Scribd
Upload
15 views

Chapter 3 Lecture Notes

Uploaded by

jmarmolejo03
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
15 views

Chapter 3 Lecture Notes

Uploaded by

jmarmolejo03
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Linear Transformations:

A function L: ℝn → ℝm is called a linear transformation if:

• If we fix the bases for ℝn and ℝm, then the linear transformation L can be represented by a matrix.
○ Specifically, there exists A ∈ ℝm×n such that the following representation holds.
• Suppose that x ∈ ℝn is a given vector, and x′ is the representation of x with respect to the given basis for ℝn. If y = L(x), and y′ is the
representation of y with respect to the given basis for ℝm, then

We call A the matrix representation of L with respect to the given bases for ℝn and ℝm.
• In the special case where we assume the natural bases for ℝn and ℝm, the matrix representation A satisfies

Eigenvalues and Eigenvectors:


• Let A be an n × n real square matrix.
○ A scalar λ (possibly complex) and a nonzero vector v satisfying the equation Av = λv are said to be, respectively, an eigenvalue and
an eigenvector of A.
• For λ to be an eigenvalue it is necessary and sufficient for the matrix λI – A to be singular; that is, det[λI – A] = 0,
• where I is the n × n identity matrix.
• This leads to an nth-order polynomial equation

• We call the polynomial det[λI – A] the characteristic polynomial of the matrix A, and the equation above the characteristic equation.
• According to the fundamental theorem of algebra, the characteristic equation must have n (possibly non-distinct) roots that are the eigenvalues
of A.
• The following theorem states that if A has n distinct eigenvalues, then it also has n linearly independent eigenvectors.

Theorem 1
Suppose that the characteristic equation det[λI – A] = 0 has n distinct roots λ1, λ2,…, λn. Then, there exist n linearly independent vectors
v1, v2,…, vn such that

Theorem 2
All eigenvalues of a real symmetric matrix are real.

Theorem 3
Any real symmetric n × n matrix has a set of n eigenvectors that are mutually orthogonal.

Orthogonal Projections:
• Recall that a subspace ν of ℝn is a subset that is closed under the operations of vector addition and scalar multiplication.
○ In other words, ν is a subspace of ℝn if x1, x2 ∈ ν ⇒ αx1 + βx2 ∈ ν for all α, β ∈ ℝ.
• Furthermore, the dimension of a subspace ν is equal to the maximum number of linearly independent vectors in ν.
• If ν is a subspace of ℝn, then the orthogonal complement of ν, denoted ν⊥, consists of all vectors that are orthogonal to every vector in
ν. Thus,

The orthogonal complement of ν is also a subspace . Together, ν and ν⊥ span ℝn in the sense that every vector x ∈ ℝn can be represented
uniquely as

where x1 ∈ ν and x2 ∈ ν⊥.


• We call the representation above the orthogonal decomposition of x (with respect to ν).
○ We say that x1 and x2 are orthogonal projections of x onto the subspaces ν and ν⊥, respectively.

• We write ℝn = ν ⊕ ν⊥ and say that ℝn is a direct sum of ν and ν⊥.

• We say that a linear transformation P is an orthogonal projector onto ν if for all x ∈ ℝn, we have Px ∈ ν and x – Px ∈ ν⊥.

• Let A ∈ ℝm×n. Let the range, or image, of A be denoted

• and the nullspace, or kernel, of A be denoted


Note: R(A) and N(A) are subspaces.

Quadratic Forms:
A quadratic form f: ℝn → ℝ is a function

where Q is an n × n real matrix.


• There is no loss of generality in assuming Q to be symmetric: Q = Q⊤.
○ For if the matrix Q is not symmetric, we can always replace it with the symmetric matrix

• A quadratic form x⊤Qx, Q = Q⊤, is said to be


○ positive definite x⊤Qx > 0 for all nonzero vectors x.
• It is positive semidefinite if x⊤Qx ≥ 0 for all x.
○ Similarly, we define the quadratic form to be negative definite, or negative semidefinite, if x⊤Qx < 0 for all nonzero vectors x,
or x⊤Qx ≤ 0 for all x, respectively.

You might also like