1 0 . . . 0 2 . . . = ... 0 0 ...
A P

0 0
n

satises AP = P. is full rank. Inverting it yields the eigendecomposition of A :


A = P P 1

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Matrix Decompositions

Properties of the Eigendecomposition

Not all matrices are diagonalizable (have an eigendecomposition). Example : ( 1 1 ). 0 1

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Matrix Decompositions

Properties of the Eigendecomposition

Not all matrices are diagonalizable (have an eigendecomposition). Example : ( 1 1 ). 0 1 Trace(A) = Trace() = n=1 i . i

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Matrix Decompositions

Properties of the Eigendecomposition

Not all matrices are diagonalizable (have an eigendecomposition). Example : ( 1 1 ). 0 1 Trace(A) = Trace() = n=1 i . i |A| = || = n=1 i . i

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Matrix Decompositions

Properties of the Eigendecomposition

Not all matrices are diagonalizable (have an eigendecomposition). Example : ( 1 1 ). 0 1 Trace(A) = Trace() = n=1 i . i |A| = || = n=1 i . i The rank of A is equal to the number of nonzero eigenvalues.

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Matrix Decompositions

Properties of the Eigendecomposition

Not all matrices are diagonalizable (have an eigendecomposition). Example : ( 1 1 ). 0 1 Trace(A) = Trace() = n=1 i . i |A| = || = n=1 i . i The rank of A is equal to the number of nonzero eigenvalues. 1 If is a nonzero eigenvalue of A, is an eigenvalue of A1 with the same eigenvector.

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Matrix Decompositions

Properties of the Eigendecomposition

Not all matrices are diagonalizable (have an eigendecomposition). Example : ( 1 1 ). 0 1 Trace(A) = Trace() = n=1 i . i |A| = || = n=1 i . i The rank of A is equal to the number of nonzero eigenvalues. 1 If is a nonzero eigenvalue of A, is an eigenvalue of A1 with the same eigenvector. The eigendecomposition makes it possible to compute matrix powers eciently : m Am = PP1 = PP1 PP1 . . . PP1 = Pm P1 .

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Matrix Decompositions

Matlab Example

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

If A = AT then A is symmetric.

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

If A = AT then A is symmetric. The eigenvalues of symmetric matrices are real.

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

If A = AT then A is symmetric. The eigenvalues of symmetric matrices are real. The eigenvectors of symmetric matrices are orthonormal.

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

If A = AT then A is symmetric. The eigenvalues of symmetric matrices are real. The eigenvectors of symmetric matrices are orthonormal. Consequently, the eigendecomposition becomes : A = UUT for real and U orthogonal.

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

If A = AT then A is symmetric. The eigenvalues of symmetric matrices are real. The eigenvectors of symmetric matrices are orthonormal. Consequently, the eigendecomposition becomes : A = UUT for real and U orthogonal. The eigenvectors of A are an orthonormal basis for the column space (and the row space, since they are equal).

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

The action of a symmetric matrix on a vector Au = UUT u can be decomposed into :

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

The action of a symmetric matrix on a vector Au = UUT u can be decomposed into :


1

Projection of u onto the column space of A (multiplication by UT ).

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

The action of a symmetric matrix on a vector Au = UUT u can be decomposed into :


1 2

Projection of u onto the column space of A (multiplication by UT ). Scaling of each coecient Ui , u by the corresponding eigenvalue (multiplication by ).

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

The action of a symmetric matrix on a vector Au = UUT u can be decomposed into :


1 2 3

Projection of u onto the column space of A (multiplication by UT ). Scaling of each coecient Ui , u by the corresponding eigenvalue (multiplication by ). Linear combination of the eigenvectors scaled by the resulting coecient (multiplication by U).

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

The action of a symmetric matrix on a vector Au = UUT u can be decomposed into :


1 2 3

Summarizing :

Projection of u onto the column space of A (multiplication by UT ). Scaling of each coecient Ui , u by the corresponding eigenvalue (multiplication by ). Linear combination of the eigenvectors scaled by the resulting coecient (multiplication by U).
n
Au =

i =1

i Ui , u Ui

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Matrix Decompositions

Eigendecomposition of a Symmetric Matrix

The action of a symmetric matrix on a vector Au = UUT u can be decomposed into :


1 2 3

Summarizing :

Projection of u onto the column space of A (multiplication by UT ). Scaling of each coecient Ui , u by the corresponding eigenvalue (multiplication by ). Linear combination of the eigenvectors scaled by the resulting coecient (multiplication by U).
n
Au =

i Ui , u Ui i =1 It would be great to generalize this to all matrices...

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Matrix Decompositions

Singular Value Decomposition

Every

matrix has a singular value decomposition :


A = UVT

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Matrix Decompositions

Singular Value Decomposition

Every

matrix has a singular value decomposition :


A = UVT

A.

The columns of U are an orthonormal basis for the column space of

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Linear Algebra Review

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Matrix Decompositions

Singular Value Decomposition

Every

matrix has a singular value decomposition :


A = UVT

A.

The columns of U are an orthonormal basis for the column space of The columns of V are an orthonormal basis for the row space of A.

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Matrix Decompositions

Singular Value Decomposition

Every

matrix has a singular value decomposition :


A = UVT

A.

The columns of U are an orthonormal basis for the column space of The columns of V are an orthonormal basis for the row space of A. is diagonal. The entries on its diagonal i = ii are positive real numbers, called the singular values of A.

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Linear Algebra Review

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Matrix Decompositions

Singular Value Decomposition

Every

matrix has a singular value decomposition :


A = UVT

A.

The columns of U are an orthonormal basis for the column space of The columns of V are an orthonormal basis for the row space of A. is diagonal. The entries on its diagonal i = ii are positive real numbers, called the singular values of A. The action of A on a vector u can be decomposed into :
n
Au =

i =1

i Vi , u Ui

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Matrix Decompositions

Properties of the Singular Value Decomposition

The eigenvalues of the symmetric matrix AT A are equal to the square of the singular values of A :
AT A = VUT UVT = V2 VT

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Matrix Decompositions

Properties of the Singular Value Decomposition

The eigenvalues of the symmetric matrix AT A are equal to the square of the singular values of A :
AT A = VUT UVT = V2 VT

The rank of a matrix is equal to the number of nonzero singular values.

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Matrix Decompositions

Properties of the Singular Value Decomposition

The eigenvalues of the symmetric matrix AT A are equal to the square of the singular values of A :
AT A = VUT UVT = V2 VT

The rank of a matrix is equal to the number of nonzero singular values. The largest singular value 1 is the solution to the optimization problem :
1 = max
x=0

||Ax||2 ||x||2

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Matrix Decompositions

Properties of the Singular Value Decomposition

The eigenvalues of the symmetric matrix AT A are equal to the square of the singular values of A :
AT A = VUT UVT = V2 VT

The rank of a matrix is equal to the number of nonzero singular values. The largest singular value 1 is the solution to the optimization problem :
1 = max
x=0

||Ax||2 ||x||2

It can be veried that the largest singular value satises the properties of a norm, it is called the spectral norm of the matrix.

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Matrix Decompositions

Properties of the Singular Value Decomposition

The eigenvalues of the symmetric matrix AT A are equal to the square of the singular values of A :
AT A = VUT UVT = V2 VT

The rank of a matrix is equal to the number of nonzero singular values. The largest singular value 1 is the solution to the optimization problem :
1 = max
x=0

||Ax||2 ||x||2

It can be veried that the largest singular value satises the properties of a norm, it is called the spectral norm of the matrix. In statistics analyzing data with the singular value decomposition is called Principal Component Analysis.
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Application : Image Compression

Vectors Matrices Matrix Decompositions Application : Image Compression

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Application : Image Compression

Compression using the Singular Value Decomposition

The singular value decomposition can be viewed as a sum of rank 1 matrices :

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Application : Image Compression

Compression using the Singular Value Decomposition

The singular value decomposition can be viewed as a sum of rank 1 matrices :

If some of the singular values are very small, we can discard them.

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Application : Image Compression

Compression using the Singular Value Decomposition

The singular value decomposition can be viewed as a sum of rank 1 matrices :

If some of the singular values are very small, we can discard them. This is a form of lossy compression.

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Application : Image Compression

Compression using the Singular Value Decomposition

Truncating the singular value decomposition allows us to represent the matrix with less parameters.

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Application : Image Compression

Compression using the Singular Value Decomposition

Truncating the singular value decomposition allows us to represent the matrix with less parameters.

For a 512 512 matrix :

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Application : Image Compression

Compression using the Singular Value Decomposition

Truncating the singular value decomposition allows us to represent the matrix with less parameters.

For a 512 512 matrix :

Full representation : 512 512 =262 144

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Application : Image Compression

Compression using the Singular Value Decomposition

Truncating the singular value decomposition allows us to represent the matrix with less parameters.

For a 512 512 matrix :

Full representation : 512 512 =262 144 Rank 10 approximation : 512 10 + 10 + 512 10 =10 250

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Application : Image Compression

Compression using the Singular Value Decomposition

Truncating the singular value decomposition allows us to represent the matrix with less parameters.

For a 512 512 matrix :

Full representation : 512 512 =262 144 Rank 10 approximation : 512 10 + 10 + 512 10 =10 250 Rank 40 approximation : 512 40 + 40 + 512 40 =41 000

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10/11/2011

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Application : Image Compression

Compression using the Singular Value Decomposition

Truncating the singular value decomposition allows us to represent the matrix with less parameters.

For a 512 512 matrix :

Full representation : 512 512 =262 144 Rank 10 approximation : 512 10 + 10 + 512 10 =10 250 Rank 40 approximation : 512 40 + 40 + 512 40 =41 000 Rank 80 approximation : 512 80 + 80 + 512 80 =82 000
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CS221

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