A First Course in Linear Algebra
by
Robert A. Beezer
Department of Mathematics and Computer Science
University of Puget Sound
Robert A. Beezer is a Professor of Mathematics at the University of Puget Sound, where he has been on the faculty since 1984. He received a B.S. in Mathematics (with an Emphasis in Computer Science) from the University of Santa Clara in 1978, a M.S. in Statistics from the University of Illinois at Champaign in 1982 and a Ph.D. in Mathematics from the University of Illinois at Urbana-Champaign in 1984. He teaches calculus, linear algebra and abstract algebra regularly, while his research interests include the applications of linear algebra to graph theory. His professional website is athttp://buzzard.ups.edu.
Edition Version 2.00. July 16, 2008.
Publisher Robert A. Beezer
Department of Mathematics and Computer Science University of Puget Sound
1500 North Warner
Tacoma, Washington 98416-1043 USA
c
2004 by Robert A. Beezer.
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the appendix entitled “GNU Free Documentation License”.
Contents
Table of Contents vi
Contributors vii
Definitions viii
Theorems ix
Notation x
Diagrams xi
Examples xii
Preface xiii
Acknowledgements xix
Part C Core
Chapter SLE Systems of Linear Equations 2
WILA What is Linear Algebra? . . . 2
LA “Linear” + “Algebra” . . . 2
AA An Application . . . 3
READ Reading Questions . . . 7
EXC Exercises . . . 8
SOL Solutions . . . 9
SSLE Solving Systems of Linear Equations . . . 10
SLE Systems of Linear Equations . . . 10
PSS Possibilities for Solution Sets . . . 11
ESEO Equivalent Systems and Equation Operations . . . 12
READ Reading Questions . . . 18
EXC Exercises . . . 19
SOL Solutions . . . 22
RREF Reduced Row-Echelon Form . . . 25
MVNSE Matrix and Vector Notation for Systems of Equations . . . 25
RO Row Operations . . . 29
RREF Reduced Row-Echelon Form . . . 31
CONTENTS vii
EXC Exercises . . . 42
SOL Solutions . . . 46
TSS Types of Solution Sets . . . 52
CS Consistent Systems . . . 52
FV Free Variables . . . 57
READ Reading Questions . . . 59
EXC Exercises . . . 61
SOL Solutions . . . 63
HSE Homogeneous Systems of Equations . . . 65
SHS Solutions of Homogeneous Systems . . . 65
NSM Null Space of a Matrix . . . 68
READ Reading Questions . . . 70
EXC Exercises . . . 71
SOL Solutions . . . 73
NM Nonsingular Matrices . . . 75
NM Nonsingular Matrices . . . 75
NSNM Null Space of a Nonsingular Matrix . . . 77
READ Reading Questions . . . 80
EXC Exercises . . . 81
SOL Solutions . . . 83
SLE Systems of Linear Equations . . . 87
Chapter V Vectors 88 VO Vector Operations . . . 88
VEASM Vector Equality, Addition, Scalar Multiplication . . . 89
VSP Vector Space Properties . . . 91
READ Reading Questions . . . 93
EXC Exercises . . . 94
SOL Solutions . . . 95
LC Linear Combinations . . . 96
LC Linear Combinations . . . 96
VFSS Vector Form of Solution Sets . . . 101
PSHS Particular Solutions, Homogeneous Solutions . . . 111
READ Reading Questions . . . 114
EXC Exercises . . . 115
SOL Solutions . . . 117
SS Spanning Sets . . . 119
SSV Span of a Set of Vectors. . . 119
SSNS Spanning Sets of Null Spaces . . . 125
READ Reading Questions . . . 129
EXC Exercises . . . 130
SOL Solutions . . . 133
LI Linear Independence . . . 139
LISV Linearly Independent Sets of Vectors . . . 139
LINM Linear Independence and Nonsingular Matrices . . . 144
NSSLI Null Spaces, Spans, Linear Independence . . . 146
READ Reading Questions . . . 148
CONTENTS viii
SOL Solutions . . . 154
LDS Linear Dependence and Spans . . . 160
LDSS Linearly Dependent Sets and Spans . . . 160
COV Casting Out Vectors . . . 162
READ Reading Questions . . . 169
EXC Exercises . . . 170
SOL Solutions . . . 172
O Orthogonality . . . 175
CAV Complex Arithmetic and Vectors . . . 175
IP Inner products . . . 176
N Norm . . . 179
OV Orthogonal Vectors. . . 181
GSP Gram-Schmidt Procedure. . . 183
READ Reading Questions . . . 187
EXC Exercises . . . 188
SOL Solutions . . . 189
V Vectors . . . 190
Chapter M Matrices 191 MO Matrix Operations . . . 191
MEASM Matrix Equality, Addition, Scalar Multiplication . . . 191
VSP Vector Space Properties . . . 193
TSM Transposes and Symmetric Matrices . . . 194
MCC Matrices and Complex Conjugation . . . 196
AM Adjoint of a Matrix . . . 198
READ Reading Questions . . . 199
EXC Exercises . . . 201
SOL Solutions . . . 203
MM Matrix Multiplication . . . 204
MVP Matrix-Vector Product . . . 204
MM Matrix Multiplication . . . 207
MMEE Matrix Multiplication, Entry-by-Entry . . . 209
PMM Properties of Matrix Multiplication . . . 210
HM Hermitian Matrices . . . 215
READ Reading Questions . . . 216
EXC Exercises . . . 218
SOL Solutions . . . 220
MISLE Matrix Inverses and Systems of Linear Equations . . . 223
IM Inverse of a Matrix . . . 224
CIM Computing the Inverse of a Matrix . . . 225
PMI Properties of Matrix Inverses . . . 230
READ Reading Questions . . . 233
EXC Exercises . . . 234
SOL Solutions . . . 236
MINM Matrix Inverses and Nonsingular Matrices . . . 239
NMI Nonsingular Matrices are Invertible . . . 239
UM Unitary Matrices . . . 242
CONTENTS ix
EXC Exercises . . . 247
SOL Solutions . . . 248
CRS Column and Row Spaces . . . 249
CSSE Column Spaces and Systems of Equations . . . 249
CSSOC Column Space Spanned by Original Columns . . . 252
CSNM Column Space of a Nonsingular Matrix . . . 254
RSM Row Space of a Matrix . . . 256
READ Reading Questions . . . 262
EXC Exercises . . . 263
SOL Solutions . . . 267
FS Four Subsets . . . 271
LNS Left Null Space . . . 271
CRS Computing Column Spaces . . . 272
EEF Extended echelon form . . . 275
FS Four Subsets . . . 277
READ Reading Questions . . . 286
EXC Exercises . . . 287
SOL Solutions . . . 289
M Matrices . . . 293
Chapter VS Vector Spaces 295 VS Vector Spaces . . . 295
VS Vector Spaces . . . 295
EVS Examples of Vector Spaces . . . 297
VSP Vector Space Properties . . . 301
RD Recycling Definitions . . . 305
READ Reading Questions . . . 305
EXC Exercises . . . 306
SOL Solutions . . . 307
S Subspaces . . . 308
TS Testing Subspaces. . . 309
TSS The Span of a Set . . . 313
SC Subspace Constructions . . . 319
READ Reading Questions . . . 319
EXC Exercises . . . 321
SOL Solutions . . . 322
LISS Linear Independence and Spanning Sets . . . 325
LI Linear Independence. . . 325
SS Spanning Sets . . . 330
VR Vector Representation . . . 334
READ Reading Questions . . . 335
EXC Exercises . . . 337
SOL Solutions . . . 339
B Bases . . . 343
B Bases . . . 343
BSCV Bases for Spans of Column Vectors . . . 346
BNM Bases and Nonsingular Matrices . . . 348
CONTENTS x
READ Reading Questions . . . 354
EXC Exercises . . . 355
SOL Solutions . . . 356
D Dimension . . . 359
D Dimension . . . 359
DVS Dimension of Vector Spaces . . . 363
RNM Rank and Nullity of a Matrix . . . 365
RNNM Rank and Nullity of a Nonsingular Matrix . . . 367
READ Reading Questions . . . 368
EXC Exercises . . . 369
SOL Solutions . . . 371
PD Properties of Dimension . . . 373
GT Goldilocks’ Theorem . . . 373
RT Ranks and Transposes . . . 377
DFS Dimension of Four Subspaces . . . 378
DS Direct Sums . . . 379
READ Reading Questions . . . 384
EXC Exercises . . . 385
SOL Solutions . . . 386
VS Vector Spaces . . . 388
Chapter D Determinants 389 DM Determinant of a Matrix . . . 389
EM Elementary Matrices . . . 389
DD Definition of the Determinant . . . 394
CD Computing Determinants . . . 395
READ Reading Questions . . . 399
EXC Exercises . . . 400
SOL Solutions . . . 401
PDM Properties of Determinants of Matrices . . . 402
DRO Determinants and Row Operations . . . 402
DROEM Determinants, Row Operations, Elementary Matrices . . . 407
DNMMM Determinants, Nonsingular Matrices, Matrix Multiplication . . . 409
READ Reading Questions . . . 411
EXC Exercises . . . 412
SOL Solutions . . . 413
D Determinants . . . 414
Chapter E Eigenvalues 415 EE Eigenvalues and Eigenvectors . . . 415
EEM Eigenvalues and Eigenvectors of a Matrix . . . 415
PM Polynomials and Matrices . . . 417
EEE Existence of Eigenvalues and Eigenvectors . . . 419
CEE Computing Eigenvalues and Eigenvectors . . . 422
ECEE Examples of Computing Eigenvalues and Eigenvectors . . . 426
READ Reading Questions . . . 432
EXC Exercises . . . 434
SOL Solutions . . . 435
CONTENTS xi
ME Multiplicities of Eigenvalues . . . 444
EHM Eigenvalues of Hermitian Matrices . . . 447
READ Reading Questions . . . 449
EXC Exercises . . . 450
SOL Solutions . . . 451
SD Similarity and Diagonalization. . . 453
SM Similar Matrices . . . 453
PSM Properties of Similar Matrices . . . 454
D Diagonalization . . . 456
FS Fibonacci Sequences . . . 464
READ Reading Questions . . . 466
EXC Exercises . . . 467
SOL Solutions . . . 468
E Eigenvalues . . . 472
Chapter LT Linear Transformations 473 LT Linear Transformations. . . 473
LT Linear Transformations . . . 473
LTC Linear Transformation Cartoons . . . 477
MLT Matrices and Linear Transformations . . . 478
LTLC Linear Transformations and Linear Combinations . . . 483
PI Pre-Images . . . 486
NLTFO New Linear Transformations From Old . . . 488
READ Reading Questions . . . 492
EXC Exercises . . . 494
SOL Solutions . . . 496
ILT Injective Linear Transformations . . . 499
EILT Examples of Injective Linear Transformations . . . 499
KLT Kernel of a Linear Transformation . . . 503
ILTLI Injective Linear Transformations and Linear Independence . . . 507
ILTD Injective Linear Transformations and Dimension . . . 509
CILT Composition of Injective Linear Transformations . . . 509
READ Reading Questions . . . 510
EXC Exercises . . . 511
SOL Solutions . . . 513
SLT Surjective Linear Transformations . . . 516
ESLT Examples of Surjective Linear Transformations . . . 516
RLT Range of a Linear Transformation . . . 520
SSSLT Spanning Sets and Surjective Linear Transformations . . . 524
SLTD Surjective Linear Transformations and Dimension . . . 526
CSLT Composition of Surjective Linear Transformations . . . 527
READ Reading Questions . . . 527
EXC Exercises . . . 529
SOL Solutions . . . 531
IVLT Invertible Linear Transformations . . . 534
IVLT Invertible Linear Transformations. . . 534
IV Invertibility . . . 537
CONTENTS xii
RNLT Rank and Nullity of a Linear Transformation . . . 543
SLELT Systems of Linear Equations and Linear Transformations . . . 546
READ Reading Questions . . . 548
EXC Exercises . . . 549
SOL Solutions . . . 551
LT Linear Transformations . . . 555
Chapter R Representations 557 VR Vector Representations . . . 557
CVS Characterization of Vector Spaces . . . 562
CP Coordinatization Principle . . . 563
READ Reading Questions . . . 566
EXC Exercises . . . 568
SOL Solutions . . . 569
MR Matrix Representations . . . 570
NRFO New Representations from Old . . . 576
PMR Properties of Matrix Representations . . . 581
IVLT Invertible Linear Transformations. . . 586
READ Reading Questions . . . 590
EXC Exercises . . . 591
SOL Solutions . . . 594
CB Change of Basis . . . 603
EELT Eigenvalues and Eigenvectors of Linear Transformations . . . 603
CBM Change-of-Basis Matrix . . . 604
MRS Matrix Representations and Similarity . . . 610
CELT Computing Eigenvectors of Linear Transformations . . . 616
READ Reading Questions . . . 624
EXC Exercises . . . 626
SOL Solutions . . . 627
OD Orthonormal Diagonalization . . . 631
TM Triangular Matrices . . . 631
UTMR Upper Triangular Matrix Representation . . . 633
NM Normal Matrices . . . 636
OD Orthonormal Diagonalization . . . 637
NLT Nilpotent Linear Transformations . . . 641
NLT Nilpotent Linear Transformations . . . 641
PNLT Properties of Nilpotent Linear Transformations . . . 646
CFNLT Canonical Form for Nilpotent Linear Transformations . . . 651
IS Invariant Subspaces . . . 659
IS Invariant Subspaces . . . 659
GEE Generalized Eigenvectors and Eigenspaces . . . 663
RLT Restrictions of Linear Transformations . . . 667
JCF Jordan Canonical Form . . . 677
GESD Generalized Eigenspace Decomposition . . . 677
JCF Jordan Canonical Form . . . 684
CHT Cayley-Hamilton Theorem . . . 698
R Representations. . . 699
CONTENTS xiii
MMA Mathematica . . . 701
ME.MMA Matrix Entry . . . 701
RR.MMA Row Reduce . . . 701
LS.MMA Linear Solve . . . 702
VLC.MMA Vector Linear Combinations . . . 702
NS.MMA Null Space . . . 703
VFSS.MMA Vector Form of Solution Set . . . 703
GSP.MMA Gram-Schmidt Procedure . . . 704
TM.MMA Transpose of a Matrix . . . 705
MM.MMA Matrix Multiplication . . . 705
MI.MMA Matrix Inverse . . . 706
TI86 Texas Instruments 86. . . 706
ME.TI86 Matrix Entry . . . 706
RR.TI86 Row Reduce . . . 706
VLC.TI86 Vector Linear Combinations . . . 707
TM.TI86 Transpose of a Matrix . . . 707
TI83 Texas Instruments 83. . . 707
ME.TI83 Matrix Entry . . . 707
RR.TI83 Row Reduce . . . 708
VLC.TI83 Vector Linear Combinations . . . 708
SAGE SAGE: Open Source Mathematics Software. . . 708
R.SAGE Rings . . . 708
ME.SAGE Matrix Entry . . . 709
MI.SAGE Matrix Inverse . . . 710
TM.SAGE Transpose of a Matrix . . . 710
E.SAGE Eigenspaces . . . 710
Appendix P Preliminaries 712 CNO Complex Number Operations . . . 712
CNA Arithmetic with complex numbers . . . 712
CCN Conjugates of Complex Numbers . . . 714
MCN Modulus of a Complex Number . . . 715
SET Sets . . . 716
SC Set Cardinality . . . 717
SO Set Operations . . . 718
PT Proof Techniques . . . 720
D Definitions . . . 720
T Theorems . . . 721
L Language . . . 721
GS Getting Started . . . 722
C Constructive Proofs . . . 723
E Equivalences . . . 723
N Negation . . . 724
CP Contrapositives . . . 724
CV Converses . . . 725
CD Contradiction . . . 725
U Uniqueness . . . 726
CONTENTS xiv
PI Proving Identities . . . 727
DC Decompositions . . . 727
I Induction . . . 728
P Practice . . . 729
LC Lemmas and Corollaries . . . 729
Appendix A Archetypes 732 A . . . 736
B . . . 741
C . . . 746
D . . . 750
E . . . 754
F . . . 758
G . . . 763
H . . . 767
I . . . 771
J . . . 775
K . . . 780
L . . . 784
M . . . 788
N . . . 791
O . . . 794
P . . . 797
Q . . . 799
R . . . 803
S . . . 806
T . . . 809
U . . . 811
V . . . 814
W . . . 816
X . . . 818
Appendix GFDL GNU Free Documentation License 821 1. APPLICABILITY AND DEFINITIONS. . . 821
2. VERBATIM COPYING . . . 822
3. COPYING IN QUANTITY . . . 823
4. MODIFICATIONS . . . 823
5. COMBINING DOCUMENTS . . . 825
6. COLLECTIONS OF DOCUMENTS . . . 825
7. AGGREGATION WITH INDEPENDENT WORKS . . . 825
8. TRANSLATION . . . 825
9. TERMINATION . . . 826
10. FUTURE REVISIONS OF THIS LICENSE . . . 826
ADDENDUM: How to use this License for your documents . . . 826
CONTENTS xv
F Fields . . . 828
FF Finite Fields . . . 829
EXC Exercises . . . 834
SOL Solutions . . . 836
T Trace . . . 837
EXC Exercises . . . 841
SOL Solutions . . . 842
HP Hadamard Product . . . 843
DMHP Diagonal Matrices and the Hadamard Product . . . 845
EXC Exercises . . . 848
VM Vandermonde Matrix . . . 849
PSM Positive Semi-definite Matrices . . . 853
PSM Positive Semi-Definite Matrices . . . 853
EXC Exercises . . . 856
Chapter MD Matrix Decompositions 857 ROD Rank One Decomposition . . . 858
TD Triangular Decomposition . . . 863
TD Triangular Decomposition . . . 863
TDSSE Triangular Decomposition and Solving Systems of Equations . . . 866
CTD Computing Triangular Decompositions . . . 867
SVD Singular Value Decomposition . . . 871
MAP Matrix-Adjoint Product . . . 871
SVD Singular Value Decomposition . . . 875
SR Square Roots . . . 877
SRM Square Root of a Matrix . . . 877
POD Polar Decomposition . . . 881
Part A Applications
CF Curve Fitting . . . 884DF Data Fitting . . . 885
EXC Exercises . . . 888
Contributors
Beezer, David. Belarmine Preparatory School, Tacoma
Beezer, Robert. University of Puget Sound http://buzzard.ups.edu/ Bucht, Sara. University of Puget Sound
Canfield, Steve. University of Puget Sound Hubert, Dupont. Cr´eteil, France
Fellez, Sarah. University of Puget Sound Fickenscher, Eric. University of Puget Sound
Jackson, Martin. University of Puget Sound http://www.math.ups.edu/ ˜martinj Hamrick, Mark. St. Louis University
Linenthal, Jacob. University of Puget Sound Million, Elizabeth. University of Puget Sound Osborne, Travis. University of Puget Sound
Riegsecker, Joe. Middlebury, Indiana joepye (at) pobox (dot) com Phelps, Douglas. University of Puget Sound
Shoemaker, Mark. University of Puget Sound Zimmer, Andy. University of Puget Sound
Definitions
Section WILA Section SSLE
SLE System of Linear Equations . . . 10
ESYS Equivalent Systems . . . 12
EO Equation Operations . . . 13
Section RREF M Matrix . . . 25
CV Column Vector . . . 26
ZCV Zero Column Vector . . . 26
CM Coefficient Matrix . . . 26
VOC Vector of Constants . . . 26
SOLV Solution Vector . . . 27
MRLS Matrix Representation of a Linear System . . . 27
AM Augmented Matrix . . . 28
RO Row Operations . . . 29
REM Row-Equivalent Matrices . . . 29
RREF Reduced Row-Echelon Form . . . 31
RR Row-Reducing . . . 41
Section TSS CS Consistent System . . . 52
IDV Independent and Dependent Variables . . . 54
Section HSE HS Homogeneous System . . . 65
TSHSE Trivial Solution to Homogeneous Systems of Equations . . . 65
NSM Null Space of a Matrix . . . 68
Section NM SQM Square Matrix . . . 75
NM Nonsingular Matrix . . . 75
IM Identity Matrix . . . 76
Section VO VSCV Vector Space of Column Vectors . . . 88
CVE Column Vector Equality . . . 89
DEFINITIONS xviii
CVSM Column Vector Scalar Multiplication . . . 90
Section LC LCCV Linear Combination of Column Vectors . . . 96
Section SS SSCV Span of a Set of Column Vectors . . . 119
Section LI RLDCV Relation of Linear Dependence for Column Vectors . . . 139
LICV Linear Independence of Column Vectors . . . 139
Section LDS Section O CCCV Complex Conjugate of a Column Vector . . . 175
IP Inner Product . . . 176
NV Norm of a Vector. . . 179
OV Orthogonal Vectors . . . 181
OSV Orthogonal Set of Vectors . . . 181
SUV Standard Unit Vectors . . . 181
ONS OrthoNormal Set. . . 186
Section MO VSM Vector Space of m×n Matrices . . . 191
ME Matrix Equality . . . 191
MA Matrix Addition . . . 192
MSM Matrix Scalar Multiplication . . . 192
ZM Zero Matrix . . . 194
TM Transpose of a Matrix . . . 194
SYM Symmetric Matrix . . . 195
CCM Complex Conjugate of a Matrix . . . 196
A Adjoint . . . 198
Section MM MVP Matrix-Vector Product . . . 204
MM Matrix Multiplication . . . 207
HM Hermitian Matrix . . . 216
Section MISLE MI Matrix Inverse . . . 224
Section MINM UM Unitary Matrices . . . 242
Section CRS CSM Column Space of a Matrix . . . 249
DEFINITIONS xix
Section FS
LNS Left Null Space . . . 271
EEF Extended Echelon Form . . . 275
Section VS VS Vector Space . . . 295
Section S S Subspace . . . 308
TS Trivial Subspaces . . . 312
LC Linear Combination . . . 313
SS Span of a Set . . . 314
Section LISS RLD Relation of Linear Dependence . . . 325
LI Linear Independence . . . 325
TSVS To Span a Vector Space . . . 330
Section B B Basis . . . 343
Section D D Dimension . . . 359
NOM Nullity Of a Matrix . . . 365
ROM Rank Of a Matrix . . . 365
Section PD DS Direct Sum . . . 379
Section DM ELEM Elementary Matrices . . . 389
SM SubMatrix . . . 394
DM Determinant of a Matrix . . . 394
Section PDM Section EE EEM Eigenvalues and Eigenvectors of a Matrix . . . 415
CP Characteristic Polynomial . . . 422
EM Eigenspace of a Matrix . . . 424
AME Algebraic Multiplicity of an Eigenvalue . . . 426
GME Geometric Multiplicity of an Eigenvalue . . . 426
Section PEE Section SD SIM Similar Matrices . . . 453
DIM Diagonal Matrix . . . 456
DEFINITIONS xx
Section LT
LT Linear Transformation . . . 473
PI Pre-Image . . . 486
LTA Linear Transformation Addition . . . 488
LTSM Linear Transformation Scalar Multiplication . . . 489
LTC Linear Transformation Composition . . . 491
Section ILT ILT Injective Linear Transformation. . . 499
KLT Kernel of a Linear Transformation . . . 503
Section SLT SLT Surjective Linear Transformation . . . 516
RLT Range of a Linear Transformation . . . 520
Section IVLT IDLT Identity Linear Transformation . . . 534
IVLT Invertible Linear Transformations . . . 534
IVS Isomorphic Vector Spaces . . . 541
ROLT Rank Of a Linear Transformation . . . 543
NOLT Nullity Of a Linear Transformation. . . 543
Section VR VR Vector Representation . . . 557
Section MR MR Matrix Representation . . . 570
Section CB EELT Eigenvalue and Eigenvector of a Linear Transformation . . . 603
CBM Change-of-Basis Matrix . . . 604
Section OD UTM Upper Triangular Matrix . . . 631
LTM Lower Triangular Matrix . . . 631
NRML Normal Matrix . . . 636
Section NLT NLT Nilpotent Linear Transformation . . . 641
JB Jordan Block . . . 643
Section IS IS Invariant Subspace . . . 659
GEV Generalized Eigenvector . . . 663
GES Generalized Eigenspace . . . 663
LTR Linear Transformation Restriction . . . 667
DEFINITIONS xxi
Section JCF
JCF Jordan Canonical Form . . . 684
Section CNO CNE Complex Number Equality . . . 713
CNA Complex Number Addition . . . 713
CNM Complex Number Multiplication . . . 713
CCN Conjugate of a Complex Number . . . 714
MCN Modulus of a Complex Number . . . 715
Section SET SET Set . . . 716
SSET Subset . . . 716
ES Empty Set . . . 716
SE Set Equality . . . 717
C Cardinality . . . 717
SU Set Union . . . 718
SI Set Intersection . . . 718
SC Set Complement . . . 718
Section PT Section F F Field . . . 828
IMP Integers Modulo a Prime . . . 830
Section T T Trace . . . 837
Section HP HP Hadamard Product . . . 843
HID Hadamard Identity. . . 844
HI Hadamard Inverse . . . 844
Section VM VM Vandermonde Matrix . . . 849
Section PSM PSM Positive Semi-Definite Matrix . . . 853
Section ROD Section TD Section SVD SV Singular Values . . . 875
DEFINITIONS xxii
Section CF
Theorems
Section WILA Section SSLE
EOPSS Equation Operations Preserve Solution Sets . . . 13 Section RREF
REMES Row-Equivalent Matrices represent Equivalent Systems . . . 30
REMEF Row-Equivalent Matrix in Echelon Form. . . 32
RREFU Reduced Row-Echelon Form is Unique . . . 34 Section TSS
RCLS Recognizing Consistency of a Linear System . . . 55
ISRN Inconsistent Systems, r and n . . . 56
CSRN Consistent Systems, r and n . . . 56
FVCS Free Variables for Consistent Systems . . . 57
PSSLS Possible Solution Sets for Linear Systems . . . 58
CMVEI Consistent, More Variables than Equations, Infinite solutions . . . 58 Section HSE
HSC Homogeneous Systems are Consistent . . . 65
HMVEI Homogeneous, More Variables than Equations, Infinite solutions . . . 67 Section NM
NMRRI Nonsingular Matrices Row Reduce to the Identity matrix . . . 76
NMTNS Nonsingular Matrices have Trivial Null Spaces . . . 78
NMUS Nonsingular Matrices and Unique Solutions . . . 78
NME1 Nonsingular Matrix Equivalences, Round 1 . . . 79 Section VO
VSPCV Vector Space Properties of Column Vectors . . . 91 Section LC
SLSLC Solutions to Linear Systems are Linear Combinations . . . 99
VFSLS Vector Form of Solutions to Linear Systems . . . 106
PSPHS Particular Solution Plus Homogeneous Solutions . . . 112 Section SS
THEOREMS xxiv
Section LI
LIVHS Linearly Independent Vectors and Homogeneous Systems . . . 141
LIVRN Linearly Independent Vectors, r and n . . . 143
MVSLD More Vectors than Size implies Linear Dependence . . . 144
NMLIC Nonsingular Matrices have Linearly Independent Columns . . . 145
NME2 Nonsingular Matrix Equivalences, Round 2 . . . 145
BNS Basis for Null Spaces . . . 147 Section LDS
DLDS Dependency in Linearly Dependent Sets . . . 160
BS Basis of a Span . . . 165 Section O
CRVA Conjugation Respects Vector Addition . . . 175
CRSM Conjugation Respects Vector Scalar Multiplication . . . 176
IPVA Inner Product and Vector Addition. . . 177
IPSM Inner Product and Scalar Multiplication . . . 178
IPAC Inner Product is Anti-Commutative . . . 178
IPN Inner Products and Norms . . . 180
PIP Positive Inner Products . . . 180
OSLI Orthogonal Sets are Linearly Independent . . . 183
GSP Gram-Schmidt Procedure . . . 183 Section MO
VSPM Vector Space Properties of Matrices . . . 193
SMS Symmetric Matrices are Square . . . 195
TMA Transpose and Matrix Addition. . . 195
TMSM Transpose and Matrix Scalar Multiplication . . . 196
TT Transpose of a Transpose . . . 196
CRMA Conjugation Respects Matrix Addition . . . 197
CRMSM Conjugation Respects Matrix Scalar Multiplication . . . 197
CCM Conjugate of the Conjugate of a Matrix . . . 197
MCT Matrix Conjugation and Transposes . . . 198
AMA Adjoint and Matrix Addition . . . 198
AMSM Adjoint and Matrix Scalar Multiplication . . . 199
AA Adjoint of an Adjoint . . . 199 Section MM
SLEMM Systems of Linear Equations as Matrix Multiplication . . . 205
EMMVP Equal Matrices and Matrix-Vector Products . . . 207
EMP Entries of Matrix Products . . . 209
MMZM Matrix Multiplication and the Zero Matrix . . . 210
MMIM Matrix Multiplication and Identity Matrix . . . 211
MMDAA Matrix Multiplication Distributes Across Addition . . . 211
MMSMM Matrix Multiplication and Scalar Matrix Multiplication . . . 212
MMA Matrix Multiplication is Associative . . . 212
MMIP Matrix Multiplication and Inner Products . . . 213
THEOREMS xxv
MMT Matrix Multiplication and Transposes . . . 214
MMAD Matrix Multiplication and Adjoints . . . 214
AIP Adjoint and Inner Product . . . 215
HMIP Hermitian Matrices and Inner Products . . . 216 Section MISLE
TTMI Two-by-Two Matrix Inverse . . . 226
CINM Computing the Inverse of a Nonsingular Matrix . . . 229
MIU Matrix Inverse is Unique . . . 230
SS Socks and Shoes . . . 231
MIMI Matrix Inverse of a Matrix Inverse . . . 231
MIT Matrix Inverse of a Transpose. . . 232
MISM Matrix Inverse of a Scalar Multiple . . . 232 Section MINM
NPNT Nonsingular Product has Nonsingular Terms . . . 239
OSIS One-Sided Inverse is Sufficient . . . 240
NI Nonsingularity is Invertibility . . . 241
NME3 Nonsingular Matrix Equivalences, Round 3 . . . 241
SNCM Solution with Nonsingular Coefficient Matrix . . . 242
UMI Unitary Matrices are Invertible . . . 243
CUMOS Columns of Unitary Matrices are Orthonormal Sets . . . 243
UMPIP Unitary Matrices Preserve Inner Products . . . 244 Section CRS
CSCS Column Spaces and Consistent Systems . . . 250
BCS Basis of the Column Space . . . 253
CSNM Column Space of a Nonsingular Matrix . . . 255
NME4 Nonsingular Matrix Equivalences, Round 4 . . . 256
REMRS Row-Equivalent Matrices have equal Row Spaces . . . 258
BRS Basis for the Row Space . . . 259
CSRST Column Space, Row Space, Transpose . . . 261 Section FS
PEEF Properties of Extended Echelon Form . . . 276
FS Four Subsets . . . 278 Section VS
ZVU Zero Vector is Unique . . . 302
AIU Additive Inverses are Unique . . . 302
ZSSM Zero Scalar in Scalar Multiplication . . . 302
ZVSM Zero Vector in Scalar Multiplication . . . 303
AISM Additive Inverses from Scalar Multiplication. . . 303
SMEZV Scalar Multiplication Equals the Zero Vector . . . 304 Section S
TSS Testing Subsets for Subspaces. . . 309
THEOREMS xxvi
SSS Span of a Set is a Subspace . . . 314
CSMS Column Space of a Matrix is a Subspace . . . 319
RSMS Row Space of a Matrix is a Subspace . . . 319
LNSMS Left Null Space of a Matrix is a Subspace . . . 319 Section LISS
VRRB Vector Representation Relative to a Basis . . . 334 Section B
SUVB Standard Unit Vectors are a Basis . . . 343
CNMB Columns of Nonsingular Matrix are a Basis . . . 348
NME5 Nonsingular Matrix Equivalences, Round 5 . . . 349
COB Coordinates and Orthonormal Bases . . . 350
UMCOB Unitary Matrices Convert Orthonormal Bases . . . 352 Section D
SSLD Spanning Sets and Linear Dependence . . . 359
BIS Bases have Identical Sizes . . . 362
DCM Dimension of Cm . . . 363
DP Dimension of Pn . . . 363 DM Dimension of Mmn . . . 363 CRN Computing Rank and Nullity . . . 366
RPNC Rank Plus Nullity is Columns. . . 366
RNNM Rank and Nullity of a Nonsingular Matrix . . . 367
NME6 Nonsingular Matrix Equivalences, Round 6 . . . 368 Section PD
ELIS Extending Linearly Independent Sets. . . 373
G Goldilocks . . . 374
PSSD Proper Subspaces have Smaller Dimension . . . 376
EDYES Equal Dimensions Yields Equal Subspaces . . . 377
RMRT Rank of a Matrix is the Rank of the Transpose . . . 377
DFS Dimensions of Four Subspaces . . . 378
DSFB Direct Sum From a Basis . . . 380
DSFOS Direct Sum From One Subspace . . . 381
DSZV Direct Sums and Zero Vectors . . . 381
DSZI Direct Sums and Zero Intersection . . . 382
DSLI Direct Sums and Linear Independence . . . 382
DSD Direct Sums and Dimension . . . 383
RDS Repeated Direct Sums . . . 383 Section DM
EMDRO Elementary Matrices Do Row Operations . . . 391
EMN Elementary Matrices are Nonsingular . . . 393
NMPEM Nonsingular Matrices are Products of Elementary Matrices . . . 393
DMST Determinant of Matrices of Size Two . . . 395
DER Determinant Expansion about Rows . . . 395
THEOREMS xxvii
DEC Determinant Expansion about Columns . . . 397 Section PDM
DZRC Determinant with Zero Row or Column . . . 402
DRCS Determinant for Row or Column Swap . . . 402
DRCM Determinant for Row or Column Multiples . . . 403
DERC Determinant with Equal Rows or Columns . . . 404
DRCMA Determinant for Row or Column Multiples and Addition . . . 404
DIM Determinant of the Identity Matrix. . . 407
DEM Determinants of Elementary Matrices . . . 407
DEMMM Determinants, Elementary Matrices, Matrix Multiplication . . . 408
SMZD Singular Matrices have Zero Determinants . . . 409
NME7 Nonsingular Matrix Equivalences, Round 7 . . . 409
DRMM Determinant Respects Matrix Multiplication . . . 410 Section EE
EMHE Every Matrix Has an Eigenvalue . . . 419
EMRCP Eigenvalues of a Matrix are Roots of Characteristic Polynomials . . . 423
EMS Eigenspace for a Matrix is a Subspace . . . 424
EMNS Eigenspace of a Matrix is a Null Space . . . 424 Section PEE
EDELI Eigenvectors with Distinct Eigenvalues are Linearly Independent . . . 439
SMZE Singular Matrices have Zero Eigenvalues . . . 440
NME8 Nonsingular Matrix Equivalences, Round 8 . . . 440
ESMM Eigenvalues of a Scalar Multiple of a Matrix . . . 441
EOMP Eigenvalues Of Matrix Powers . . . 441
EPM Eigenvalues of the Polynomial of a Matrix . . . 442
EIM Eigenvalues of the Inverse of a Matrix . . . 443
ETM Eigenvalues of the Transpose of a Matrix . . . 443
ERMCP Eigenvalues of Real Matrices come in Conjugate Pairs . . . 444
DCP Degree of the Characteristic Polynomial . . . 444
NEM Number of Eigenvalues of a Matrix . . . 445
ME Multiplicities of an Eigenvalue . . . 445
MNEM Maximum Number of Eigenvalues of a Matrix . . . 447
HMRE Hermitian Matrices have Real Eigenvalues . . . 448
HMOE Hermitian Matrices have Orthogonal Eigenvectors . . . 448 Section SD
SER Similarity is an Equivalence Relation . . . 454
SMEE Similar Matrices have Equal Eigenvalues . . . 455
DC Diagonalization Characterization . . . 457
DMFE Diagonalizable Matrices have Full Eigenspaces . . . 459
DED Distinct Eigenvalues implies Diagonalizable . . . 462 Section LT
LTTZZ Linear Transformations Take Zero to Zero . . . 477
THEOREMS xxviii
MLTCV Matrix of a Linear Transformation, Column Vectors . . . 481
LTLC Linear Transformations and Linear Combinations . . . 483
LTDB Linear Transformation Defined on a Basis . . . 483
SLTLT Sum of Linear Transformations is a Linear Transformation . . . 489
MLTLT Multiple of a Linear Transformation is a Linear Transformation . . . 490
VSLT Vector Space of Linear Transformations . . . 491
CLTLT Composition of Linear Transformations is a Linear Transformation . . . 491 Section ILT
KLTS Kernel of a Linear Transformation is a Subspace . . . 504
KPI Kernel and Pre-Image . . . 505
KILT Kernel of an Injective Linear Transformation . . . 506
ILTLI Injective Linear Transformations and Linear Independence . . . 508
ILTB Injective Linear Transformations and Bases . . . 508
ILTD Injective Linear Transformations and Dimension . . . 509
CILTI Composition of Injective Linear Transformations is Injective . . . 509 Section SLT
RLTS Range of a Linear Transformation is a Subspace . . . 521
RSLT Range of a Surjective Linear Transformation . . . 523
SSRLT Spanning Set for Range of a Linear Transformation . . . 524
RPI Range and Pre-Image . . . 526
SLTB Surjective Linear Transformations and Bases . . . 526
SLTD Surjective Linear Transformations and Dimension . . . 526
CSLTS Composition of Surjective Linear Transformations is Surjective . . . 527 Section IVLT
ILTLT Inverse of a Linear Transformation is a Linear Transformation . . . 537
IILT Inverse of an Invertible Linear Transformation . . . 537
ILTIS Invertible Linear Transformations are Injective and Surjective . . . 538
CIVLT Composition of Invertible Linear Transformations . . . 540
ICLT Inverse of a Composition of Linear Transformations . . . 540
IVSED Isomorphic Vector Spaces have Equal Dimension . . . 543
ROSLT Rank Of a Surjective Linear Transformation. . . 544
NOILT Nullity Of an Injective Linear Transformation . . . 544
RPNDD Rank Plus Nullity is Domain Dimension . . . 544 Section VR
VRLT Vector Representation is a Linear Transformation . . . 557
VRI Vector Representation is Injective . . . 561
VRS Vector Representation is Surjective . . . 562
VRILT Vector Representation is an Invertible Linear Transformation . . . 562
CFDVS Characterization of Finite Dimensional Vector Spaces . . . 562
IFDVS Isomorphism of Finite Dimensional Vector Spaces . . . 563
CLI Coordinatization and Linear Independence . . . 564
THEOREMS xxix
FTMR Fundamental Theorem of Matrix Representation . . . 573
MRSLT Matrix Representation of a Sum of Linear Transformations . . . 576
MRMLT Matrix Representation of a Multiple of a Linear Transformation . . . 577
MRCLT Matrix Representation of a Composition of Linear Transformations . . . 577
KNSI Kernel and Null Space Isomorphism . . . 581
RCSI Range and Column Space Isomorphism . . . 584
IMR Invertible Matrix Representations . . . 586
IMILT Invertible Matrices, Invertible Linear Transformation . . . 589
NME9 Nonsingular Matrix Equivalences, Round 9 . . . 589 Section CB
CB Change-of-Basis . . . 605
ICBM Inverse of Change-of-Basis Matrix . . . 605
MRCB Matrix Representation and Change of Basis . . . 610
SCB Similarity and Change of Basis . . . 613
EER Eigenvalues, Eigenvectors, Representations . . . 616 Section OD
PTMT Product of Triangular Matrices is Triangular . . . 631
ITMT Inverse of a Triangular Matrix is Triangular . . . 632
UTMR Upper Triangular Matrix Representation. . . 633
OBUTR Orthonormal Basis for Upper Triangular Representation . . . 635
OD Orthonormal Diagonalization . . . 637
OBNM Orthonormal Bases and Normal Matrices . . . 639 Section NLT
NJB Nilpotent Jordan Blocks . . . 646
ENLT Eigenvalues of Nilpotent Linear Transformations . . . 647
DNLT Diagonalizable Nilpotent Linear Transformations . . . 647
KPLT Kernels of Powers of Linear Transformations . . . 648
KPNLT Kernels of Powers of Nilpotent Linear Transformations . . . 649
CFNLT Canonical Form for Nilpotent Linear Transformations . . . 651 Section IS
EIS Eigenspaces are Invariant Subspaces . . . 661
KPIS Kernels of Powers are Invariant Subspaces . . . 662
GESIS Generalized Eigenspace is an Invariant Subspace . . . 663
GEK Generalized Eigenspace as a Kernel . . . 664
RGEN Restriction to Generalized Eigenspace is Nilpotent . . . 673
MRRGE Matrix Representation of a Restriction to a Generalized Eigenspace . . . 676 Section JCF
GESD Generalized Eigenspace Decomposition . . . 677
DGES Dimension of Generalized Eigenspaces . . . 683
JCFLT Jordan Canonical Form for a Linear Transformation . . . 684
THEOREMS xxx
PCNA Properties of Complex Number Arithmetic . . . 713
CCRA Complex Conjugation Respects Addition . . . 715
CCRM Complex Conjugation Respects Multiplication . . . 715
CCT Complex Conjugation Twice . . . 715 Section SET
Section PT Section F
FIMP Field of Integers Modulo a Prime . . . 830 Section T
TL Trace is Linear . . . 837
TSRM Trace is Symmetric with Respect to Multiplication . . . 838
TIST Trace is Invariant Under Similarity Transformations . . . 838
TSE Trace is the Sum of the Eigenvalues . . . 838 Section HP
HPC Hadamard Product is Commutative . . . 843
HPHID Hadamard Product with the Hadamard Identity . . . 844
HPHI Hadamard Product with Hadamard Inverses. . . 844
HPDAA Hadamard Product Distributes Across Addition . . . 845
HPSMM Hadamard Product and Scalar Matrix Multiplication . . . 845
DMHP Diagonalizable Matrices and the Hadamard Product . . . 846
DMMP Diagonal Matrices and Matrix Products . . . 846 Section VM
DVM Determinant of a Vandermonde Matrix . . . 849
NVM Nonsingular Vandermonde Matrix . . . 852 Section PSM
CPSM Creating Positive Semi-Definite Matrices. . . 853
EPSM Eigenvalues of Positive Semi-definite Matrices . . . 854 Section ROD
ROD Rank One Decomposition . . . 858 Section TD
TD Triangular Decomposition . . . 863
TDEE Triangular Decomposition, Entry by Entry . . . 867 Section SVD
EEMAP Eigenvalues and Eigenvectors of Matrix-Adjoint Product . . . 871
SVD Singular Value Decomposition . . . 875 Section SR
PSMSR Positive Semi-Definite Matrices and Square Roots . . . 877
EESR Eigenvalues and Eigenspaces of a Square Root . . . 878
THEOREMS xxxi
Section POD
PDM Polar Decomposition of a Matrix . . . 881 Section CF
IP Interpolating Polynomial . . . 884
Notation
M A: Matrix . . . 25
MC [A]ij: Matrix Components . . . 25
CV v: Column Vector . . . 26
CVC [v]i: Column Vector Components . . . 26
ZCV 0: Zero Column Vector . . . 26
MRLS LS(A, b): Matrix Representation of a Linear System . . . 27
AM [A| b]: Augmented Matrix . . . 28
RO Ri ↔Rj,αRi, αRi+Rj: Row Operations . . . 29 RREFA r,D, F: Reduced Row-Echelon Form Analysis . . . 31
NSM N(A): Null Space of a Matrix. . . 68
IM Im: Identity Matrix . . . 76
VSCV Cm: Vector Space of Column Vectors . . . 88
CVE u=v: Column Vector Equality. . . 89
CVA u+v: Column Vector Addition. . . 90
CVSM αu: Column Vector Scalar Multiplication . . . 90
SSV hSi: Span of a Set of Vectors . . . 119
CCCV u: Complex Conjugate of a Column Vector . . . 175
IP hu, vi: Inner Product . . . 176
NV kvk: Norm of a Vector . . . 179
SUV ei: Standard Unit Vectors . . . 182 VSM Mmn: Vector Space of Matrices . . . 191
ME A=B: Matrix Equality . . . 191
MA A+B: Matrix Addition . . . 192
MSM αA: Matrix Scalar Multiplication . . . 192
ZM O: Zero Matrix . . . 194
TM At: Transpose of a Matrix . . . . 194 CCM A: Complex Conjugate of a Matrix . . . 197
A A∗: Adjoint . . . . 198
MVP Au: Matrix-Vector Product . . . 204
MI A−1: Matrix Inverse . . . . 224
CSM C(A): Column Space of a Matrix . . . 249
RSM R(A): Row Space of a Matrix . . . 256
LNS L(A): Left Null Space . . . 271
D dim (V): Dimension . . . 359
NOM n(A): Nullity of a Matrix . . . 365
ROM r(A): Rank of a Matrix . . . 365
DS V =U ⊕W: Direct Sum . . . 379
ELEM Ei,j,Ei(α),Ei,j(α): Elementary Matrix . . . 390
NOTATION xxxiii
SM A(i|j): SubMatrix . . . 394
DM det (A),|A|: Determinant of a Matrix . . . 394
AME αA(λ): Algebraic Multiplicity of an Eigenvalue . . . 426 GME γA(λ): Geometric Multiplicity of an Eigenvalue . . . 426 LT T: U 7→V: Linear Transformation . . . 473
KLT K(T): Kernel of a Linear Transformation . . . 503
RLT R(T): Range of a Linear Transformation . . . 520
ROLT r(T): Rank of a Linear Transformation . . . 543
NOLT n(T): Nullity of a Linear Transformation . . . 543
VR ρB(w): Vector Representation . . . 557 MR MT
B,C: Matrix Representation . . . 570 JB Jn(λ): Jordan Block . . . 643 GES GT (λ): Generalized Eigenspace . . . 663 LTR T|U: Linear Transformation Restriction . . . 667 IE ιT(λ): Index of an Eigenvalue . . . 673 CNE α =β: Complex Number Equality . . . 713
CNA α+β: Complex Number Addition . . . 713
CNM αβ: Complex Number Multiplication . . . 713
CCN c: Conjugate of a Complex Number . . . 714
SETM x∈S: Set Membership . . . 716
SSET S ⊆T: Subset . . . 716
ES ∅: Empty Set . . . 716
SE S =T: Set Equality . . . 717
C |S|: Cardinality. . . 717
SU S∪T: Set Union . . . 718
SI S∩T: Set Intersection . . . 718
SC S: Set Complement . . . 719
T t(A): Trace . . . 837
HP A◦B: Hadamard Product . . . 843
HID Jmn: Hadamard Identity . . . 844
HI Ab: Hadamard Inverse . . . 844
Diagrams
DTSLS Decision Tree for Solving Linear Systems . . . 58
CSRST Column Space and Row Space Techniques . . . 286
DLTA Definition of Linear Transformation, Additive . . . 474
DLTM Definition of Linear Transformation, Multiplicative . . . 474
GLT General Linear Transformation . . . 478
NILT Non-Injective Linear Transformation . . . 500
ILT Injective Linear Transformation. . . 502
FTMR Fundamental Theorem of Matrix Representations . . . 574
FTMRA Fundamental Theorem of Matrix Representations (Alternate) . . . 574
MRCLT Matrix Representation and Composition of Linear Transformations . . . 580
Examples
Section WILA
TMP Trail Mix Packaging . . . 3 Section SSLE
STNE Solving two (nonlinear) equations . . . 10
NSE Notation for a system of equations . . . 11
TTS Three typical systems . . . 11
US Three equations, one solution . . . 15
IS Three equations, infinitely many solutions . . . 16 Section RREF
AM A matrix . . . 25
NSLE Notation for systems of linear equations . . . 28
AMAA Augmented matrix for Archetype A . . . 28
TREM Two row-equivalent matrices . . . 29
USR Three equations, one solution, reprised . . . 30
RREF A matrix in reduced row-echelon form . . . 32
NRREF A matrix not in reduced row-echelon form . . . 32
SAB Solutions for Archetype B . . . 38
SAA Solutions for Archetype A . . . 39
SAE Solutions for Archetype E . . . 40 Section TSS
RREFN Reduced row-echelon form notation . . . 52
ISSI Describing infinite solution sets, Archetype I . . . 53
FDV Free and dependent variables . . . 54
CFV Counting free variables . . . 57
OSGMD One solution gives many, Archetype D . . . 58 Section HSE
AHSAC Archetype C as a homogeneous system . . . 65
HUSAB Homogeneous, unique solution, Archetype B. . . 66
HISAA Homogeneous, infinite solutions, Archetype A . . . 66
HISAD Homogeneous, infinite solutions, Archetype D . . . 66
NSEAI Null space elements of Archetype I . . . 68
CNS1 Computing a null space, #1 . . . 68
EXAMPLES xxxvi
Section NM
S A singular matrix, Archetype A . . . 75
NM A nonsingular matrix, Archetype B . . . 76
IM An identity matrix . . . 76
SRR Singular matrix, row-reduced . . . 77
NSR Nonsingular matrix, row-reduced . . . 77
NSS Null space of a singular matrix . . . 78
NSNM Null space of a nonsingular matrix . . . 78 Section VO
VESE Vector equality for a system of equations . . . 89
VA Addition of two vectors in C4 . . . 90
CVSM Scalar multiplication in C5 . . . 91 Section LC
TLC Two linear combinations in C6 . . . 96
ABLC Archetype B as a linear combination . . . 97
AALC Archetype A as a linear combination . . . 98
VFSAD Vector form of solutions for Archetype D . . . 101
VFS Vector form of solutions . . . 103
VFSAI Vector form of solutions for Archetype I . . . 108
VFSAL Vector form of solutions for Archetype L. . . 110
PSHS Particular solutions, homogeneous solutions, Archetype D . . . 112 Section SS
ABS A basic span . . . 119
SCAA Span of the columns of Archetype A . . . 121
SCAB Span of the columns of Archetype B . . . 123
SSNS Spanning set of a null space . . . 125
NSDS Null space directly as a span . . . 126
SCAD Span of the columns of Archetype D . . . 128 Section LI
LDS Linearly dependent set in C5 . . . 139
LIS Linearly independent set in C5 . . . 140
LIHS Linearly independent, homogeneous system . . . 141
LDHS Linearly dependent, homogeneous system . . . 142
LDRN Linearly dependent, r < n . . . 143
LLDS Large linearly dependent set in C4 . . . 143
LDCAA Linearly dependent columns in Archetype A . . . 144
LICAB Linearly independent columns in Archetype B . . . 145
LINSB Linear independence of null space basis . . . 146
NSLIL Null space spanned by linearly independent set, Archetype L . . . 148 Section LDS
RSC5 Reducing a span in C5 . . . 161
COV Casting out vectors . . . 162
EXAMPLES xxxvii
RES Reworking elements of a span . . . 168 Section O
CSIP Computing some inner products . . . 176
CNSV Computing the norm of some vectors. . . 179
TOV Two orthogonal vectors . . . 181
SUVOS Standard Unit Vectors are an Orthogonal Set . . . 182
AOS An orthogonal set . . . 182
GSTV Gram-Schmidt of three vectors . . . 185
ONTV Orthonormal set, three vectors . . . 186
ONFV Orthonormal set, four vectors . . . 186 Section MO
MA Addition of two matrices in M23 . . . 192
MSM Scalar multiplication in M32 . . . 192
TM Transpose of a 3×4 matrix . . . 194
SYM A symmetric 5×5 matrix . . . 195
CCM Complex conjugate of a matrix . . . 197 Section MM
MTV A matrix times a vector . . . 204
MNSLE Matrix notation for systems of linear equations . . . 205
MBC Money’s best cities . . . 205
PTM Product of two matrices . . . 208
MMNC Matrix multiplication is not commutative . . . 208
PTMEE Product of two matrices, entry-by-entry . . . 209 Section MISLE
SABMI Solutions to Archetype B with a matrix inverse . . . 223
MWIAA A matrix without an inverse, Archetype A . . . 224
MI Matrix inverse . . . 225
CMI Computing a matrix inverse . . . 227
CMIAB Computing a matrix inverse, Archetype B . . . 230 Section MINM
UM3 Unitary matrix of size 3 . . . 242
UPM Unitary permutation matrix . . . 243
OSMC Orthonormal set from matrix columns . . . 244 Section CRS
CSMCS Column space of a matrix and consistent systems . . . 249
MCSM Membership in the column space of a matrix . . . 250
CSTW Column space, two ways . . . 252
CSOCD Column space, original columns, Archetype D . . . 253
CSAA Column space of Archetype A . . . 254
CSAB Column space of Archetype B. . . 255
RSAI Row space of Archetype I . . . 257
EXAMPLES xxxviii
IAS Improving a span . . . 260
CSROI Column space from row operations, Archetype I . . . 261 Section FS
LNS Left null space . . . 271
CSANS Column space as null space . . . 272
SEEF Submatrices of extended echelon form . . . 275
FS1 Four subsets, #1 . . . 282
FS2 Four subsets, #2 . . . 283
FSAG Four subsets, Archetype G . . . 284 Section VS
VSCV The vector space Cm . . . 297
VSM The vector space of matrices, Mmn . . . 297 VSP The vector space of polynomials, Pn . . . 298 VSIS The vector space of infinite sequences . . . 298
VSF The vector space of functions . . . 299
VSS The singleton vector space . . . 299
CVS The crazy vector space . . . 300
PCVS Properties for the Crazy Vector Space . . . 304 Section S
SC3 A subspace of C3 . . . 308
SP4 A subspace of P4 . . . 310
NSC2Z A non-subspace in C2, zero vector . . . . 311
NSC2A A non-subspace in C2, additive closure . . . 311
NSC2S A non-subspace in C2, scalar multiplication closure . . . 312
RSNS Recasting a subspace as a null space . . . 313
LCM A linear combination of matrices . . . 314
SSP Span of a set of polynomials . . . 315
SM32 A subspace of M32 . . . 316 Section LISS
LIP4 Linear independence in P4 . . . 325
LIM32 Linear independence in M32 . . . 327
LIC Linearly independent set in the crazy vector space . . . 329
SSP4 Spanning set in P4 . . . 330
SSM22 Spanning set in M22 . . . 332
SSC Spanning set in the crazy vector space . . . 332
AVR A vector representation . . . 334 Section B
BP Bases for Pn . . . 344 BM A basis for the vector space of matrices . . . 344
BSP4 A basis for a subspace of P4 . . . 344
BSM22 A basis for a subspace of M22 . . . 345
BC Basis for the crazy vector space . . . 346
EXAMPLES xxxix
RS Reducing a span . . . 347
CABAK Columns as Basis, Archetype K. . . 349
CROB4 Coordinatization relative to an orthonormal basis, C4 . . . 351
CROB3 Coordinatization relative to an orthonormal basis, C3 . . . 352 Section D
LDP4 Linearly dependent set in P4 . . . 362
DSM22 Dimension of a subspace of M22 . . . 363
DSP4 Dimension of a subspace of P4 . . . 364
DC Dimension of the crazy vector space . . . 364
VSPUD Vector space of polynomials with unbounded degree . . . 365
RNM Rank and nullity of a matrix . . . 365
RNSM Rank and nullity of a square matrix . . . 367 Section PD
BPR Bases for Pn, reprised . . . 375
BDM22 Basis by dimension in M22 . . . 375
SVP4 Sets of vectors in P4 . . . 376
RRTI Rank, rank of transpose, Archetype I . . . 378
SDS Simple direct sum . . . 380 Section DM
EMRO Elementary matrices and row operations . . . 390
SS Some submatrices . . . 394
D33M Determinant of a 3×3 matrix . . . 394
TCSD Two computations, same determinant . . . 398
DUTM Determinant of an upper triangular matrix . . . 398 Section PDM
DRO Determinant by row operations . . . 405
ZNDAB Zero and nonzero determinant, Archetypes A and B . . . 409 Section EE
SEE Some eigenvalues and eigenvectors . . . 416
PM Polynomial of a matrix . . . 417
CAEHW Computing an eigenvalue the hard way . . . 420
CPMS3 Characteristic polynomial of a matrix, size 3 . . . 422
EMS3 Eigenvalues of a matrix, size 3 . . . 423
ESMS3 Eigenspaces of a matrix, size 3 . . . 425
EMMS4 Eigenvalue multiplicities, matrix of size 4 . . . 426
ESMS4 Eigenvalues, symmetric matrix of size 4 . . . 427
HMEM5 High multiplicity eigenvalues, matrix of size 5 . . . 428
CEMS6 Complex eigenvalues, matrix of size 6 . . . 429
DEMS5 Distinct eigenvalues, matrix of size 5 . . . 431 Section PEE
EXAMPLES xl
Section SD
SMS5 Similar matrices of size 5 . . . 453
SMS3 Similar matrices of size 3 . . . 454
EENS Equal eigenvalues, not similar . . . 456
DAB Diagonalization of Archetype B . . . 456
DMS3 Diagonalizing a matrix of size 3. . . 458
NDMS4 A non-diagonalizable matrix of size 4 . . . 461
DEHD Distinct eigenvalues, hence diagonalizable . . . 462
HPDM High power of a diagonalizable matrix . . . 463
FSCF Fibonacci sequence, closed form . . . 464 Section LT
ALT A linear transformation . . . 474
NLT Not a linear transformation . . . 475
LTPM Linear transformation, polynomials to matrices . . . 476
LTPP Linear transformation, polynomials to polynomials . . . 477
LTM Linear transformation from a matrix . . . 478
MFLT Matrix from a linear transformation . . . 480
MOLT Matrix of a linear transformation . . . 482
LTDB1 Linear transformation defined on a basis . . . 484
LTDB2 Linear transformation defined on a basis . . . 485
LTDB3 Linear transformation defined on a basis . . . 486
SPIAS Sample pre-images, Archetype S . . . 487
STLT Sum of two linear transformations . . . 489
SMLT Scalar multiple of a linear transformation . . . 490
CTLT Composition of two linear transformations . . . 492 Section ILT
NIAQ Not injective, Archetype Q . . . 499
IAR Injective, Archetype R . . . 500
IAV Injective, Archetype V . . . 502
NKAO Nontrivial kernel, Archetype O . . . 503
TKAP Trivial kernel, Archetype P . . . 504
NIAQR Not injective, Archetype Q, revisited . . . 506
NIAO Not injective, Archetype O . . . 507
IAP Injective, Archetype P . . . 507
NIDAU Not injective by dimension, Archetype U . . . 509 Section SLT
NSAQ Not surjective, Archetype Q . . . 516
SAR Surjective, Archetype R . . . 517
SAV Surjective, Archetype V . . . 518
RAO Range, Archetype O . . . 520
FRAN Full range, Archetype N . . . 522
NSAQR Not surjective, Archetype Q, revisited . . . 523
NSAO Not surjective, Archetype O . . . 524
SAN Surjective, Archetype N . . . 524
EXAMPLES xli
NSDAT Not surjective by dimension, Archetype T . . . 527 Section IVLT
AIVLT An invertible linear transformation . . . 534
ANILT A non-invertible linear transformation . . . 535
CIVLT Computing the Inverse of a Linear Transformations . . . 539
IVSAV Isomorphic vector spaces, Archetype V . . . 542 Section VR
VRC4 Vector representation in C4 . . . 558
VRP2 Vector representations in P2 . . . 560
TIVS Two isomorphic vector spaces . . . 563
CVSR Crazy vector space revealed . . . 563
ASC A subspace characterized . . . 563
MIVS Multiple isomorphic vector spaces . . . 563
CP2 Coordinatizing in P2 . . . 565
CM32 Coordinatization in M32 . . . 565 Section MR
OLTTR One linear transformation, three representations . . . 570
ALTMM A linear transformation as matrix multiplication . . . 574
MPMR Matrix product of matrix representations . . . 578
KVMR Kernel via matrix representation . . . 582
RVMR Range via matrix representation . . . 585
ILTVR Inverse of a linear transformation via a representation . . . 587 Section CB
ELTBM Eigenvectors of linear transformation between matrices . . . 603
ELTBP Eigenvectors of linear transformation between polynomials . . . 604
CBP Change of basis with polynomials . . . 605
CBCV Change of basis with column vectors . . . 609
MRCM Matrix representations and change-of-basis matrices . . . 611
MRBE Matrix representation with basis of eigenvectors. . . 613
ELTT Eigenvectors of a linear transformation, twice . . . 617
CELT Complex eigenvectors of a linear transformation. . . 622 Section OD
ANM A normal matrix . . . 637 Section NLT
NM64 Nilpotent matrix, size 6, index 4 . . . 642
NM62 Nilpotent matrix, size 6, index 2 . . . 643
JB4 Jordan block, size 4 . . . 644
NJB5 Nilpotent Jordan block, size 5. . . 644
NM83 Nilpotent matrix, size 8, index 3 . . . 645
KPNLT Kernels of powers of a nilpotent linear transformation . . . 649
EXAMPLES xlii
Section IS
TIS Two invariant subspaces . . . 659
EIS Eigenspaces as invariant subspaces . . . 661
ISJB Invariant subspaces and Jordan blocks . . . 662
GE4 Generalized eigenspaces, dimension 4 domain . . . 664
GE6 Generalized eigenspaces, dimension 6 domain . . . 665
LTRGE Linear transformation restriction on generalized eigenspace . . . 668
ISMR4 Invariant subspaces, matrix representation, dimension 4 domain . . . 670
ISMR6 Invariant subspaces, matrix representation, dimension 6 domain . . . 671
GENR6 Generalized eigenspaces and nilpotent restrictions, dimension 6 domain . . . 673 Section JCF
JCF10 Jordan canonical form, size 10 . . . 685 Section CNO
ACN Arithmetic of complex numbers . . . 713
CSCN Conjugate of some complex numbers . . . 714
MSCN Modulus of some complex numbers . . . 715 Section SET
SETM Set membership . . . 716
SSET Subset . . . 716
CS Cardinality and Size . . . 718
SU Set union . . . 718
SI Set intersection . . . 718
SC Set complement . . . 719 Section PT
Section F
IM11 Integers mod 11 . . . 830
VSIM5 Vector space over integers mod 5 . . . 830
SM2Z7 Symmetric matrices of size 2 over Z7 . . . 831
FF8 Finite field of size 8 . . . 831 Section T
Section HP
HP Hadamard Product . . . 843 Section VM
VM4 Vandermonde matrix of size 4. . . 849 Section PSM
Section ROD
ROD2 Rank one decomposition, size 2 . . . 860
ROD4 Rank one decomposition, size 4 . . . 860 Section TD
EXAMPLES xliii
TDSSE Triangular decomposition solves a system of equations . . . 866
TDEE6 Triangular decomposition, entry by entry, size 6. . . 869 Section SVD
Section SR Section POD Section CF
PTFP Polynomial through five points . . . 884 Section SAS
Preface
This textbook is designed to teach the university mathematics student the basics of linear algebra and the techniques of formal mathematics. There are no prerequisites other than ordinary algebra, but it is probably best used by a student who has the “mathematical maturity” of a sophomore or junior. The text has two goals: to teach the fundamental concepts and techniques of matrix algebra and abstract vector spaces, and to teach the techniques associated with understanding the definitions and theorems forming a coherent area of mathematics. So there is an emphasis on worked examples of nontrivial size and on proving theorems carefully.
This book is copyrighted. This means that governments have granted the author a monopoly — the exclusive right to control the making of copies and derivative works for many years (too many years in some cases). It also gives others limited rights, generally referred to as “fair use,” such as the right to quote sections in a review without seeking permission. However, the author licenses this book to anyone under the terms of the GNU Free Documentation License (GFDL), which gives you more rights than most copyrights (seeAppendix GFDL[821]). Loosely speaking, you may make as many copies as you like at no cost, and you may distribute these unmodified copies if you please. You may modify the book for your own use. The catch is that if you make modifications and you distribute the modified version, or make use of portions in excess of fair use in another work, then you must also license the new work with the GFDL. So the book has lots of inherent freedom, and no one is allowed to distribute a derivative work that restricts these freedoms. (See the license itself in the appendix for the exact details of the additional rights you have been given.)
Notice that initially most people are struck by the notion that this book is free(the French would say gratuit, at no cost). And it is. However, it is more important that the book has freedom (the French would saylibert´e, liberty). It will never go “out of print” nor will there ever be trivial updates designed only to frustrate the used book market. Those considering teaching a course with this book can examine it thoroughly in advance. Adding new exercises or new sections has been purposely made very easy, and the hope is that others will contribute these modifications back for incorporation into the book, for the benefit of all.
Depending on how you received your copy, you may want to check for the latest version (and other news) at http://linear.ups.edu/.
Topics The first half of this text (through Chapter M[191]) is basically a course in matrix algebra, though the foundation of some more advanced ideas is also being formed in these early sections. Vectors are presented exclusively as column vectors (since we also have the typographic freedom to avoid writing a column vector inline as the transpose of a row vector), and linear combinations are presented very early. Spans, null spaces, column spaces and row spaces are also presented early, simply as sets, saving most of their vector space properties for later, so they are familiar objects before being scrutinized carefully.
You cannot do everything early, so in particular matrix multiplication comes later than usual. However, with a definition built on linear combinations of column vectors, it should seem more natural than the more frequent definition using dot products of rows with columns. And this delay emphasizes
PREFACE xlv
that linear algebra is built upon vector addition and scalar multiplication. Of course, matrix inverses must wait for matrix multiplication, but this does not prevent nonsingular matrices from occurring sooner. Vector space properties are hinted at when vector and matrix operations are first defined, but the notion of a vector space is saved for a more axiomatic treatment later (Chapter VS [295]). Once bases and dimension have been explored in the context of vector spaces, linear transformations and their matrix representations follow. The goal of the book is to go as far as Jordan canonical form in the Core (Part C[2]), with less central topics collected in the Topics (Part T[828]). A third part contains contributed applications (Part A [884]), with notation and theorems integrated with the earlier two parts.
Linear algebra is an ideal subject for the novice mathematics student to learn how to develop a topic precisely, with all the rigor mathematics requires. Unfortunately, much of this rigor seems to have escaped the standard calculus curriculum, so for many university students this is their first exposure to careful definitions and theorems, and the expectation that they fully understand them, to say nothing of the expectation that they become proficient in formulating their own proofs. We have tried to make this text as helpful as possible with this transition. Every definition is stated carefully, set apart from the text. Likewise, every theorem is carefully stated, and almost every one has a complete proof. Theorems usually have just one conclusion, so they can be referenced precisely later. Definitions and theorems are cataloged in order of their appearance in the front of the book (Definitions[viii],Theorems
[ix]), and alphabetical order in the index at the back. Along the way, there are discussions of some more important ideas relating to formulating proofs (Proof Techniques [??]), which is part advice and part logic.
Origin and History This book is the result of the confluence of several related events and trends.
• At the University of Puget Sound we teach a one-semester, post-calculus linear algebra course to students majoring in mathematics, computer science, physics, chemistry and economics. Between January 1986 and June 2002, I taught this course seventeen times. For the Spring 2003 semester, I elected to convert my course notes to an electronic form so that it would be easier to incorporate the inevitable and nearly-constant revisions. Central to my new notes was a collection of stock examples that would be used repeatedly to illustrate new concepts. (These would become the Archetypes, Appendix A [732].) It was only a short leap to then decide to distribute copies of these notes and examples to the students in the two sections of this course. As the semester wore on, the notes began to look less like notes and more like a textbook.
• I used the notes again in the Fall 2003 semester for a single section of the course. Simultaneously, the textbook I was using came out in a fifth edition. A new chapter was added toward the start of the book, and a few additional exercises were added in other chapters. This demanded the annoyance of reworking my notes and list of suggested exercises to conform with the changed numbering of the chapters and exercises. I had an almost identical experience with the third course I was teaching that semester. I also learned that in the next academic year I would be teaching a course where my textbook of choice had gone out of print. I felt there had to be a better alternative to having the organization of my courses buffeted by the economics of traditional textbook publishing.
PREFACE xlvi
• As a sabbatical project during the Spring 2004 semester, I embarked on the current project of creating a freely-distributable linear algebra textbook. (Notice the implied financial support of the University of Puget Sound to this project.) Most of the material was written from scratch since changes in notation and approach made much of my notes of little use. By August 2004 I had written half the material necessary for our Math 232 course. The remaining half was written during the Fall 2004 semester as I taught another two sections of Math 232.
• While in early 2005 the book was complete enough to build a course around and Version 1.0 was released. Work has continued since, filling out the narrative, exercises and supplements.
However, much of my motivation for writing this book is captured by the sentiments expressed by H.M. Cundy and A.P. Rollet in their Preface to the First Edition ofMathematical Models(1952), especially the final sentence,
This book was born in the classroom, and arose from the spontaneous interest of a Mathemat-ical Sixth in the construction of simple models. A desire to show that even in mathematics one could have fun led to an exhibition of the results and attracted considerable attention throughout the school. Since then the Sherborne collection has grown, ideas have come from many sources, and widespread interest has been shown. It seems therefore desirable to give permanent form to the lessons of experience so that others can benefit by them and be encouraged to undertake similar work.
How To Use This Book Chapters, Theorems, etc. are not numbered in this book, but are instead referenced by acronyms. This means that Theorem XYZ will always be Theorem XYZ, no matter if new sections are added, or if an individual decides to remove certain other sections. Within sections, the subsections are acronyms that begin with the acronym of the section. So Subsection XYZ.AB is the subsection AB in Section XYZ. Acronyms are unique within their type, so for example there is just oneDefinition B[343], but there is also aSection B [343]. At first, all the letters flying around may be confusing, but with time, you will begin to recognize the more important ones on sight. Furthermore, there are lists of theorems, examples, etc. in the front of the book, and an index that contains every acronym. If you are reading this in an electronic version (PDF or XML), you will see that all of the cross-references are hyperlinks, allowing you to click to a definition or example, and then use the back button to return. In printed versions, you must rely on the page numbers. However, note that page numbers are not permanent! Different editions, different margins, or different sized paper will affect what content is on each page. And in time, the addition of new material will affect the page numbering. Chapter divisions are not critical to the organization of the book, as Sections are the main organi-zational unit. Sections are designed to be the subject of a single lecture or classroom session, though there is frequently more material than can be discussed and illustrated in a fifty-minute session. Con-sequently, the instructor will need to be selective about which topics to illustrate with other examples and which topics to leave to the student’s reading. Many of the examples are meant to be large, such as using five or six variables in a system of equations, so the instructor may just want to “walk” a class through these examples. The book has been written with the idea that some may work through it independently, so the hope is that students can learn some of the more mechanical ideas on their own. The highest level division of the book is the three Parts: Core, Topics, Applications (Part C [2],