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Fundamentals of Linear Algebra

The document provides an introductory exposition of fundamental concepts of linear algebra including vector spaces, linear independence, bases and dimension, linear transformations, inner products, determinants, eigenvalues and eigenvectors, and singular value decomposition.

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Janakiraman R
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Download as PDF, TXT or read online on Scribd
17 views

Fundamentals of Linear Algebra

The document provides an introductory exposition of fundamental concepts of linear algebra including vector spaces, linear independence, bases and dimension, linear transformations, inner products, determinants, eigenvalues and eigenvectors, and singular value decomposition.

Uploaded by

Janakiraman R
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Fundamentals of Linear Algebra

K.P. Arunkumar
12th Nov 2011

Abstract
In this talk I shall attempt to provide an introductory exposition of several basic yet important concepts
that lies at the foundation of this subject. A good reference to the subject, especially for the novice, is [1].
References [2] and [3] provides a more rigorous treatment. We shall look at the subject from a “systems”
view as we pass over the following topics with the aid of MATLAB -
• Introduction - Motivation and Applications
• Some Mathematical Preliminaries - Sets, Relations, Functions, Countable and Uncountable Sets,
Equivalence Classes, Definition and Examples of Groups and Fields
• Vector Space - Definition and Examples, Subspaces
• Linear Independence, Bases and Dimension - Illustrations based on Fundamental Spaces asso-
ciated with a Matrix
• Calculus of Spaces - Intersection, Direct Sum and Projections
• Linear Transformation - Definition, Representation by Matrices, Rank and Inverse, Change of Basis
Transformations and Similar Matrices
• Linear Functionals, Dual Spaces and Transpose
• Inner Products and Norms - Notion of Length and Angle, Inner Product Spaces, Cauchy-Schwarz
Inequality, Orthogonality, Gram-Schmidt Orthogonalization and QR-Decomposition, Least Squares
Solution and Weiner Filter
• Determinants, Eigen Values and Eigen Vectors
• Singular Value Decomposition - Matrix 2-norm and Frobenius Norm, Existence and Rank Aprrox-
imating Property, Application to Least Squares, Minimum Norm and Total Least Squares Solution,
Conjugate Mirrors and Prolate Sequences

References
[1] Gilbert Strang, ”Linear Algebra and Its Applications”
[2] Charles Curtis, ”Linear Algebra”
[3] Kenneth Hoffman and Ray Kunz, ”Linear Algebra”

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