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GAUSSIAN ELIMINATION
Any augmented matrix may be reduced to echelon form via the elementary row
operations
Ri = Ri Rj and Ri Rj
If every column on the LHS is a leading column then the solution is unique. Else
The presence of a non-leading column on the LHS of the echelon form indicates
innite solutions with the non-leading variables then serving as parameters.
MATH2099 LECTURE 2
MATRIX ANALYSIS
In general AB = BA
1
a b
exists if and only if ad bc = 0.
c d
1
MATH2099 LECTURE 3
VECTOR SPACES INDEPENDENCE AND SPANNING
The span of a set of vectors in a vector space V is the set of all possible linear
combinations 1 v1 + 2 v2 + + n vn where 1 , 2 , . . . , n are scalars.
(spanning set for V no zero rows in the echelon form)
MATH2099 LECTURE 4
BASES AND DIMENSION
The number of vectors in any basis is the dimension of the vector space.
2
MATH2099 LECTURE 5
DOT PRODUCTS AND PROJECTIONS
u1 v1
u2 v2
Let u =
. and v =
. be two vectors in Rn : Then
. .
un vn
The vector
from u to v is given by
uv = v u.
uv
uv
The angle between u and v is given by cos() =
u v
u v u v = 0.
uv
The projection of u onto v is given by P rojv (u) = ( )v.
vv
MATH2099 LECTURE 6
THE GRAM-SCHMIDT ALGORITHM
Given a linearly independent set {v1 , v2 , , vn } in Rn : Let
a1 = v1
a2 = v2 P roja1 (v2 )
a3 = v3 P roja1 (v3 ) P roja2 (v3 )
..
.
an = vn P roja1 (vn ) P roja2 (vn ) P roja3 (vn ) P rojan1 (vn )
3
MATH2099 LECTURE 7
LINEAR TRANSFORMATIONS
A transformation T mapping the vector space V into the vector space W is linear
if:
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MATH2099 LECTURE 8
MATRIX TRANSFORMATIONS ON R2
SOME STANDARD MATRIX TRANSFORMATIONS ON R2
1 0
Reection in the x axis: A =
0 1
1 0
Reection in the y axis: A=
0 1
1 0
Reection across the origin: A=
0 1
cos sin
Rotation anticlockwise about the origin by : A=
sin cos
In all of the above the inverse of the transformation (if it exists) is given by A1 .
MATH2099 LECTURE 9
MATRIX OF A LINEAR TRANSFORMATION
Let T : V W be a linear transformation from an n-dimensional vector space V
to an m-dimensional vector space W . Suppose that B = {v1 , v2 , . . . , vn } is an
ordered basis for V and that C = {w1 , w2 , . . . , wm } is an ordered basis for W .
Then there is a unique matrix A referred to as the matrix of the linear
transformation with the property that [T (v)]C = A[v]B for all v V .
The matrix A depends only upon the transformation T and the two bases B and C.
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MATH2099 LECTURE 10
COMMUTATIVE DIAGRAMS
A
V W
P QAP = F Q
V W
F
MATH2099 LECTURE 11
ORTHOGONAL COMPLEMENTS AND SUBSPACE PROJECTIONS
W = {v Rn | v w = 0 for all w W }
6
MATH2099 LECTURE 12
MATRIX TRANSFORMATIONS IN SPACE
MATH2099 LECTURE 13
LINES OF BEST FIT AND REFLECTIONS
7
MATH2099 LECTURE 14
DETERMINANTS
More generally det(A) = a11 |A11 | a12 |A12 | + a13 |A13 | (1)n a1n |A1n |
det(AB) =det(A)det(B).
1
det(A1 ) = .
det(A)
det(A)=det(AT ).
If a row of a square matrix is a scalar multiple of any other row then the
determinant of the matrix is 0 and hence the matrix is singular.
If a column of a square matrix is a scalar multiple of any other column then the
determinant of the matrix is 0 and hence the matrix is singular.
The determinant of a square matrix in echelon form is the product of the diagonal
elements of the echelon form.
8
MATH2099 LECTURE 15
EIGENVALUES, EIGENVECTORS AND DIAGONALISATION
Establishing the eigenanalysis of a particular matrix gives you a clear vision of the
internal workings of that matrix, and through diagonalisation the matrix may be
transformed into a more workable diagonal structure.
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MATH2099 LECTURE 16
APPLICATIONS OF EIGENVECTORS
P 1 AP = D A = P DP 1 An = P D n P 1 .
P 1 AP = D A = P DP 1 eAt = P eDt P 1 .
(eAt )1 = eAt .
(eAt ) = AeAt .
y = 1 v1 e1 t + 2 v2 e2 t
10
MATH2099 LECTURE 17
SYMMETRIC MATRICES AND QUADRATIC CURVES
Let A be a symmetric matrix and Q the orthogonal matrix made up of unit eigenvectors
of A. Then QT AQ = D is an orthogonal diagonalisation of A with the matrix D being
the diagonal matrix of corresponding eigenvalues of A.
(AB)1 = B 1 A1 .
(AB)T = B T AT .
x2 y 2
+ 2 = 1 is an ellipse in R2 . (++)
a2 b
x2 y 2
2 = 1 is a hyperbola in R2 (+).
a2 b
The quadratic form xT Ax in the plane, where A is a symmetric matrix, has principal
axes given by the orthogonal eigenvectors of A. The associated quadratic curve
T
x Ax = C may be orthogonally transformed through rotations and/or reections into a
standard ellipse or hyperbola with the eigenvalues appearing as coecients.
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MATH2099 LECTURE 18
SYMMETRIC MATRICES AND QUADRIC SURFACES IN SPACE
x2 y 2 z 2
+ 2 + 2 = 1 is an ellipsoid in R3 (+ + +).
a2 b c
x2 y 2 z 2
+ 2 2 = 1 is a hyperboloid of one sheet in R3 (+ + ). (Axis on the negative)
a2 b c
x2 y 2 z 2
2 2 = 1 is a hyperboloid of 2 sheets in R3 (+ ). (Axis on the positive)
a2 b c
The quadric surface xT Ax in space, where A is a symmetric matrix, has principal axes given
by the orthogonal eigenvectors of A. The associated quadratic surface xT Ax = C may be
orthogonally transformed through rotations and/or reections into a standard hyperboloid or
ellipsoid with the eigenvalues appearing as coecients.
MATH2099 LECTURE 19
JORDAN DECOMPOSITIONS
The Jordan block Jn () is an n n matrix with on the diagonal, 1s
immediately above the diagonal and zeros everywhere else.
Using the stepping tool vn1 = (A I)vn form eigen-chains from the outer rings
to the eigencore. Each eigen-chain produces a Jordan block with the size of the
block equaling the length of the chain. The number of blocks=the number of
chains=dimension of the eigenspace=geometric multiplicity of the eigenvalue.
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MATH2099 LECTURE 20
JORDAN DECOMPOSITIONS PART 2
Using the stepping tool vn1 = (A I)vn form eigen-chains from the outer rings
to the eigencore. Each eigen-chain produces a Jordan block with the size of the
block equaling the length of the chain. The number of blocks=the number of
chains=dimension of the eigenspace=geometric multiplicity of the eigenvalue.
13
MATH2099 LECTURES 21 and 22
MATRIX EXPONENTIALS AND SYSTEMS OF DES REVISITED
1 t
J2 ()t 0 t 1 t
e =e =e
0 1
1 0
0 1
t 2
1 t t2!
eJ3 ()t = e 0 0 = et 0 1 t
0 0 1
1 0 0
0 1 0
t
t t2! t3
2
1
0 0 1
3!
t2
= et
0 0 0 0 1 t
eJ4 ()t = e 0
2!
0 1 t
0 0 0 1
MATH2099 LECTURE 23
NON-HOMOGENEOUS SYSTEMS OF DIFFERENTIAL EQUATIONS
t
At As
y=e c+ e b(s)ds
0
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