Mathematical Review

MathematicalReview

Vectors

Notation lowercaseitalics
Notation
lower case italics
Lineardependence
Euclideannorm
lid
pnorm
Euclideannormproperties

Vectors
Linearlydependence
Linearly dependence

x y 0

Ifaboveholdsfornonzeroalphaandbeeta
thenthevectorsaredependant

Vectors
Euclideannorm
Euclidean norm

Vectors
Pnorm
P norm

P>=1
P> 1

Properties of Euclidean norm

PropertiesofEuclideannorm

Triangleinequality
g
q
y
CauchySchwarz
inequality

Ifx iscomplexthenitstransposeisconjugate
transpose

Matrices

Matrix
Notation
Uppercaseitalic

Multiplication
Properties

Determinant
Properties

Inverseofamatrix

Trace of a Matrix
TraceofaMatrix
Sumofdiagonalentriesofasquarematrix
Sum of diagonal entries of a square matrix

Eigen values/vectors of a matrix

Eigenvalues/vectorsofamatrix

RealanddistinctEigenvalues
RealandrepeatedEigenvalues
ComplexEigenvalues
Complex Eigen values

Norm of a matrix
Normofamatrix
Inducednormofnxmmatrix
Induced norm of n x m matrix

Spectral norm of a square matrix

Spectralnormofasquarematrix
InducedbytheEuclideannorm
Induced by the Euclidean norm

A max A A
T

Quadratic form
Quadraticform
Given
Givenanx1statevectorandnxn
a nx1 state vector and nxn matrixQ,the
matrix Q the
product
T

x Qx
Q
iscalledquadraticforminx,whereQisrealand
symmetric
Significance:Itisusedtocheckstabilityforall
typeofsystems
yp
y

Definiteness of matrices
Definitenessofmatrices
Qispositivesemidefiniteif
Q is positive semi definite if

x Qx 0
T

Q
Qispositivedefiniteifitispositivesemi
i
i i d fi i if i i
ii
i
T
x Qx 0
definiteandforx=0

Definiteness of matrices
Definitenessofmatrices

Definiteness of matrices
Definitenessofmatrices

Definiteness of matrices
Definitenessofmatrices

Matrix calculus
Matrixcalculus
Normsasfunctionoftime
Norms as function of time

Differentiation&Integration

Matrix calculus
Matrixcalculus
Productrule
Product rule

Fundamentaltheoremofcalculus

Convergence