Theorems and definitions in linear algebra
This article collects the main theorems and definitions in linear algebra.
Vector spaces
A vector space( or linear space) V over a number field² F consists of a set on which two operations (called addition and scalar multiplication, respectively) are defined so, that for each pair of elements x, y, in V there is a unique element x + y in V, and for each element a in F and each element x in V there is a unique element ax in V, such that the following conditions hold.
- (VS 1) For all x, y in V, x + y = y + x (commutativity of addition).
- (VS 2) For all x, y, z in V, (x+y) + z = x + (y+z) (associativity of addition).
- (VS 3) There exists an element in V denoted by 0 such that x + 0 = x for each x in V.
- (VS 4) For each element x in V there exists an element y in V such that x + y = 0.
- (VS 5) For each element x in V, 1x = x.
- (VS 6) ''For each pair of element a in F and each pair of elements x, y in V, a(x+y) = ax + ay.
- (VS 7) For each element a in F and each pair of elements x, y in V, a(x+y) = ax + ay.
- (VS 8) For each pair of elements a, b in F and each pair of elements x in V, (a+b)x = ax + bx.
Vector spaces
Subspaces
Linear combinations
Systems of linear equations
Linear dependence
Linear independence
Bases
Dimension
Linear transformations and matrices
===Linear transformations=== ===Null spaces=== ===Ranges=== ===The matrix representation of a linear transformation=== ===Composition of linear transformations=== ===Matrix multiplication=== ===Invertibility=== ===Isomorphisms=== ===The change-of-coordinates matrix===
Change of coordinate matrix
Clique
Coordinate vector relative to a basis
Dimension theorem
Dominance relation
Identity matrix
Identity transformation
Incidence matrix
Inverse of a linear transformation
Inverse of a matrix
Invertible linear transformation
Isomorphic vector spaces
Isomorphism
Kronecker delta
Left-multiplication transformation
Linear operator
Linear transformation
Matrix representing a linear transformation
Nullity of a linear transformation
Null space
Ordered basis
Product of matrices
Projection on a subspace
Projection on the x-axis
Range
Rank of a linear transformation
Reflection about the x-axis
Rotation
Similar matrices
Standard ordered basis for Fn
Standard representation of a vector space with respect to a basis
Zero transformation
P.S. coefficient of the differential equation,differentiability of complex function,vector space of functionsdifferential operator, ,,auxiliary polynomial]], to the power of a complex number, exponential function.
${\color{Blue}~2.1}$ N(T)&R(T) are subspaces
Let V and W be vector spaces and I: V→W be linear. Then N(T) and R (T) are subspaces of Vand W, respectively. ===${\color{Blue}~2.2}$ R(T)= span of T(basis in V)=== Let V and W be vector spaces, and let T: V→W be linear. If β = v1, v2, ..., vn is a basis for V, then
R(T) = span(T(β)) = span(T(v1),T(v2),...,T(vn)).
${\color{Blue}~2.3}$ Dimension Theorem
Let V and W be vector spaces, and let T: V→W be linear. If V is finite-dimensional, then
nullity(T) + rank(T) = dim (V).
===${\color{Blue}~2.4}$ one-to-one ⇔ N(T)={0}=== Let V and W be vector spaces, and let T: V→W be linear. Then T is one-to-one if and only if N(T)={0}.
===${\color{Blue}~2.5}$ one-to-one ⇔ onto ⇔ rank(T)=dim(V)=== Let V and W be vector spaces of equal (finite) dimension, and let T:V→W be linear. Then the following are equivalent.
:(a) T is one-to-one.
:(b) T is onto.
:(c) rank(T)=dim(V).
${\color{Blue}~2.6}$ ∀ w1, w2...wn= exactly one T(basis),
Let V and W be vector space over F, and suppose that v1, v2, ..., vn is a basis for V. For w1, w2, ...wn in W, there exists exactly one linear transformation T: V→W such that T(vi) = wi for i = 1, 2, ...n.
Corollary. Let V and W be vector spaces, and suppose that V has a finite basis v1, v2, ..., vn. If U, T: V→W are linear and U(vi) = T(vi) for i = 1, 2, ..., n, then U=T.
${\color{Blue}~2.7}$ T is vector space
Let V and W be vector spaces over a field F, and let T, U: V→W be linear.
:(a) For all a ∈ F, aT + U is linear.
:(b) Using the operations of addition and scalar multiplication in the preceding definition, the collection of all linear transformations form V to W is a vector space over F.
${\color{Blue}~2.8}$ linearity of matrix representation of linear transformation
Let V and W ve finite-dimensional vector spaces with ordered bases β and γ, respectively, and let T, U: V→W be linear transformations. Then
:(a)[T+U]βγ = [T]βγ + [U]βγ and
:(b)[aT]βγ = a[T]βγ for all scalars a.
${\color{Blue}~2.9}$ commutative law of linear operator
Let V,w, and Z be vector spaces over the same field f, and let T:V→W and U:W→Z be linear. then UT:V→Z is linear.
${\color{Blue}~2.10}$ law of linear operator
Let v be a vector space. Let T, U1, U2 ∈ ℒ(V). Then
(a) T(U1+U2)=TU1+TU2 and (U1+U2)T=U1T+U2T
(b) T(U1U2)=(TU1)U2
(c) TI=IT=T
(d) a(U1U2)=(aU1)U2=U1(aU2) for all scalars a.
===${\color{Blue}~2.11}$ [UT]αγ=[U]βγ[T]αβ=== Let V, W and Z be finite-dimensional vector spaces with ordered bases α β γ, respectively. Let T: V⇐W and U: W→Z be linear transformations. Then
[UT]αγ = [U]βγ[T]αβ.
Corollary. Let V be a finite-dimensional vector space with an ordered basis β. Let T,U∈ℒ(V). Then [UT]β=[U]β[T]β.
${\color{Blue}~2.12}$ law of matrix
Let A be an m×n matrix, B and C be n×p matrices, and D and E be q×m matrices. Then
:(a) A(B+C)=AB+AC and (D+E)A=DA+EA.
- (b) a(AB)=(aA)B=A(aB) for any scalar a.
- (c) ImA=AIm.
- (d) If V is an n-dimensional vector space with an ordered basis β, then [Iv]β=In.
Corollary. Let A be an m×n matrix, B1,B2,...,Bk be n×p matrices, C1,C1,...,C1 be q×m matrices, and a1, a2, ..., ak be scalars. Then
$$A\Bigg(\sum_{i=1}^k a_iB_i\Bigg)=\sum_{i=1}^k a_iAB_i$$ and
$$\Bigg(\sum_{i=1}^k a_iC_i\Bigg)A=\sum_{i=1}^k a_iC_iA$$.
${\color{Blue}~2.13}$ law of column multiplication
Let A be an m×n matrix and B be an n×p matrix. For each j(1≤j≤p) let uj and vj denote the jth columns of AB and B, respectively. Then
(a) uj = Avj
(b) vj = Bej, where ej is the jth standard vector of Fp.
===${\color{Blue}~2.14}$ [T(u)]γ=[T]βγ[u]β=== Let V and W be finite-dimensional vector spaces having ordered bases β and γ, respectively, and let T: V→W be linear. Then, for each u ∈ V, we have
[T(u)]γ = [T]βγ[u]β.
${\color{Blue}~2.15}$ laws of LA
Let A be an m×n matrix with entries from F. Then the left-multiplication transformation LA: Fn→Fm is linear. Furthermore, if B is any other m×n matrix (with entries from F) and β and γ are the standard ordered bases for Fn and Fm, respectively, then we have the following properties.
(a) [LA]βγ = A.
(b) LA=LB if and only if A=B.
(c) LA+B=LA+LB and LaA=aLA for all a∈F.
(d) If T:Fn→Fm is linear, then there exists a unique m×n matrix C such that T=LC. In fact, C = [LA]βγ.
(e) If W is an n×p matrix, then LAE=LALE.
(f ) If m=n, then LIn = IFn.
===${\color{Blue}~2.16}$ A(BC)=(AB)C=== Let A,B, and C be matrices such that A(BC) is defined. Then A(BC)=(AB)C; that is, matrix multiplication is associative.
${\color{Blue}~2.17}$ T-1is linear
Let V and W be vector spaces, and let T:V→W be linear and invertible. Then T-1: W →V is linear.
===${\color{Blue}~2.18}$ [T-1]γβ=([T]βγ)-1=== Let V and W be finite-dimensional vector spaces with ordered bases β and γ, respectively. Let T:V→W be linear. Then T is invertible if and only if [T]βγ is invertible. Furthermore, [T−1]γβ = ([T]βγ)−1
Lemma. Let T be an invertible linear transformation from V to W. Then V is finite-dimensional if and only if W is finite-dimensional. In this case, dim(V)=dim(W).
Corollary 1. Let V be a finite-dimensional vector space with an ordered basis β, and let T:V→V be linear. Then T is invertible if and only if [T]β is invertible. Furthermore, [T-1]β=([T]β)-1.
Corollary 2. Let A be an n×n matrix. Then A is invertible if and only if LA is invertible. Furthermore, (LA)-1=LA-1.
===${\color{Blue}~2.19}$ V is isomorphic to W ⇔ dim(V)=dim(W)=== Let W and W be finite-dimensional vector spaces (over the same field). Then V is isomorphic to W if and only if dim(V)=dim(W).
Corollary. Let V be a vector space over F. Then V is isomorphic to Fn if and only if dim(V)=n.
${\color{Blue}~2.20}$ ??
Let W and W be finite-dimensional vector spaces over F of dimensions n and m, respectively, and let β and γ be ordered bases for V and W, respectively. Then the function Φ: ℒ(V,W)→Mm×n(F), defined by Φ(T) = [T]βγ for T∈ℒ(V,W), is an isomorphism.
Corollary. Let V and W be finite-dimensional vector spaces of dimension n and m, respectively. Then ℒ(V,W) is finite-dimensional of dimension mn.
${\color{Blue}~2.21}$ Φβ is an isomorphism
For any finite-dimensional vector space V with ordered basis β, Φβ is an isomorphism.
${\color{Blue}~2.22}$ ??
Let β and β' be two ordered bases for a finite-dimensional vector space V, and let Q = [IV]β′β. Then
(a) Q is invertible.
(b) For any v∈ V, [v]β = Q[v]β′.
===${\color{Blue}~2.23}$ [T]β'=Q-1[T]βQ=== Let T be a linear operator on a finite-dimensional vector space V,and let β and β' be two ordered bases for V. Suppose that Q is the change of coordinate matrix that changes β'-coordinates into β-coordinates. Then
[T]β′ = Q−1[T]βQ.
Corollary. Let A∈Mn×n(F), and le t γ be an ordered basis for Fn. Then [LA]γ=Q-1AQ, where Q is the n×n matrix whose jth column is the jth vector of γ.
${\color{Blue}~2.24}$
${\color{Blue}~2.25}$
${\color{Blue}~2.26}$
===${\color{Blue}~2.27}$ p(D)(x)=0 (p(D)∈C∞)⇒ x(k)exists (k∈N)=== Any solution to a homogeneous linear differential equation with constant coefficients has derivatives of all orders; that is, if x is a solution to such an equation, then x(k) exists for every positive integer k.
===${\color{Blue}~2.28}$ {solutions}= N(p(D))=== The set of all solutions to a homogeneous linear differential equation with constant coefficients coincides with the null space of p(D), where p(t) is the auxiliary polynomial with the equation.
Corollary. The set of all solutions to s homogeneous linear differential equation with constant coefficients is a subspace of C∞.
${\color{Blue}~2.29}$ derivative of exponential function
For any exponential function f(t) = ect, f′(t) = cect.
${\color{Blue}~2.30}$ {e-at} is a basis of N(p(D+aI))
The solution space for the differential equation,
y′ + a0y = 0 is of dimension 1 and has {e−a0t}as a basis.
Corollary. For any complex number c, the null space of the differential operator D-cI has {ect} as a basis.
${\color{Blue}~2.31}$ ect is a solution
Let p(t) be the auxiliary polynomial for a homogeneous linear differential equation with constant coefficients. For any complex number c, if c is a zero of p(t), then to the differential equation.
===${\color{Blue}~2.32}$ dim(N(p(D)))=n=== For any differential operator p(D) of order n, the null space of p(D) is an n_dimensional subspace of C∞.
Lemma 1. The differential operator D-cI: C∞ to C∞ is onto for any complex number c.
Lemma 2 Let V be a vector space, and suppose that T and U are linear operators on V such that U is onto and the null spaces of T and U are finite-dimensional, Then the null space of TU is finite-dimensional, and
:::::dim(N(TU))=dim(N(U))+dim(N(U)).
Corollary. The solution space of any nth-order homogeneous linear differential equation with constant coefficients is an n-dimensional subspace of C∞.
${\color{Blue}~2.33}$ ecit is linearly independent with each other (ci are distinct)
Given n distinct complex numbers c1, c2, ..., cn, the set of exponential functions {ec1t, ec2t, ..., ecnt} is linearly independent.
Corollary. For any nth-order homogeneous linear differential equation with constant coefficients, if the auxiliary polynomial has n distinct zeros c1, c2, ..., cn, then {ec1t, ec2t, ..., ecnt} is a basis for the solution space of the differential equation.
Lemma. For a given complex number c and positive integer n, suppose that (t-c)^n is athe auxiliary polynomial of a homogeneous linear differential equation with constant coefficients. Then the set
β = {ec1t, ec2t, ..., ecnt} is a basis for the solution space of the equation.
${\color{Blue}~2.34}$ general solution of homogeneous linear differential equation
Given a homogeneous linear differential equation with constant coefficients and auxiliary polynomial
(t−c1)1n(t−c2)2n...(t−ck)kn,
where n1, n2, ..., nk are positive integers and c1, c2, ..., cn are distinct complex numbers, the following set is a basis for the solution space of the equation:
{ec1t, tec1t, ..., tn1 − 1ec1t, ..., eckt, teckt, .., tnk − 1eckt}.
Elementary matrix operations and systems of linear equations
Elementary matrix operations
Elementary matrix
Rank of a matrix
Matrix inverses
System of linear equations
Determinants
If
a & b \\ c & d \\ \end{pmatrix} is a 2×2matrix with entries form a field F, then we define the determinant of A, denoteddet(A)or |A|, to be the scalar ad − bc.
*Theorem 1: linear function for a single row.
*Theorem 2: nonzero determinant ⇔ invertible matrix
Theorem 1: The functiondet: M2×2(F)→ F is a linear function of each row of a2×2matrix when the other row is held fixed. That is, if u, v, and w are inF²and k is a scalar, then
$$\det\begin{pmatrix} u + kv\\ w\\ \end{pmatrix} =\det\begin{pmatrix} u\\ w\\ \end{pmatrix} + k\det\begin{pmatrix} v\\ w\\ \end{pmatrix}$$
and
$$\det\begin{pmatrix} w\\ u + kv\\ \end{pmatrix} =\det\begin{pmatrix} w\\ u\\ \end{pmatrix} + k\det\begin{pmatrix} w\\ v\\ \end{pmatrix}$$
Theorem 2: Let A ∈M2×2(F). Then thee deter minant of A is nonzero if and only if A is invertible. Moreover, if A is invertible, then
$$A^{-1}=\frac{1}{\det(A)}\begin{pmatrix}
A_{22}&-A_{12}\\
-A_{21}&A_{11}\\
\end{pmatrix}$$
Diagonalization
Characteristic polynomial of a linear operator/matrix
${\color{Blue}~5.1}$ diagonalizable⇔basis of eigenvector
A linear operator T on a finite-dimensional vector space V is diagonalizable if and only if there exists an ordered basis β for V consisting of eigenvectorsof T. Furthermore, if T is diagonalizable, β = v1, v2, ..., vn is an ordered basis of eigenvectors of T, and D = [T]β then D is a diagonal matrix and Djj is the eigenvalue corresponding to vj for 1 ≤ j ≤ n.
===${\color{Blue}~5.2}$ eigenvalue⇔det(A-λIn)=0=== Let A∈Mn×n(F). Then a scalar λ is an eigenvalue of A if and only if det(A-λIn)=0
${\color{Blue}~5.3}$ characteristic polynomial
Let A∈Mn×n(F).
(a) The characteristic polynomial of A is a polynomial of degree nwith leading coefficient(-1)n.
(b) A has at most n distinct eigenvalues.
${\color{Blue}~5.4}$ υ to λ⇔υ∈N(T-λI)
Let T be a linear operator on a vector space V, and let λ be an eigenvalue of T.
A vector υ∈V is an eigenvector of T corresponding to λ if and only if υ≠0 and υ∈N(T-λI).
${\color{Blue}~5.5}$ vi to λi⇔vi is linearly independent
Let T be alinear operator on a vector space V, and let λ1, λ2, ..., λk, be distinct eigenvalues of T. If v1, v2, ..., vk are eigenvectors of t such that λi corresponds to vi (1 ≤ i ≤ k), then {v1, v2, ..., vk} is linearly independent.
${\color{Blue}~5.6}$ characteristic polynomial splits
The characteristic polynomial of any diagonalizable linear operator splits.
${\color{Blue}~5.7}$ 1≤dim(Eλ)≤m
Let T be alinear operator on a finite-dimensional vectorspace V, and let λ be an eigenvalue of T haveing multiplicity m. Then 1 ≤ dim (Eλ) ≤ m.
===${\color{Blue}~5.8}$ S=S1∪S2∪...∪Sk is linearly indenpendent=== Let T e a linear operator on a vector space V, and let λ1, λ2, ..., λk, be distinct eigenvalues of T. For each i = 1, 2, ..., k, let Si be a finite linearly indenpendent subset of the eigenspace Eλi. Then S = S1 ∪ S2 ∪ ... ∪ Sk is a linearly indenpendent subset of V.
${\color{Blue}~5.9}$ ⇔T is diagonalizable
Let T be a linear operator on a finite-dimensional vector space V that the characteristic polynomial of T splits. Let λ1, λ2, ..., λk be the distinct eigenvalues of T. Then
(a) T is diagonalizable if and only if the multiplicity of λi is equal to dim (Eλi) for all i.
(b) If T is diagonalizable and βi is an ordered basis for Eλi for each i, then β = β1 ∪ β2 ∪ ∪ βk is an ordered basis2 for V consisting of eigenvectors of T.
Test for diagonlization
Inner Product Spaces
Inner product, standard inner product on Fn, conjugate transpose, adjoint, Frobenius inner product, complex/real inner product space, norm, length, conjugate linear, orthogonal, perpendicular, orthogonal, unit vector, orthonormal, normalizing.
${\color{Blue}~6.1}$ properties of linear product
Let V be an inner product space. Then for x,y,z\in V and c \in f, the following staements are true.
(a) ⟨x, y + z⟩ = ⟨x, y⟩ + ⟨x, z⟩.
(b) ⟨x, cy⟩ = c̄⟨x, y⟩.
(c) ⟨x, 0⟩ = ⟨0, x⟩ = 0.
(d) ⟨x, x⟩ = 0 if and only if x = 0.
(e) If⟨x, y⟩ = ⟨x, z⟩ for all x∈ V, then y = z.
${\color{Blue}~6.2}$ law of norm
Let V be an innner product space over F. Then for all x,y\in V and c\in F, the following statements are true.
(a) ∥cx∥ = |c| ⋅ ∥x∥.
(b) ∥x∥ = 0 if and only if x = 0. In any case, ∥x∥ ≥ 0.
(c)(Cauchy-Schwarz In equality)|⟨x,y⟩| ≤ ∥x∥ ⋅ ∥y∥.
(d)(Triangle Inequality)∥x + y∥ ≤ ∥x∥ + ∥y∥.
orthonormal basis,Gram-schmidtprocess,Fourier coefficients,orthogonal complement,orthogonal projection
${\color{Blue}~6.3}$ span of orthogonal subset
Let V be an innner product space and S=\{v_1,v_2,...,v_k\} be an orthogonal subset of V consisting of nonzero vectors. If y∈span(S), then
$$y=\sum_{i=1}^n{\langle y,v_i \rangle \over \|v_i\|^2}v_i$$
${\color{Blue}~6.4}$ Gram-Schmidt process
Let V be an inner product space and S={w1, w2, ..., wn} be a linearly independent subset of V. DefineS'={v1, v2, ..., vn}, where v1 = w1 and
$$v_k=w_k-\sum_{j=1}^{k-1}{\langle w_k, v_j\rangle\over\|v_j\|^2}v_j$$ Then S' is an orhtogonal set of nonzero vectors such that span(S')=span(S).
${\color{Blue}~6.5}$ orthonormal basis
Let V be a nonzero finite-dimensional inner product space. Then V has an orthonormal basis β. Furthermore, if β ={v1, v2, ..., vn} and x∈V, then
$$x=\sum_{i=1}^n\langle x,v_i\rangle v_i$$.
Corollary. Let V be a finite-dimensional inner product space with an orthonormal basis β ={v1, v2, ..., vn}. Let T be a linear operator on V, and let A=[T]β. Then for any i and j, Aij = ⟨T(vj), vi⟩.
${\color{Blue}~6.6}$ W⊥ by orthonormal basis
Let W be a finite-dimensional subspace of an inner product space V, and let y∈V. Then there exist unique vectors u∈W and u∈W⊥ such that y = u + z. Furthermore, if {v1, v2, ..., vk} is an orthornormal basis for W, then
$$u=\sum_{i=1}^k\langle y,v_i\rangle v_i$$. S=\{v_1,v_2,...,v_k\} Corollary. In the notation of Theorem 6.6, the vector u is the unique vector in W that is "closest" to y; thet is, for any x∈W, ∥y − x∥ ≥ ∥y − u∥, and this inequality is an equality if and onlly if x = u.
${\color{Blue}~6.7}$ properties of orthonormal set
Suppose that S = {v1, v2, ..., vk} is an orthonormal set in an n-dimensional inner product space V. Than
(a) S can be extended to an orthonormal basis {v1, v2, ..., vk, vk + 1, ..., vn} for V.
(b) If W=span(S), then S1 = {vk + 1, vk + 2, ..., vn} is an orhtonormal basis for W⊥(using the preceding notation).
(c) If W is any subspace of V, then dim(V)=dim(W)+dim(W⊥).
Least squares approximation,Minimal solutions to systems of linear equations
${\color{Blue}~6.8}$ linear functional representation inner product
Let V be a finite-dimensional inner product space over F, and let g:V→F be a linear transformation. Then there exists a unique vector y∈ V such that $\rm{g}(x)=\langle x, y\rangle$ for all x∈ V.
${\color{Blue}~6.9}$ definition of T*
Let V be a finite-dimensional inner product space, and let T be a linear operator on V. Then there exists a unique function T*:V→V such that $\langle\rm{T}(x),y\rangle=\langle x, \rm{T}^*(y)\rangle$ for all x, y ∈ V. Furthermore, T* is linear
===${\color{Blue}~6.10}$ [T*]β=[T]*β=== Let V be a finite-dimensional inner product space, and let β be an orthonormal basis for V. If T is a linear operator on V, then
[T*]β = [T]β*.
${\color{Blue}~6.11}$ properties of T*
Let V be an inner product space, and let T and U be linear operators onV. Then
(a) (T+U)*=T*+U*;
(b) (cT)*=c̄ T* for any c∈ F;
(c) (TU)*=U*T*;
(d) T**=T;
(e) I*=I.
Corollary. Let A and B be n×nmatrices. Then
(a) (A+B)*=A*+B*;
(b) (cA)*=c̄ A* for any c∈ F;
(c) (AB)*=B*A*;
(d) A**=A;
(e) I*=I.
${\color{Blue}~6.12}$ Least squares approximation
Let A ∈ Mm×n(F) and y∈Fm. Then there exists x0 ∈ Fn such that (A*A)x0 = A * y and ∥Ax0 − Y∥ ≤ ∥Ax − y∥ for all x∈ Fn
Lemma 1. let A∈ Mm×n(F), x∈Fn, and y∈Fm. Then
⟨Ax, y⟩m = ⟨x, A * y⟩n
Lemma 2. Let A∈ Mm×n(F). Then rank(A*A)=rank(A).
Corollary.(of lemma 2) If A is an m×n matrix such that rank(A)=n, then A*A is invertible.
${\color{Blue}~6.13}$ Minimal solutions to systems of linear equations
Let A∈ Mm×n(F) and b∈ Fm. Suppose that Ax = b is consistent. Then the following statements are true.
(a) There existes exactly one minimal solution s of Ax = b, and s∈R(LA*).
(b) Ther vector s is the only solutin to Ax = b that lies in R(LA*); that is , if u satisfies (AA*)u = b, then s = A * u.
References
- Linear Algebra 4th edition, by Stephen H. Friedberg Arnold J. Insel and Lawrence E. spence ISBN7040167336
- Linear Algebra 3rd edition, by Serge Lang (UTM) ISBN0387964126