MA 106: Linear Algebra Instructors: Prof. Akhil Ranjan and Prof. S. - - PowerPoint PPT Presentation

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MA 106: Linear Algebra Instructors: Prof. Akhil Ranjan and Prof. S. - - PowerPoint PPT Presentation

MA 106: Linear Algebra Instructors: Prof. Akhil Ranjan and Prof. S. Krishnan January 4, 2017 1 / 42 Text and references Main Text: E. Kreyszig, Advanced Engineering Mathematics, 8 th ed. (Chapters 6 and 7) Additional references: 1) Notes by


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MA 106: Linear Algebra

Instructors: Prof. Akhil Ranjan and Prof. S. Krishnan

January 4, 2017 1 / 42

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Text and references

Main Text:

  • E. Kreyszig, Advanced Engineering Mathematics, 8th ed. (Chapters 6 and

7) Additional references: 1) Notes by Prof. I.K. Rana 2) S. Kumaresan, Linear Algebra- A geometric approach. 3) Wylie and Barrett, Advanced Engineering Mathematics, 6th ed. (Chapter 13)

January 4, 2017 2 / 42

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More course details

Syllabus: see Math Dept webpage. Grading policy: Study hours:

1 Lectures - 21 hours? 2 Tutorials - 7 hours 3 Independent study - 42 hours January 4, 2017 3 / 42

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Outline of Week-1

1 Matrices 2 Addition, multiplication, transposition 3 Linear transformations and matrices 4 Linear equations and Gauss’ elimination 5 Row echelon forms and elementary row matrices 6 Reduced REF 7 Gauss-Jordan method for finding inverse January 4, 2017 4 / 42

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Matrices

Definition 1

A rectangular array of numbers,real or complex, is called a matrix. An array could be of any type of non mathematical objects too. Or more sophisticated mathematical objects like functions instead of numbers. E.g. sin x − cos x cos x sin x

  • .

Most of the topics today (sec 6.1 and 6.2) will be briefly reviewed and the details will be left for self study

January 4, 2017 5 / 42

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Basic Notation

A = [ajk], 1 ≤ j ≤ m, 1 ≤ k ≤ n denotes an m × n matrix whose entry in jth row and the kth column is the number ajk. (Equivalently, kth entry in the jth row or equivalently jth · · · .) A =         a11 · · · a1k · · · a1n . . . . . . . . . aj1 · · · ajk · · · ajn . . . . . . . . . am1 · · · amk · · · amn        

January 4, 2017 6 / 42

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Examples

Some special cases are sometimes named differently

Definition 2

An m × 1 matrix is referred to as a column vector while a 1 × n matrix is referred to as a row vector . Examples :

1

  1 −1   is a column.

2 [0 1 − 1 3 0] is a row.

Two matrices are said to be equal if and only if their corresponding entries are same.

January 4, 2017 7 / 42

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Transposition

Definition 3

A matrix B is a transpose of A if the rows of B are the columns of A and vice versa. Thus, is A = [ajk] is an m × n then B is n × m matrix [brs] where brs = asr; 1 ≤ r ≤ n, 1 ≤ s ≤ m. The transpose of A is unique and is denoted by AT. Example: A = 5 −8 1 4

  • =

⇒ AT =   5 4 −8 1   . Exercise: Show that (AT)T = A.

January 4, 2017 8 / 42

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Symmetry, Addition, Scalar multiplication

Definition 4

A matrix A is called symmetric (resp. skew-symmetric) if A = AT (resp. A = −AT). These are necessarily square matrices i.e.

  • no. of rows=no. of columns.

Let A, B be real (or complex) matrices and λ ∈ R (or C) be a scalar.

Definition 5

(Addition) If A = [ajk] and B = [bjk] have the same order m × n, we define their addition to be A + B = [cjk] = [ajk + bjk].

Definition 6

(Scalar multiplication) The scalar multiplication of λ with A is defined as λA = [λajk].

January 4, 2017 9 / 42

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Matrix multiplication

If A = [ajk] is m × n and B = [bkℓ] is n × p, then the product C := AB is a well defined m × p matrix cooked by the following recipe (called row by column multiplication): C = [cjℓ] where cjℓ =

n

  • k=1

ajkbkℓ; 1 ≤ j ≤ m, 1 ≤ ℓ ≤ p.       aj1 · · · ajk · · · ajn               b1ℓ . . . bkℓ . . . bnℓ        

January 4, 2017 10 / 42

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Associativity, Distributivity

Theorem 7 (Associativity)

If A, B, C are real (or complex) matrices such that A is m × n, B is n × p and C is p × q, then the products AB and BC are defined and in turn the products A(BC) and (AB)C are also defined and the latter two are equal. In other words: A(BC) = (AB)C Proof: Exercise.

Theorem 8 (Distributivity)

If B, C are real (or complex) m × n matrices, then A(B + C) = AB + AC if A is p × m. (B + C)A = BA + CA if A is n × q. Proof: Exercise.

January 4, 2017 11 / 42

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Transpose of a product

Theorem 9

Let A be m × n and B be n × p, then AB and BTAT are well defined and in fact (AB)T = BTAT. Proof: Omitted. Exercise: Let A =   4 9 2 1 6   , B = 3 7 2 8

  • . Compute AT, BT, AB, (AB)T,

BTAT and ATBT to verify the claim.

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Example: Dot product as a matrix product

Definition 10

Let v =    v1 . . . vn    and w =    w1 . . . wn    be column vectors of the same size n. Their dot product (or inner product or scalar product) is defined as v · w =

n

  • j=1

vjwj. It is interesting to observe that v · w = vTw as a 1 × 1 matrix, which being symmetric also equals wTv = w · v. Question: What about vwT? Is it defined? Is it also the dot product? [1.0]

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Linear transformations and associated matrices

From now on the elements of Rn will be written as the column vectors of length n.

Definition 11

A map f : Rn − → R is called linear if it is of the form f (x) = a1x1 + a2x2 · · · + anxn for suitable constants a1, a2, ..., an. Here x1, x2, ..., xn are the entries of x usually called variables. If we view A = [a1 a2 · · · an] as a row vector, then f (x) = Ax in terms of matrix multiplication. More generally, an m × n matrix A can be viewed as a linear map Rn − → Rm via x → Ax. This viewpoint allows us to study matrices geometrically.

January 4, 2017 14 / 42

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Linear transformations and associated matrices

Formal definition of a linear map (also called transformation)

Definition 12

A map f : Rn − → Rm is called linear if it satisfies (i) f(x + y) = f(x) + f(y) and (ii) f(λx) = λf(x) Remark: For an m × n matrix A, f(x) = Ax is an example of a linear map. These are no other examples of linear maps. A is called the matrix associated to the linear transformation f. Example 1: Show that the range of 1 −1

  • as a linear map R −

→ R2 is a line through 0. A(t) = 1 −1

  • [t] =

t −t

  • =

x(t) y(t)

  • , say. Thus x(t) = t, y(t) = −t which

are parametric equations of the line x + y = 0 through 0.

January 4, 2017 15 / 42

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Linear transformations and associated matrices

Example 2:Determine domain and range and also show that   1 −1 −1 2 1   has a plane through 0 as its range. (i) The matrix is 3 × 2, so that’s a linear transformation R2 − → R3. (ii) B u v

  • =

  1 −1 −1 2 1   u v

  • =

  u − v −u + 2v v   =   x(u, v) y(u, v) z(u, v)  , say.

  • Thus x = u − v, y = 2v − u, z = v are the parametric equations of a

plane through 0.

  • On eliminating u, v the equation of the plane is x + y − z = 0 .

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Linear transformations and associated matrices

Example 3:Consider the matrix: 1 1 1

  • . Determine the images of

(i) Unit square {0 ≤ x ≤ 1, 0 ≤ y ≤ 1}, (ii) Unit circle {x2 + y2 = 1} and (iii) Unit disc {x2 + y2 ≤ 1}. (i) Unit square {0 ≤ x ≤ 1, 0 ≤ y ≤ 1} has vertices

  • ,

1

  • ,

1 1

  • ,

1

  • . Therefore the image has vertices
  • ,

1

  • ,

2 1

  • ,

1 1

  • respectively. The full image is a parallelogram

with these vertices. (ii) A x y

  • =

x + y y

  • =

u v

  • =

⇒ x y

  • =

u − v v

  • and

x2 + y2 = 1 = ⇒ u2 − 2uv + 2v2 = 1 which is an ellipse. (iii) Elliptic disc u2 − 2uv + 2v2 ≤ 1 enclosed by the ellipse u2 − 2uv + 2v2 = 1.

January 4, 2017 17 / 42

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Linear transformations and associated matrices

Example 4: Consider the matrix: 1 1 1 1

  • Determine the images of

(i) Unit square {0 ≤ x ≤ 1, 0 ≤ y ≤ 1}, (ii) Unit circle {x2 + y2 = 1} and (iii) Unit disc {x2 + y2 ≤ 1}. (i) Unit square {0 ≤ x ≤ 1, 0 ≤ y ≤ 1} has vertices

  • ,

1

  • ,

1 1

  • ,

1

  • . Therefore the image has ’vertices’
  • ,

1 1

  • ,

2 2

  • ,

1 1

  • which are collinear. The full image is a line

segment

  • to

2 2

  • .

(ii) A x y

  • =

x + y x + y

  • =

u v

  • and

x2 + y2 = 1 = ⇒ min (x + y) = − √ 2, max (x + y) = √ 2 = ⇒ a line segment from − √ 2 √ 2

  • to

√ 2 √ 2

  • .

(iii) the line segment above in (ii). [1.5]

January 4, 2017 18 / 42