Vector Analysis

Vector Analysis Dr. Falkenberg

Vector Calculus

Master Course IT

Prof. Dr. Egbert Falkenberg

Faculty Computer Science & Engineering

Summer 2020
Faculty 2 M IT SS 2020 Slide 1
 Vector Analysis
Agenda: Vector Calculus
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

Faculty 2 M IT SS 2020 Slide 2

 Vector Analysis
References
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases

Recommended: Euclidean Spaces

I H. Anton, Elementary Linear Algebra, 10th edition,

John Wiley and Sons, New York, 2010: Chapter 3
I J. Stewart, Calculus Early Transcendentals, Sixth
Edition, Thomson Brooks/Cole, Canada, 2008:
Chapter 12
The following is mainly based on these chapters.

Faculty 2 M IT SS 2020 Slide 3

 Vector Analysis
Definition and Examples I
Dr. Falkenberg
Compare: Anton Linear Algebra, Chapter 3 following
Definition: Let V be an arbitrary nonempty set of objects Vector Calculus
Definition and Examples
on which two operations are defined: addition, and Subspaces
Linear Independence
multiplication by scalars. If the following axioms are Coordinates and Bases
Euclidean Spaces
satisfied by all objects ~u , ~v , w
~ ∈ V and all scalars
λ, µ ∈ R, then we call V a real vector space.
1. ~u + ~v ∈ V .
2. ~u + ~v = ~v + ~u
3. ~u + (~v + w~ ) = (~u + ~v ) + w ~.
4. The equation ~u + ~x = ~v has for given ~u , ~v an unique
solution ~x = ~v − ~u ∈ V .
5. λ~a ∈ V .
6. λ(~u + ~v ) = λ~u + λ~v
7. (λ + µ)~u = λ~u + µ~u
8. (λ · µ)~u = λ · (µ~u )
9. 1 · ~u = ~u

Faculty 2 M IT SS 2020 Slide 4

 Vector Analysis
Definition and Examples II
Dr. Falkenberg
I Let V = Rn , and define the vector space operations
on V to be the usual operations of addition and Vector Calculus
Definition and Examples

scalar multiplication of n-tuples; that is, Subspaces

Linear Independence
Coordinates and Bases

~u + ~v = (u1 , u2 , ..., un ) + (v1 , v2 , ..., vn ) = Euclidean Spaces

(u1 + v1 , u2 + v2 , ..., un + vn )
λu = (λu1 , λu2 , ..., λun )
I Generalization of Rn in which we allow vectors to
have infinitely many components.
I Let V be the set of real-valued functions that are
defined at each x ∈ R. If f = f (x) and g = g(x) are
two functions in V and if λ ∈ R, then the operations of
addition and scalar multiplication are defined by
(f + g)(x) = f (x) + g(x), (λf )(x) = λf (x)

Faculty 2 M IT SS 2020 Slide 5

 Vector Analysis
Definition and Examples Geometric Vectors
Dr. Falkenberg
Geometric Vector: The direction of the arrowhead
specifies the direction of the vector and the length of the Vector Calculus
Definition and Examples
arrow specifies the magnitude. Subspaces
Linear Independence
pictures from Stewart: pp 770 Coordinates and Bases
Euclidean Spaces

Faculty 2 M IT SS 2020 Slide 6

 Vector Analysis
Subspaces I
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Definition: A subset W of a vector space V is called a Linear Independence
Coordinates and Bases
subspace of V if W is itself a vector space under the Euclidean Spaces

addition and scalar multiplication defined on V.

Theorem: If W is a set of one or more vectors in a vector
space V, then W is a subspace of V if and only if the
following conditions hold.
I ~u , ~v ∈ W ⇒ ~u + ~v ∈ W
I λ ∈ R, ~u ∈ W ⇒ λ~u ∈ W
Remark: W is a subspace of V if and only if it is closed
under additions and scalar multiplications.

Faculty 2 M IT SS 2020 Slide 7

 Vector Analysis
Subspaces II
Dr. Falkenberg

Vector Calculus
Example: Definition and Examples
Subspaces
I A line through the origin of either R2 or R3 : adding Linear Independence
Coordinates and Bases
two vectors on the line or multiplying a vector on the Euclidean Spaces

line by a scalar produces another vector on the line.

I A plane through the origin:
If ~u and ~v are vectors in a plane through the origin of,
then every linear combination

λ~u + µ~v λ, µ ∈ R

lies in the same plane.

I Set of continuous functions on R is a subspace of the
vector space of all real valued functions on R.

Faculty 2 M IT SS 2020 Slide 8

 Vector Analysis
Subspaces III
Dr. Falkenberg

Vector Calculus
Theorem: If S = {~v1 , ~v2 , ..., ~vn } is a nonempty set of Definition and Examples
Subspaces

vectors in a vector space V, then: Linear Independence

Coordinates and Bases
Euclidean Spaces
I The set W of all possible linear combinations

λ1~v1 + λ2~v2 + ...λn ~vn

of the vectors in S is a subspace of V.

I W is the “smallest” subspace of V that contains all of
the vectors in S in the sense that any other subspace
that contains those vectors contains W.
Remark: W is denoted by the span of S: span(S) or
span{~v1 , ~v2 , ..., ~vn }

Faculty 2 M IT SS 2020 Slide 9

 Vector Analysis
Subspaces IV
Dr. Falkenberg

Example: The standard unit vectors span Rn Vector Calculus

Definition and Examples
Subspaces
Linear Independence
~e1 = (1, 0, 0, ..., 0), ~e2 = (0, 1, 0, ..., 0), ..., ~en = (0, 0, 0, ..., 1) Coordinates and Bases
Euclidean Spaces

Every vector ~v = (v1 , v2 , ..., vn ) ∈ Rn can be expressed as

~v = v1~e1 + v2~e2 + ... + vn~en

which is a linear combination of ~e1 , ~e2 , ..., ~en . Thus, for

example, the vectors
~i = (1, 0, 0),~j = (0, 1, 0), ~k = (0, 0, 1) span R3 since every
vector ~v = (a, b, c) in this space can be expressed as

~v = (a, b, c) = a(1, 0, 0)+b(0, 1, 0)+c(0, 0, 1) = a~i+b~j+c~k

Faculty 2 M IT SS 2020 Slide 10

 Vector Analysis
Linear Independence
Dr. Falkenberg

Definition: If S = {~v1 , ~v2 , ..., ~vn } is a nonempty set of

Vector Calculus
vectors in a vector space V, then S is said to be linearly Definition and Examples
Subspaces
independent, if the equation Linear Independence
Coordinates and Bases
Euclidean Spaces

λ1~v1 + λ2~v2 + ... + λn ~vn = 0

has only the solution λ1 = λ2 = ... = λn = 0.

Example:
I ~i = (1, 0, 0),~j = (0, 1, 0), ~k = (0, 0, 1) are linearly
independent.
I Two vectors ~u , ~v ∈ R3 are linearly independent if and
only if span{~u , ~v } is a plane in R3 .
I The vectors ~v1 = (1, −2, 3), ~v2 = (5, 6, −1),
~v3 = (3, 2, 1) are linearly dependent. It can be shown
that ~v3 ∈ span{~v1 , ~v2 }.

Faculty 2 M IT SS 2020 Slide 11

 Vector Analysis
Coordinates and Bases I
Dr. Falkenberg
Pictures from Anton Linear Algebra p. 377

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

Faculty 2 M IT SS 2020 Slide 12

 Vector Analysis
Coordinates and Bases II
Dr. Falkenberg

Definition: If V is any vector space and Vector Calculus

S = {~v1 , ~v2 , ..., ~vn } is a finite set of vectors in V, then S is Definition and Examples
Subspaces

called a basis for V if S is linearly independent and S Linear Independence

Coordinates and Bases

spans V. The numbers of vectors in the base S is called Euclidean Spaces

the dimension of V.
Example:
I The standard unit vectors

~e1 = (1, 0, 0, ..., 0), ~e2 = (0, 1, 0, ..., 0), ..., ~en = (0, 0, 0, ..., 1)

form a basis of Rn . Exspecially the vectors

~i = (1, 0, 0),~j = (0, 1, 0), ~k = (0, 0, 1) are a base of
R3 .
I Since v1 = (1, 2, 1), v2 = (2, 9, 0), v3 = (3, 3, 4) are
linearly independent they form a base of R3 .

Faculty 2 M IT SS 2020 Slide 13

 Vector Analysis
Coordinates and Bases III
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Remark: Euclidean Spaces

I Uniqueness of Basis Representation: If

S = {~v1 , ~v2 , ..., ~vn } is a basis for a vector space V,
then every ~v ∈ V can be expressed in the form
~v = c1~v1 + c2~v2 + ... + cn ~vn in exactly one way. The
scalars c1 , c2 , ..., cn are called the coordinates of ~v
relative to the base S and (c1 , c2 , ..., cn ) is called the
coordinate vector of ~v relative to the base S.

Faculty 2 M IT SS 2020 Slide 14

 Vector Analysis
Coordinates and Bases IV
Dr. Falkenberg

Theorem: Let S be a finite set of vectors in a Vector Calculus

finite-dimensional vector space V. Definition and Examples
Subspaces

I If S spans V but is not a basis for V, then S can be Linear Independence

Coordinates and Bases
Euclidean Spaces
reduced to a basis for V by removing appropriate
vectors from S.
I If S is a linearly independent set that is not already a
basis for V, then S can be enlarged to a basis for V
by inserting appropriate vectors into S.
Remark:
I Every spanning set for a subspace is either a base
for that subspace or has a base as a subset.
I Every linearly independent set in a subspace is
either a base for that subspace or can be extended
to a basis for it.

Faculty 2 M IT SS 2020 Slide 15

 Vector Analysis
Euclidean Spaces - Introduction I
Dr. Falkenberg
Objective: Representation of points in a 3-dimensional
space Vector Calculus
Definition and Examples
I Origin: a fixed point Subspaces
Linear Independence
I Axis: three directed lines through the origin that are Coordinates and Bases
Euclidean Spaces
perpendicular to each other, the orientation follows
the right hand rule.
Representation
right-hand rule of a point P=(a,b,c)

picture from Stewart p. 765

picture from Stewart p. 766

Faculty 2 M IT SS 2020 Slide 16

 Vector Analysis
Euclidean Spaces - Introduction II
Dr. Falkenberg

Remark: Vector Calculus

Definition and Examples

I Using Phytagoras we get that the distance between Subspaces

Linear Independence

the points P1 = (x1 , y1 , z1 ) and P2 = (x2 , y2 , z2 ) in R3 Coordinates and Bases

Euclidean Spaces

is
q
|P1 P2 | = (x1 − x2 )2 + (y1 − y2 )2 + (z1 − z2 )2

I We denote the length (norm) of ap vector ~v given by

the coordinates (x, y , z) by |~v | = x 2 + y 2 + z 2 .
I Unit vectors: vectors with length 1
If ~v ∈ R3 then is ~u = |~v1| ~v an unit vector.
I The unit vectors ~i,~j, ~k in the positive directions of the
coordinate axes are called the standard unit vectors.

Faculty 2 M IT SS 2020 Slide 17

 Vector Analysis
Euclidean Spaces - Dot Product I
Dr. Falkenberg
Question: Amount of work to move the vehicle with a
~ from x0 to x1 ?
constant force F Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

F
F y

,0 °
a
F x 9 0

x 0 s x 1

~ x | · |~s| = |F
W = |F ~ | · |~s| · cos a

Definition: Dot Product in R3 :

< ~a, ~b > = (length of ~a) · (length of ~b) ·
cos(angle between ~a, ~b)

Faculty 2 M IT SS 2020 Slide 18

 Vector Analysis
Euclidean Spaces - Dot Product II
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

Remark: Properties
I < ~a, ~a >≥ 0; < ~a, ~a >= 0 ⇔ ~a = 0
I < ~a, ~b >=< ~b, ~a >
I < ~a + ~b, ~c >=< ~a, ~c > + < ~b, ~c >
I < λ~a, ~b >= λ < ~a, ~b >

Faculty 2 M IT SS 2020 Slide 19

 Vector Analysis
Euclidean Spaces - Dot Product III
Dr. Falkenberg

Remark: Vector Calculus

Definition and Examples

I In arbitrary vector spaces the dot product is defined Subspaces

Linear Independence

by a function f : VxV → R which follows the Coordinates and Bases

Euclidean Spaces

properties from above. In this case length and angle

are defined by the dot product.

< ~u , ~v >
|~v |2 =< ~v , ~v >, cos ϕ =
|~v ||~u |
I Sometimes the dot product is called scalar product
or inner product.
I 4-inequality:
|~a + ~b| ≤ |~a| + |~b|

Faculty 2 M IT SS 2020 Slide 20

 Vector Analysis
Euclidean Spaces - Dot Product IV
Dr. Falkenberg

Definition: Two vectors ~a, ~b with < ~a, ~b >= 0 are called Vector Calculus
orthogonal. A base {~e1 , ~e2 , . . . , ~en } is called an Definition and Examples
Subspaces

0 i 6= j Linear Independence

orthonormal base if < ~ei , ~ej >= for every i,j Coordinates and Bases

1 i =j Euclidean Spaces

Convention: Vectors in Rn are often writen as

column-vectors. Products of vectors are interpreted as
the product of two matrices.
Theorem: Refering to an orthonormal base of a
n-dimensional
  vector  space  we get with
a1 b1
.   . 
 ..  , ~b =  .. 
~a = 
an bn
I < ~a, ~b >= a1 b1 + . . . an bn = ni=1 ai bi = ~aT · ~b
P

I |~a|2 = a12 + . . . + an2 = ~aT · ~a

Faculty 2 M IT SS 2020 Slide 21

 Vector Analysis
Euclidean Spaces - Dot Product V
Dr. Falkenberg

Vector Calculus
Definition and Examples

Example: ~a = (4, 0, −3)T ; ~b = (1, −2, 2)T ∈ R3 Subspaces

Linear Independence

I |~a| = 5; |~b| = 3 Coordinates and Bases

Euclidean Spaces

I < ~a, ~b >= −2

I cos ϕ = −2/15 ⇒ ϕ ≈ 97.7◦
I Length of the orthogonal projection of ~a to ~b:
| < ~a, ~b > |/|~b| = 2/3
I Angle between ~a and the axis (direction cosines):
cos α = (~aT · (1, 0, 0))/|~a| = 4/5, ie. α = 36.87◦
cos β = (~aT · (0, 1, 0))/|~a| = 0, i.e. β = 90◦
cos γ = (~aT · (0, 0, 1))/|~a| = −3/5, i.e. γ = 126.87◦

Faculty 2 M IT SS 2020 Slide 22

 Vector Analysis
Euclidean Spaces - Cross Product I
Dr. Falkenberg

Definition: The cross product ~a × ~b of two vectors ~a, ~b Vector Calculus

from R3 is a vector with Definition and Examples
Subspaces

I ~a × ~b is orthogonal to ~a and ~b. Linear Independence

Coordinates and Bases
Euclidean Spaces

I ~a, ~b, ~a × ~b follows the right hand rule.

picture from Stewaert p. 788

I |~a × ~b| = |~a| · |~b| · sin ϕ with ϕ ∈ [0, π] angle between

~a and ~b

Faculty 2 M IT SS 2020 Slide 23

 Vector Analysis
Euclidean Spaces - Cross Product II
Dr. Falkenberg
Properties:
I |~a × ~b| = area of the parallelogram spanned by ~a and Vector Calculus
Definition and Examples

~b. Subspaces
Linear Independence
Coordinates and Bases
I ~a × ~b = 0 ⇔ ~a, ~b linearly dependent Euclidean Spaces

I ~a × ~b = −~b × ~a
I λ(~a × ~b) = (λ~a) × ~b = ~a × (λ~b)
I ~a × (~b + ~c ) = ~a × ~b + ~a × ~c
I If the coordinates of the vectors
~x = (x1 , x2 , x3 )T , ~y = (y1 , y2 , y3 )T refering to an
orthonormal, right-handoriented base then
     
x1 y1 x2 y3 − x3 y2
 x2  ×  y2  =  x3 y1 − x1 y3 
x3 y3 x1 y2 − x2 y1

Faculty 2 M IT SS 2020 Slide 24

 Vector Analysis
Euclidean Spaces - Cross Product III
Dr. Falkenberg
Stewart p. 791: physical interpretation
Consider a force F ~ acting on a rigid body at a point given Vector Calculus
Definition and Examples
by a position vector ~r . The torque ~τ (relative to the origin) Subspaces
Linear Independence
is defined to be the cross product of the position and Coordinates and Bases
Euclidean Spaces
force vectors and measures the tendency of the body to
rotate about the origin. The direction of the torque vector
indicates the axis of rotation.

~
~τ = ~r × F

picture

from Stewart p. 791

Faculty 2 M IT SS 2020 Slide 25
 Vector Analysis
Euclidean Spaces - Triple Product
Dr. Falkenberg
Definition: For ~a, ~b, ~c ∈ R3 the scalar < ~a, ~b × ~c > is
called triple product. Vector Calculus
Definition and Examples
Properties: Subspaces
Linear Independence
I < ~a, ~b × ~c >=< ~a × ~b, ~c > Coordinates and Bases
Euclidean Spaces
a1 a2 a3
I < ~a, ~b × ~c >= b1 b2 b3
c1 c2 c3
I The volume V of the parallelepiped determined by
the vectors ~a, ~b and ~c is the magnitude of their scalar
triple product: V = | < ~a, ~b × ~c > |

picture from Stewart p. 791

Faculty 2 M IT SS 2020 Slide 26

 Vector Analysis
Euclidean Spaces - Lines and Planes I
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

picture from Stewart p. 794

I A line L in a three-dimensional space is determined

by a point P0 = (x0 , y0 , z0 ) on L and a vector ~v
parallel to L.
I ~r = ~r0 + t ~v , t ∈ R with ~r0 = (x0 , y0 , z0 )T
I Each value of t gives a position vector of a point on L.

Faculty 2 M IT SS 2020 Slide 27

 Vector Analysis
Euclidean Spaces - Lines and Planes II
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases

I A plane in a three-dimensional space is determined Euclidean Spaces

by a point P0 = (x0 , y0 , zo ) and two linearly

independent vectors ~u , ~v paralell to the plane:

~r = ~r0 + t ~v + s~u , t, s ∈ R with ~r0 = (x0 , y0 , z0 )T

I Each pair of values of t and s gives a position vector

~r of a point on the plane.

Faculty 2 M IT SS 2020 Slide 28

 Vector Analysis
Euclidean Spaces - Lines and Planes III
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

picture from Stewart p. 797

Let ~n be a normalvector of the plane, i.e. let ~n be

orthogonal to ~u , ~v . The plane is defined by the vector
equation
< ~n, ~r − ~r0 >= 0

Faculty 2 M IT SS 2020 Slide 29

 Vector Analysis
Content I
Dr. Falkenberg

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

Vector Calculus
Definition and Examples
Subspaces
Linear Independence
Coordinates and Bases
Euclidean Spaces

Faculty 2 M IT SS 2020 Slide 1