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Lecturer:
Prerequisite:
MT2001 Mathematics
Lectures:
Tutorials:
Times: Mon 2pm (Maths Theatre B), Mon 3pm (Maths Theatre B),
Thu 2pm (Maths Theatre B), Fri 3pm (Maths Theatre B).
Assessment: 10% Continuous assessment, 90% exam
Continuous assessment questions will be distributed later in the semester. (Full
details t.b.a.)
Recommended Texts:
T. S. Blyth & E. F. Robertson, Basic Linear Algebra, Second Edition, Springer
Undergraduate Mathematics Series (Springer-Verlag 2002)
T. S. Blyth & E. F. Robertson, Further Linear Algebra, Springer Undergraduate
Mathematics Series (Springer-Verlag 2002)
R. Kaye & R. Wilson, Linear Algebra, Oxford Science Publications (OUP 1998)
Webpage: All my handouts, slides, problem sheets and solutions will be available
in PDF format from MMS and in due course on my webpage. Solutions will be posted
only in MMS and only after all relevant tutorials have happened. The versions on my
webpage will be as single PDFs so will be posted later in the semester (the current
versions are from last year, though there wont be a huge number of changes).
The lecture notes and handouts will contain a number (currently a small number!)
of extra examples. I dont have time to cover these in the lectures themselves, but
they are intended to be useful supplementary material.
Course Content:
Vector spaces: subspaces, spanning sets, linear independence, bases
Linear transformations: rank, nullity, matrix of a linear transformation,
change of basis
Direct sums: projection maps
Diagonalisation: eigenvectors & eigenvalues, characteristic polynomial, minimum polynomial
Jordan normal form
Inner product spaces: orthogonality, orthonormal bases, GramSchmidt process
MRQ 2014
Vector spaces
F F F
(, ) 7 +
(, ) 7
Example 1.2 The following are examples of fields: (i) Q; (ii) R; (iii) C, all with the
usual addition and multiplication;
(iv) Z/pZ = {0, 1, . . . , p 1} (where p is a prime number) with addition and
multiplication being performed modulo p.
Definition 1.3 Let F be a field. A vector space over F is a set V together with the
following operations
V V V
F V V
(u, v) 7 u + v
(, v) 7 v,
Example 1.4
x2
F n = . x1 , x2 , . . . , xn F
..
xn
x1 + y 1
y1
x1
x2 y 2 x2 + y 2
,
.. + .. =
..
. .
.
xn + y n
yn
xn
scalar multiplication by
x1
x1
x2 x2
. = . ,
.. ..
xn
zero vector
xn
0
0
0 = . ,
..
0
x1
x1
x2 x2
. = . .
.. ..
xn
xn
ai x i =
X
(ai )xi .
i
(for x R)
and
(f )(x) = f (x)
(for x R).
Then FR forms a vector space over R with respect to this addition and scalar
multiplication. In this vector space negatives are given by
(f )(x) = f (x)
and the zero vector is 0 : x 7 0 for all x R.
Subspaces
Definition 1.6 Let V be a vector space over a field F . A subspace W of V is a
non-empty subset such that
(i) if u, v W , then u + v W , and
(ii) if v W and F , then v W .
Lemma 1.7 Let V be a vector space and let W be a subspace of V . Then
(i) 0 W ;
(ii) if v W , then v W .
Spanning sets
Definition 1.12 Let V be a vector space over a field F and suppose that A =
{v1 , v2 , . . . , vk } is a set of vectors in V . A linear combination of these vectors is a
vector of the form
1 v1 + 2 v2 + + k vk
for some 1 , 2 , . . . , k F . The set of all such linear combinations is called the span
of the vectors v1 , v2 , . . . , vk and is denoted by Span(v1 , v2 , . . . , vk ) or by Span(A ).
Proposition 1.13 Let A be a set of vectors in the vector space V . Then Span(A ) is
a subspace of V .
Definition 1.14 A spanning set for a subspace W is a set A of vectors such that
Span(A ) = W .
i vi = 0
i=1
(with i F ) is 1 = 2 = = k = 0.
If A is not linearly independent, we shall call it linearly dependent.
Example 1A Determine whether the set {x+x2 , 12x2 , 3+6x} is linearly independent
in the vector space P of all real polynomials.
Solution: We solve
(x + x2 ) + (1 2x2 ) + (3 + 6x) = 0;
that is,
( + 3) + ( + 6)x + ( 2)x2 = 0.
(1)
+ 6 = 0
= 0;
that is,
0 1 3
0
1 0 6 = 0 .
1 2 0
1 2 0
0
0 1 3 = 0 .
0 0 0
=0
+ 3 = 0.
Since there are fewer equations remaining than the number of variables, we have enough
freedom to produce a non-zero solution. For example, if we set = 1, then = 3 =
3 and = 2 = 6. Hence the set {x + x2 , 1 2x2 , 3 + 6x} is linearly dependent.
Lemma 1.17 Let A be a set of vectors in the vector space V . Then A is linearly
independent if and only if no vector in A can be expressed as a linear combination of
the others.
If we start with a finite set and repeatedly remove vectors which are linear combinations of the others in the set, then we must eventually stop and produce a linearly
independent set. This establishes:
Theorem 1.19 Let V be a vector space (over some field). If A is a finite subset of V
and W = Span(A ), then there exists a linearly independent subset B with B A
and Span(B) = W .
Definition 1.20 Let V be a vector space over the field F . A basis for V is a linearly
independent spanning set. We say that V is finite-dimensional if it possesses a finite
spanning set; that is, if V possesses a finite basis. The dimension of V is the size of
any basis for V and is denote by dim V .
Lemma 1.22 Let V be a vector space of dimension n (over some field) and suppose
B = {v1 , v2 , . . . , vn } is a basis for V . Then every vector in V can be expressed as a
linear combination of the vectors in B in a unique way.
MRQ 2014
Linear transformations
Definition 2.1 Let V and W be vector spaces over the same field F . A linear mapping
(also called a linear transformation) from V to W is a function T : V W such that
(i) T (u + v) = T (u) + T (v) for all u, v V , and
(ii) T (v) = T (v) for all v V and F .
Comment: Sometimes we shall write T v for the image of the vector v under the
linear transformation T (instead of T (v)).
Lemma 2.2 Let T : V W be a linear mapping between two vector spaces over the
field F . Then
(i) T (0) = 0;
(ii) T (v) = T (v) for all v V ;
(iii) if v1 , v2 , . . . , vk V and 1 , 2 , . . . , k F , then
T
X
k
i=1
i vi
k
X
i=1
i T (vi ).
Theorem 2.6 (Rank-Nullity Theorem) Let V and W be vector spaces over the
field F with V finite-dimensional and let T : V W be a linear transformation. Then
rank T + null T = dim V.
Comment: [For those who have done MT2002.] This can be viewed as an analogue of the First Isomorphism Theorem for groups within the world of vector spaces.
Rearranging gives
dim V dim ker T = dim im T
and since (as we shall see on Problem Sheet II) dimension essentially determines vector
spaces we conclude
V /ker T
= im T.
for i = 1, 2, . . . , n.
X
n
i vi
i=1
Pn
i=1 i vi
n
X
i yi
i=1
in V .
Proposition 2.9 Let V be a finite-dimensional vector space over the field F with
basis {v1 , v2 , . . . , vn } and let W be a vector space over F . Fix vectors y1 , y2 , . . . , yn
in W and let T : V W be the unique linear transformation given by T (vi ) = yi
for i = 1, 2, . . . , n. Then
(i) im T = Span(y1 , y2 , . . . , yn ).
(ii) ker T = {0} if and only if {y1 , y2 , . . . , yn } is a linearly independent set.
=0
=0
+ 2 + 4 = 0.
The second equation tells us that = while the first says = 2. Substituting for
and in the third equation gives
+ 4 + 4 = 7 = 0.
Hence = 0 and consequently = = 0.
This shows {y 1 , y 2 , y 3 } is linearly independent. Consequently, ker T = {0} by
Proposition 2.9. The Rank-Nullity Theorem now says
dim im T = dim R3 dim ker T = 3 0 = 3.
Therefore im T = R3 as it has the same dimension.
[Alternatively, since dim R3 = 3 and {y 1 , y 2 , y 3 } is linearly independent, this set
must be a basis for R3 (see Corollary 1.24). Therefore, by Proposition 2.9(i),
im T = Span(y 1 , y 2 , y 3 ) = R3 ,
once again.]
m
X
ij wi
i=1
express the image of the vector vj under T as a linear combination of the basis C
(for j = 1, 2, . . . , n). The m n matrix [ij ] is called the matrix of T with respect to
the bases B and C . We shall denote this by Mat(T ) or, when we wish to be explicit
about the dependence upon the bases B and C , by MatB,C (T ).
Note that the entries of the jth column of the matrix of T are:
1j
2j
..
.
mj
i.e., the jth column specifies the image of T (vj ) by listing the coefficients when it is
expressed as a linear combination of the vectors in C .
Informal description of what the matrix of linear transformation does: Suppose that V and W are finite-dimensional vector spaces of dimension n and m, respectively. Firstly V and W look like F n and F m . Moreover, from this viewpoint, a linear
transformation T : V W then looks like multiplication by the matrix Mat(T ).
Change of basis
The matrix of a linear transformation depends heavily on the choice of bases for the
two vector spaces involved. The following theorem describes how these matrices for
a linear transformation T : V V are linked when calculated with respect to two
different bases for V . Similar results apply when using different bases for vectors
spaces V and W for a linear transformation T : V W .
Theorem 2.13 Let V be a vector space of dimension n over a field F and let T : V
V be a linear transformation. Let B = {v1 , v2 , . . . , vn } and C = {w1 , w2 , . . . , wn } be
bases for V and let A and B be the matrices of T with respect to B and C , respectively.
Then there is an invertible matrix P such that
B = P 1 AP.
Specifically, the (i, j)th entry of P is the coefficient of vi when wj is expressed as a
linear combination of the basis vectors in B.
Example 2B Let
1
2
0
B = 1 , 0 , 1 .
1
1
0
(ii) Write down the change of basis matrix from the standard basis E = {e1 , e2 , e3 }
to B.
(iii) Let
2 2 3
A= 1
1
2
1 2 2
that is,
+ 2 = 0
=0
= 0.
Thus = and the first equation yields 2 + = 0. Adding the third equation now
gives = 0 and hence = = 0. This show B is linearly independent and it is
therefore a basis for R3 since dim R3 = 3 = |B|.
(ii) We write each vector in B in terms of the standard basis
0
1 =
e2 e3
1
1
0 = e1
e3
1
2
1 = 2e1 e2
0
and write the coefficients appearing down the columns of the change of basis matrix:
0
1
2
0 1 .
P = 1
1 1 0
7
(iii) Theorem 2.13 says MatB,B (A) = P 1 AP (as the matrix of A with respect to
the standard basis is A itself). We first calculate the inverse of P via the usual row
operation method:
0
1
2 1 0 0
0 1
2 1 0 0
1
0 1 0 1 0 1 0 1 0 1 0
r3 7 r3 + r1
1 1 0 0 0 1
0 1 1 0 1 1
1 0 1 0 1 0
0 1
r1 r2
2 1 0 0
0 1 1 0 1 1
1 0 1 0 1 0
r3 7 r3 + r2
0 1 2 1 0 0
0 0 1 1 1 1
1 0 0 1
2
1
r1 7 r1 + r3
0 1 0 1 2 2
r2 7 r2 2r3
0 0 1 1
1
1
Hence
P 1
and so
MatB,B (A) = P 1 AP
1
2
= 1 2
1
1
1 2
=
2
4
2 3
1 0
1 1
=
0
1
1
2
1
= 1 2 2
1
1
1
1
2 2 3
0
1
2
2 1
1
2 1
0 1
1
1 2 2
1 1 0
1
0
1
2
3
1
0 1
3
1 1 0
0
0 .
1
MRQ 2014
Direct sums
Definition 3.1 Let V be a vector space over a field F . We say that V is the direct
sum of two subspaces U1 and U2 , written V = U1 U2 if every vector v in V can be
expressed uniquely in the form v = u1 + u2 where u1 U1 and u2 U2 .
Proposition 3.2 Let V be a vector space and U1 and U2 be subspaces of V . Then
V = U1 U2 if and only if the following conditions hold:
(i) V = U1 + U2 ,
(ii) U1 U2 = {0}.
Comment: Many authors use the two conditions to define what is meant by a direct
sum and then show it is equivalent to our unique expression definition.
Projection maps
Definition 3.6 Let V = U1 U2 be a vector space expressed as a direct sum of two
subspaces. The two projection maps P1 : V V and P2 : V V onto U1 and U2 ,
respectively, corresponding to this decomposition are defined as follows:
if v V , express v uniquely as v = u1 + u2 where u1 U1 and u2 U2 ,
then
P1 (v) = u1
and
P2 (v) = u2 .
1 , 0 , 1
B=
0
0
2
that is,
0
0
3
1
1 + 0 + 1 = 0 ;
0
0
0
2
3 + = + = 2 = 0.
where the first term in the last line belongs to U and the second to W . Hence
2
P (u) =
6
0
MRQ 2014
Diagonalisability
Definition 4.6 (i) Let T : V V be a linear transformation of a finite-dimensional
vector space V . We say that T is diagonalisable if there is a basis with respect
to which T is represented by a diagonal matrix.
(ii) A square matrix A is diagonalisable if there is an invertible matrix P such that
P 1 AP is diagonal.
Definition 4.12 Let V be a finite-dimensional vector space over the field F and let
T : V V be a linear transformation of V . Let F .
(i) The algebraic multiplicity of (as an eigenvalue of T ) is the largest power k such
that (x )k is a factor of the characteristic polynomial cT (x).
(ii) The geometric multiplicity of is the dimension of the eigenspace E corresponding to .
Theorem 4.14 Let V be a finite-dimensional vector space over the field F and let
T : V V be a linear transformation of V .
(i) If the characteristic polynomial cT (x) is a product of linear factors (as always
happens, for example, if F = C), then the sum of the algebraic multiplicities
equals dim V .
(ii) Let F and let r be the algebraic multiplicity and n be the geometric
multiplicity of . Then
n 6 r .
(iii) The linear transformation T is diagonalisable if and only if cT (x) is a product of
linear factors and n = r for all eigenvalues .
Example 4A Let
1 2 1
A = 4 5 2 .
4 3 0
x + 1 2
= det 4
x5
4
3
x5
= (x + 1) det
3
1
2
x
2
4 2
4 x5
+ 2 det
+ det
x
4 x
4 3
= (x + 1) x(x 5) + 6 + 2(4x 8) + (12 4x + 20)
= (x + 1)(x2 5x + 6) + 8(x 2) 4x + 8
= (x 2)(x2 2x 3 + 4)
= (x 2)(x2 2x + 1)
= (x 2)(x 1)2 .
2 2 1
x
0
4 4 2 y = 0 .
(2)
4 3 1
z
0
2 2
2 2 1 0
4 4 2 0 0
0
0 1
4 3 1 0
2 0
0
0
0 1
1 0
0 0
1 0
1 0
0 0
10
r2 7 r2 2r1
r3 7 r3 2r1
r1 7 r1 + 2r3
2x + z = 0 = y + z.
Hence z = 2x and y = z = 2x. Therefore the eigenspace is
1
x
E1 =
2x x R = Span
2
2x
2
and we conclude dim E1 = 1. Thus the geometric multiplicity of 1 is not equal to the
algebraic multiplicity, so A is not diagonalisable.
Minimum polynomial
Note: The minimum polynomial is often also called the minimal polynomial.
Definition 4.15 Let T : V V be a linear transformation of a finite-dimensional
vector space over the field F . The minimum polynomial mT (x) is the monic polynomial
over F of smallest degree such that
mT (T ) = 0.
To say that a polynomial is monic is to say that its leading coefficient is 1. Our
definition of the characteristic polynomial ensures that cT (x) is also always a monic
polynomial.
The definition of the minimum polynomial (in particular, the assumption that it is
monic) ensures that it is unique.
Theorem 4.16 (CayleyHamilton Theorem) Let T : V V be a linear transformation of a finite-dimensional vector space V . If cT (x) is the characteristic polynomial
of T , then
cT (T ) = 0.
Facts about polynomials: Let F be a field and recall F [x] denotes the set of
polynomials with coefficients from F :
f (x) = an xn + an1 xn1 + + a1 x + a0
(where ai F ).
Then F [x] is an example of what is known as a Euclidean domain (see MT4517 Rings
and Fields for full details). A summary of its main properties are:
We can add, multiply and subtract polynomials;
Euclidean Algorithm: if we attempt to divide f (x) by g(x) (where g(x) 6= 0), we
obtain
f (x) = g(x)q(x) + r(x)
where either r(x) = 0 or the degree of r(x) satisfies deg r(x) < deg g(x) (i.e., we
can perform long-division with polynomials).
When the remainder is 0, that is, when f (x) = g(x)q(x) for some polynomial q(x),
we say that g(x) divides f (x).
If f (x) and g(x) are non-zero polynomials, their greatest common divisor is the
polynomial d(x) of largest degree dividing them both. It is uniquely determined
up to multiplying by a scalar and can be expressed as
d(x) = a(x)f (x) + b(x)g(x)
for some polynomials a(x), b(x).
Those familiar with divisibility in the integers Z (particularly those who have attended MT1003 ) will recognise these facts as being standard properties of Z (which is
also a standard example of a Euclidean domain).
Proposition 4.18 Let V be a finite-dimensional vector space over a field F and let
T : V V be a linear transformation. If f (x) is any polynomial (over F ) such that
f (T ) = 0, then the minimum polynomial mT (x) divides f (x).
Theorem 4.20 Let V be a finite-dimensional vector space over a field F and let
T : V V be a linear transformation of V . Then the roots of the minimum polynomial mT (x) and the roots of the characteristic polynomial cT (x) coincide.
Theorem 4.21 Let V be a finite-dimensional vector space over the field F and let
T : V V be a linear transformation. Then T is diagonalisable if and only if the
minimum polynomial mT (x) is a product of distinct linear factors.
Example 4B Let
0 2 1
A= 1
5
3 .
1 2 0
x
2
1
= det 1 x 5 3
1
2
x
x 5 3
1 3
1 x 5
= x det
2 det
+ det
2
x
1
x
1
2
= x x(x 5) + 6 2(x + 3) + (2 x + 5)
= x(x2 5x + 6) + 2(x 3) x + 3
= (x 3)(x 1)2 .
Since the minimum polynomial divides cA (x) and has the same roots, we deduce
mA (x) = (x 3)(x 1) or
We calculate
3
(A 3I)(A I) = 1
1
2
= 2
2
2 1
1 2 1
2
3 1
4
3
2 3
1 2 1
0 2
0 2 6= 0.
0 2
MRQ 2014
.
.
.
.
Jn () =
.
.
..
. 1
Jn1 (1 )
0
0
0
Jn2 (2 ) 0
0
..
..
..
..
.
.
.
0
Mat(T ) = A = .
..
..
..
.
.
0
.
0
0
0 Jnk (k )
for some positive integers n1 , n2 , . . . , nk and scalars 1 , 2 , . . . , k . (The occurrences
of 0 here indicate zero matrices of appropriate sizes.)
...
MRQ 2014
Throughout this section, our base field F will be either R or C. Recall that if z =
x + iy C, the complex conjugate of z is given by
z = x iy.
To save space and time, we shall use the complex conjugate even when F = R. Thus,
when F = R and
appears, we mean
= for a scalar R.
Definition 6.1 Let F = R or C. An inner product space is a vector space V over F
together with an inner product
V V F
(v, w) 7 hv, wi
such that
(i) hu + v, wi = hu, wi + hv, wi for all u, v, w V ,
(ii) hv, wi = hv, wi for all v, w V and F ,
(iii) hv, wi = hw, vi for all v, w V ,
(iv) hv, vi is a real number satisfying hv, vi > 0 for all v V ,
(v) hv, vi = 0 if and only if v = 0.
In the case when F = R, our inner product is symmetric in the sense that Condition (iii) then becomes
hv, wi = hw, vi
for all v, w V .
Example 6.2 (i) The vector space Rn is an inner product space with respect to
the usual dot product:
y1 +
x1
y1
* x1
n
x2 y 2
x2 y 2 X
xi y i .
.. , .. = .. .. =
. .
. .
i=1
xn
yn
xn
yn
(ii) We can endow Cn with an inner product by
w1 +
* z1
n
z2 w2
X
zi w
i .
.. , .. =
. .
i=1
zn
wn
(iii) The set C[a, b] of continous functions f : [a, b] R is an inner product space
when we define
Z b
f (x)g(x) dx.
hf, gi =
a
(iv) The space of real polynomials of degree at most n inherits the above inner product
from the space of continous functions.
The space of complex polynomials
f (x) = n xn + n1 xn1 + + 1 x + 0
(with i C)
where
f (x) =
n xn +
n1 xn1 + +
1 x +
0.
Definition 6.3 Let V be an inner product space with inner product h, i. The norm
is the function k k : V R defined by
p
kvk = hv, vi.
(This makes sense since hv, vi > 0 for all v V .
Lemma 6.4 Let V be an inner product space with inner product h, i. Then
(i) hv, wi =
hv, wi for all v, w V and F ;
(ii) kvk = || kvk for all v V and F ;
(iii) kvk > 0 whenever v 6= 0.
Define e1 =
1
kv1 k v1 .
and
ek =
1
wk .
kwk k
The orthonormal basis produced by applying the GramSchmidt process to the monomials are scalar multiples of the Hermite polynomials.
Orthogonal complements
Definition 6.14 Let V be an inner product space. If U is a subspace of V , the
orthogonal complement to U is
U = { v V | hv, ui = 0 for all u U }.
Lemma 6.15 Let V be an inner product space and U be a subspace of V . Then
(i) U is a subspace of V , and
(ii) U U = {0}.
We can consider the projection map PU : V V onto U associated to the decomposition V = U U . This is given by
PU (v) = u
where v = u + w is the unique decomposition of v with u U and w U .
Theorem 6.17 Let V be a finite-dimensional inner product space and U be a subspace
of V . Let PU : V V be the projection map onto U associated to the direct sum
decomposition V = U U . If v V , then PU (v) is the vector in U closest to v.
Example 6A Omitted from the handout due to length. A document containing this
supplementary example can be found in MMS and on my webpage.
MRQ 2014
for all v, w V .