Difference between revisions of "Linear algebra"

Revision as of 06:43, May 9, 2010

Linear algebra is the branch of mathematics that deals with vectors, vector spaces, linear maps, and systems of linear equations. Topics studied in Linear algebra include Linear equations, Matrices, Matrix decompositions, Computations, Vectors, Vector spaces, Multilinear algebra, Affine space, Projective space.^[1] Linear algebra has numerous applications in engineering, chemistry and physics. Linear algebra is particularly useful for organizing and simplifying data.

The three most vexing computations in linear algebra are these:

1. linear equations
2. least squares (data fitting_
3. finding the eigenvalues of an n x n matrix for n > 3.

Basic Concepts

• Linear equations

• coefficient matrices and Gauss-Jordan elimination
• rank (row rank = column rank)
• geometric representations, especially vectors and systems with more variables than equations

• Linear transformations

• transformations, inverses and matrix products

• Subspaces

• image and kernel
• basis and span
• dimension

• Determinants

• Sarrus's rule
• geometrical interpretation

• classical adjoint, expansion factor, application to parallelepipeds)

• determinant of similar matrix, inverse matrix, product of matrices
• Cramer's rule (with and without product rule)
• minor of a matrix
• Laplace expansion (cofactors)

• Basis

• eigenbasis
• orthogonal eigenbasis
• orthonormal eigenbasis

• Eigenvalues and eigenvectors

• diagonalization
• trace
• characteristic polynomial
• complex eigenvalues

• Orthogonality

• orthogonal (perpendicular) vectors
• orthonormal vectors
• orthogonal projections
• orthogonal matrix
• projections
• Gram-Schmidt Process and QR factorization
• orthogonal matrices, orthogonal transformations
• data fitting, especially least squares

• Symmetric matrix

• spectral theorem

• Quadratic forms

• Linear dynamical systems

• Euler's Formula

Notation

• matrices are commonly represented by A and B
• diagonal matrices are represented by D
• an upper triangular matrix is represented by R, as in QR factorization
• when A is similar to B, then an invertible matrix S is used to represent that AS = SB

More advanced topics include

• Vector spaces (linear spaces)

• the conditions of a vector space
• isomorphisms
• Nth dimensional spaces and subspaces

• Inner spaces

• inner product spaces

• Determinants

• cofactor
• adjugate (useful in finding the inverse of a matrix)

• Cayley-Hamilton theorem

• Stability

• Hermitian Matrices

• Singular values and Singular Value Decomposition

• Linear differential equations

Common problems

Common problems in linear algebra include:

• simplifying or reducing matrices
• Gauss-Jordan elimination
• matrix multiplication
• finding inverses and transposes of matrices
• Gram-Schmidt procedure
• finding eigenvalues and eigenvectors for matrices:

1. find the characteristic polynomial
2. solve for the eigenvalues
3. solve for the eigenvectors

• finding the orthogonal projection of a vector in a vector space
• diagonalize a matrix
• find the geometric equivalent of a matrix
• finding the determinant of a 2x2 matrix (easy) and a 3x3 matrix (hard)
• finding the inverse of a matrix
• decomposition or factorization of a matrix: representing a given matrix as a product of simpler matrices
• QR factorization
• find the least squares solution for a set of data
• use known characteristics of symmetric or diagonalizable matrices to find solutions

Application: Analyzing Liberal style on Wikipedia

References