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AM
spaces, Eigenvalues and eigenvectors
PH
Duong T. PHAM
T.
g.
on
APPLIED LINEAR ALGEBRA
Du
1 Linear transformation
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2 Transformation Matrix
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3 Kernel and image of Linear transformations
T.
4 Eigenvalues & Eigenvectorsg.
on
5 Diagonalization of a matrix
Du
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1 f (u + v ) = f (u) + f (v ) ∀u, v ∈ V ;
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2 f (αu) = αf (u) ∀u ∈ V and ∀α ∈ R.
T.
For any (x1 , x2 , x3 , x4 ), (y1 , y2 , y3 , y4 ) ∈ R4 and for any α ∈ R, we have
g.
f ((x1 , x2 , x3 , x4 )+(y1 , y2 , y3 , y4 )) = f (x1 + y1 , x2 + y2 , x3 + y3 , x4 + y4 )
on
= x1 + y1 − (x2 + y2 ), 2(x1 + y1 ) − (x3 + y3 ), (x4 + y4 ) + (x2 + y2 )
Du
Proposition.
Let f : V → W be a linear transformation. Then
f (0V ) = 0W ;
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1
PH
Xn n
X
3 f( αi v i ) = αi f (v i ) for all v 1 , ..., v n ∈ V and α1 , ..., αn ∈ R;
T.
i=1 i=1
Proof. g.
on
1 f (0 ) = f (0 · 0 ) = 0 · f (0 ) = 0
v V V W.
Du
2 f (−v ) = f (−1 · v ) = −1 · f (v ) = −f (v )
Proposition.
Let f : V → W be a linear transformation. If {v 1 , v 2 , ..., v n } is a linearly
AM
dependent set in V , then {f (v 1 ), f (v 2 ), ..., f (v n )} is a linearly dependent
set in W .
PH
Proof. Since {v 1 , v 2 , ..., v n } is a linearly dependent, there exist
T.
α1 , α2 , ..., αn ∈ R in which at least one of them does not equal 0 such
that
g.
α1 v 1 + α2 v 2 + ... + αn v n = 0V
on
Thus
Du
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Proof. Existence: For any v ∈ V , since {v 1 , .., v n } is a basis for V ,
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v = α1 v 1 + ... + αn v n . We define f : V → W by
T.
f (v ) = α1 w 1 +...+αn w n .
g.
let u ∈ V and u = β1 v 1 + ... + βn v n .
on
n n
!
Du
X X
f (v + u) = f (αi + βi )v i = (αi + βi )w i
i=1 i=1
n
X n
X
= αi w i + βi w i = f (v ) + f (w ).
i=1 i=1
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X X
=a αi f (v i ) = a αi w i = af (v ).
i=1 i=1
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Hence, f is a linear transformation. Furthermore, since
T.
v i = 0v 1 + ... + 1 · v i + ... + 0v n ,
g.
on
we have
Du
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For any v ∈ V , we have v = α1 v 1 + ... + αn v n for some α1 , ..., αn ∈ R.
Since g is linear,
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g (v ) = g (α1 v 1 + ... + αn v n )
T.
= α1 g (v 1 ) + ... + αn g (v n )
g.
= α1 w 1 + ... + αn w n .
on
Noting f (v i ) = w i and f is linear,
Du
g (v ) = α1 f (v 1 ) + ... + αn f (v n )
= f (α1 v 1 + ... + αn v n )
= f (v ).
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f (v 1 ) = (1, 0, 1), f (v 2 ) = (−1, 0, 0), f (v 3 ) = (0, 1, 1).
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Find f (x1 , x2 , x3 )
T.
Sol.Assume that (x1 , x2 , x3 ) = α1 v 1 + α2 v 2 + α3 v 3 .
1−1 1 x1 1 −1 1g. x1
on
1 1 2 x2 → 0 2 1 −x1 + x2
1 2 3 x3 0 3 2 −x1 + x3
Du
α1 = −x1 + 5x2 − 3x3
1 −1 1 x1
→ 0 2 1 −x1 +x2 → α2 = −x1 + 2x2 − x3
0 0 1/2 −1/2x1 −3/2x2 +x3
α3 = x1 − 3x2 + 2x3
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f (x1 , x2 , x3 ) = f (α1 v 1 + α2 v 2 + α3 v 3 ) = α1 f (v 1 ) + α2 f (v 2 ) + α3 f (v 3 )
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1 −1
= (−x1 +5x2 −3x3 ) 0 + (−x1 +2x2 −x3 ) 0
T.
1 0
g.
0
on
+ (x1 −3x2 +2x3 ) 1
Du
1
= (3x2 − 2x3 , x1 − 3x2 + 2x3 , 2x2 − x3 ).
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Let f : V → W be a linear transformation;
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Assume that
f (α1 ) = a11 β1 + a12 β2 + ... + a1n βn
T.
f (α2 ) = a21 β1 + a22 β2 + ... + a2n βn
..................................
g.
f (αm ) = am1 β1 + am2 β2 + ... + amn βn
on
Du
Then matrix
a11 a21 ... am1 transformation matrix
a12 a22 ... am2 of f w.r.t. (α) and
Af /(α),(β) =
... ...
:
... ... (β)
a1n a2n ... amn
Duong T. PHAM December 2, 2020 11 / 38
Transformation Matrix
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Remark:
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f (α1 ) f (α2 ) ... f (αm ) 1×m = β1 β2 ... βn 1×n Af /(α),(β) n×m
T.
Notation: If V ≡ W and (α) = (β), then we denote
g.
on
Af /(α) = Af /(α),(β)
Du
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Let x ∈ V . Suppose x/(α) = (x1 , x2 , ..., xm );
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f (x)/(β) = (y1 , y2 , ..., yn )
Then
y1 x1
T.
y2 x2
= Af /(α),(β)
...
g. ...
yn xm
on
Du
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f (x) = y1 β1 + . . . + yn βn = [β1 ... βn ][y1 ... yn ]t
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Comparing the two above equalities yields
[β1 ... βn ]Af /(α),(β) [x1 ... xm ]t = [β1 ... βn ][y1 ... yn ]t
T.
[β1 ... βn ] Af /(α),(β) [x1 ... xm ]t − [y1 ... yn ]t = 0.
=⇒ g.
on
Since (β) = {β1 , . . . , βn } is a basis for W , there holds
Du
Proposition.
1 Let f , g : V → W be linear transformations. Then
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f ± g : V → W defined by (f ± g )(x) = f (x) ± g (x)
af : V → W defined by (af )(x) = af (x) are linear transformations.
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2 Let f : V → W and g : W → U be linear transformations. Then the
T.
composition gf : V → U is a linear transformation.
g.
on
Theorem.
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Theorem.
Let f : V → W and g : W → U be linear transformations. Let (α), (β) and (γ)
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be bases of V , W and U, resp. Then
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A(g ◦ f )/(α),(γ) = Ag /(β),(γ) · Af /(α),(β)
Proof. We have
T.
[f (α1 ) f (α2 ... f (αm )] = [β1 β2 ... βn ] Af /(α),(β)
g.
=⇒[gf (α1 ) gf (α2 ... gf (αm )] = [g (β1 ) g (β2 ) ... g (βn )] Af /(α),(β)
on
Du
Furthermore, [gf (α1 ) gf (α2 ... gf (αm )] = [γ1 γ2 ... γk ] A(gf )/(α),(γ)
Theorem.
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Let f : V → W be a linear transformation. Assume that (α), (α0 ) are bases of V ,
and (β), (β 0 ) are bases of W . Then
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Af /(α0 ),(β 0 ) = T(β 0 ),(β) Af /(α),(β) T(α),(α0 )
T.
Corollary. g.
Let f : V → V be a linear transformation. Assume that (α), (α0 ) are bases of V .
on
Then
Du
Af /(α0 ) = T −1 Af /(α) T
where T = T(α),(α0 ) .
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Definition.
Let f : V → W be a linear transformation.
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1 The kernel of f is defined by
T.
Kerf = {v ∈ V | f(v ) = 0W } ⊂ V
2
g.
The image (or range) of f is defined by
on
Imf = {f(v ) | v ∈ V} ⊂ W.
Du
Proposition.
The kernel and image of a linear transformation f : V → W are subspaces of V
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and W , resp.
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Proof.
Kerf is a subspace of V ? Assume that v 1 , v 2 ∈ Kerf. Then
T.
f (v 1 ) = f (v 2 ) = 0W and f (v 1 + v 2 ) = f (v 1 ) + f (v 2 ) = 0W + 0W = 0W ,
and f (αv 1 ) = αf (v 1 ) = α · 0W = 0W ∀α ∈ R. Hence, Kerf is a subspace
of V . g.
on
Imf is a subspace of W ? Assume that w 1 , w 2 ∈ Imf. There exist
Du
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Theorem.
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Let V and W be vector spaces and dimV = n. For any linear
transformation f : V → W , there holds
T.
g.
dimImf + dimKerf = dimV.
on
Du
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f is injective if
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f (v 1 ) = f (v 2 ) =⇒ v 1 = v 2 ,
T.
f is surjective if
g.
∀w ∈ W , ∃v ∈ V s.t. f (v ) = w ,
on
Du
Theorem.
Let f : V → W be a linear transformation. Assume that dimV = n and
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dimW = m. Then the following statements are equivalent:
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1 f is injective,
2 Kerf = {0V },
T.
3 ∀S ⊂ V and S is linearly independent =⇒ f (S) is linearly
independent in W ,
g.
on
4 If S is a basis of V , then f (S) is a linearly independent set in W ,
Du
5 dimImf = n,
6 rank Af /(α),(β) = n, for any bases (α) of V and (β) of W .
Theorem.
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Let f : V → W be a linear transformation. Assume that dimV = n and
dimW = m. Then the following statements are equivalent:
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1 f is surjective,
T.
2 Imf = W,
3 If spanS = V , then spanf (S) = W ,
g.
If S is a basis of V , then f (S) is a spanning set of W ,
on
4
5 dimImf = m,
Du
6 rank Af /(α),(β) = m, for any bases (α) of V and (β) of W .
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1 f is bijective,
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2 f is injective
3 f is surjective,
T.
4 Kerf = {0V },
5
g.
For any linearly independent set S in V , the image f (S) is a linearly
on
independent set in W ,
Du
Let A ∈ Mn (R)
a11 a12 ... a1n
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a21 a22 ... a2n
A=
... ...
... ...
PH
an1 an2 ... ann
T.
The characteristic polynomial of A is
g. a11 − λ
a12 ... a1n
on
22 − λ
a21 a ... a2n
PA (λ) = det(A − λI ) =
... ... ... ...
Du
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All real solutions λ of the equation PA (λ) = 0 are called
eigenvalues of A.
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Assume that λ is an eigenvalue of A. The non-zero solution of
a11 − λ
T.
a12 ... a1n x1 0
a21 a 22 − λ ... a x
2n 2
0
... g. =
... ... ... ... ...
on
an1 an2 ... ann − λ xn 0
Du
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Sol.
0 − λ 1 1
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PA (λ) = 1 0−λ 1 = −λ3 + 3λ + 2
1 1 0 − λ
T.
3 2 λ = −1
−λ + 3λ + 2 = 0 ⇐⇒ (λ + 1) (2 − λ) = 0 ⇐⇒
g. λ=2
Thus, A has 2 eigenvalues λ = −1 and λ = 2 .
on
Du
{(−a − b, a, b) : a2 + b 2 6= 0}.
AM
Two independent eigenvectors are α1 = (−1, 1, 0) and α2 = (−1, 0, 1).
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λ = 2 . Consider PA (2)x = 0. We have
T.
−2 1 1 0 1 −2 1 0
1 −2 1 0 → −2 1 1 0
1 1 −2 0
g.
1 1 −2 0
on
x1 = a
1 −2 1 0 1 −2 1 0
Du
→ 0 −3 3 0 → 0 −1 1 0 ⇒ x2 = a
0 3 −3 0 0 0 0 0
x3 = a
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Definition.
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Let f : V → V be a linear transformation. If there exists a λ ∈ R such
that f (x) = λx for some nonzero vector x, then
T.
λ is called an eigenvalue of f
g.
and x is called an eigenvector of f with respect to the eigenvalue λ.
on
Du
Ans. Assume that (α) = {α1 , α2 , ..., αn } is a basis for V and denote
A = Af /(α) . Assume that x is an eigenvector of f w.r.t. eigenvalue λ.
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Suppose further that x/(α) = (x1 , x2 , ..., xn ). Then
PH
[f (x)]t /(α) = Af /(α) [x]t /(α) = A[x]t /(α) .
On the other hand, [f (x)]t /(α) = [λx]t /(α) , thus A[x]t /(α) = [λx]t /(α) .
T.
Therefore,
g.
x1 x1 x1 0
on
A ... = λ ... ⇐⇒ [A − λI ] ... = ...
Du
xn xn xn 0
Definition.
AM
A square matrix A is said to be diagonalizable if there exists an
invertible matrix T such that T −1 AT is a diagonal matrix
PH
Diagonalization of a matrix A is to find an invertible matrix T such
that T −1 AT is a diagonal matrix.
T.
A linear transformation f : V → V is said to be diagonalizable if
g.
there exists a basis (α) = {α1 , . . . , αn } such that Af /(α) is a diagonal
on
matrix.
Du
AM
these n independent eigenvectors.
PH
Proof. (=⇒) f is diagonalizable, then ∃ a basis (α) = {α1 , ..., αn } s.t.
Af /(α) is diagonal, i.e.,
T.
f (α1 ) = λ1 α1
λ1 ... 0 α1 , ..., αn
g.
Af /(α) = ... ... ... =⇒ .................. =⇒ are eigenvectors
on
0 ... λn of f
f (αn ) = λn αn
Du
Theorem.
A square matrix A of order n is diagonalizable IFF A has n independent
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eigenvectors. Matrix T is formed by these eigenvectors written in columns.
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Proof. A is a square matrix ⇐⇒ ∃ a linear transformation f : Rn → Rn
T.
s.t. Af /(e) = A.
g.
A has n independent eigenvectors ⇐⇒ f has n independent eigenvectors
on
⇐⇒ f is diagonalizable
Du
⇐⇒ Af /(e) is diagonalizable
⇐⇒ A is diagonalizable.
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Ans. In previous example, we have found that A has 2 eigenvalues λ = −1
and λ = 2.
PH
With λ = −1, we can choose two independent eigenvectors
α1 = (−1, 1, 0) and α2 = (−1, 0, 1).
T.
With λ = 2, we can choose one independent eigenvector α3 = (1, 1, 1).
Denote g.
−1 −1 1
on
T = [α1 α2 α3 ] = 1 0 1 .
Du
0 1 1
We can check that
−1 0 0
T −1 AT = 0 −1 0 .
0 0 2
Duong T. PHAM December 2, 2020 34 / 38
Inner product spaces
Definition.
Let V be a vector space. The inner product h·, ·i : V × V → R satisfies:
(i) Symmetry: For all a, b ∈ V , there holds
AM
ha, bi = hb, ai
PH
(ii) Linearity: For all a, b, c ∈ V and for all α, β ∈ R, there holds
T.
hαa + βb, ci = α ha, ci + β hb, ci
g.
on
(iii) Positive-definiteness: For all a ∈ V , there holds
Du
(
ha, ai ≥ 0
ha, ai = 0 ⇐⇒ a = 0.
The vector space V equipped with the inner product h·, ·i is called an
inner product space .
Duong T. PHAM December 2, 2020 35 / 38
Inner product spaces
AM
p
kak = ha, ai.
PH
A vector of norm 1 is called a unit vector.
T.
Proposition.
g.
For all a and b in an inner product space V , the following hold:
on
Du
AM
n
X
ha, bi = a T b = ai bi
PH
i=1
T.
is an inner product space. The norm corresponding to the above inner
product is called Euclidean norm
g.
on
n
!1/2
p X
kak = ha, ai = ai2 .
Du
i=1
Ex. The space C ([a, b]) of continuous functions on [a, b] is a vector space.
AM
We equipp this space with the following inner product
PH
Z b
hf , g i = f (x)g (x) dx.
a
T.
In this inner product space, the norm of a vector f is given by
g.
on
p Z b
kf k = hf , f i = [f (x)]2 dx
Du