S. Venkataraman
Associate Professor in Mathematics
School of Sciences
IGNOU, Maidangarhi
New Delhi
svenkat@ignou.ac.in
February 17, 2012
Systems of Dierential Equations
dy
1
(t)
dt
= a
11
y
1
(t) + a
12
y
2
(t) + + a
1n
y
n
(t)
dy
2
(t)
dt
= a
21
y
1
(t) + a
22
y
2
(t) + + a
2n
y
n
(t)
.
.
.
.
.
.
dy
n
(t)
dt
= a
n1
y
1
(t) + a
n2
y
2
(t) + + a
nn
y
n
(t)
_
_
(1)
y
i
(t): (a, b) F
where F is R or C and y
i
(t) are dierentiable
functions on (a, b).
S. Venkataraman, IGNOU Linear Algebra 2/24
F = {y(t): (a, b) F y(t) dierentiable }
Denition
The functions y
1
(t), y
2
(t), . . ., y
n
(t) F are
called solutions to eqn. 1 if they satisfy the
equations in eqn. 1.
S. Venkataraman, IGNOU Linear Algebra 3/24
V = {(y
1
, y
2
, . . . , y
n
) y
1
, y
2
, . . . , y
n
satisfy eqn. 1}
Y
1
=
_
y
1
1
, y
1
2
, . . . , y
1
n
_
, Y
2
=
_
y
2
1
, y
2
2
, . . . , y
2
n
_
V
Y
1
+ Y
2
=
_
y
1
1
+ y
2
1
, y
1
2
+ y
2
1
, . . . , y
1
n
+ y
2
n
_
(2)
Y
1
+ Y
2
V
Y = (y
1
, y
2
, . . . , y
n
) V (3)
for Y V.
V is a Vector Space respect to + and .
S. Venkataraman, IGNOU Linear Algebra 4/24
Vector Space
Denition
(V, +, ) is a vector space over F if v = {} and
1
The operation + is a binary operation which
is commutative and associative.
2
Identity element for + exists, usually denoted
0.
3
Every element in v V has an inverse v
such that v + (v) = 0.
4
The scalar multiplication satises
(
1
+
2
) v =
1
v +
2
v,
(v
1
+ v
2
) = v
1
= v
2
.
S. Venkataraman, IGNOU Linear Algebra 5/24
Examples
F is any eld.
F
n
=
_
_
_
_
x
1
x
2
.
.
.
x
n
_
x
i
F
_
_
Componentwise addition and scalar multiplication
are the operations.
Common choices of F are R and C.
S. Venkataraman, IGNOU Linear Algebra 6/24
Example: Function Spaces
S is any nonempty set.
F(S, F), the set of all functions from S to F.
Addition: (f + g)(x) = f (x) + g(x)
Multiplication (cf )(x) = cf (x), c F.
Again, common choices for F are R and C.
S. Venkataraman, IGNOU Linear Algebra 7/24
Linear Independence
Denition
If V is a vector space, v
1
, v
2
, . . ., v
k
are linearly
independent if a
1
v
1
+ a
2
v
2
+ + a
k
v
k
= 0 for
a
i
F, then a
i
= 0 for i = 1, 2, . . . , k
Example:
_
1
0
_
R
2
and
_
0
1
_
R
2
are linearly
independent. If a
_
1
0
_
+ b
_
0
1
_
=
_
a
b
_
=
_
0
0
_
Then,
a = 0, b = 0.
S. Venkataraman, IGNOU Linear Algebra 8/24
Basis
Denition
A set S V is a basis for V if we can uniquely
write every v V as a linear combination on
elements of S, i.e we can write
v = a
1
v
1
+ a
2
v
2
+ + a
k
v
k
, a
i
F being unique.
Example:
_
1
0
_
R
2
and
_
0
1
_
R
2
form a basis for
R
2
over R. If
_
a
b
_
R
2
, then we can write
_
a
b
_
= a
_
1
0
_
+ b
_
0
1
_
S. Venkataraman, IGNOU Linear Algebra 9/24
Dimension of a Vector Space
Denition
A vector space V is nite dimensional if it has a
nite basis.
Theorem
Any two bases of a nite dimensional vector space
have the same number of elements.
Denition
The number of elements in any basis of a nite
dimensional vector space is called the dimension
of the vector space.
S. Venkataraman, IGNOU Linear Algebra 10/24
Example of basis
For any eld F, consider the vector space F
n
.
Then,
_
_
_
_
1
0
.
.
.
0
_
_
,
_
_
0
1
.
.
.
0
_
_
, . . .
_
_
0
0
.
.
.
1
_
_
_
_
is a basis of F
n
over F. So, F
n
is an
ndimensional space over F.
S. Venkataraman, IGNOU Linear Algebra 11/24
Subspace
Denition
A set W V is called a subspace if it forms a
vector space under the operations + and dened
on V.
Proposition
A nonempty set W V is a subspace of V if
a
1
w
1
+ a
2
w
2
W for all w
1
, w
2
W and a
1
and
a
2
in F.
S. Venkataraman, IGNOU Linear Algebra 12/24
Examples
1
Let W
1
= {(0, w
2
, . . . , w
n
) w
i
F} is a
subspace of F
n
2
Fix a
1
, a
2
, . . ., a
n
F. Then,
W =
_
(w
1
, w
2
, . . . , w
n
) F
n

n
i =1
a
i
w
i
= 0
_
is a subspace of F
n
. This is called a
hyperplane of F
n
. The dimension of W is
one less than F
n
.
S. Venkataraman, IGNOU Linear Algebra 13/24
Linear Operator
Denition
Let V and W be vector spaces over a eld F. A
map T : V W is called a linear operator if
1
T(v + w) = T(v) + T(w).
2
T(aw) = aT(w)
S. Venkataraman, IGNOU Linear Algebra 14/24
Examples
1
Let V be a vector space over F and F.
Then, T(v) = v denes linear operator on
V.
2
Let A be an n n matrix.
A
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
= A
_
_
x
1
x
2
.
.
.
x
n
_
_
where on the RHS is the matrix
multiplication of n n matrix by an n 1
matrix(Column vector of length n)
S. Venkataraman, IGNOU Linear Algebra 15/24
Rank and Nullity
Va nite dimensional vector space. T : V V
is a linear operator.
Im(T) = {T(v) v V} and
Ker (T) = {v V T(v) = 0} are subspace of V
called the range and the kernel of T.
Im(T) and Ker (T) are nite dimensional
subspaces of V.
The dimension of Im(T) is called the rank of T
and the dimension of Ker (T) is called the nullity
of T.
S. Venkataraman, IGNOU Linear Algebra 16/24
RankNullity Theorem
Theorem
Let V be a nite dimensional vector space and
T : V V be a linear operator. Then
dim(V) = rank(T) + nullity(T).
Denition
A linear operator T on a nite dimensional vector
space V is nonsingular if Ker (T) = {0}, in other
words its nullity is zero.
S. Venkataraman, IGNOU Linear Algebra 17/24
Va nite dimensional vector space, T a linear
operator on V, B = {v
1
, v
2
, . . . , v
n
} a basis for V
over F. We can write
T(v
i
) =
n
j =1
a
ij
v
j
S. Venkataraman, IGNOU Linear Algebra 18/24
Matrix of a Linear Transformation
Denition
The matrix
(a
ij
)
nn
=
_
_
a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
n1
a
n2
. . . a
nn
_
_
is called the matrix of T w.r.t the basis B. We
write [T]
B
= (a
ij
)
nn
.
If B
1
and B
2
are two bases of V,
[T]
B
2
= P
1
[T]
B
2
P for a suitable matrix P.
S. Venkataraman, IGNOU Linear Algebra 19/24
Eigen Values and Eigen Vectors
Vnite dimensional vector space, T is a linear
operator on V.
Denition
F is an eigenvalue of T if there is a v = 0
such that T(v) = v. The vector v is called an
eigenvector corresponding to the eigenvalue .
Equivalently, the linear operator T I is
singular, i.e its nullity is greater than 0.
S. Venkataraman, IGNOU Linear Algebra 20/24
Characteristic Polynomial
Vnite dimensional vector space, T is a linear
operator on V, B = {v
1
, v
2
, . . . , v
n
}a basis of V
over F, [T]
B
= A.
The polynomial det(A xI ) is independent of
the basis B chosen and is called the characteristic
polynomial of A.
Theorem (CayleyHamilton)
Every linear transformation satises its
characteristic polynomial.
S. Venkataraman, IGNOU Linear Algebra 21/24
Minimal Polynomial
The polynomial of smallest degree satised by a
linear operator T on a nite dimensional vector
space is called the minimal polynomial of the
operator. So, the degree of the minimal
polynomial is at most n where n is the dimension
of V.
Proposition
Every eigenvalue of a linear operator is a root of
its minimal polynomial and every root of the
minimal polynomial is the eigenvalue of the
operator.
S. Venkataraman, IGNOU Linear Algebra 22/24
Minimal and Characteristic polynomials
1
Minimal polynomial divides the characteristic
polynomial.
2
Every root of the characteristic polynomial is
also a root of the minimal polynomial.
So, every linear operator has at most n distinct
eigen values, where n = dim(V).
S. Venkataraman, IGNOU Linear Algebra 23/24
Diagonalisable operator
Proposition
If v
1
, v
2
, . . ., v
k
are eigenvectors corresponding to
distinct eigenvalues
1
,
2
, . . .,
k
, they are
linearly independent.
Denition
Vnite dimensional vector space, T is a linear
operator on V. T is diagonalisable if there is
basis of V consisting of eigenvectors of T.
Proposition
If the minimal polynomial of T has distinct roots,
T is diagonalisable.
S. Venkataraman, IGNOU Linear Algebra 24/24