Linear Algebra

A gentle introduction

Linear Algebra has become as basic and as applicable

as calculus, and fortunately it is easier
 What is a Vector ?
• Think of a vector as a directed line
segment in N-dimensions! (has “length”
and “direction”) a 
  
• Basic idea: convert geometry in higher v  b 
dimensions into algebra!
– Once you define a “nice” basis along  c 
each dimension: x-, y-, z-axis …
– Vector becomes a 1 x N matrix!
– v = [a b c]T y

– Geometry starts to become linear v

algebra on vectors like v!
x
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
 Vector Addition: A+B
 w  ( x1 , x2 )  ( y1 , y2 )  ( x1  y1 , x2  y2 )
vA+B

A
A+B = C
(use the head-to-tail method
B to combine vectors)
C
B

MA8352/Linear Algebra and PDE/1.1

Introduction to Linear Algebra
 Scalar Product: av

av  a( x1 , x2 )  (ax1 , ax2 )

av

Change only the length (“scaling”), but keep direction fixed.

Sneak peek: matrix operation (Av) can change length,

direction and also dimensionality!

MA8352/Linear Algebra and PDE/1.1

Introduction to Linear Algebra
 Inner (dot) Product: v.w or wTv

v 
w v.w  ( x1 , x2 ).( y1 , y2 )  x1 y1  x2 . y2

The inner product is a SCALAR!

v.w  ( x1 , x2 ).( y1 , y2 ) || v ||  || w || cos 

v.w  0  v  w
If vectors v, w are “columns”, then dot product is wTv

MA8352/Linear Algebra and PDE/1.1

Introduction to Linear Algebra
 Inner (dot) Product: v.w or wTv

v 
w v.w  ( x1 , x2 ).( y1 , y2 )  x1 y1  x2 . y2

The inner product is a SCALAR!

v.w  ( x1 , x2 ).( y1 , y2 ) || v ||  || w || cos 

v.w  0  v  w
If vectors v, w are “columns”, then dot product is wTv

MA8352/Linear Algebra and PDE/1.1

Introduction to Linear Algebra
 Bases & Orthonormal Bases
• Basis (or axes): frame of reference

vs

Basis: a space is totally defined by a set of vectors – any point is a linear

combination of the basis

Ortho-Normal: orthogonal + normal

x  1 0 0 x y  0
T

[Sneak peek: y  0 1 0 x z  0
T

Orthogonal: dot product is zero

z  0 0 1 yz  0
T
Normal: magnitude is one ]
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
 What is a Matrix?
• A matrix is a set of elements, organized into
rows and columns
rows

a b 
c d 
columns

 
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
 Basic Matrix Operations
• Addition, Subtraction, Multiplication: creating new matrices (or functions)

a b   e f  a  e b  f 
c d    g 
h  c  g d  h 

   Just add elements

a b   e f  a  e b  f 
c d    g 
h  c  g d  h 
 Just subtract elements
  

a b   e f  ae  bg af  bh
c d   g   Multiply each row
  h  ce  dg cf  dh  by each column

MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra

 Multiplication
• Is AB = BA? Maybe, but maybe not!

a b   e f  ae  bg ... e f  a b  ea  fc ...

c d   g   
  h   ... ... g

  
h   c d   ... ...

• Matrix multiplication AB: apply transformation B first, and

then again transform using A!
• Heads up: multiplication is NOT commutative!

• Note: If A and B both represent either pure “rotation” or

“scaling” they can be interchanged (i.e. AB = BA)

MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra

 Matrix operating on vectors
• Matrix is like a function that transforms the vectors on a plane
• Matrix operating on a general point => transforms x- and y-components
• System of linear equations: matrix is just the bunch of coeffs !

a b   x   x'
  =  
• x’ = ax + by
• y’ = cx + dy

c d   y  y'

MA8352/Linear Algebra and PDE/1.1

Introduction to Linear Algebra
 Direction Vector Dot Matrix

 ax bx cx d x   vx 
a by cy d y  v y 
v  M  v   y 
 az bz cz d z   vz 
   
0 0 0 1  1

vx  vx ax  v y bx  vz cx
vy  vx a y  v y by  vz c y v  v x a  v y b  v z c
vz  vx az  v y bz  vz cz
MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra
•
Matrices: Scaling, Rotation, Identity
Pure scaling, no rotation => “diagonal matrix” (note: x-, y-axes could be scaled differently!)
• Pure rotation, no stretching => “orthogonal matrix” O
• Identity (“do nothing”) matrix = unit scaling, no rotation!

r1 0
0 r2
[0,1]T [0,r2]T
scaling

[1,0]T [r1,0]T

cos -sin
sin cos
[-sin, cos]T
[0,1]T
rotation [cos, sin]T


[1,0]T

MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra

 Rotation About a Fixed Point other
than the Origin
Move fixed point to origin
Rotate
Move fixed point back
M = T(pf) R(θ) T(-pf)

MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra

 Vectors: Cross Product
• The cross product of vectors A and B is a vector C which is
perpendicular to A and B
• The magnitude of C is proportional to the sin of the angle between
A and B
• The direction of C follows the right hand rule if we are working in a
right-handed coordinate system

A×B A  B  A B sin( )

MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra

MAGNITUDE OF THE CROSS PRODUCT

MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra

 DIRECTION OF THE CROSS PRODUCT
• The right hand rule determines the direction of
the cross product

MA8352/Linear Algebra and PDE/1.1

Introduction to Linear Algebra
THANK YOU

MA8352/Linear Algebra and PDE/1.1 Introduction

to Linear Algebra