Advanced Linear Algebra

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Advanced Linear Algebra

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B

@ @ @ R @

Fn A

?

AB

Lets see what the entries in the matrix product AB have to be. D Joyce, Fall 2012 Let v be a vector in F p , then w = T (v) is a vector in F n , and x = S(w) = (S T )(v) is a Throughout this discussion, F refers to a xed vector in F m . eld. In application, F will usually be R. V , W , The n p matrix B represents S. Its jk th entry and X will be vector spaces over F . is Bjk , and it was dened so that for each j, T Consider two linear transformations V W and S W X where the codomain of one is the same as Bjk vk . wj = ST the domain of the other. Their composition V k X is illustrated by the commutative diagram T Likewise, the m n matrix A represents T . Its - W V th ij entry is Aij , and it was dened so that for each @ i, @ S @ xi = Aij wj . ST @

R @ ?

j

Composition of linear transformations and matrix multiplication Math 130 Linear Algebra

Fm

X As each of T and S preserve linear combinations, so will the composition, so S T is also a linear transformation. Coordinates again. When the vector spaces are coordinatized, that is, when we have chosen a basis for V , for W , and for X, we have isomorphisms : V F p , W F n , and : X F m . Although we could do everything explicitly with these isomorphisms, they really get in the way of understanding. So instead, lets just assume that the vector spaces actually are F p , F n , and F m , and we have two linear transformations T : F p F n and S : F n F m . T Then F p F n is represented by an n p matrix S B, F n F m is represented by a m n matrix A, ST and their composition F p F m is represented by some m p matrix. Well dene matrix multiplication so that the product of the two matrices AB represents the composition S T . 1

Therefore xi =

j

Aij

k

Bjk vk =

k j

Aij Bjk

vk .

Denition 1. Given an m n matrix A and an n p matrix B, we dene AB to be an m p matrix whose ik th entry is (AB)ik =

j

Aij Bjk .

With this denition, matrix multiplication corresponds to composition of linear transformations. A mnemonic for multiplying matrices. Although the equation (AB)ik = j Aij Bjk is ne for theoretical work, in practice you need a better way to remember how to multiply matrices. The entry Aij in a row of the rst matrix needs to be multiplied by the corresponding Bjk in a column of the second matrix. If you place the matrix A to the left of the product and place the matrix B above

the product, its easier to see what to multiply by and let b be the constant matrix (a column vector) what. for this system, so that Take, for instance, the following two 3 by 3 ma 12 trices. b = 5 . 4 5 6 2 1 1 5 3 1 0 , B = 0 4 5 A= Finally, let x be the variable matrix for this system, 2 0 2 2 3 0 that is, a matrix (another column vector) with the Think of A as being made of three row vectors and variables as its entries, so that B as being made of three column vectors. x x= . 4 5 6 2 1 1 y 4 5 A = 3 1 0 , B = 0 Then the original system of equations is described 2 3 0 2 0 2 by the matrix multiplication Ax = b: 1 1 2 5 2 12 0 4 5 3 1 x = 5 2 3 0 y 1 3 5 4 6 29 4 5 6 In general, each system of linear equations corre 3 1 0 6 1 2 sponds to a single matrix equation 2 0 2 8 8 2 Ax = b To get an entry for the product, work with the row in A to the left of it and the column of B above it. For example, the upper left entry of the product, where A is the matrix of coecients in the syswork with the rst row of A and the rst column tem of equations, x is a vector of the variables in the equations, and b is a vector of the constants of B; youll get 4 2 + 5 0 + 6 (2) = 4. in the equations. This interpretation allows us to interpret something rather complicated, namely a Systems of linear equations are linear matrix whole system of equations, as a single equation. equations. Well have a lot of uses for matrix multiplication as the course progresses, and one of the most important is the interpretation of a system Matrix products in Matlab. If A and B are two matrices of the right size, that is, A has the of linear equations as a single matrix equation. same number of columns that B has rows, then the Take, for example, the system of equations expression A*B gives their product. You can compute powers of square matrices as well. If A is a 5x + 2y = 12 square matrix, then A^3 computes the same thing 3x y = 5 as A*A*A. x + 3y = 5 Let A be the coecient matrix for this system, so Categories. Categories are higher order algebraic structures. Well look at a couple of catethat gories. One will be the category of vector spaces 5 2 and linear transformations over a eld, the other A = 3 1 , the category of matrices over a eld F . Well also 1 3 2

consider the category of sets, but primarily just as another example of categories. Mathematics abounds with categories. There are categories of topological spaces, of dierentiable spaces, of groups, of rings, etc. The purpose of a category is to study the interrelations of its objects, and to do that the category includes morphisms (also called maps or arrows) between the objects. In the case of the category of vector spaces, the morphisms are the linear transformations. Well start with the formal denition of categories. Category theory was developed by Eilenberg and Mac Lane in the 1940s. Denition 2. A category C consists of 1. objects often denoted with uppercase letters, and 2. morphisms (also called maps or arrows) often denoted with lowercase letters. 3. Each morphism f has a domain which is an object and a codomain which is also an object. If the domain of f is A and the codomain is f B, then we write f : A B or A B. The set of all morphisms from A to B is denoted Hom(A, B).

6. for all A B, f 1A = f and 1B f = f . These compositions are illustrated by the two commutative diagrams f - B A A

@

1A

?

@ f 1A @ @ R @ - B

@ @ @ 1B f @ R @

1B

?

B

h

7. for all A B, B C, and C D, (h g) f = h(g f ). In the diagram below, if the two triangles in the diagram each commute, then the parallelogram commutes. f A B

@ @ @ @

gf @

R @

g

?

hg

@ @ R @ -

A diagram of objects and morphisms in a category is said to commute, or be a commutative diagram if any two paths of morphisms (in the direction of the arrows) between any two objects yield equal compositions.

4. For each object A there is a morphism 1A : Isomorphisms in a category C. Although only morphisms are dened in a category, its easy to A A called the identity morphism on A. determine which ones are isomorphisms. A morf g 5. Given two morphisms A B and B C phism f : A B is an isomorphism if there exists where the codomain of one is the same as the another morphism g : B A, called its inverse, domain of the other there is another morphism such that f g = 1B and g f = 1A . gf A C called the composition of the two Example 3 (The categories of sets S). Although morphisms. This composition is illustrated by were more interested in the category of vector the commutative diagram spaces right now, the category S of sets is also relevant. An object in S is a set, and a morphism f - B A in S is a function. The domain and codomain of @ a morphism are just the domain and codomain of @ g @ the function, and composition is composition. If S gf @ and T are two sets, then Hom(S, T ) is the set of all R @ ? functions S T . C 3

Isomorphisms in the category of sets are bijections. Example 4 (The category of vector spaces VF ). Fix a eld F . The objects in the category VF are vector spaces over a F and the morphisms are linear transformations. Dierent elds have dierent categories of vector spaces. Hom(V, W ) is the vector space of linear transformations V W . Since its a vector space over F itself, its actually an object in the category. Isomorphisms in the category of vector spaces are what weve been calling isomorphisms. Example 5 (The category of matrices MF ). Wed like the matrices over a xed eld F to be the morphisms in this category. Composition will then be multiplication of matrices. But then, what are the objects? The objects in MF are the vector spaces F n for n = 0, 1, 2, . . .. A morphism F n F m is an m n B matrix A. The composition of two matrices F p AB A F n and F n F m is the matrix product F p F m as we dened it above. The identity morphism F n F n is the n n identity matrix I with 1s down the diagonal and 0s elsewhere. Hom(F n , F m ) is the set of matrices weve denoted by Mmn . The category MF of matrices is can be interpreted as a subcategory of the category of vector spaces VF . It doesnt include all the vector spaces, as innite dimensional vector spaces arent objects of MF . Furthermore, MF doesnt have any nite dimensional vector spaces except those of the form F n . We know, however, that every vector space V of nite dimension n is isomorphic F n . Note that the only isomorphisms F n F m in MF occur when n = m. Math 130 Home Page at http://math.clarku.edu/~djoyce/ma130/

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