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Gilbert Strang
Matrix World 𝐴 = 𝐶𝑅
Matrices (𝑚×𝑛)
𝐴 = 𝑈Σ𝑉 2
𝑟𝑜𝑤 𝑟𝑎𝑛𝑘 = 𝑐𝑜𝑙𝑢𝑚𝑛 𝑟𝑎𝑛𝑘 𝑆𝑉𝐷: 𝑜𝑟𝑡ℎ𝑜𝑛𝑜𝑟𝑚𝑎𝑙 𝑏𝑎𝑠𝑖𝑠 𝑈, 𝑉
1 2 3
Square Matrices (𝑛×𝑛)
𝐴= Invertible Singular
4 5 6
det(𝐴) = 0 𝑎𝑡 𝑙𝑒𝑎𝑠𝑡
det(𝐴) ≠ 0 a𝑙𝑙 𝜆 ≠ 0
𝑜𝑛𝑒 𝜆 = 0
2 1 𝐴 = 𝑄𝑅 𝑇𝑟𝑖𝑎𝑛𝑔𝑢𝑙𝑎𝑟𝑖𝑧𝑒 𝑃𝐴 = 𝐿𝑈
𝐴=
0 2 Gram-Schmidt 𝑈 ℎ𝑎𝑠 𝑎 𝑧𝑒𝑟𝑜 𝑟𝑜𝑤
Diagonalizable
𝐴 = 𝑋Λ𝑋 34 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑖𝑧𝑒 𝐴 = 𝑋𝐽𝑋 34
1 1 0 1 0 2
𝐴= 𝐴= 𝐴=
0 2 Normal 0 1 0 0
𝐴#𝐴 = 𝐴𝐴# Symmetric
𝐴 = 𝑄Λ𝑄2 𝑆 = 𝑆 # a𝑙𝑙 𝜆 𝑎𝑟𝑒 𝑟𝑒𝑎𝑙
Positive 𝑆 = 𝑄Λ𝑄2
Semidefinite 1 2
# 𝑆=
Orthogonal a𝑙𝑙 𝜆 ≥ 0 𝑎𝑙𝑙 𝐴 𝐴
2 0 Jordan
𝑄 =𝑄 !" #
Projection 𝐽=
𝜆! 1
a𝑙𝑙 |𝜆| = 1 𝑃 $ = 𝑃 = 𝑃 # 𝜆 = 1 𝑜𝑟 0 0 𝜆!
0 1
𝑰 O
𝑄=
−1 0
Diagonal Λ Σ
Positive
Definite
a𝑙𝑙 𝜆 > 0
1 2 3
Square Matrices (𝑛×𝑛)
𝐴= Invertible Singular
4 5 6
det(𝐴) = 0 𝑎𝑡 𝑙𝑒𝑎𝑠𝑡
det(𝐴) ≠ 0 a𝑙𝑙 𝜆 ≠ 0
𝑜𝑛𝑒 𝜆 = 0
2 1 𝐴 = 𝑄𝑅 𝑇𝑟𝑖𝑎𝑛𝑔𝑢𝑙𝑎𝑟𝑖𝑧𝑒 𝑃𝐴 = 𝐿𝑈
𝐴=
0 2 Gram-Schmidt 𝑈 ℎ𝑎𝑠 𝑎 𝑧𝑒𝑟𝑜 𝑟𝑜𝑤
Diagonalizable
𝐴 = 𝑋Λ𝑋 34 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑖𝑧𝑒 𝐴 = 𝑋𝐽𝑋 34
1 1 0 1 0 2
𝐴= 𝐴= 𝐴=
0 2 Normal 0 1 0 0
𝐴#𝐴 = 𝐴𝐴# Symmetric
𝐴 = 𝑄Λ𝑄2 𝑆 = 𝑆 # a𝑙𝑙 𝜆 𝑎𝑟𝑒 𝑟𝑒𝑎𝑙
Positive 𝑆 = 𝑄Λ𝑄2
Semidefinite 1 2
# 𝑆=
Orthogonal a𝑙𝑙 𝜆 ≥ 0 𝑎𝑙𝑙 𝐴 𝐴
2 0 Jordan
𝑄 =𝑄 !" #
Projection 𝐽=
𝜆! 1
a𝑙𝑙 |𝜆| = 1 𝑃 $ = 𝑃 = 𝑃 # 𝜆 = 1 𝑜𝑟 0 0 𝜆!
0 1
𝑰 O
𝑄=
−1 0
Diagonal Λ Σ
Positive
Definite
a𝑙𝑙 𝜆 > 0
1 2 3
Square Matrices (𝑛×𝑛)
𝐴= Invertible Singular
4 5 6
det(𝐴) = 0 𝑎𝑡 𝑙𝑒𝑎𝑠𝑡
det(𝐴) ≠ 0 a𝑙𝑙 𝜆 ≠ 0
𝑜𝑛𝑒 𝜆 = 0
2 1 𝐴 = 𝑄𝑅 𝑇𝑟𝑖𝑎𝑛𝑔𝑢𝑙𝑎𝑟𝑖𝑧𝑒 𝑃𝐴 = 𝐿𝑈
𝐴=
0 2 Gram-Schmidt 𝑈 ℎ𝑎𝑠 𝑎 𝑧𝑒𝑟𝑜 𝑟𝑜𝑤
Diagonalizable
𝐴 = 𝑋Λ𝑋 34 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑖𝑧𝑒 𝐴 = 𝑋𝐽𝑋 34
1 1 0 1 0 2
𝐴= 𝐴= 𝐴=
0 2 Normal 0 1 0 0
𝐴#𝐴 = 𝐴𝐴# Symmetric
𝐴 = 𝑄Λ𝑄2 𝑆 = 𝑆 # a𝑙𝑙 𝜆 𝑎𝑟𝑒 𝑟𝑒𝑎𝑙
Positive 𝑆 = 𝑄Λ𝑄2
Semidefinite 1 2
# 𝑆=
Orthogonal a𝑙𝑙 𝜆 ≥ 0 𝑎𝑙𝑙 𝐴 𝐴
2 0 Jordan
𝑄 =𝑄 !" #
Projection 𝐽=
𝜆! 1
a𝑙𝑙 |𝜆| = 1 𝑃 $ = 𝑃 = 𝑃 # 𝜆 = 1 𝑜𝑟 0 0 𝜆!
0 1
𝑰 O
𝑄=
−1 0
Diagonal Λ Σ
Positive
Definite
a𝑙𝑙 𝜆 > 0
1 2 3
Square Matrices (𝑛×𝑛)
𝐴= Invertible Singular
4 5 6
det(𝐴) = 0 𝑎𝑡 𝑙𝑒𝑎𝑠𝑡
det(𝐴) ≠ 0 a𝑙𝑙 𝜆 ≠ 0
𝑜𝑛𝑒 𝜆 = 0
2 1 𝐴 = 𝑄𝑅 𝑇𝑟𝑖𝑎𝑛𝑔𝑢𝑙𝑎𝑟𝑖𝑧𝑒 𝑃𝐴 = 𝐿𝑈
𝐴=
0 2 Gram-Schmidt 𝑈 ℎ𝑎𝑠 𝑎 𝑧𝑒𝑟𝑜 𝑟𝑜𝑤
Diagonalizable
𝐴 = 𝑋Λ𝑋 34 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑖𝑧𝑒 𝐴 = 𝑋𝐽𝑋 34
1 1 0 1 0 2
𝐴= 𝐴= 𝐴=
0 2 Normal 0 1 0 0
𝐴#𝐴 = 𝐴𝐴# Symmetric
𝐴 = 𝑄Λ𝑄2 𝑆 = 𝑆 # a𝑙𝑙 𝜆 𝑎𝑟𝑒 𝑟𝑒𝑎𝑙
Positive 𝑆 = 𝑄Λ𝑄2
Semidefinite 1 2
# 𝑆=
Orthogonal a𝑙𝑙 𝜆 ≥ 0 𝑎𝑙𝑙 𝐴 𝐴
2 0 Jordan
𝑄 =𝑄 !" #
Projection 𝐽=
𝜆! 1
a𝑙𝑙 |𝜆| = 1 𝑃 $ = 𝑃 = 𝑃 # 𝜆 = 1 𝑜𝑟 0 0 𝜆!
0 1
𝑰 O
𝑄=
−1 0
Diagonal Λ Σ
Positive
Definite
a𝑙𝑙 𝜆 > 0