%% Linear Algebra: G.Strang, ” Differential Equations and Linear Algebra”, Wellesley- Cambridge Press,2014.

Chapter 4 to Chapter 8

4. Linear Equations and Inverse matrices

4.1 Two Pictures of linear Equations
4.2 Solving linear Equations by Elimination
4.3 Matrix Multiplication
4.4 Inverse Matrices
4.5 Symmetric Matrices and Orthogonal matrices
5. Vector Spaces and Sub Spaces
6. Eigenvalues and Eigenvectors
7. Applied mathematics and ATA
8. Fourier and Laplace Transforms

%% 2 Semester

4. Linear Equation and Inverse matrices

4.1 Two Pictures of linear equations
◼ Linear Equations (1)
𝑥 − 2𝑦 = 1
2𝑥 + 𝑦 = 7
1) Rows calculations
2) Columns calculations
1 −2 1
𝑥[ ]+𝑦[ ] = [ ]
2 1 7
To find the combination of those vectors that equals the vector on the right

◼ Scalar multiplications
1 3
3[ ] = [ ]
2 6
◼ Vector additions
3 −2 1
[ ]+[ ]= [ ]
6 1 7
◼ Linear Combination of the 2 columns
 1 −2 1
(3) [ ] + (1) [ ] = [ ]
2 1 7
◼ The coefficient of (1)
1 −2 1 1
[ ] [ ] = [ ] −→ 𝐴𝑥 = 𝑏
2 1 7 7
◼ Dot products
1 −2 3 < (1, −2), (3, 1) > 3−2 1
[ ][ ] = [ ]=[ ]=[ ]
2 1 1 < (2,1), (3,1) > 6+1 7
◼ Linear combination
3 −1 3
2[ ] + 3[ ] = [ ]
1 1 5
◼ Def: The dot product of 𝑣 = (𝑣1 , 𝑣2 ) 𝑎𝑛𝑑 𝑤 = (𝑤1 , 𝑤2 ) is the number 𝑣 ∙ 𝑤:

𝑣 ∙ 𝑤 = 𝑣1 𝑤1 + 𝑣2 𝑤2

◼ Number of Solutions of a linear equations: 𝐴𝑥 = 𝑏

- Unique solution

- No solution, infinite many solution

➢ 3𝑥 + 𝑦 = 1 → how many solutions?

➢ 2
𝑥 −𝑦 =1 → how many solutions?
◼ Independence → later
4.2 Solving linear equations by elimination
4.3 Matrix Multiplication
◼ Multiply A times each column of B to get a column of AB
 𝐴𝐵 ≠ 𝐵𝐴
◼ Identity matrix I
𝐴𝐼 = 𝐼𝐴 = 𝐴
◼ Inverse matrix : A −1

𝐴𝐵 = 𝐵𝐴 = 𝐼, 𝐵 = 𝐴−1
◼ Multiple of multiplications of Matrices
𝐴(𝐵𝐶) = (𝐴𝐵)𝐶
◼ Matrix formula
A+B= B+A
c(A + B) = cA + cB
A + (B + C) = (𝐴 + 𝐵) + 𝐶
AB ≠ BA
A(B + C) = 𝐴𝐵 + 𝐴𝐶
(A + B)C = AC + BC
A(BC) = (𝐴𝐵)𝐶
◼ Power of matrix
If p, q are integers
Ap = AA, … , A(p factors)
Ap 𝐴𝑞 = 𝐴𝑝+𝑞
4.4 Inverse matrix
◼ Def. The matrix A is invertible if ∃ a A−1 𝑠. 𝑡.
A−1 𝐴 = 𝐼 𝑎𝑛𝑑 𝐴𝐴−1 = 𝐼
1) The inverse matrix is unique
2) If A is invertible,, the one and only solution to Av = b is v = A−1 𝑏
3) Suppose there is a nonzero vector v such that Av = 0.Then A cannot have an inverse.
4) A is invertible if and only if the determinant is not zero
◼ The inverse of a product AB
(AB)−1 = 𝐵 −1 𝐴−1
(ABC)−1 = 𝐶 −1 𝐵 −1 𝐴−1
4.5 Symmetric matrices and orthogonal matrices
◼ Def. Transpose of A
A = (𝑎𝑖𝑗 )−→ 𝐴𝑇 = (𝑎𝑗𝑖 )
1) Properties
(AB)T = 𝐵𝑇 𝐴𝑇
(A−1 )𝑇 = (𝐴𝑇 )−1
◼ Def: Symmetric matrix
AT = 𝐴
1) S = AT 𝐴 is always an symmetric matrix for any matrix Amxn
2) Every symmetric matrix have real eigenvalues and orthogonal eigenvectors.
◼ Orthogonal matrix
AT = 𝐴−1
1) Example
 cos 𝜃 sin 𝜃 cos 𝜃 sin 𝜃 𝑇 1 0
[ ][ ] =[ ] ∀𝜃
− sin 𝜃 cos 𝜃 − sin 𝜃 cos 𝜃 0 1
pi
➔ Check ,,θ =
4

1) The columns of an orthogonal matrix are orthogonal vectors.

2) If Q1 , 𝑄2 are orthogonal, so is their product Q = Q1 𝑄2

❖ Problems due next Tuesday(02/18)

P.1 Find an example

AB = I , but BA ≠ I

P.2 Today’s matlab example

1) Write a program to calculate A ∗ B

2 3 4 3 4 5
2) Run the program to get AB, and
A = [5 6 7] , 𝐵 = [ 6 7 8]
8 9 1 9 1 2
3) Calculate the determinant of AB,A, and B(hint: det(A))

In Gilbert,

Chapter : 4.1 problem 9 , 28,

Chapter: 4.2 problem 5

Chapter: 4.3 problem 6, 14 (if false, please show the examples), 17,32,33

Chapter: 4.5 problem 1, 19

5. Vector Spaces and Sub-Spaces

5.1 The Column space of a Matrix
◼ Def: Vector space
 ➢ Examples
M: The vector space of all real 2x2 matrices
Y: The vector space of all solutions y(t) to Ay ′′ + 𝐵𝑦 ′ + 𝐶𝑦 = 0
Z: The vector space that consists only a zero vector.
◼ Def: Subspaces
A subspace of a vector space, denoted by S , is a set of vectors(including 0) that satisfies
two requirements: If v and w are vectors in the subspace and c is any scalar, then
(i) v+w ∈ S (ii) cv ∈ S
◼ Facts:
(1) Every subspace contains the zero vector
(2) Line through the origin are also subspaces
◼ Examples
(1) A = {(x, y): y = ax ; for any a in R} −→ 𝑠𝑢𝑏𝑠𝑝𝑎𝑐𝑒
(2) A = {(x, y): x ≥ 0m, y ≥ 0 } −→ not a subspace
◼ Def: The column space, C(A), consists of all combinations of a columns,
◼ Fact: The system Av = b is solvable iff b ∈ C(A)

1 0 𝑏1
[4 3 ] 𝑥 = [ 𝑏2 ]
2 3 𝑏3

5.2 The null space of A: Solving Av = 0

◼ Def: The null space of A, denoted by N(A), consists of all solutions to Av = 0
◼ Example: page.262
x + 2y + 3z = 0
1 2 3 𝑥 0
[0 0 0] [ 𝑦 ] = [ 0]
0 0 0 𝑧 0
1 −3
𝑁(𝐴) = { (𝑥, 𝑦, 𝑧): 𝑥 + 2𝑦 + 3𝑧 = 0, ∀ 𝑥, 𝑦, 𝑧 ∈ 𝑅 } = 𝑠𝑝𝑎𝑛 {[ 1 ] , [ 0 ]}
−1 1
−2 −3
= 𝑠𝑝𝑎𝑛 {[ 1 ] , [ 0 ]}
0 1
➢ Span of vectors
1 0 1 1
R2 = 𝑠𝑝𝑎𝑛 {[ ] , [ ]} = 𝑠𝑝𝑎𝑛 {[ ] , [ ]}
0 1 1 −1
◼ Facts: The nullspace is a subspace
◼ Facts: The central Idea
(1) The dimension of C(A) = rank of matrix = The number of independent column vectors.
(2) The dimension of N(A) = max(𝑛, 𝑚) − 𝐶(𝐴), 𝑓𝑜𝑟 𝐴𝑛×𝑚