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Multiplying Matrices
Solving Linear Systems
o Methods such as Gaussian Elimination
Matrix Factorizations
Eigenvalues
Checking if matrices are similar
Computing Inverses or pseudo-inverses
Compression
Least Squares Problems
Determinants
Computing orthogonal bases
Checking for consistency
Computing the rank
(error analysis)
(sparse matrices)
(stability)
1
= ( ) n-dim column vector
11 1
=( . )
1
Transpose:
Adjoint/Hermition:
= [
1 ]
11
1
=( . )
1
Then = 1 1 + + , = 1, ,
Also: [1 | | ] = [1 | | ] = [1 | | ]
1.2 Fundamental Subspaces
A mxn, cols 1 , ,
Range: R(A) = { : = } = {1 , , }
Rank:
Column Rank = dim(R(A))=# linearly independent columns
Row Rank = # linearly independent rows= (( ))
In particular, rank(A) {, }
Note: = det()
Linear systems:
= , , 1
1
If A is invertible, then = is the unique solution
1.4 Orthogonality
(row)(column)(column) (column)((row)(column)
Note: each
Note: if x,y then has rank 1
(( ) = {})
Unitary Matrices
is unitary if =
Notes: - Invertible: 1 =
- Inverse does not need to be computed
- Columns Q = [ ] [ ] form an orthonormal basis
Unitary matrices preserve inner products and Euclidean length and therefore
also angles
() () = = =
setting x=y gives ||Qx||=||x||, Energy Conservation
1.5 Norms
Proof:
If y=0 the result is true.
Assume that .
Set =
||||
Then, = = 0
||||
Rearranging gives = +
||||
Therefore |||22 = = ( +
) ( + )
|||| ||||
| |
= +
+
+
,
|||| |||| ||||
2
2nd and 3rd terms =0 as , and = ||||2
| | | |
= |||| +
+
|||| ||||
Rearranging gives |||| |||| | | , this implies the result
Holders Inequality:
1 1
| | |||| |||| , , , for p, q satisfying 1 , and + = 1
1 1 1 1
Example: If p =2 then + = + = 1 = 2 | | |||| ||||
2 2
Which is the Cauchy-Schwarz Inequality
1
Example: If = , = 0 = 1
So we get, | | |||| ||||
Norm Equivalence:
Any two norms ||||() &||||() are equivalent. That is, there are
constants (,) &(,) such that
(,) ||||() ||||() (,) ||||()
Notation: If ||||() = ||||() = |||| are the p-norm then we write ||||
The Frobenius norm: turn matrix into one long vector and take Euclidean
Length
2
|||| = | | , = ( )
Euclidean Length of the vectorized version of A.
Identities:
2
|||| = || || , = [ | | ]
2
|||| = ( ) = ( )
Matrix Product Bound: |||| |||| ||||