1.

General Vector Spaces

1.1. Vector space axioms.
Definition 1.1. Let V be a nonempty set of objects on which the operations
of addition and scalar multiplication are defined. By addition we mean a rule
for assigning to each pair of vectors u, v V a unique vector u + v. By scalar
multiplication we mean a rule for associating to each scalar k and each u V a
unique vector ku. The set V together with these operations is called a vector space,
provided the following properties hold for all u, v, w V and scalars k, l in some
field K:
(1) If u, v V , then u + v V . We say that V is closed under addition.
(2) u + v = v + u.
(3) (u + v) + w = u + (v + w).
(4) V contains an object 0, called the zero vector, which satisfies u + 0 = u for
every vector u V .
(5) For each u V there exists an object u such that u + (u) = 0.
(6) If u V , and k K, then ku V . We say V is closed under scalar
multiplication.
(7) k(u + v) = ku + kv.
(8) (k + l)u = ku + lu.
(9) k(lu) = (kl)u.
(10) 1u = u, where 1 is the identity in K.
Remark 1.2. The most important vector spaces are real vector spaces (for which
K = R in the preceding definition), and complex vector spaces (where K is the
complex numbers C).
1.2. Subspaces, linear independence, span, basis.
Definition 1.3. A nonempty subset W of a vector space V is called a subspace if
W is closed under scalar multiplication and addition.
Definition 1.4. A set M = {v1 , ..., vs } of vectors in V is called linearly independent, provided the only set {c1 , ..., cs } of scalars which solve the equation
c1 v1 + c2 v2 + ... + cs vs = 0 is c1 = c2 = ... = cs = 0. If M is not linearly
independent then it is called linearly dependent.
Definition 1.5. The span of a set of vectors M = {v1 , ..., vs } is the set of all
possible linear combinations of the members of M .
Definition 1.6. A set of vectors in a subspace W of V is said to be a basis for V
if it is linearly independent and its span is V .
Definition 1.7. A vector space V is finite-dimensional if it has a basis with finitely
many vectors, and infinite-dimensional otherwise. If V is finite-dimensional, then
the dimension of V is the number of vectors in any basis; otherwise the dimension
of V is infinite.
1

1.3. Examples. Illustration 1: Euclidean and Complex Spaces

The most important examples of finite-dimensional vector spaces are n-dimensional
Euclidean space Rn , and n-dimensional complex space Cn .
Illustration 2. An important example of an infinite-dimensional vector space is
the space of real-valued functions which have n-th order continuous derivatives on
all of R, which we denote by C n (R).
Definition 1.8. Let f1 (x), f2 (x), ..., fn (x) be elements of C (n1) (R). The Wronskian of these functions is the determinant whose n-th row contains the (n 1)
derivatives of the functions,

f1 (x)
f2 (x)

fn (x)

f10 (x)
f20 (x)

fn0 (x)

(n1)
(n1)
(n1)
f
(x) f2
(x) fn
(x)
1
Theorem 1.9. (Wronskis test for linear independence) Let f1 (x), f2 (x), ..., fn (x)
be real-valued functions which have (n 1) continuous derivatives on all of R . If
the Wronskian of these functions is not identically zero on R, then the functions
form a linearly independent set in C (n1) (R).
Example. Show that f1 (x) = sin2 2x, f2 (x) = cos2 2x, f3 (x) = cos 4x are linearly
dependent in C 2 (R).
Solution: One approach would be to examine the Wronskian of our functions. A
simple computation shows that the Wronskian is identically 0, hence our functions
are linearly dependent. Alternatively, since cos 4x = cos2 2x sin2 2x, it follows
that f1 (x) f2 (x) + f3 (x) = 0, and our functions are linearly dependent.
2. Linear Transformations
2.1. Definition.
Definition 2.1. Let V ,W be real vector spaces. A transformation T : V W is a
linear transformation, if for any pair , R, and u, v V , we have T (u + v) =
T (u) + T (v).
Illustration. Let V = C 1 (R) denote the continuously-differentiable real-valued
functions defined on R, and W = C 0 (R) denote the continuous real-valued functions
df
d
d
on R. The derivative operator dx
: V W , defined by dx
(f ) = dx
W for f V
df
dg
d
is linear, since dx (f + g) = dx + dx .
Example. Find the matrix representation A of the linear transformation T : R2
R2 , where T rotates each vector x R2 with basepoint at the origin clockwise by
an angle .
Solution: We must find the images T (e1 ) and T (e2 ) of the standard basis under
our transformation. It is easy to check that T (e1 ) = T ((1, 0)T ) = (cos , sin )T ,
while T (e2 ) = T ((0, 1)T) = (sin , cos )T.
cos sin
Hence our matrix A =
.
sin cos

2.2. Isomorphism.
Definition 2.2. A linear transformation T : V W is called an isomorphism if
it is one-to-one and onto, and we say a vector space V is isomorphic to W if there
is an isomorphism between V and W .
Theorem 2.3. Every real n-dimensional vector space is isomorphic to Rn .
Example. If V is an n-dimensional vector space and the transformation T : V
Rn is an isomorphism, show there exists a unique inner product < , > on V such
that T (u) T (v) =< u, v >, where T (u) T (v) denotes the Euclidean product on
Rn .
Solution: We show that < u, v > defines an inner product.
< u, v >= T (u) T (v) = T (v) T (u) =< v, u >.
< u + v, w >= T (u + v) T (w) = (T (u) + T (v)) T (w) = T (u) T (w) +
T (v) T (w) =< u, w > + < v, w >.
< ku, v >= T (ku) T (v) = kT (u) T (v) = k < u, v >.
2
Since T is an isomorphism, < v, v >= kT vk = 0 if and only if v = 0.
So < u, v > satisfies all the properties of an inner product. Uniqueness of the inner
product on V follows from the similar property held by the Euclidean dot product
on Rn .
2.3. Kernel and range, one-to-one and onto. Let T : V W be a linear
transformation. Then:
Definition 2.4. The kernel of T is the set ker(T ) := {x V | T (x) = 0}.
Definition 2.5. The range of T is the set {y W | x V such that y = T (x)}.
Definition 2.6. T is onto if its range is all of W , and one-to-one if T maps distinct
vectors in V to distinct vectors in W . We say T is an injection if if is one-to-one,
and a surjection if it is onto.
Example. Let T : V W be a linear transformation. Show that T is one-to-one
if and only if ker(T ) = {0}.
Solution: Suppose first T is one-to-one. Since T is linear, T (0) = 0. Since T is
one-to-one, 0 is the only vector for which T (0) = 0, so ker(T ) = {0}.
Next suppose ker(T ) = {0}. Further, choose x1 , x2 V such that x1 6= x2 . Then
x1 x2 is not in the kernel of T , so that T (x1 x2 ) = T (x1 ) T (x2 ) 6= 0, and T
is one-to-one.

3. Matrix Algebra
Theorem 3.1. Let T : Rn Rm be a linear transformation, and let {e1 , ..., en }
denote a basis for Rn . Then given any x Rn , we can express T (x) as a matrix
transformation T (x) = Ax, where A is the mn matrix whose i-th column is T (ei ).
Let us fix some notation. We denote the entry in the i-th row and k-th column of
A by the lowercase aij .

3.1. Fundamental spaces of a matrix.

Definition 3.2. Let A be an m n matrix.
(1) The row (column) space of A is the subspace spanned by the row (column)
vectors of A. These are denoted row(A) and col(A) respectively.
(2) The null space is the solution space of Ax = 0, denoted null(A).
Definition 3.3. The dimension of the row space of a matrix A is called the rank
of A, while the dimension of the null space is called the nullity of A.
Definition 3.4. If S is a nonempty subset of Rn then the orthogonal complement
of S, denoted S , is the set of vectors in Rn which are orthogonal to every vector
in S.
Theorem 3.5. If A is an mxn matrix, then the row space (column space) of A
and the null space of A are orthogonal complements.

2 7
4
5
8
4 4
8
5
4

Example. For the matrix

1 9 3 5 14 , show that null(A) and
3 5
7
5
6
row(A) are orthogonal complements.
Solution: Recall that the null space of A consists of those vectors which solve the
equation Ax = 0. It is left as an exercise to show that the null space is spanned by
the vectors (7, 6, 3, 0, 5)T and (1, 2, 1, 4, 0)T .
Further, row(A) is the same as the span of the row
echelon
vectors from the reduced
1 0 0 1/4 7/5
0 1 0 1/2 6/5

form of A (check!), which is given by the matrix

0 0 1 1/4 3/5 . Hence
0 0 0 0
0
row(A) is spanned by the three non-zero rows in the reduced matrix. It is easily
checked by computing the dot products pairwise, that any vector in the row space
is orthogonal to any vector in the column space.
Example. Prove that the row vectors of an invertible n n matrix A form a basis
for Rn .
Solution: If A is invertible, then the row vectors of A are linearly independent
(check!). We know that the row space is a subspace of Rn , and further is spanned
by n linearly independent vectors; hence the row space of A is all of Rn . It follows
that the row vectors form a basis for Rn .
3.2. Dimension theorem.
Theorem 3.6. If A is an mxn matrix, then rank(A) + nullity(A) = n.
2
Example. Prove that
T if A is a square matrix for which A and A have the same
rank, then null(A) col(A) = {0}.
Solution: First we show that null(A) = null(A2 ). By the dimension theorem, we
know that dim(null(A2 )) = n rank(A2 ) = n rank(A) = dim(null(A)). Since
null(A) null(A2 ) (check!), itTfollows that null(A) = null(A2 ).
Suppose now that y null(A) col(A). Then there exists x such that y = Ax and
Ay = 0. Since A2 x = Ay = 0, x null(A2 ) = null(A), and therefore y = 0.

3.3. Rank Theorem for matrices.

Theorem 3.7. The row space and column space of a matrix have the same dimension.
The rank theorem has several immediate implications.
Proposition 3.8. Suppose A is an mxn matrix. Then:
rank(A) = rank(AT ).
rank(A) + nullity(AT ) = m.
Example. Prove the latter proposition.
Solution: To prove the first claim, note that rank(A) = dim(row(A)) = dim(col(AT )),
the latter equality following since the rows of A are the columns of AT . By the
rank theorem, dim(col(AT )) = dim(row(AT )), and the result follows.
To prove the second claim, first recall that the dimension theorem applied to AT
reads rank(AT ) + nullity(AT ) = m. Now apply part one of the proposition, i.e.
rank(A) = rank(AT ), and the result follows.
3.4. Matrix multiplication.
Definition 3.9. Suppose A is an m n matrix, and B is an n k matrix. Then
we define their product AB, such that the entry in the i-th row and k-th column
of AB is nj=1 aij bjk .
Illustration. Suppose we represent v Rn as a column vector, i.e. v = (v 1 , v 2 , ..., v n )T
with respect to the standard basis. Further, let A = (aij ) be an n n matrix with
entries aij . Then the vector Ax obtained by multiplying x by A has components
(Ax)i = (nk=1 aik v k .
3.5. Change of basis.
Definition 3.10. Suppose B = {v1 , ..., vk } is an ordered basis for a subspace W
of Rn , and w = a1 v1 + ... + ak vk is an expression for w W in terms of B. Then
we call the set {a1 , ..., an } the coordinates of w with respect to B. Further, the
k-tuple of coordinates [w]B := (a1 , ..., an )TB is referred to as the coordinate matrix
of w with respect to B.
Theorem 3.11. Suppose B and B 0 = {v10 , ..., vn0 } are two bases for Rn , and w
Rn . Then the relation between [w]B and [w]0B is given by [w]B 0 = PBB 0 [w]B ,
where PBB 0 := ([v1 ]B 0 | [v2 ]B 0 | | [vn ]B 0 ) is the matrix whose column vectors
are the members of B 0 .
Example. Let S denote the standard basis for R3 , and let B = {v1 , v2 , v3 } be
the basis with members v1 = (1, 2, 1), v2 = (2, 5, 0), and v3 = (3, 3, 8). Find the
transition matrices PBS and PSB .
Solution. By our theorem, we know that

1 2 3
PBS = ([v1 ]S | [v2 ]S ) | [v3 ]S ) = 2 5 3 .
1 0 8
We can immediately find PSB by noting that the it must be the inverse of PSB
(why?).

3.6. Similarity and Diagonalizability.

Definition 3.12. If A and C are square matrices with the same size, we say that
C is similar to A if there is an invertible matrix P such that C = P 1 AP .
Definition 3.13. Properties of similar matrices.
(1) Two square matrices are similar if and only if there exist bases with respect
to which the matrices represent the same linear operator.
(2) Similar matrices have the same eigenvalues, determinant, rank, nullity, and
trace.
Definition 3.14. A square matrix A is diagonalizable if there exists an invertible
matrix P for which P 1 AP is a diagonal matrix.
Theorem 3.15. If A is an nxn matrix, then the following are equivalent.
A is diagonalizable.
A has n linearly independent eigenvectors.
Rn has a basis consisting of eigenvectors of A.

1 4 2
Example. Determine whether the matrix A = 3 4 0 is diagonalizable.
3 1 3
If so, find the matrix P that diagonalizes the matrix A.
Solution: You can check that the characteristic polynomial of A is p() = (
1)( 2)( 3), so that A has three distinct eigenvalues. Since eigenvectors corresponding to distinct eigenvalues are linearly independent (check!), A has 3 linearly
independent eigenvectors and we know A is diagonalizable.
To determine P , we must find eigenvectors corresponding to the eigenvalues =
1, 2, 3. The reader can check that that these eigenvectors are v1 = (1, 1, 1)T ,
v2 = (2,3, 3)T , and v3 = (1, 3, 4)T . Hence one choice of the matrix P is given
1 2 1
by P = 1 3 3 .
1 3 4
3.7. Orthogonal diagonalizability.
Definition 3.16. A square matrix A is orthogonally diagonalizable if there exists
an orthogonal matrix P for which P T AP is a diagonal matrix.
Theorem 3.17. A matrix is orthogonally diagonalizable if and only if it is symmetric.
Example. Prove that if A is a symmetric matrix, then eigenvectors from different
eigenspaces are orthogonal.
Solution. Let v1 and v2 be eigenvectors corresponding to distinct eigenvalues
1 , 2 . Consider 1 v1 v2 = (1 v1 )T v2 = (Av1 )T v2 = v1T AT v2 . Since A is symmetric, v1T AT v2 = v1T Av2 = v1T 2 v2 = 2 v1 v2 . This implies (1 2 )v1 v2 = 0, which
in turn tells us v1 v2 = 0.
3.8. Quadratic forms.
Definition 3.18. Let A be a real n n matrix, and x Rn . Then
the real-valued

a11 a12
T
function x Ax is called a quadratic form. For example, if A =
, then
a21 a22
the quadratic form associated with A is a11 x21 + a22 x22 + 2a12 a21 x1 x2 .

Theorem 3.19. (Principal Axes Theorem) If A is a symmetric n n matrix, then

there is an orthogonal change of variable x = P y that transforms the quadratic
form xT Ax into a quadratic form y T Ay with no cross product terms. Specifically,
if P orthogonally diagonalizes A, then xT Ax = y T Dy = 1 y12 + ... + n yn2 , where
1 , ..., n are the eigenvalues of A corresponding to the eigenvectors that form the
successive columns of P .
Definition 3.20. A quadratic form xT Ax is said to be:
Positive definite if xT Ax > 0 for all x 6= 0.
Negative definite if xT Ax < 0 for all x 6= 0.
Indefinite otherwise.
Example. Show that if A is a symmetric matrix, then A is positive definite if and
only if all eigenvalues of A are positive.
Solution: From the Principal Axes Theorem, we know that we can find P such
that xT Ax = y T Dy = 1 y12 + ... + n yn2 . Since P is invertible, it follows that
y 6= 0 x 6= 0. Further, the values of xT Ax are the same as y T Dy for x, y 6= 0.
This means that xT Ax > 0 all eigenvalues of A are positive.
3.9. Functions of a matrix, matrix exponential.
Definition 3.21. Suppose A is an nn diagonalizable matrix which is diagonalized
by P , and 1 , 2 , ..., n are the ordered eigenvalues of A. If f is a real-valued
function whose Taylor series converges on some interval containing the eigenvalues
of A, then f (A) = P diag(f (1 ), f (2 ), ..., f (n ))P 1 .

2
0 36
3
0 , compute exp(tA).
Example. Given A = 0
36 0 23
Solution. We leave as an exercise to show that the eigenvalues are = 3, 25, 50,
with corresponding eigenvectors v1 = (0, 1, 0)T , v2 = (4/5, 0, 3/5)T , and v3 =

0 4/5 3/5
0
0 ,
(3/5, 0, 4/5)T . It follows that the matrix P that diagonalizes A is P = 1
0 3/5 4/5
and A = P diag(3, 25, 50)P T .
From our theorem, it follows that exp (tA) = P exp (tdiag(3, 25, 50))P T , and
exp (tdiag(3, 25, 50)) = diag(exp (3t), exp (25t), exp (50t)). It is easy to verify that
16

9
12
0
12
25 exp (25t) + 25 exp (50t)
25 exp (25t) + 25 exp (50t)

0
exp (3t)
0
exp (tA) =
12
9
16
25
exp (25t) + 12
exp
(50t)
0
exp
(25t)
+
exp
(50t)
25
25
25

a11 a12
denote an arbitrary 2 2 matrix.
a21 a22
Recall that the determinant of A is defined by det(A) := a11 a22 a12 a21 . More
generally, let A be a square n n matrix, and denote the entry in the i-th row and
j-th column by aij .

3.10. Determinants. Let A =

Definition 3.22. The determinant of a square n n matrix is defined by the

sum det(A) = a1j1 a2j2 anjn . Here the summation is over all permutations

{j1 , j2 , ..., jn } of {1, 2, ..., n}, where the sign is + if the permutation is even, and
- if the permutation is odd.

a11 a12 a13

Illustration. Suppose that A = a21 a22 a23 . Then:
a31 a32 a33
det(A) = a11 a22 a33 + a12 a23 a31 + a13 a21 a32 a13 a22 a31 a12 a21 a33 a11 a23 a32 .
3.11. Properties of determinants.
Proposition 3.23. Suppose A, B are square matrices of the same size. Then:
(1) A is invertible if and only if det(A) 6= 0.
(2) det(AB) = det(A) det(B).
(3) det(A) = det(AT ).
Example. Show that a square matrix A is invertible if and only if AT A is invertible.
Solution: Suppose A is invertible. Then from the first item in the above proposition we know det(A) 6= 0. Further, from items 2 and 3 we see that det(AT A) =
det(AT )det(A) = det(A)2 6= 0, so that AT A is invertible. On the other hand, if
det(AT A) 6= 0 then by the same equality we have det(A) 6= 0, and A is invertible.
3.12. Cramers rule.
Theorem 3.24. If Ax = b is a linear system of n equations in n unknowns, then
the system has a unique solution if and only if det(A) 6= 0. Cramers rule then says
det(A2 )
det(An )
1)
that the exact solution is given by x1 = det(A
det(A) , x2 = det(A) , ..., xn = det(A) . Here
Ai denotes the matrix which results when the i-th column of A is replaced by the
column vector b.

0
x1
1 0
using Cramers rule.
=
Example. Solve
1
x2
2 1

0 0
1 0
det
det
1 1
2 1
0

= = 0,

= 1.
Solution : x1 =
x2 =
1
1 0
1 0
det
det
2 1
2 1
3.13. Formula for A1 .
Definition 3.25. If A is a square matrix, then the minor of entry aij is denoted
by Mij , and is defined to be the determinant of the submatrix that remains when
the i-th row and j-th column are deleted. The number Cij = (1)i+j Mij is called
the cofactor of entry aij .

C11 C12 ... C1n

C21 C22 ... C2n

Definition 3.26. If A is a square matrix, the matrix C =

.
.
.
.
Cn1 Cn2 ... Cnn
is called the matrix of cofactors. The adjoint of A is the transpose of C, which we
denote by adj(A).

9
1
Theorem 3.27. If A is invertible, then its inverse is given by A1 = det(A)
adj(A) =
1
T
det(A) C .

2 0 3
Example. Find the inverse of A = 0 3 2 using Theorem 1.6.
2 0 4
Solution: First we compute the determinant, expanding along the first row,

det(A) =a11 C11 + a12 C12 + a13 C13

3 2
0
=2 det
0 det
0 4
2

2
4

+ 3 det

0 3
2 0

=2(12) + 3(6)
= 6.
We can similarily obtain the remaining Cij which determine the adjoint. Finally
we find that the inverse is:

12 0 9
1
A1 = 4 2 4 .
6
6
0
6

3.14. Geometric interpretation of the determinant.

Theorem 3.28. If A is a 2 2 matrix, then | det(A) | represents the area of the
parallelogram determined by the two column vectors of A, when they are positioned
so that their base points coincide. If A is a 3 3 matrix, then | det(A) | represents
the volume of the parallelipiped determined by the three column vectors of A, when
they are positioned so that their base points coincide.
Example. Find the area of the parallelogram in the plane with vertices P1 (1, 2), P2 (4, 4),
P3 (7, 5), P4 (4, 3).
Solution: Lets consider the vectors P1 P2 and P1 P4 , which starting from P1 exT
tend to P2 and P4 respectively. A simple calculation shows P1 P2 = (3,

2) , and
3 3
,
P1 P4 = (3, 1)T . Placing these vectors as the columns of the matrix A =
2 1
by our theorem we know that the area of our parallelogram is given by | det(A) |= 3.
3.15. Cross product.
Definition 3.29. Let u = (u1 , u2 , u3 )T , v = (v1 , v2 , v3 )T . The cross product of u
with v, denoted u v, is the vector

u2 u3
u1 u3
u1 u2
u v := (det
, det
, det
)T .
v2 v3
v1 v3
v1 v2
Example. For u = (1, 0, 2)T , v = (3, 1, 0)T , compute u v.
Solution: By the definition,
u v = ((0 0 2 1), (3 2 1 0), (1 1 0 (3)))T = (2, 6, 1)T .

10

4. Eigenvalues and eigenvectors

4.1. Eigenvalues of mappings between linear spaces.
Definition 4.1. Suppose V is a real vector space, and T : V V is a linear map.
Then we say R is an eigenvalue of T , provided there exists a non-zero vector
x V such that (T I)x = 0.
Example. Suppose V is a real vector space, and let I be the identity operator on
V . Find the eigenvalues and eigenspaces of I.
Solution: Since Ix = x, for all x V , it follows that 1 is the only eigenvalue, and
the eigenspace corresponding to 1 is all of V .
4.2. Real and complex eigenvalues for maps between finite-dimensional
spaces.
Definition 4.2. If A is an n n matrix, then a scalar is called an eigenvalue of
A if there exists a non-zero vector x such that Ax = x. If is an eigenvalue of A,
then every nonzero vector x such that Ax = x is called an eigenvector of A.

4 0 1
Example. Find all eigenvalues of the matrix A = 2 1 0 , and the corre2 0 1
sponding eigenvectors.
Solution: We note that is an eigenvalue provided the equation (A Id )x = 0
has a solution for some non-zero x, where Id denotes the identity matrix. This is
only possible if solves the characteristic equation det(A Id ) = 0.
For the matrix A in our example, the characteristic equation reads (check!) 3
62 + 11 6 = ( 1)( 2)( 3) = 0, which has solutions = 1, 2, 3.
Next, to determine the eigenvectors corresponding to = 1, we must solve the
system (A Id )x = 0 for non-zero x. In other words, we solve

3 0 1
x1
0
2 0 0 x2 = 0 .
2 0 0
x3
0
Using your favourite solution method, you can easily determine that one eigenvector
is (x1 , x2 , x2 )T = (0, 1, 0)T . Similarily, we find an eigenvector corresponding to =
2 is (1, 2, 2)T , and for = 3 the eigenvector is (1, 1, 1)T . Finally, it is important
to note that scalar multiples of any of these eigenvectors is also an eigenvector,
so we have actually determined a subspace of eigenvectors corresponding to each
eigenvalue (referred to as the eigenspace of ).
Definition 4.3. If n is a positive integer, then a complex n-tuple is a sequence of
n complex numbers (v1 , ..., vn ). The set of all complex n-tuples is called complex
n-space and is denoted by C n .
Definition 4.4. If u = (u1 , u2 , ..., un ) and v = (v1 , v2 , ..., vn ) are vectors in C n ,
then the complex Euclidean dot (inner) product of u and
v is defined u v :=
u1 v1 + u2 v2 + ... + un vn . The Euclidean norm is kvk := v v.
Definition 4.5. A complex matrix A is a matrix whose entries are complex numbers. Further, we define the complex conjugate of a matrix A, denoted A, to be
the matrix whose entries are the complex conjugates of the entries of A. That is,
if A has entries aij , then A has entries aij .

11

Definition 4.6. If A is a complex n n matrix, then the complex roots of

the characteristic equation det(A I) = 0 are called complex eigenvalues of A.
Further, complex nonzero solutions x to (A I)x = 0 are referred to as the
complex eigenvectors corresponding to .

4 5
Example. Given A =
, determine the eigenvalues and find bases for
1 0
the corresponding eigenspaces.
Solution: It is left as an exercise to check that the characteristic equation is
2 4 + 5 = 0, so the eigenvalues are = 2 i.
Let
us determinethe eigenspace corresponding to = 2 + i. We must solve
2 + i
5
(x, y)T = (0, 0)T . Since we know this system must have a non1
2+i
zero solution, it follows that one of the rows in the reduced matrix must have a row
of zeros. Hence we need only solve (2 + i)x + 5y = 0. which has as solution the
eigenvector (x, y) = ( 2+i
5 , 1), which spans the eigenspace of = 2 + i.
It is a good exercise for the reader to check that for a complex eigenvalue with
corresponding eigenvector x, it is always true that is another eigenvalue with
corresponding eigenvector x. Hence ( 2i
5 , 1) is a basis for the eigenspace corresponding to = 2 i.
4.3. Generalized Eigenspaces.
Definition 4.7. Let A be a complex n n matrix, with distinct eigenvalues
{1 , 2 , ..., k }. The generalized eigenspace Vi pertaining to i is defined by
Vi = {x Cn | (A i I)n x = 0}. In particular, all eigenvectors corresponding to i are in Vi .
Theorem 4.8. Let A be a complex nn matrix with distinct eigenvalues {1 , 2 , ..., k }
and corresponding invariant subspaces Vi , i = 1, ..., k. Then:
(1) Vi is invariant under A, in the sense that AVi Vi for i = 1, ..., k.
(2) The spaces Vi are mutually linearly independent.
(3) dimVi = m(i ), where m(i ) is the multiplicity of the eigenvalue i .
(4) A is similar to a block diagonal matrix with k blocks A1 , ..., Ak .
4.4. Jordan Normal Form.
Definition 4.9. Let C. A Jordan block Jk () is a k k upper-triangular
matrix of the form

1 0
0
0 1 0 0

Jk () = . . .

0 0

1
0 0 0

Definition 4.10. A Jordan matrix is any matrix of the form

Jn1 (1 )
0

..
J =

.
0
Jnk (k )
where each Jni (i ) is a Jordan block, and n1 + n2 + + nk = n.

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Theorem 4.11. Given any complex n n matrix A, there is an invertible matrix

S such that

Jn1 (1 )
0
1

1
..
A=S
S = SJS ,
.
0
Jnk (k )
where each Jni (i ) is a Jordan block, and n1 + n2 + + nk = n. The eigenvalues
are not necessarily distinct, though if A is real with real eigenvalues, then S can be
taken to be real.
5. Inner product spaces
5.1. Inner product.
Definition 5.1. An inner product on a real vector space V is a function that
associates a unique real number < u, v > to each pair of vectors u, v V , in such
a way that the following properties hold for all u, v, w V and scalars k:
(1)
(2)
(3)
(4)

< v, v > 0, and < v, v >= 0 if and only if v = 0.

< u, v >=< v, u >.
< u + v, w >=< u, w > + < v, w >.
< ku, v >= k < u, v >.

A real vector space equipped with an inner product is called a real inner product
space.
Illustration. The most familiar example of an inner product space is Rn , equipped
with the Euclidean dot product as inner product. That is, for v, w Rn , we define
the dot product v w := ni=1 v i wi .
Example. Let V = C([0, 2]), the continuous real-valued functions defined on the
closed interval [0, 2]. We make V into an inner product space by defining an inner
R 2
product < f, g >:= 0 f (x)g(x)dx, for any two functions f, g V .
Suppose p and q are distinct non-zero integers. Show that f (x) = sin qx and
g(x) = cos px are orthogonal with respect to the inner product.
Solution: Using the identity cos px sin qx = sin (p + q)x sin (p q)x, we see that
R 2
R 2
< f, g >= 0 cos px sin qxdx = 0 [sin (p + q)x sin (p q)x]dx = 0 0 = 0, as
required.
5.2. Norms, Cauchy-Schwarz inequality.
Definition 5.2. If V is an inner product space, then we define the norm of v V

by kvk = < v, v >, and the distance between u and v by d(u, v) = ku vk.
Theorem 5.3. (Pythagoras) If u, v V are orthogonal with respect to the inner
2
2
product, then ku + vk = kuk + kvk .
Theorem 5.4. (Cauchy-Schwarz Inequality) If u, v are vectors in an inner product
space V , then |< u, v >| kuk kvk .
Theorem 5.5. (Triangle Inequality) If u, v, w are vectors in an inner product space,
then ku + vk kuk + kvk.

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5.3. Orthogonality, orthonormal bases.

Definition 5.6. A pair of vectors v, w in an inner product space V are called
orthogonal if < v, w >= 0. A set W of vectors in an inner product space is called
orthogonal if each pair of vectors in orthogonal. The set W is orthonormal if it is
orthogonal and each vector has unit length. Finally, a basis B which is orthonormal
is called an orthonormal basis.
Theorem 5.7. Properties of orthonormal bases:
(1) If {v1 , ..., vk } is an orthonormal basis for a subspace W V , and if w W ,
then we may express w = (w v1 )v1 + (w v2 )v2 + ... + (w vk )vk .
(2) Every nonzero subspace of a finite-dimensional inner product space V possesses an orthonormal basis (Gram-Schmidt).
Example. Confirm that the set v1 = (2/3, 1/3, 2/3), v2 = (1/3, 2/3, 2/3), v3 =
(2/3, 2/3, 1/3) is an orthonormal basis for R3 equipped with the Euclidean inner
product.
Solution We leave it to you to check that v1 , v2 , v3 are pairwise orthogonal, by
computing the dot products. Further, each of these vectors has norm 1, so the set
is orthonormal. Finally, an orthogonal set of nonzero vectors is linearly independent
(check!), so that our set forms an orthonormal basis.
5.4. Hermitian, Unitary, and Normal Matrices.
Definition 5.8. If A is a complex matrix, then the conjugate transpose of A,
T
denoted A , is defined by A = A , where the overbar denotes complex conjugation.
Definition 5.9. A square complex matrix A is said to be unitary if A = A1 ,
and hermitian if A = A.
Theorem 5.10. Suppose A is a n n unitary, complex matrix. Then
Ax Ay = x y for all x, y C n .
The column and row vectors form an orthonormal set with respect to the
complex Euclidean inner product.
Theorem 5.11. Suppose A is a Hermitian matrix. Then
The eigenvalues of A are real numbers.
The eigenvectors from different eigenspaces are orthogonal.
Example. Show that if A is a unitary matrix, then so is A .
Solution: Since A is unitary, A1 = A , and it is left as an exercise to check that
(A )1 = (A1 ) . From the latter it follows (A )1 = (A ) , as required.
Example. Show that the determinant of a Hermitian matrix is real.
Solution: First of all we show that det(A ) = det(A). By expanding the formula
for the determinant, it is readily seen that det(A) = det(A). Using the latter, and
the fact that the determinant of A is the same as that of its transpose, we find
det(A ) = det((A)T ) = det(A) = det(A).
Since A is Hermitian, det(A) = det(A ) = det(A), and det(A) is real.
Definition 5.12. A square complex matrix A is called normal if AA = A A
(a property you should check is shared by, for example, unitary and hermitian
matrices).