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Math 3130: Introduction to Linear Algebra, Spring 2014


Lecture Topics


Date
What we discussed/How we spent our time
Jan 13
Syllabus. Text. We discussed the meaning of "linear" (relating to lines) and "algebra" (= "al-jabr" = restoring, from a 9th century book on solving equations by al-Khwarizmi).
Jan 15
We discussed Sections 1.1 and 1.2: Linear systems, Gaussian elimination (GE), back substitution, coefficient matrix, augmented matrix, pivot position, pivot element, pivot column, elementary row operations, row reduction, row echelon form. Solution sets. We made the distinction between consistent and inconsistent systems, and explained how to identify which systems have these properties.
Jan 17
Read 1.3, 1.5, 2.1-2.3.
We named free variables and pivot(= basic) variables. We discussed Gauss-Jordan elimination (GJE). We discussed roundoff error (and the use of partial pivoting to minimize it).
Jan 22
Read 3.1-3.6.
I distributed a practice quiz. We discussed matrix algebra (addition, negation, zero, scalar multiplication, transpose and matrix multiplication). We noted that matrix multiplication is usually not commutative, and that $(AB)^T=B^TA^T$. We saw that a system of linear equations can be written in matrix form as $A{\mathbf x}={\mathbf b}$. We began a discussion of elementary matrices.
Jan 24
Read 3.7, 3.9.
We discussed the identity matrix, inverses of square matrices, and the word(s) "(non)singular". We showed how to set up a linear system to solve for the inverse of a square matrix. We continued our discussion of elementary matrices. We showed that elementary matrices are invertible, and we defined "row equivalence" and "column equivalence".
Jan 27
Read 2.4, 2.5.
We gave the formula for the inverse of a $2\times 2$ matrix, and showed that some matrices have left inverses but no right inverse. We explained why the system $A{\bf x}={\bf b}$ has a unique solution for every ${\bf b}$ when $A$ is invertible. We discussed homogeneous and nonhomogeneous linear systems, in particular how the general solution to $A{\bf x}={\bf b}$ is related to the general solution to $A{\bf x}={\bf 0}$. Quiz 1.
Jan 29
We reviewed the relationship between homogeneous and nonhomogeneous linear systems. Then we proved the following:

Thm. Let $A$ be an $m\times n$ matrix. TFAE.
(1) $A$ has a left inverse.
(2) The reduced row echelon form of $A$ has a pivot in every column.
(3) $A{\bf x}={\bf 0}$ has a unique solution.
(4) $A{\bf x}={\bf b}$ has at most one solution for every ${\bf b}\in {\mathbb R}^m$.
Jan 31
We proved the following:

Thm. Let $A$ be an $m\times n$ matrix. TFAE.
(1) $A$ has a right inverse.
(2) The reduced row echelon form of $A$ has a pivot in every row.
(3) $A{\bf x}={\bf b}$ has at least one solution for every ${\bf b}\in {\mathbb R}^m$.

We noted that if a matrix has a left inverse and a right inverse, then they must be the same and the matrix must be square. We extracted two things from the proof of the theorem, (i) the fact that $(AB)^{-1}=B^{-1}A^{-1}$ and (ii) an algorithm for computing the inverse of an invertible matrix: $\left[A|I\right]\to \left[I\Big|A^{-1}\right]_{GJE}$.
Feb 3
We proved the following:

Thm. An $n\times n$ matrix is invertible iff it is a product of $n\times n$ elementary matrices.

We used this in the proof of

Thm. Let $A$ and $B$ be $m\times n$ matrices. TFAE.
(1) $A$ is row equivalent to $B$.
(2) For any ${\bf x}$, $A{\bf x}={\bf 0}$ iff $B{\bf x}={\bf 0}$.
(3) $A$ and $B$ have the same reduced row echelon form.

In this latter theorem we proved (3)$\to$(1)$\to$(2) and half of (2)$\to$(3). We postponed the remaining half in order to take Quiz 2.
Feb 5
We finished the proof from the previous lecture and said a few words about geometry.
Feb 7
Read 4.1.
We defined "real vector space" and "linear transformation". Among our examples of vector spaces were $\mathbb R^n$, $\mathbb P_n(t)$, $M_{m\times n}(\mathbb R)$ and $C^k([0,1])$. Among our examples of linear transformations were $T_A\colon \mathbb R^n\to \mathbb R^m\colon {\bf x}\mapsto A{\bf x}$, $T\colon \mathbb P_n(t)\to \mathbb P_n(t)\colon p(t)\mapsto p'(t)$, and $T\colon M_{m\times n}(\mathbb R)\to M_{n\times m}(\mathbb R) \colon A\mapsto A^T$.
Feb 10
In response to a question, we reviewed the algorithm for finding right and left inverses.
We defined "linear combination", "span" and "subspace", and gave examples. Quiz 3. (This week's HW due date was pushed back to Friday.)
Feb 12
Read 4.3, 4.4.
We discussed dependence relations, linear independence, and linear dependence. We proved the equivalence of 2 definitions of "linear dependent set". (Defn 1: $X$ is linearly dependent if some vector in $X$ is a linear combination of the others; Defn 2: $X$ is linearly dependent if it satisfies a nontrivial dependence relation.) We defined "basis" and "dimension". We proved that $\{{\bf e}_1,\ldots,{\bf e}_n\}$ is a basis for $\mathbb R^n$, hence $\dim(\mathbb R^n)=n$. We proved that $\{1,t,t^2,\ldots,t^n\}$ is a basis for $\mathbb P_n(t)$, hence $\dim(\mathbb P_n(t))=n+1$. While examining examples we learned that no basis contains the zero vector, and that if $X$ spans $V$ and ${\bf x}\notin X$, then $X\cup\{{\bf x}\}$ cannot be independent.
Feb 14
We worked on practice problems.
Feb 17
We defined the four fundamental subspaces and gave algorithms to find bases for N(A) and R(A). We proved the rank+nullity theorem. Quiz 4.
Feb 19
We discussed the nullspace algorithm and the column space algorithm and how to find bases for subspaces of $\mathbb R^n$.
Feb 21
With a guest lecturer, we worked on this handout.
Feb 24
A guest lecturer discussed extending a basis to a larger subspace, finding a basis for a sum, and finding a basis for an intersection. Lecture notes. Quiz 5.
Feb 26
We reviewed for the midterm. Review sheet.
Feb 28
Midterm. Solutions.
Mar 3
Read Section 4.7.
We worked out midterm Problem 3. Then we embarked on a goal of proving that every finitely generated real vector space is isomorphic to $\mathbb R^n$ for some $n$. In this lecture we defined "finitely generated", "isomorphism" (+ "endomorphism", "automorphism"), and "coordinates relative to a basis". We proved that any isomorphism between vector spaces preserves and reflects the formation of linear combinations, hence preserves and reflects independent sets, spanning sets, bases and dimension.
Mar 5
Read Section 4.8.
Thm. Every finitely generated real vector space is isomorphic to $\mathbb R^n$ for some $n$.
Thm. Every linear transformation between finitely generated real vector spaces is representable by a matrix.
Mar 7
We proved the first theorem listed from March 5 and worked on this handout.
Mar 10
We proved the second theorem listed from March 5, discussed why ${}_{\mathcal B}[S\circ T]_{\mathcal D} = {}_{\mathcal B}[S]_{\mathcal C}\cdot [T]_{\mathcal D}$, and discussed why ${}_{\mathcal C}[T^{-1}]_{\mathcal B}= {}_{\mathcal B}[T]_{\mathcal C}^{-1}$. Quiz 6.
Mar 12
We talked about change of basis matrices.
Mar 14
We worked on this sheet of practice problems. In particular, we discussed how to use Gaussian elimination to change basis or to find a change of basis matrix: If $\mathcal B$ and $\mathcal C$ are bases written in the $\mathcal E$-basis and ${\bf u}$ is a vector written in the $\mathcal E$-basis, then (i) to find $[{\bf u}]_{\mathcal B}$ apply GE to $[{\mathcal B}|{\bf u}]$ to obtain $[I|{\mathcal B}^{-1}{\bf u}]=[I| [{\bf u}]_{\mathcal B}]$, while (ii) to find ${}_{\mathcal C}[I]_{\mathcal B}$ apply GE to $[{\mathcal C}|{\mathcal B}]$ to obtain $[I|{\mathcal C}^{-1}{\mathcal B}]=[I|\;{}_{\mathcal C}[I]_{\mathcal B}\;]$.
Mar 17
We discussed the use of linear algebra to solve network flow problems, Quiz 7.
Mar 19
We discussed the use of linear algebra to balance chemical equations.
Mar 21
We discussed the use of linear algebra to model the movement of goods in a simple economy. Our discussion introduced stochastic matrices, and we observed how such matrices emerge from the study of Markov processes. We also observed that $I-C$ is singular if $C$ is a stochastic matrix.
Mar 31
We discussed length, distance and angle in real vector spaces. A handout. Quiz 8.
Apr 2
We discussed bilinear forms in general and dot product in particular. We proved the formula $\cos(\theta)=({\bf u}\bullet{\bf v})/(\|{\bf u}\|\cdot \|{\bf v}\|)$. We explained how to find the unit vector in a given direction. We concluded by noting that length in complex vector spaces must be computed a little differently than length in real vector spaces.
Apr 4
We defined "inner product" and "norm". After proving the Cauchy-Bunyakovsky-Schwarz inequality we showed that any inner product on $V$ induces a norm on $V$.
Apr 7
Linear algebra over other scalar fields, part 1.
We defined "field", and gave examples of fields: $\mathbb R$, $\mathbb Q$, $\mathbb Q[\sqrt{2}]$, $\mathbb C = \mathbb R[i]$, and $\mathbb F_2$ (the field with $2$ elements). Turning our attention exclusively to $\mathbb C$, we examined arithmetic in $\mathbb C$, defined Re$(p+qi)=p$ and Im$(p+qi)=q$, and described how to represent complex numbers as real vectors in $\mathbb R^2$. Quiz 9.
Apr 9
Linear algebra over other scalar fields, part 2.
We defined $\overline{\alpha}$, $|\alpha|$ and arg$(\alpha)$ for a complex number $\alpha$. We described the geometric interpretation of the arithmetical operations of $\mathbb C$. We defined "antilinear function", "sesquilinear form", and "complex inner product". We explained how to compute length, distance and angle in $\mathbb C^n$.
Apr 11
Read Sections 4.6, 5.5, 5.13.
We discussed the method of least squares for finding approximate solutions to inconsistent systems of the form $A{\bf x}={\bf b}$. We showed how to use it to fit curves to data.
Apr 14
Read Section 5.4
We discussed the problem of projecting a vector ${\bf v}$ onto a subspace $W\leq V$. We developed and checked the Fourier expansion formula $$ \textrm{proj}_W({\bf v}) = \sum_{i=1}^n \langle {\bf u}_i, {\bf v}\rangle {\bf u}_i $$ where $({\bf u}_1,\ldots,{\bf u}_n)$ is an orthonormal basis for $W$. If $\langle {\bf u},{\bf v}\rangle := {\bf u}^H{\bf v}$ and $U:=[{\bf u}_1 \cdots {\bf u}_n]$, then this can be written $\textrm{proj}_{R(U)}({\bf v})=UU^H{\bf v}$. If working over $\mathbb R$ instead, then $\textrm{proj}_{R(U)}({\bf v})=UU^T{\bf v}$. Quiz 10.
Apr 16
Read Section 5.5
We discussed Gram-Schmidt orthonormalization. The following image from wikipedia explains it:    
Apr 18
Read Section 5.6
We practiced Gram-Schmidt orthonormalization, then discussed orthogonal and unitary matrices.
Apr 21
Read Section 6.1, 7.1
We described rotations in 3-space, and argued that a nonzero vector ${\bf v}$ is an axis for the rotation given by matrix $A$ iff $A{\bf v}={\bf v}$ iff ${\bf v}$ lies in the nullspace of $(A-I)$. Quiz 11.
Apr 23
We discussed the eigenvalue equation $A{\bf v}=\lambda{\bf v}$. We explained why the e-values of $A$ are the roots of the characteristic polynomial, $\textrm{det}(\lambda I-A)$. We showed how a complete set of e-vectors can be used to diagonalize $A$: if $A$ is $n\times n$ and has e-vectors $({\bf v}_1,\ldots,{\bf v}_n)$ which form a basis for (complex) $n$-space, then for $S = [{\bf v}_1 \ldots {\bf v}_n]$ we have $S^{-1}AS$ = a diagonal matrix with diagonal entries $\lambda_1,\ldots,\lambda_n$.
Apr 25
The determinant is the unique alternating, $n$-linear form on $\mathbb R^n$ that takes the value $1$ on the standard basis. We discussed the Laplace expansion, why $\det(A^T)=\det(A)$ and how to compute the determinant of block diagonal matrices. We worked on a handout.
Apr 28
We explained why the determinant of a matrix is zero if the columns (or rows) are dependent. We explained why the determinant of an upper triangular matrix is the product of the diagonal entries. We discussed the adjugate matrix and the equation $A\cdot \textrm{adj}(A) = \det(A)\cdot I$. We also mentioned how to compute $\det(A)$ through Gaussian elimination. No quiz.
Apr 30
We discussed diagonalization of matrices. A square matrix is diagonalizable iff the geometric multiplicity of each e-value equals the algebraic multiplicity of the e-value. Diagonalization can be used to raise matrices to powers easily. We explained why $ \left[ \begin{array}{cc} 1&1\\1&0 \end{array}\right]^n\cdot \left[ \begin{array}{c} 1\\0 \end{array}\right] = \left[ \begin{array}{c} F_{n+1}\\F_n \end{array}\right] $ where $F_n$ is the $n$th Fibonacci number, so our work on powers of matrices produces a formula for the $n$th Fibonacci number.
May 2
We reviewed for the final. One question with a lengthy answer was: why does every rotation in 3-space have an axis? The key parts of the answer were: an orthogonal matrix has determinant 1, $\det(A)$ = product of e-values of $A$, all e-values of an orthogonal matrix satisfy $|\lambda|=1$, complex e-values of a real matrix come in conjugate pairs.