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**1. Foundations of Numerics from Advanced Mathematics
**

Linear Algebra

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 1

TU M¨ unchen

1.1. Linear Algebra

Mathematical Structures

• a mathematical structure consists of one or several sets and one or several

operations deﬁned on the set(s)

• special elements:

– neutral element (of an operation)

– inverse element (of some element x)

• a group: a structure to add and subtract

• a ﬁeld: a structure to add, subtract, multiply, and divide

• a vector space: a set of vectors over a ﬁeld with two operations: scalar

multiplication, addition of vectors, obeying certain axioms (which?)

• note: sometimes, the association with classical (geometric) vectors is helpful,

sometimes it is more harmful

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 2

TU M¨ unchen

Exercise Mathematical Structures

Show that the possible manipulations of

the Rubik’s Cube with the operation ’ex-

ecute after’ are a group.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 3

TU M¨ unchen

Exercise Mathematical Structures – Solution

Show that the possible manipulations of

the Rubik’s Cube with the operation ’ex-

ecute after’ are a group.

• Closure: executing any two manipulations after one

another is a Cube minipulation, again.

• Associativity: the result of a sequence of three

manipulations is obviously always the same no matter how

you group them (the ﬁrst two or the last two together).

• Identity: obviously included (just ’do nothing’).

• Invertibility: execute a manipulation in backward direction.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 4

TU M¨ unchen

Exercise Mathematical Structures

Show that the rational numbers with the operations + (add) and

∗ (multiply) are a ﬁeld.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 5

TU M¨ unchen

Exercise Mathematical Structures – Solution

Show that the rational numbers with the operations + (add) and

∗ (multiply) are a ﬁeld.

• Closure: obviously closed under + and ∗.

• Identity: 0 for +, 1 for ∗.

• Invertibility: each element q has an inverse −q under +

and

1

q

under ∗. The latter holds for all elements except from

the neutral element of +, i.e., 0.

• Associativity: well-known for both + and ∗.

• Commutativity: also known from school (a + b = b + a,

a ∗ b = b ∗ a).

• Distributivity: dito (a ∗ (b + c) = a ∗ b + a ∗ c).

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 6

TU M¨ unchen

Exercise Mathematical Structures

Is the set of N ×N matrices (N ∈ N) matrices with real numbers

as entries over the ﬁeld of real numbers a vector space?

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 7

TU M¨ unchen

Exercise Mathematical Structures – Solution

Is the set of N ×N matrices (N ∈ N) matrices with real numbers

as entries over the ﬁeld of real numbers a vector space?

The answer is yes. Look up the axioms and show that they hold

for the xample on your own.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 8

TU M¨ unchen

Vector Spaces

• a linear combination of vectors

• linear (in)dependence of a set of vectors

• the span of a set of vectors

• a basis of a vector space

– deﬁnition?

– why do we need a basis?

– is a vector’s basis representation unique?

– is there only one basis for a vector space?

• the dimension of a vector space

• does inﬁnite dimensionality exist?

• important applications:

– (analytic) geometry

– numerical and functional analysis: function spaces are vector spaces

(frequently named after mathematicians: Banach spaces, Hilbert spaces,

Sobolev spaces, ...)

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 9

TU M¨ unchen

Exercise Vector Spaces

Is the set of vectors

__

1

0

_

,

_

0

1

_

,

_

1

3

__

linearly

independent?

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 10

TU M¨ unchen

Exercise Vector Spaces – Solution

Is the set of vectors

__

1

0

_

,

_

0

1

_

,

_

1

3

__

linearly

independent?

The set of vectors is not linearly independent, since the third

element can easily be written as a linear combination of the ﬁrst

two:

_

1

3

_

= 1 ·

_

1

0

_

+ 3 ·

_

0

1

_

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 11

TU M¨ unchen

Exercise Vector Spaces

span

__

1

0

0

_

,

_

0

0

1

__

= ?

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 12

TU M¨ unchen

Exercise Vector Spaces – Solution

span

__

1

0

0

_

,

_

0

0

1

__

=

__

a

0

b

_

; a, b ∈ R

_

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 13

TU M¨ unchen

Exercise Vector Spaces

Consider the set of all possible polynomials with real

coefﬁcients as a vector space over the ﬁeld of real numbers.

What’s the dimension of this space? Give a basis.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 14

TU M¨ unchen

Exercise Vector Spaces – Solution

Consider the set of all possible polynomials with real

coefﬁcients as a vector space over the ﬁeld of real numbers.

What’s the dimension of this space? Give a basis.

The space is inﬁnite dimensional, a basis is for example

_

1, x, x

2

, x

3

, . . .

_

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 15

TU M¨ unchen

Linear Mappings

• deﬁnition in the vector space context; notion of a homomorphism

• image and kernel of a homomorphism

• matrices, transposed and Hermitian of a matrix

• relations of matrices and homomorphisms

• meaning of injective, surjective, and bijective for a matrix; rank of a matrix

• meaning of the matrix columns for the underlying mapping

• matrices and systems of linear equations

• basis transformation and coordinate transformation

• mono-, epi-, iso-, endo-, and automorphisms

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 16

TU M¨ unchen

Exercise Linear Mappings

Is the mapping f : R

3

→R

3

,

x → 5 ·

x +

_

1

2

3

_

linear?

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 17

TU M¨ unchen

Exercise Linear Mappings – Solution

Is the mapping f : R

3

→R

3

,

x → 5 ·

x +

_

1

2

3

_

linear?

f is not linear, since f (α

x) = αf (

x).

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 18

TU M¨ unchen

Exercise Linear Mappings

What’s the linear mapping f : R

2

→R

2

corresponding to the

matrix

_

4 0

3 2

_

?

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 19

TU M¨ unchen

Exercise Linear Mappings – Solution

What’s the linear mapping f : R

2

→R

2

corresponding to the

matrix

_

4 0

3 2

_

?

f

__

x

y

__

=

_

4x

3x + 2y

_

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 20

TU M¨ unchen

Exercise Linear Mappings

Give the rank of the matrix

_

_

_

1 0 0 0

0 1 0 0

0 0 0 0

0 0 0 1

_

_

_

.

Is the corresponding linear mapping injective, surjective,

bijective?

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 21

TU M¨ unchen

Exercise Linear Mappings – Solution

Give the rank of the matrix

_

_

_

1 0 0 0

0 1 0 0

0 0 0 0

0 0 0 1

_

_

_

.

Is the corresponding linear mapping injective, surjective,

bijective?

The rank is three. Thus, the corresponding linear mapping is

neither injective, nor surjective or bijective.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 22

TU M¨ unchen

Examples Linear Mappings

Monomorphism:

_

0 1

0 0

1 0

_

Epimorphism:

_

1 0 0

0 1 0

0 0 0

_

Iso-/Automorphism:

_

0 1

1 0

_

Endomorphism:

_

2 1 0

0 1 2

1 0 1

_

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 23

TU M¨ unchen

Determinants

• deﬁnition

• properties

• meaning

• occurrences

• Cramer’s rule

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 24

TU M¨ unchen

Determinants – Deﬁnition

det(A) =

a

1,1

a

1,2

· · · a

1,N

a

2,1

a

2,2

· · · a

2,N

.

.

.

.

.

.

.

.

.

a

N,1

a

N,N

=

a

1,1

a

2,2

· · · · · · a

2,N

.

.

.

.

.

.

.

.

.

.

.

.

a

N,2

· · · · · · a

N,N

−a

1,2

a

2,1

a

2,3

· · · a

2,N

a

3,1

a

3,N

.

.

.

.

.

.

a

N,1

a

N,3

· · · a

N,N

+ . . .

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 25

TU M¨ unchen

Exercise Determinants

det(A) = 0 ⇒ A deﬁnes a . . .morphism.

det(A) = 0 ⇒ A deﬁnes a . . .morphism.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 26

TU M¨ unchen

Exercise Determinants – Solution

det(A) = 0 ⇒ A deﬁnes an Endomorphism.

det(A) = 0 ⇒ A deﬁnes an Automorphism.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 27

TU M¨ unchen

Exercise Determinants

det(A · B) =?

det

_

A

−1

_

=?

det

_

A

T

_

=?

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 28

TU M¨ unchen

Exercise Determinants – Solution

det(A · B) = det(A) · det(B).

det

_

A

−1

_

= det(A)

−1

.

det

_

A

T

_

= det(A).

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 29

TU M¨ unchen

Exercise Determinants

Determine the solution of the linear system

2x

1

+ x

2

= 4

2x

2

+ x

3

= 0

x

1

+ x

2

+ x

3

= 3

with the help of determinants.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 30

TU M¨ unchen

Exercise Determinants – Solution

Determine the solution of the linear system

2x

1

+ x

2

= 4

2x

2

+ x

3

= 0

x

1

+ x

2

+ x

3

= 3

with the help of determinants.

x

1

=

4 1 0

0 2 1

3 1 1

2 1 0

0 2 1

1 1 1

=

7

3

; x

2

=

2 4 0

0 0 1

1 3 1

2 1 0

0 2 1

1 1 1

=

−7

3

; x

3

=

2 1 4

0 2 0

1 1 3

2 1 0

0 2 1

1 1 1

=

4

3

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 31

TU M¨ unchen

Eigenvalues

• notions of eigenvalue, eigenvector, and spectrum

• similar matrices A, B:

∃S : B = SAS

−1

(i.e.: A and B as two basis representations of the same endomorphism)

• resulting objective: look for the best / cheapest representation (diagonal form)

• important: matrix A is diagonalizable iff there is a basis consisting of

eigenvectors only

• characteristic polynomial, its roots are the eigenvalues

• Jordan normal form

• important:

– spectrum characterizes a matrix

– many situations / applications where eigenvalues are crucial

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 32

TU M¨ unchen

Exercise Eigenvalues

Diagonalize the matrix

_

3 2

2 3

_

. Give both eigenvalues and

eigenvectors and the basis transformation matrix transforming

the given matrix in diagonal form.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 33

TU M¨ unchen

Exercise Eigenvalues – Solution

Diagonalize the matrix

_

3 2

2 3

_

. Give both eigenvalues and

eigenvectors and the basis transformation matrix transforming

the given matrix in diagonal form.

Eigenvalues:

3 −λ 2

2 3 −λ

= 9 −6λ + λ

2

−4 = 5 −6λ + λ

2

⇒ λ

1,2

=

6±

√

36−20

2

= 3 ±2 ⇒ λ

1

= 5, λ

2

= 1.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 34

TU M¨ unchen

Exercise Eigenvalues – Solution

Diagonalize the matrix

_

3 2

2 3

_

. Give both eigenvalues and

eigenvectors and the basis transformation matrix transforming

the given matrix in diagonal form.

Eigenvector for λ

1

= 5:

−2 2

2 −2

x

y

=

0

0

⇔ x = y ⇒

x

1

=

1

1

Eigenvector for λ

2

= 1:

2 2

2 2

x

y

=

0

0

⇔ x = −y ⇒

x

2

=

1

−1

**Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics
**

Linear Algebra, October 23, 2012 35

TU M¨ unchen

Exercise Eigenvalues – Solution

Diagonalize the matrix

_

3 2

2 3

_

. Give both eigenvalues and

eigenvectors and the basis transformation matrix transforming

the given matrix in diagonal form.

The basis transformation matrix thus is

1 1

1 −1

and results in the diagonal matrix

5 0

0 1

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 36

TU M¨ unchen

Scalar Products and Vector Norms

• notions of a linear form and a bilinear form

• scalar product: a positive-deﬁnite symmetric bilinear form

• examples of vector spaces and scalar products

• vector norms:

– deﬁnition: positivity, homogeneity, triangle inequality

– meaning of triangle inequality

– examples: Euclidean, maximum, and sum norm

• normed vector spaces

• Cauchy-Schwarz inequality

• notions of orthogonality and orthonormality

• turning a basis into an orthonormal one: Gram-Schmidt orthogonalization

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 37

TU M¨ unchen

Exercise Scalar Products and Vector Norms

Are the following operators scalar products in the vector space

of continuous functions on the interval [a; b]?

f , g

1

:=

_

b

a

f (x) · g(x)dx

f , g

2

:=

_

b

a

f (x) · g(x)

2

dx

f , g

3

:=

_

b

a

f

+

(x) · g(x)dx

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 38

TU M¨ unchen

Exercise Scalar Products and Vector Norms – Solution

Are the following operators scalar products in the vector space

of continuous functions on the interval [a; b]?

f , g

1

:=

_

b

a

f (x) · g(x)dx Yes!

f , g

2

:=

_

b

a

f (x) · g(x)

2

dx No! (not linear in g)

f , g

3

:=

_

b

a

f

+

(x) · g(x)dx No! (not positive deﬁnite)

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 39

TU M¨ unchen

Exercise Scalar Products and Vector Norms

Proof that a set {

x

1

,

x

2

, . . . ,

x

N

} of non-zero orthogonal vectors

in a vector space with scalar product (·, ·) always is a basis of

its span.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 40

TU M¨ unchen

Exercise Scalar Products and Vector Norms – Solution

Proof that a set {

x

1

,

x

2

, . . . ,

x

N

} of non-zero orthogonal vectors

in a vector space with scalar product (·, ·) always is a basis of

its span.

Proof by contradiction:

Assume that the set is not linearly independent. Then, there is a element

x

i

taht can be

written as a linear combination

x

i

=

k∈I

α

k

x

k

of other elements, where the index set

I ⊂ {1, 2, . . . , N} does not contain i . With this, we get

0 = (

x

i

,

x

i

) =

x

i

,

k∈I

α

k

x

k

=

k∈I

α

k

(

x

i

,

x

k

) = 0.

Contradiction. Thus, the vector set is linearly independent and, thus, is a basis of its

span.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 41

TU M¨ unchen

Exercise Scalar Products and Vector Norms

Transform

__

1

1

1

_

,

_

1

1

0

_

,

_

1

0

0

__

into an orthogonal basis

of R

3

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 42

TU M¨ unchen

Exercise Scalar Products and Vector Norms – Solution

Transform

__

1

1

1

_

,

_

1

1

0

_

,

_

1

0

0

__

into an orthogonal basis

of R

3

.

Gram-Schmidt orthogonalization:

x

1

=

1

1

1

,

x

2

=

1

1

0

−

x

1

,

1

1

0

(

x

1

,x

1

)

x

1

=

1

1

0

−

2

3

x

1

=

1

3

1

3

−

2

3

,

x

3

=

1

0

0

−

x

1

,

1

0

0

(

x

1

,x

1

)

x

1

−

x

2

,

1

0

0

(

x

2

,x

2

)

x

2

=

7

15

−

8

15

1

15

.

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 43

TU M¨ unchen

Matrix Norms

• deﬁnition:

– properties corresponding to those of vector norms

– plus sub-multiplicativity:

AB ≤ A · B

– plus consistency

Ax ≤ A · x

• matrix norms can be induced from corresponding vector norms: Euclidean,

maximum, sum

A := max

x=1

Ax

• alternative: completely new deﬁnition, for example Frobenius norm (consider

matrix as a vector, then take Euclidean norm)

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 44

TU M¨ unchen

Classes of Matrices

• symmetric: A = A

T

• skew-symmetric: A = −A

T

• Hermitian: A = A

H

=

¯

A

T

• s.p.d. (symmetric positive deﬁnite): x

T

Ax > 0 ∀x = 0

• orthogonal: A

−1

= A

T

(the whole spectrum has modulus 1)

• unitary: A

−1

= A

H

(the whole spectrum has modulus 1)

• normal: AA

T

= A

T

A or AA

H

= A

H

A, resp. (for those and only those matrices

there exists an orthonormal basis of eigenvectors)

Miriam Mehl: 1. Foundations of Numerics from Advanced Mathematics

Linear Algebra, October 23, 2012 45

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