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Linear algebra
Linear algebra is the branch of mathematics concerning finite or countably infinite dimensional vector spaces, as well as linear mappings between such spaces. Such an investigation is initially motivated by a system of linear equations in several unknowns. Such equations are naturally represented using the formalism of matrices and vectors.[1] Linear algebra is central to both pure and applied mathematics. For instance abstract algebra arises by relaxing the axioms leading to a number of generalizations. Functional analysis studies the infinite-dimensional version of the theory of vector The three-dimensional Euclidean space R3 is a vector space, and lines and planes passing through the origin are vector subspaces in spaces. Combined with calculus linear algebra R3. facilitates the solution of linear systems of differential equations. Techniques from linear algebra are also used in analytic geometry, engineering, physics, natural sciences, computer science, and the social sciences (particularly in economics). Because linear algebra is such a well-developed theory, nonlinear mathematical models are sometimes approximated by linear ones.
History
The study of linear algebra and matrices first emerged from the study of determinants, which were used to solve systems of linear equations. Determinants were used by Leibniz in 1693, and subsequently, Cramer devised the Cramer's Rule for solving linear systems in 1750. Later, Gauss further developed the theory of solving linear systems by using Gaussian elimination, which was initially listed as an advancement in geodesy. [2] The study of matrix algebra first emerged in England in the mid 1800s. In 1848, Sylvester introduced the term matrix, which is Latin for "womb". While studying compositions linear transformations, Arthur Cayley was led to define matrix multiplication and inverses. Crucially, Cayley used a single letter to denote a matrix, thus thinking of matrices as an aggregate object. He also realized the connection between matrices and determinants and wrote that "There would be many things to say about this theory of matrices which should, it seems to me, precede the theory of determinants".[3] The first modern and more precise definition of a vector space was introduced by Peano in 1888;[4] by 1900, a theory of linear transformations of finite-dimensional vector spaces had emerged. Linear algebra first took its modern form in the first half of the twentieth century, when many ideas and methods of previous centuries were generalized as abstract algebra. The use of matrices in quantum mechanics, special relativity, and statistics helped spread the subject of linear algebra beyond pure mathematics. The development of computers led to increased research in efficient algorithms for Gaussian elimination and matrix decompositions, and linear algebra became an essential tool for modelling and simulations.[5] The origin of many of these ideas is discussed in the articles on determinants and Gaussian elimination.
Linear algebra
Scope of study
Vector spaces
The main structures of linear algebra are vector spaces. A vector space over a field F is a setV together with two binary operations. Elements of V are called vectors and elements ofF are called scalars. The first operation, vector addition, takes any two vectorsv and w and outputs a third vector v + w. The second operation takes any scalara and any vectorv and outputs a new vector vector av. In view of the first example, where the multiplication is done by rescaling the vectorv by a scalara, the multiplication is called scalar multiplication of v by a. The operations of addition and multiplication in a vector space satisfies following axioms.[6] In the list below, let u, v and w be arbitrary vectors in V, and a and b scalars in F.
Axiom Associativity of addition Commutativity of addition Identity element of addition Inverse elements of addition Signification u + (v + w) = (u + v) + w u+v=v+u There exists an element 0 V, called the zero vector, such that v + 0 = v for all v V. For every v V, there exists an element v V, called the additive inverse of v, such that v + (v) = 0 a(u + v) = au + av
Distributivity of scalar multiplication with respect to vector addition Distributivity of scalar multiplication with respect to field addition Compatibility of scalar multiplication with field multiplication Identity element of scalar multiplication
(a + b)v = av + bv
a(bv) = (ab)v
[7]
Elements of a general vector space V may be objects of any nature, for example, functions, polynomials, vectors, or matrices. Linear algebra is concerned with properties common to all vector spaces.
Linear transformations
Similarly as in the theory of other algebraic structures, linear algebra studies mappings between vector spaces that preserve the vector-space structure. Given two vector spaces V and W over a field F, a linear transformation (also called linear map, linear mapping or linear operator) is a map
for any vectors u,v V and a scalar a F. When a bijective linear mapping exists between two vector spaces (that is, every vector from the first space is associated with one in the second), we say that the two spaces are isomorphic. Because an isomorphism preserves linear structure, two isomorphic vector spaces are "essentially the same" from the linear algebra point of view. One essential question in linear algebra is whether a mapping is an isomorphism or not, and this question can be answered by checking if the determinant is nonzero. If a mapping is not an isomorphism, linear algebra is interested in finding its range (or image) and the set of elements that get mapped to zero, called the kernel of the mapping.
Linear algebra
Linear algebra One major application of the matrix theory is calculation of determinants, a central concept in linear algebra. While determinants could be defined in a basis-free manner, they are usually introduced via a specific representation of the mapping; the value of the determinant does not depend on the specific basis. It turns out that a mapping is invertible if and only if the determinant is nonzero. If the determinant is zero, then the nullspace is nontrivial. Determinants have other applications, including a systematic way of seeing if a set of vectors is linearly independent (we write the vectors as the columns of a matrix, and if the determinant of that matrix is zero, the vectors are linearly dependent). Determinants could also be used to solve systems of linear equations (see Cramer's rule), but in real applications, Gaussian elimination is a faster method.
where
. The
determinant is a polynomial, and so the eigenvalues are not guaranteed to exist if the field is R. Thus, we often work with an algebraically closed field such as the complex numbers when dealing with eigenvectors and eigenvalues so that an eigenvalue will always exist. It would be particularly nice if given a transformation into itself we can find a basis for n-dimensional spaces with , then, Such a transformation is called a diagonalizable matrix since in the eigenbasis, the transformation is represented by a diagonal matrix. Because operations like matrix multiplication, matrix inversion, and determinant calculation are simple on diagonal matrices, computations involving matrices are much simpler if we can bring the matrix to a diagonal form. Not all matrices are diagonalizable (even over an algebraically closed field), but diagonalizable matrices form a dense subset of all matrices. action of the transformation on any vector: if (not necessarily taking a vector space consisting of eigenvectors. If such a basis exists, we can easily compute the are linearly independent eigenvectors of a mapping of distinct) eigenvalues , and if
Inner-product spaces
Besides these basic concepts, linear algebra also studies vector spaces with additional structure, such as an inner product. The inner product is an example of a bilinear form, and it gives the vector space a geometric structure by allowing for the definition of length and angles. Formally, an inner product is a map :[12][13]
that satisfies the following three axioms for all vectors Conjugate symmetry:
Linear algebra Positive-definiteness: with equality only for We can define the length of a vector inequality: In particular, the quantity by , and we can prove the CauchySchwartz
and so we can call this quantity the cosine of the angle between the two vectors. Two vectors are orthogonal if . An orthonormal basis is a basis where all basis vectors have length 1
and are orthogonal to each other. Given any finite-dimensional vector space, an orthonormal basis could be found by the GramSchmidt procedure. Orthonormal bases are particularly nice to deal with, since if , then . The inner product facilitates the construction of many useful concepts. For instance, given a transform , we can define its Hermitian conjugate as the linear transform satisfying
If T satisfies
, we call T normal. It turns out that normal matrices are precisely the matrices that have
Applications
Because of the ubiquity of vector spaces, linear algebra is used in many fields of mathematics, natural sciences, computer science, and social science. Below are just some examples of applications of linear algebra.
The Gaussian-elimination algorithm is as follows: eliminate x from all equations below from all equations below unknown can be solved for. In the example, x is eliminated from Formally: by adding to . x is then eliminated from
. This will put the system into triangular form. Then, using back-substitution, each by adding to .
by adding
to
This result is a system of linear equations in triangular form, and so the first part of the algorithm is complete. The last part, back-substitution, consists of solving for the knowns in reverse order. It can thus be seen that
Then,
The system is solved. We can, in general, write any system of linear equations as a matrix equation:
The solution of this system is characterized as follows: first, we find a particular solution of this equation using Gaussian elimination. Then, we compute the solutions of ; that is, we find the nullspace of A. The solution set of this equation is given by , the equation has a unique solution if and only if . If the number of variables equal the . [14] number of equations, then we can characterize when the system has a unique solution: since N is trivial if and only if
This series expansion is extremely useful in solving partial differential equations. In this article, we will not be concerned with convergence issues; it is nice to note that all continuous functions have a converging Fourier series expansion, and nice enough discontinuous functions have a Fourier series that converges to the function value at most points. The space of all functions that can be represented by a Fourier series form a vector space (technically speaking, we call functions that have the same Fourier series expansion the "same" function, since two different discontinuous functions might have the same Fourier series). Moreover, this space is also an inner product space with the inner
The functions
for
and
for
space of Fourier-expandable functions. We can thus use the tools of linear algebra to find the expansion of any function in this space in terms of these basis functions. For instance, to find the coefficient , we take the inner product with :
and by orthonormality,
; that is,
Quantum mechanics
Quantum mechanics is highly inspired by notions in linear algebra. In quantum mechanics, the physical state of a particle is represented by a vector, and observables (such as momentum, energy, and angular momentum) are represented by linear operators on the underlying vector space. More concretely, the wave function of a particle describes its physical state and lies in the vector space L2 (the functions such that is finite), and it evolves according to the Schrdinger equation. Energy is represented as the operator , where V is the potential energy. H is also known as the
Hamiltonian operator. The eigenvalues of H represents the possible energies that can be observed. Given a particle in some state , we can expand into a linear combination of eigenstates of H. The component of H in each eigenstate determines the probability of measuring the corresponding eigenvalue, and the measurement forces the particle to assume that eigenstate (wave function collapse).
Linear algebra
Notes
[1] Weisstein, Eric. "Linear Algebra" (http:/ / mathworld. wolfram. com/ LinearAlgebra. html). From MathWorld--A Wolfram Web Resource.. Wolfram. . Retrieved 16 April 2012. [2] Vitulli, Marie. "A Brief History of Linear Algebra and Matrix Theory" (http:/ / darkwing. uoregon. edu/ ~vitulli/ 441. sp04/ LinAlgHistory. html). Department of Mathematics. University of Oregon. . Retrieved 01/24/2012. [3] Vitulli, Marie [4] Vitulli, Marie [5] Vitulli, Marie [6] Roman2005, ch. 1, p. 27 [7] This axiom is not asserting the associativity of an operation, since there are two operations in question, scalar multiplication: bv; and field multiplication: ab. [8] Axler (2004), pp. 2829 [9] The existence of a basis is straightforward for countably generated vector spaces, and for well-ordered vector spaces, but in full generality it is logically equivalent to the axiom of choice. [10] Axler (2204), p. 33 [11] Axler (2004), p. 55 [12] P. K. Jain, Khalil Ahmad (1995). "5.1 Definitions and basic properties of inner product spaces and Hilbert spaces" (http:/ / books. google. com/ ?id=yZ68h97pnAkC& pg=PA203). Functional analysis (2nd ed.). New Age International. p.203. ISBN812240801X. . [13] Eduard Prugovecki (1981). "Definition 2.1" (http:/ / books. google. com/ ?id=GxmQxn2PF3IC& pg=PA18). Quantum mechanics in Hilbert space (2nd ed.). Academic Press. pp.18 ff. ISBN012566060X. . [14] Gunawardena, Jeremy. "Matrix algebra for beginners, Part I" (http:/ / vcp. med. harvard. edu/ papers/ matrices-1. pdf). Harvard Medical School. . Retrieved 2 May 2012. [15] Miller, Steven. "The Method of Least Squares" (http:/ / web. williams. edu/ go/ math/ sjmiller/ public_html/ BrownClasses/ 54/ handouts/ MethodLeastSquares. pdf). Brown University. . Retrieved 3 May 2012.
Further reading
History Fearnley-Sander, Desmond, "Hermann Grassmann and the Creation of Linear Algebra" ( (http://mathdl.maa. org/images/upload_library/22/Ford/DesmondFearnleySander.pdf)), American Mathematical Monthly 86 (1979), pp.809817. Grassmann, Hermann, Die lineale Ausdehnungslehre ein neuer Zweig der Mathematik: dargestellt und durch Anwendungen auf die brigen Zweige der Mathematik, wie auch auf die Statik, Mechanik, die Lehre vom Magnetismus und die Krystallonomie erlutert, O. Wigand, Leipzig, 1844. Introductory textbooks Bretscher, Otto (June 28, 2004), Linear Algebra with Applications (3rd ed.), Prentice Hall, ISBN978-0131453340 Farin, Gerald; Hansford, Dianne (December 15, 2004), Practical Linear Algebra: A Geometry Toolbox, AK Peters, ISBN978-1568812342 Friedberg, Stephen H.; Insel, Arnold J.; Spence, Lawrence E. (November 11, 2002), Linear Algebra (4th ed.), Prentice Hall, ISBN978-0130084514 Hefferon, Jim (2008), Linear Algebra (http://joshua.smcvt.edu/linearalgebra/) Anton, Howard (2005), Elementary Linear Algebra (Applications Version) (9th ed.), Wiley International Lay, David C. (August 22, 2005), Linear Algebra and Its Applications (3rd ed.), Addison Wesley, ISBN978-0321287137 Kolman, Bernard; Hill, David R. (May 3, 2007), Elementary Linear Algebra with Applications (9th ed.), Prentice Hall, ISBN978-0132296540 Leon, Steven J. (2006), Linear Algebra With Applications (7th ed.), Pearson Prentice Hall, ISBN978-0131857858 Poole, David (2010), Linear Algebra: A Modern Introduction (3rd ed.), Cengage Brooks/Cole, ISBN978-0538735452
Linear algebra Ricardo, Henry (2010), A Modern Introduction To Linear Algebra (1st ed.), CRC Press, ISBN978-1-4398-0040-9 Strang, Gilbert (July 19, 2005), Linear Algebra and Its Applications (4th ed.), Brooks Cole, ISBN978-0030105678 Advanced textbooks Axler, Sheldon (February 26, 2004), Linear Algebra Done Right (2nd ed.), Springer, ISBN978-0387982588 Bhatia, Rajendra (November 15, 1996), Matrix Analysis, Graduate Texts in Mathematics, Springer, ISBN978-0387948461 Demmel, James W. (August 1, 1997), Applied Numerical Linear Algebra, SIAM, ISBN978-0898713893 Gantmacher, F.R. (2005, 1959 edition), Applications of the Theory of Matrices, Dover Publications, ISBN978-0486445540 Gantmacher, Felix R. (1990), Matrix Theory Vol. 1 (2nd ed.), American Mathematical Society, ISBN978-0821813768 Gantmacher, Felix R. (2000), Matrix Theory Vol. 2 (2nd ed.), American Mathematical Society, ISBN978-0821826645 Gelfand, I. M. (1989), Lectures on Linear Algebra, Dover Publications, ISBN978-0486660820 Glazman, I. M.; Ljubic, Ju. I. (2006), Finite-Dimensional Linear Analysis, Dover Publications, ISBN978-0486453323 Golan, Johnathan S. (January 2007), The Linear Algebra a Beginning Graduate Student Ought to Know (2nd ed.), Springer, ISBN978-1402054945 Golan, Johnathan S. (August 1995), Foundations of Linear Algebra, Kluwer, ISBN0792336143 Golub, Gene H.; Van Loan, Charles F. (October 15, 1996), Matrix Computations, Johns Hopkins Studies in Mathematical Sciences (3rd ed.), The Johns Hopkins University Press, ISBN978-0801854149 Greub, Werner H. (October 16, 1981), Linear Algebra, Graduate Texts in Mathematics (4th ed.), Springer, ISBN978-0801854149 Hoffman, Kenneth; Kunze, Ray (April 25, 1971), Linear Algebra (2nd ed.), Prentice Hall, ISBN978-0135367971 Halmos, Paul R. (August 20, 1993), Finite-Dimensional Vector Spaces, Undergraduate Texts in Mathematics, Springer, ISBN978-0387900933 Horn, Roger A.; Johnson, Charles R. (February 23, 1990), Matrix Analysis, Cambridge University Press, ISBN978-0521386326 Horn, Roger A.; Johnson, Charles R. (June 24, 1994), Topics in Matrix Analysis, Cambridge University Press, ISBN978-0521467131 Lang, Serge (March 9, 2004), Linear Algebra, Undergraduate Texts in Mathematics (3rd ed.), Springer, ISBN978-0387964126 Marcus, Marvin; Minc, Henryk (2010), A Survey of Matrix Theory and Matrix Inequalities, Dover Publications, ISBN978-0486671024 Meyer, Carl D. (February 15, 2001), Matrix Analysis and Applied Linear Algebra (http://www.matrixanalysis. com/DownloadChapters.html), Society for Industrial and Applied Mathematics (SIAM), ISBN978-0898714548 Mirsky, L. (1990), An Introduction to Linear Algebra, Dover Publications, ISBN978-0486664347 Roman, Steven (March 22, 2005), Advanced Linear Algebra, Graduate Texts in Mathematics (2nd ed.), Springer, ISBN978-0387247663 Shilov, Georgi E. (June 1, 1977), Linear algebra, Dover Publications, ISBN978-0486635187 Shores, Thomas S. (December 6, 2006), Applied Linear Algebra and Matrix Analysis, Undergraduate Texts in Mathematics, Springer, ISBN978-0387331942 Smith, Larry (May 28, 1998), Linear Algebra, Undergraduate Texts in Mathematics, Springer, ISBN978-0387984551
Linear algebra Study guides and outlines Leduc, Steven A. (May 1, 1996), Linear Algebra (Cliffs Quick Review), Cliffs Notes, ISBN978-0822053316 Lipschutz, Seymour; Lipson, Marc (December 6, 2000), Schaum's Outline of Linear Algebra (3rd ed.), McGraw-Hill, ISBN978-0071362009 Lipschutz, Seymour (January 1, 1989), 3,000 Solved Problems in Linear Algebra, McGrawHill, ISBN978-0070380233 McMahon, David (October 28, 2005), Linear Algebra Demystified, McGrawHill Professional, ISBN978-0071465793 Zhang, Fuzhen (April 7, 2009), Linear Algebra: Challenging Problems for Students, The Johns Hopkins University Press, ISBN978-0801891250
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External links
International Linear Algebra Society (http://www.math.technion.ac.il/iic/) MIT Professor Gilbert Strang's Linear Algebra Course Homepage (http://web.mit.edu/18.06/www) : MIT Course Website MIT Linear Algebra Lectures (http://ocw.mit.edu/OcwWeb/Mathematics/18-06Spring-2005/VideoLectures/ index.htm): free videos from MIT OpenCourseWare Linear Algebra Toolkit (http://www.math.odu.edu/~bogacki/lat/). Linear Algebra (http://mathworld.wolfram.com/topics/LinearAlgebra.html) on MathWorld. Linear Algebra overview (http://planetmath.org/encyclopedia/LinearAlgebra.html) and notation summary (http://planetmath.org/encyclopedia/NotationInLinearAlgebra.html) on PlanetMath. Linear Algebra tutorial (http://people.revoledu.com/kardi/tutorial/LinearAlgebra/index.html) with online interactive programs. Matrix and Linear Algebra Terms (http://www.economics.soton.ac.uk/staff/aldrich/matrices.htm) on Earliest Known Uses of Some of the Words of Mathematics (http://jeff560.tripod.com/mathword.html) Earliest Uses of Symbols for Matrices and Vectors (http://jeff560.tripod.com/matrices.html) on Earliest Uses of Various Mathematical Symbols (http://jeff560.tripod.com/mathsym.html) Linear Algebra (http://www.egwald.ca/linearalgebra/index.php) by Elmer G. Wiens. Interactive web pages for vectors, matrices, linear equations, etc. Linear Algebra Solved Problems (http://www.mathlinks.ro/Forum/index.php?f=346): Interactive forums for discussion of linear algebra problems, from the lowest up to the hardest level (Putnam). Linear Algebra for Informatics (http://xmlearning.maths.ed.ac.uk). Jos Figueroa-O'Farrill, University of Edinburgh Online Notes / Linear Algebra (http://tutorial.math.lamar.edu/classes/linalg/linalg.aspx) Paul Dawkins, Lamar University Elementary Linear Algebra textbook with solutions (http://www.numbertheory.org/book/) Linear Algebra Wiki (http://www.linearalgebrawiki.org/) Linear algebra (math 21b) homework and exercises (http://www.courses.fas.harvard.edu/~math21b/) Textbook and solutions manual (http://www.saylor.org/courses/ma211/), Saylor Foundation.
Linear algebra
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Online books
Beezer, Rob, A First Course in Linear Algebra (http://linear.ups.edu/index.html) Connell, Edwin H., Elements of Abstract and Linear Algebra (http://www.math.miami.edu/~ec/book/) Hefferon, Jim, Linear Algebra (http://joshua.smcvt.edu/linalg.html/) Matthews, Keith, Elementary Linear Algebra (http://www.numbertheory.org/book/) Sharipov, Ruslan, Course of linear algebra and multidimensional geometry (http://arxiv.org/abs/math.HO/ 0405323) Treil, Sergei, Linear Algebra Done Wrong (http://www.math.brown.edu/~treil/papers/LADW/LADW.html)
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License
Creative Commons Attribution-Share Alike 3.0 Unported //creativecommons.org/licenses/by-sa/3.0/