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Third Edition SEYMOUR LIPSCHUTZ, Ph.D. MARC LIPSON, Ph.D. 568 fully-solved problems with real-world application Covers the complete course in linear algebra New problems relating to computer science > Perfect for pre-test review Use with these courses: (A Beginning Linear Algebra (% Linear Algebra (A Advanced Linear Algebra (7 AdvaRcedsPhiysios: Géfichavanced Engineering (4 Quantitative Analysis SEYMOUR LIPSCHUTZ, is on the faculty of Temple University and formally taught at the Polytechnic Insitute of Brooklyn. He received his Ph.D. im 1960 at Courant Instiute of Mathematical Sciences of New York University. He is one of Schaum's most prolific authors. In MARC LARS LIPSON ix 00 the faculty off University of Georgia. He received his PAD: in finance in 1994 fromm the University of Michigan. He is also the coauthor of Discrete Mathematics and Probability with Seymour Lypschute. Schaum's Outline of Theory and Problems of LINEAR ALGEBRA Copyright © 2001, 1991, 1968 by The McGraw Hill Companies, I, All rights reserved. Printed in the United States of America. Except as permitted under the United States Copyright Act of 1976, no pan ofthis publication may be reproduced o distributed in any fore or by any means, oF stored in u data hase or retieval aystem, without the prior written permisien of the publisher, 1234967910 11 12 13 14 18.16 17 18 19.20 PRS PRSO9S76S45210 ISBN 0.07-136200-2 Sponsoring Eililor: Barbara Gilkon Production Supervisor: Tina Cameron Editing labion: Maureen B. Walker Project Supervision: Techsct Composition Limited Libeary of Congress Cataloging in-Publication Data applied for, McGraw-Hill 82 ‘A Dewwson of The McGrane Hill Compenic: UY OUTLINE OF Theory and Problems of LINEAR ALGEBRA Third Edition Seymour Lipschutz, Ph.D. Temple University Mare Lars Lipson, Ph.D. University of Georgia Schaum’s Outline Series McGRAW-HILL land Bogoti Caracas Lisbon ty Milan Montreal New Delhi gapore Sydney Tokyo Toronto Linear algebra has in recent yeans become an essential part of the mathemtical background required by mathematicians and mathematics teachers, engineers, computer scientists, physicists, economists, and statisti- cians, among others. This requirement reflects the importance and wide applications of the subject matter. This book is designed for use as a textbook for a formal course in linear algebra or as a supplement to all current standard texts, It aims to present an introduction to linear algebra which will be found helpful to all readers regardless of their fields of specification. More material has been included than can be covered in most first courses. This has been done to make the book more flexible, to provide a useful book of reference, and to stimulate further interest in the subject Bach chapter begins with clear statements of pertinent definitions, principles and theorems together with iMlustrative and other descriptive material. This is followed by graded sets of solved and supplementary problems. The solved problems serve to illustrate and amplify the theory. and to provide the repetition of basic Principles so vital to effective leaning, Numerous proofs, especially those of all essential theorems, are included among the solved problems. The supplementary problems serve as a complete review of the material of each chapter. The first three chapters treat vectors in Euclidean space, matrix algebra, and systems of linear equations. These chapters provide the motivation and basic computational tools for the abstract investigation of vector spaces and linear mappings which follow. After chapters on inner product spaces and orthogonality and on determinants, there is a detailed discussion of cigenvalues and cigenvectors giving conditions for representing a linear operator by a diagonal matrix. This naturally leads to the study of various canonical forms, specifically, the triangular, Jordan, and rational canonical forms. Later chapters cover lincar functions and the dual space V*, and bilinear, quadratic and Hermitian forms. The last chapter teats linear operators on inner product spaces, For completeness, there is an appendix on polynomials over a ficld. The main changes in the third edition have been for pedagogical reasons rather than in content. Specifically, the abstract notion of a linear map and its matrix representation appears before and motivates the study of cigenvalues and eigenvectors and the diagonalization of matrices (under similarity), There are also. many additional solved and supplementary problems. Finally, we wish to thank the staff of the McGraw-Hill Schaum's Outline Series. especially Barbara Gilson, for their unfailing cooperation SEYMOUR Li MAKC LARS LiPSON CHUTE CHAPTER 1 CHAPTER 2 CHAPTER 3 Vectors in R” and C", Spatial Vectors 1.1 Introduction 1.2 Vectors in R" 1.3. Vector Addition and 1.4 Dot (Inner) Product 1.5 Located Vectors, Hyperplanes, Lines, Curves in R" 1.6 Vectors in R? (Spatial Vectors), ijk Notation 1.7 Complex Numbers 1.8 Vectors in C* lar Multiplication Algebra of Matrices Introduction Matrices Matrix Addition and S Summation Symbol Matrix Multiplication Transpose of a Matrix ‘Square Matrices Powers of Matrices, Polynomials in Matrices Invertible (Nonsingular) Matrices Special Types of Square Matrices Complex Matrices Block Matrices calar Multiplication SRRSGRORS =s Systems of Linear Equations 3.1 Introduction 3.2 Basic Definitions, Solutions 3.3 Equivalent Systems, Elementary Operations 3.4 Small Square Systems of Linear Equations 3.8 Systems in Triangular and Echelon Form 3.6 Gaussian Elimination 3.7. Echelon Matrices, Row Canonical Form, Row Equivalence 3.8 Gaussian Elimination, Matrix Formulation 3.9 Matrix Equation of A System of Linear Equations 3.10 Systems of Linear Equations and Linear Combinations of Vectors 28 28 28 29 30. el] 33 33 35 35 37 9 41 59 59 59. 62 67 69 2B 76 80 CHAPTER 4 CHAPTER 5 CHAPTER 6 CHAPTER 7 CONTENTS 3.11 Homogencous Systems of Linear Equations 3.12 Elementary Matrices 3.13 LU Decomposition Vector Spaces Al 42 43 44 45 46 47 48 49 Introduction Vector Spaces Examples of Vector Spaces Linear Combinations, Spanning Sets Subspaces Linear Spans, Row Space of a Matrix Linear Dependence and Independence Basis and Dimension Application to Matrices, Rank of a Matrix 4.10 Sums and Direct Sums 4.11 Coordinates Linear Mappings Su $2 33 S4 5S 56 $7 Introduction Mappings, Functions Linear Mappings (Linear Transformations) Kernel and Image of A Linear Mapping Singular and Nonsingular Linear Mappings, Isomorphisms Operations with Linear Mappings Algebra A(V) of Linear Operators Linear Mappings and Matrices 61 62 63 64 65 Introduction Matrix Representation of A Linear Operator Change of Basis Similarity Matrices and General Linear Mappings Inner Product Spaces, Orthogonality 7 72 73 74 75 76 71 78 79 Introduction Inner Product Spaces Examples of Inner Product Spaces Cauchy-Schwarz Inequality, Applications Orthogonality Orthogonal Sets and Bases Gram-Schmidt Orthogonalization Process Onthogonal and Positive Definite Matrices Complex Inner Product Spaces 7.10 Normed Vector Spaces (Optional) 87 116 116 16 7 Ng 121 123 126 129 134 134 135 171 71 171 174 176 180 180 181 203 203 203 207 2u 212 236 236 236 237 240 241 243 246 247 249 251 CHAPTER 8 CHAPTER 9 CHAPTER 10 CHAPTER 11 ‘CONTENTS Determinants 8.1 Introduction 8.2 Determinants of Order | and 2 8.3 Determinants of Order 3 8.4 Permutations 8.5. Determinants of Arbitrary Order 8.6 Properties of Determinants 8.7 Minors and Cofactors 8.8 Evaluation of Determinants 8.9 Classical Adjoint 8.10 Applications to Linear Equations, Cramer's Rule 8.11 Submatrices, Minors, Principal Minors 8,12 Block Matrices and Determinants 8.13 Determinants and Volume 8.14 Determinant of a Linear Operator 8.15. Multilinearity and Determinants Diagonalization: Eigenvalues and Eigenvectors 9.1 Introduction 9.2 Polynomials of Matrices 9.3 Characteristic Polynomial, Cayley-Hamilton Theorem 9.4 Diagonalization, Eigenvalues and Eigenvectors 9.5 Computing Eigenvalues and Eigenvectors, Diagonalizing Matrices: 9.6 Diagonalizing Real Symmetric Matrices 9.7 Minimal Polynomial 98 Characteristic and Minimal Polynomials of Block Matrices Canonical Forms 10.1 Introduction 10.2 Triangular Form 10.3 Invariance 10.4 Invariant Direct-Sum Decompositions 10.$ Primary Decomposition 10.6 Nilpotent Operators 10.7 Jordan Canonical Form 10.8 Cyclic Subspaces 10.9 Rational Canonical Form 10.10 Quotient Spaces Linear Functionals and the Dual Space 11.1 Introduction 11,2 Linear Functionals and the Dual Space 11.3 Dual Basis vii 277 277 277 278 280 281 282 283 284 285 285 286 287 288 288 289 306 306 307 308 310 a4 us 37 319 340 40 Mi 342 43 343 345 MS 365 365 365 366