\magnification 2000 \parskip 10pt \parindent 0pt \hoffset -0.3truein \hsize 7 truein \voffset -0.4truein \vsize 9.8 truein \def\R{{\bf R}} \def\C{{\bf C}} \def\x{{\bf x}} \def\y{{\bf y}} \def\e{{\bf e}} \def\i{{\bf i}} \def\j{{\bf j}} \def\k{{\bf k}} \def\ep{\epsilon} \def\f{\vskip 10pt} \def\u{\vskip -8pt} \def\v{\vskip -4pt} Section 1.6: $\R^n$ Thm (Cauchy-Schwarz Inequality): Let {\bf u} and {\bf v} $\in \R^n$. Then $${\bf u} \cdot {\bf v}~ \leq ~||{\bf u} ||~||{\bf v} ||$$ Recall in $\R^2$ and in $\R^3$, ${\bf u} \cdot {\bf v} = ||{\bf u}|| ~ ||{\bf v} || cos \theta $ Thm (Triangle Inequality): Let {\bf u} and {\bf v} $\in \R^n$. Then $$||{\bf u} + {\bf v} ||~ \leq ~||{\bf u} || + ||{\bf v} ||$$ \vskip 3pt \hrule \vskip -6pt A matrix is a vector of vectors Example of a $2 \times 3$ matrix: $\left[\matrix{1 & 2 & 3 \cr 4 & 5 & 6}\right]$ \hfill $\left[\matrix{1 & 2 & 3 \cr 4 & 5 & 6}\right]$\hfill~~~~ $\left[\matrix{a_{11} & a_{12} & a_{13} \cr a_{21} & a_{22} & a_{23}}\right]$ \hfill $\left[\matrix{a_{11} & a_{12} & a_{13} \cr a_{21} & a_{22} & a_{23}}\right]$\hfill~~ Operations on Matrices $A = (a_{ij})$, $B = (b_{ij})$, $C = (c_{ij})$. Defn: Two matrices $A$ and $B$ are equal, if they have the same size and $a_{ij} = b_{ij}$ for all $i = 1, ..., n$, $j = 1, ..., m$ Defn: $A + B = (a_{ij} + b_{ij})$. \vfill Defn: $cA = (ca_{ij})$. \vfill Defn: $-B = (-1)B$. \vfill Defn: $A - B = A + (-B)$. \vfill Defn: The zero matrix = {\it 0} = $(a_{ij})$ where $a_{ij} = 0$ for all $i, j$. \vfill Defn: The identity matrix = {\it I} = $(a_{ij})$ where $a_{ij} = 0$ for all $i \not= j$ {and $a_{ii} = 1$ for all $i$} {and $I$ is a square matrix.} \vfill \vfill The transpose of the $m \times n$ matrix $A = A^T = (a_{ji})$. \vfill \eject Suppose $A$ is an $n \times r$ matrix, $B$ is an $r \times n$. $AB = C$ where $$c_{ij} = row(i)~ of ~A \cdot column(j) ~ of ~B$$ \centerline{$ = a_{i1}b_{1j} + a_{i2}b_{2j} + ... + a_{ir}b_{rj}$.} \vskip 10pt Ex: $\left[\matrix{1 & 2 & 3 \cr 4 & 5 & 6}\right]$ $\left[\matrix{2 & 3 \cr 10 & 1 \cr 0 & 4}\right] =$ \vfill \vskip 5pt \hrule %%\vskip -6pt $j$th column of $AB = A[j$th column of $B]$ \vskip -7pt In other words $AB = A[b_1 ... b_n] = [Ab_1 ... Ab_n]$ \vskip 5pt \hrule %%\vskip -6pt $i$th row of $AB = [i$th row of $A]B$ \vskip -7pt In other words $AB =~ \left[\matrix{a(1) \cr . \cr . \cr . \cr a(n)}\right]B ~~=~~ \left[\matrix{a(1)B \cr . \cr . \cr . \cr a(n)B}\right]$ \eject Thm (Properties of matrix arithmetic) Let $A, B, C$ be matrices. Let $a, b$ be scalars. Assuming that the following operations are defined, then \vskip -5pt a.) $A + B = B + A$ \v b.) $A + (B + C) = (A + B) + C$ \v c.) $A + 0 = A$ \v d.) $A + (-A) = 0$ \v e.) $A(BC) = (AB)C$ \v f.) $AI = A, IB = B$ \v g.) $A(B + C) = AB + AC, \hfill \break .\hskip 13.5pt (B + C)A = BA + CA$ \v h.) $a(B + C) = aB + aC$ \v i.) $(a + b)C = aC + bC$ \v j.) $(ab)C = a(bC)$ \v k.) $a(AB) = (aA)B = A(aB)$ \v l.) $1A = A$ \hfill Defn.) $-A = -1A$ \v Cor.) $A0 = 0, 0B = 0$ \hfill Cor.) $a0 = 0~~~~~~~$ a.)$(A^T)^T = A$ \hfill ~~~~b.) $(A + B)^T = A^T + B^T$ \v c.) $(kA)^T = kA^T$ \hfill d.) $(AB)^T = B^TA^T~~~~~$ \eject Note \centerline{$AB \not= BA$} It is also possible that $AB = AC$, but $B \not = C$. In particular it is possible for $AB = 0$, but $A \not= 0$ AND $B \not= 0$ \vfill \vfill Defn: $A$ is invertible if there exists a matrix $B$ such that $AB = BA = I$, and $B$ is called the inverse of $A$. If the inverse of $A$ does not exist, then $A$ is said to be singular. Ex: $\left[\matrix{1 & 3 \cr 2 & 7}\right]$ $\left[\matrix{7 & -3 \cr -2 & 1}\right] =$ Ex: $\left[\matrix{a & b \cr c & d}\right] \left[\matrix{~~~ & ~~~ \cr ~~~ & ~~~}\right] =$ Thus $\left[\matrix{a & b \cr c & d}\right]^{-1} =$ \vfill \vfill \vfill Note that if $A$ is invertible, then $A$ is a square matrix. Thm: If $A$ is invertible, then its inverse is unique. Proof: Suppose $AB = I$ and $CA = I$. \vskip -5pt \hskip 30pt Then, $B = IB = CAB = CI = C$. \vfill \eject Defn: A {\bf linear transformation} is a function $T: \R^n \rightarrow \R^m$ that satisfies the following two conditions. For each {\bf u} and {\bf v} in $\R^n$ and scalar $a$, i.) $T(a{\bf u}) = aT({\bf u})$ ii.) $T({\bf u + v}) = T({\bf u}) + T({\bf v})$ %%In this case, we say, $T \in {\cal L}(R^n;R^m)$. \vskip 5pt \hrule Thm: Let $T: V \rightarrow W$ be a linear transformation. Then $T({\bf 0}) = {\bf 0}$ Pf: $T({\bf 0}) = T({\bf 0} + {\bf 0}) = T({\bf 0}) + T({\bf 0})$ \vskip 5pt \hrule Thm: Let $A$ be an $m \times n$ matrix. Then the function \vskip 5pt \centerline{$\matrix{ T:\R^n \rightarrow \R^m \cr T({\bf x}) = A{\bf x}}$} \vskip -5pt is a linear transformation. \vfill\vfill \vskip 5pt \hrule Prove that $T:R^3 \rightarrow R^2$, $T(x, y, z) = (4x - 5y, 8)$ is NOT a linear transformation. \vfill\vfill \eject Examples of linear transformations: \vfill \vfill\vfill\vfill \vskip 45pt Ex: If $T: \R^2 \rightarrow \R$ is a linear transformation and \hfil \break $T(1, 0) = 3$, $T(0, 1) = 4$, then $T(x, y) = $ \eject Thm 4.3.3: If $T: R^n \rightarrow R^m$ is a linear transformation, then $T({\bf x}) = A{\bf x}$ where $A = [T({\bf e_1}) ... T({\bf e_n})]$. \vskip -5pt Proof: Let ${\bf x} = \left[\matrix{x_1 \cr . \cr . \cr . \cr x_n}\right] = x_1{\bf e_1} + ... + x_n{\bf e_n}$. Thus $T({\bf x}) = T(x_1{\bf e_1} + ... + x_n{\bf e_n})$ \hskip 0.67in $= x_1T({\bf e_1}) + ... + x_nT({\bf e_n})$ \hskip 0.67in $=[T({\bf e_1}) ... T({\bf e_n})]\left[\matrix{x_1 \cr . \cr . \cr . \cr x_n}\right]$ \end Thm: Let $A$ be a square matrix. If there exists a square matrix $B$ such that $AB = I$, then $BA = I$ and thus $B = A^{-1}$ Defn: $A^0 = I$, and if $n$ is a positive integer \break $A^n = AA \cdot \cdot \cdot A$ and $A^{-n} = A^{-1}A^{-1} \cdot \cdot \cdot A^{-1}$. Thm: If r, s are integers, $A^rA^s = A^{r+s}$, \break $(A^r)^s = A^{rs}$ Thm: If $A^{-1}$ and $B^{-1}$exist, then \v ~\hskip 4pt i.) $AB$ is invertible and $(AB)^{-1} = B^{-1}A^{-1}$ \v ~ii.) $A^{-1}$ is invertible and $(A^{-1})^{-1} = A$ \v iii.) $A^{r}$ is invertible and $(A^{r})^{-1} = (A^{-1})^r$ \rightline{where $r$ is any integer} \v iv.) For any nonzero scalar $k$, \rightline{$kA$ is invertible and $(kA)^{-1} = {1 \over k}A^{-1}$} \v ~v.) $A^T$ is invertible and $(A^T)^{-1} = (A^{-1})^T$ Thm: If $A = \left[\matrix{a & b \cr c & d}\right]$, then $A$ is invertible if and only if $ad - bc \not= 0$, in which case \vskip 5pt \centerline{$A^{-1} = {1 \over ad - bc}\left[\matrix{~d & -b \cr -c & ~a}\right]$} \end