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Linear algebra and differential equations (Math 54): Lecture 15 - PowerPoint PPT Presentation

Linear algebra and differential equations (Math 54): Lecture 15 Vivek Shende March 11, 2019 Hello and welcome to class! Hello and welcome to class! Last time Hello and welcome to class! Last time We discussed when a matrix has a basis of


  1. The geometric meaning of complex multiplication Multiplying by a complex number a + bi is a linear transformation on the 2-dimensional real vector space underlying the complex numbers (the complex plane) � a � � c � ac − bd � � − b = bc + ad b a d In polar form: re i θ acts by the matrix � cos( θ ) � − sin( θ ) r sin( θ ) cos( θ ) So it scales by r and rotates by θ .

  2. Back to linear algebra

  3. Back to linear algebra We developed linear algebra with real coefficients.

  4. Back to linear algebra We developed linear algebra with real coefficients. But everything we did since the beginning of class actually makes sense with complex coefficients as well.

  5. Back to linear algebra We developed linear algebra with real coefficients. But everything we did since the beginning of class actually makes sense with complex coefficients as well. Good review exercise:

  6. Back to linear algebra We developed linear algebra with real coefficients. But everything we did since the beginning of class actually makes sense with complex coefficients as well. Good review exercise: go back through and check this!

  7. Back to linear algebra We developed linear algebra with real coefficients. But everything we did since the beginning of class actually makes sense with complex coefficients as well. Good review exercise: go back through and check this! Hint: it will be important that nonzero complex numbers have inverses.

  8. Why is this useful?

  9. Why is this useful? We saw that an n × n matrix can be diagonalized when its characteristic polynomial has n distinct real roots.

  10. Why is this useful? We saw that an n × n matrix can be diagonalized when its characteristic polynomial has n distinct real roots. If we’re willing to use complex numbers, then we can diagonalize a matrix whenever its characteristic polynomial has n distinct complex roots.

  11. Why is this useful? We saw that an n × n matrix can be diagonalized when its characteristic polynomial has n distinct real roots. If we’re willing to use complex numbers, then we can diagonalize a matrix whenever its characteristic polynomial has n distinct complex roots. (By the same argument.)

  12. Why is this useful? We saw that an n × n matrix can be diagonalized when its characteristic polynomial has n distinct real roots. If we’re willing to use complex numbers, then we can diagonalize a matrix whenever its characteristic polynomial has n distinct complex roots. (By the same argument.) This is a lot more likely:

  13. Why is this useful? We saw that an n × n matrix can be diagonalized when its characteristic polynomial has n distinct real roots. If we’re willing to use complex numbers, then we can diagonalize a matrix whenever its characteristic polynomial has n distinct complex roots. (By the same argument.) This is a lot more likely: the fundamental theorem of algebra

  14. Why is this useful? We saw that an n × n matrix can be diagonalized when its characteristic polynomial has n distinct real roots. If we’re willing to use complex numbers, then we can diagonalize a matrix whenever its characteristic polynomial has n distinct complex roots. (By the same argument.) This is a lot more likely: the fundamental theorem of algebra tells us that every polynomial factors into linear factors over the complex numbers.

  15. Rotation

  16. Rotation � cos( θ ) − sin( θ ) � Consider the matrix . sin( θ ) cos( θ )

  17. Rotation � cos( θ ) − sin( θ ) � Consider the matrix . sin( θ ) cos( θ ) Its characteristic polynomial is (cos( θ ) − λ ) 2 + sin( θ ) 2 = λ 2 − 2 cos( θ ) + 1

  18. Rotation � cos( θ ) − sin( θ ) � Consider the matrix . sin( θ ) cos( θ ) Its characteristic polynomial is (cos( θ ) − λ ) 2 + sin( θ ) 2 = λ 2 − 2 cos( θ ) + 1 This has roots: 4 cos( θ ) 2 − 4 � λ = 2 cos( θ ) ± = cos( θ ) ± i sin( θ ) = e ± i θ 2

  19. Rotation � cos( θ ) − sin( θ ) � Consider the matrix . sin( θ ) cos( θ ) Its characteristic polynomial is (cos( θ ) − λ ) 2 + sin( θ ) 2 = λ 2 − 2 cos( θ ) + 1 This has roots: 4 cos( θ ) 2 − 4 � λ = 2 cos( θ ) ± = cos( θ ) ± i sin( θ ) = e ± i θ 2 So: no real eigenvalues

  20. Rotation � cos( θ ) − sin( θ ) � Consider the matrix . sin( θ ) cos( θ ) Its characteristic polynomial is (cos( θ ) − λ ) 2 + sin( θ ) 2 = λ 2 − 2 cos( θ ) + 1 This has roots: 4 cos( θ ) 2 − 4 � λ = 2 cos( θ ) ± = cos( θ ) ± i sin( θ ) = e ± i θ 2 So: no real eigenvalues — geometrically: rotation preserves no line —

  21. Rotation � cos( θ ) − sin( θ ) � Consider the matrix . sin( θ ) cos( θ ) Its characteristic polynomial is (cos( θ ) − λ ) 2 + sin( θ ) 2 = λ 2 − 2 cos( θ ) + 1 This has roots: 4 cos( θ ) 2 − 4 � λ = 2 cos( θ ) ± = cos( θ ) ± i sin( θ ) = e ± i θ 2 So: no real eigenvalues — geometrically: rotation preserves no line — but it can still be diagonalized over C .

  22. Length In the real world, we are quite interested in distance; length.

  23. Length In the real world, we are quite interested in distance; length. In our abstract world of vector spaces, we need to define the corresponding notion.

  24. Length In the real world, we are quite interested in distance; length. In our abstract world of vector spaces, we need to define the corresponding notion. For R 1 this is easy: we just use the absolute value.

  25. Length In the real world, we are quite interested in distance; length. In our abstract world of vector spaces, we need to define the corresponding notion. For R 1 this is easy: we just use the absolute value. For R n , we are guided by the Pythagorean theorem.

  26. Length In the real world, we are quite interested in distance; length. In our abstract world of vector spaces, we need to define the corresponding notion. For R 1 this is easy: we just use the absolute value. For R n , we are guided by the Pythagorean theorem.

  27. The Pythagorean theorem

  28. Length

  29. Length Definition The length of a vector v = ( v 1 , v 2 , . . . , v n ) in R n

  30. Length Definition The length of a vector v = ( v 1 , v 2 , . . . , v n ) in R n is � v 2 1 + v 2 2 + · · · + v 2 || v || = n

  31. Length Definition The length of a vector v = ( v 1 , v 2 , . . . , v n ) in R n is � v 2 1 + v 2 2 + · · · + v 2 || v || = n Note that for a positive scalar λ , we have || λ v || = λ || v || .

  32. Length Definition The length of a vector v = ( v 1 , v 2 , . . . , v n ) in R n is � v 2 1 + v 2 2 + · · · + v 2 || v || = n Note that for a positive scalar λ , we have || λ v || = λ || v || . Example The vector (5 , 3 , 1 , 1) has length

  33. Length Definition The length of a vector v = ( v 1 , v 2 , . . . , v n ) in R n is � v 2 1 + v 2 2 + · · · + v 2 || v || = n Note that for a positive scalar λ , we have || λ v || = λ || v || . Example The vector (5 , 3 , 1 , 1) has length √ √ � 5 2 + 3 2 + 1 2 + 1 2 = 25 + 9 + 1 + 1 = 36 = 6

  34. Try it yourself!

  35. Try it yourself! Find the lengths:

  36. Try it yourself! Find the lengths: || (0 , 0 , 0 , 0) || =

  37. Try it yourself! Find the lengths: √ 0 2 + 0 2 + 0 2 + 0 2 = 0 || (0 , 0 , 0 , 0) || =

  38. Try it yourself! Find the lengths: √ 0 2 + 0 2 + 0 2 + 0 2 = 0 || (0 , 0 , 0 , 0) || = || (1 , 1) || =

  39. Try it yourself! Find the lengths: √ 0 2 + 0 2 + 0 2 + 0 2 = 0 || (0 , 0 , 0 , 0) || = √ √ 1 2 + 1 2 = || (1 , 1) || = 2

  40. Try it yourself! Find the lengths: √ 0 2 + 0 2 + 0 2 + 0 2 = 0 || (0 , 0 , 0 , 0) || = √ √ 1 2 + 1 2 = || (1 , 1) || = 2 || ( − 1 , 2 , − 3 , 4) || =

  41. Try it yourself! Find the lengths: √ 0 2 + 0 2 + 0 2 + 0 2 = 0 || (0 , 0 , 0 , 0) || = √ √ 1 2 + 1 2 = || (1 , 1) || = 2 || ( − 1 , 2 , − 3 , 4) || = √ √ � ( − 1) 2 + 2 2 + ( − 3) 2 + 4 2 = 1 + 4 + 9 + 16 = 30

  42. Unit vectors

  43. Unit vectors Given a vector v ∈ R n ,

  44. Unit vectors Given a vector v ∈ R n , there is a unique vector of length 1 pointing in the same direction:

  45. Unit vectors Given a vector v ∈ R n , there is a unique vector of length 1 pointing v in the same direction: || v || .

  46. Unit vectors Given a vector v ∈ R n , there is a unique vector of length 1 pointing v in the same direction: || v || . Indeed, since || v || is a positive scalar: � � � � v 1 � � � � � = || v |||| v || = 1 � � � � || v || � � �

  47. Unit vectors Given a vector v ∈ R n , there is a unique vector of length 1 pointing v in the same direction: || v || . Indeed, since || v || is a positive scalar: � � � � v 1 � � � � � = || v |||| v || = 1 � � � � || v || � � � We call this the unit vector in the direction of v .

  48. Unit vectors Given a vector v ∈ R n , there is a unique vector of length 1 pointing v in the same direction: || v || . Indeed, since || v || is a positive scalar: � � � � v 1 � � � � � = || v |||| v || = 1 � � � � || v || � � � We call this the unit vector in the direction of v . Example The vector (5 , 3 , 1 , 1) has length √ √ � 5 2 + 3 2 + 1 2 + 1 2 = 25 + 9 + 1 + 1 = 36 = 6

  49. Unit vectors Given a vector v ∈ R n , there is a unique vector of length 1 pointing v in the same direction: || v || . Indeed, since || v || is a positive scalar: � � � � v 1 � � � � � = || v |||| v || = 1 � � � � || v || � � � We call this the unit vector in the direction of v . Example The vector (5 , 3 , 1 , 1) has length √ √ � 5 2 + 3 2 + 1 2 + 1 2 = 25 + 9 + 1 + 1 = 36 = 6 The unit vector in the same direction is ( 5 6 , 3 6 , 1 6 , 1 6 ).

  50. Try it yourself!

  51. Try it yourself! Find a unit vector in the given direction:

  52. Try it yourself! Find a unit vector in the given direction: √ 3 2 + 4 2 = 5. (3 , 4) The length is

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