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8/8/2019 ( eBook - PDF - EnG ) Applications of Linear Algebra ( Ma Thematic )
1/188
P a r t I
A P P L I C A T I O N S O F L I N E A R
A L G E B R A
I N T R O D U C T I O N
T h i s c o u r s e \ A p p l i c a t i o n s o f L i n e a r A l g e b r a " i s b a s e d o n t h e l e c t u r e s
g i v e n b y t h e a u t h o r t o p o s t g r a d u a t e s t u d e n t s a t T a l l i n n T e c h n i c a l U n i v e r -
s i t y . O u r a i m w a s t o a c q u a i n t t h e s t u d e n t s w i t h t h e l i n e a r a l g e b r a p a c k a g e s
L I N P A C K , E I S P A C K a n d L A P A C K , a n d w i t h t h e t h e o r e t i c a l f u n d a m e n t a l s
o f t h e p a r t s o f t h e p a c k a g e s M A T L A B , M A P L E , M A T H C A D a n d M A T H -
E M A T I C A r e l a t e d t o l i n e a r a l g e b r a . W e h a v e t r i e d t o e x p l a i n t h e l i n e a r
a l g e b r a m e t h o d s w h i c h f o r m t h e b a s i s f o r t h e c o m p u t i n g m e t h o d s u s e d i n
t h e p a c k a g e s . W e w o u l d l i k e t o s t r e s s t h a t t h e a i m o f t h e c o u r s e i s n o t t o
w o r k o u t c o n c r e t e c o m p u t i n g a l g o r i t h m s b u t t o l e a r n a b o u t t h e b a s i c i d e a s
r e l a t e d t o t h e s e a l g o r i t h m s . I t w i l l b e a s s u m e d t h a t t h e r e a d e r i s a c q u a i n t e d
w i t h t h e b a s i c i d e a s o f a l g e b r a .
T h e a u t h o r w o u l d l i k e t o t h a n k A s s o c . P r o f . E l l e n R e d i ( T a l l i n n P e d -
a g o g i c a l U n i v e r s i t y ) w h o s e h e l p i n t h e i m p r o v e m e n t o f t h e p r e s e n t e d m a t h -
e r i a l b o t h i n i t s c o n t e n t s a n d i t s f o r m h a s b e e n e n o r m o u s . M a n y o f t h e
e x a m p l e s a n d p r o b l e m s w e r e p r e p a r e d b y s t u d e n t s K r i s t i i n a K r u s p a n , K a d r i
M i k k , R e e n a P r i n t s ( T a l l i n n P e d a g o g i c a l U n i v e r s i t y ) , A n d r e i F i l o n o v , D m i t r i
T s e l u i k o ( T a r t u U n i v e r s i t y ) J u h a n - P e e p E r n i t s a n d H e i k i H i i s j a r v ( T a l l i n n
T e c h n i c a l U n i v e r s i t y ) w i t h i n t h e f r a m e w o r k o f t h e T E M P U S - p r o j e c t d u r i n g
t h e i r s t a y a t T a m p e r e U n i v e r s i t y o f T e c h n o l o g y i n J u n e , 1 9 9 7 .
T h e n u m b e r s o f t h e i r e x a m p l e s a n d p r o b l e m s a r e m a r k e d b y a n a s t e r i s k
\ * " .
T h e m a t h e r i a l i s b a s e d o n t h e m o n o g r a p h s o f G . H . G o l u b a n d C . F . V a n
L o a n ( 1 9 9 6 ) , a n d G . S t r a n g ( 1 9 8 8 ) .
I h o p e t h a t t h e c o u r s e w i l l h e l p t h e r e a d e r i n t e r e s t e d i n a p p l i c a t i o n s o f
l i n e a r a l g e b r a m o r e t o u s e t h e l i n e a r a l g e b r a p a c k a g e s m o r e e e c t i v e l y .
A u t h o r .
1
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1 F U N D A M E N T A T I O N S O F L I N E A R A L -
G E B R A
1 . 1 V e c t o r s
1 . 1 . 1 V e c t o r S p a c e s
O n e o f t h e f u n d a m e n t a l c o n c e p t s o f l i n e a r a l g e b r a i s t h a t o f v e c t o r s p a c e .
A t t h e s a m e t i m e i t i s o n e o f t h e m o r e o f t e n u s e d c o n c e p t s o f a l g e b r a i c
s t r u c t u r e i n m o d e r n m a t h e m a t i c s . F o r e x a m p l e , m a n y f u n c t i o n s e t s s t u d i e d
i n m a t h e m a t i c a l a n a l y s i s a r e w i t h r e s p e c t t o t h e i r a l g e b r a i c p r o p e r t i e s v e c t o r
s p a c e s . I n a n a l y s i s t h e n o t i o n \ l i n e a r s p a c e " i s u s e d i n s t e a d o f t h e n o t i o n
\ v e c t o r s p a c e " .
D e n i t i o n 1 . 1 . 1 : A s e t X i s c a l l e d a v e c t o r s p a c e o v e r t h e n u m b e r e l d K
i f t o e v e r y p a i r ( x y ) o f e l e m e n t s o f X t h e r e c o r r e s p o n d s a s u m x + y 2 X ,
a n d t o e v e r y p a i r ( x ) w h e r e 2 K a n d x 2 X , t h e r e c o r r e s p o n d s a n
e l e m e n t x 2 X , w i t h t h e p r o p e r t i e s 1 - 8 :
1 . x + y = y + x ( c o m m u t a b i l i t y o f a d d i t i o n )
2 . x + ( y + z ) = ( x + y ) + z ( a s s o c i a t i v i t y o f a d d i t i o n )
3 . 9 0 2 X : 0 + x = x ( e x i s t e n c e o f n u l l e l e m e n t )
4 .
8x
2X
) 9 ;x
2X : x + (
;x ) = 0 ( e x i s t e n c e o f t h e i n v e r s e
e l e m e n t )
5 . 1
x = x ( u n i t a r i s m )
6 . ( x ) = ( ) x ( a s s o c i a t i v i t y w i t h r e s p e c t t o n u m b e r m u l t i p l i c a t i o n )
7 . ( x + y ) = x + y ( d i s t r i b u t i v i t y w i t h r e s p e c t t o v e c t o r a d d i t i o n )
8 . ( + ) x = x + x ( d i s t r i b u t i v i t y w i t h r e s p e c t t o n u m b e r a d d i t i o n ) .
T h e p r o p e r t i e s 1 - 8 a r e c a l l e d t h e v e c t o r s p a c e a x i o m s . A x i o m s 1 - 4 s h o w
t h a t X i s a c o m m u t a t i v e g r o u p o r a n A b e l i a n g r o u p w i t h r e s p e c t t o v e c t o r
a d d i t i o n . T h e s e c o n d c o r r e s p o n d e n c e i s c a l l e d m u l t i p l i c a t i o n o f t h e v e c t o r b y
a n u m b e r , a n d i t s a t i s e s a x i o m s 5 - 8 . E l e m e n t s o f a v e c t o r s p a c e a r e c a l l e d
v e c t o r s . I f K = R , t h e n o n e s p e a k s o f a r e a l v e c t o r s p a c e , a n d i f K = C ,
t h e n o f a c o m p l e x v e c t o r s p a c e . I n s t e a d o f t h e n o t i o n \ v e c t o r s p a c e " w e s h a l l
u s e t h e a b b r e v i a t i v e \ s p a c e " .
2
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E x a m p l e 1 . 1 . 1 . L e t u s c o n s i d e r t h e s e t o f a l l n 1 ; m a t r i c e s w i t h r e a l
e l e m e n t s :
X = f x : x =
2
6
6
4
1
.
.
.
n
3
7
7
5
i
2 R g :
T h e s u m o f t w o m a t r i c e s w e d e n e i n t h e u s u a l w a y b y t h e a d d i t i o n o f t h e
c o r r e s p o n d i n g e l e m e n t s . B y m u l t i p l y i n g t h e m a t r i x b y a r e a l n u m b e r w e
m u l t i p l y a l l e l e m e n t s o f t h e m a t r i x b y t h i s n u m b e r . T h e s i m p l e c h e c k w i l l
s h o w t h a t c o n d i t i o n s 1 - 8 a r e s a t i s e d . F o r e x a m p l e , l e t u s c h e c k c o n d i t i o n s
3 a n d 4 . W e c o n s t r u c t
0 =
2
6
6
4
0
.
.
.
0
3
7
7
5
;x =
2
6
6
4
;
1
.
.
.
;
n
3
7
7
5
:
A s
0 + x =
2
6
6
4
0
.
.
.
0
3
7
7
5
+
2
6
6
4
1
.
.
.
n
3
7
7
5
=
2
6
6
4
0 +
1
.
.
.
0 +
n
3
7
7
5
=
2
6
6
4
1
.
.
.
n
3
7
7
5
= x
t h e e l e m e n t 0 s a t i s e s c o n d i t i o n 3 f o r a r b i t r a r y x 2 X , a n d t h u s i t i s t h e
n u l l e l e m e n t o f t h e s p a c e X . F o r t h e e l e m e n t ; x
x + ( ; x ) =
2
6
6
4
1
.
.
.
n
3
7
7
5
+
2
6
6
4
;
1
.
.
.
;
n
3
7
7
5
=
2
6
6
4
1
;
1
.
.
.
n
;
n
3
7
7
5
=
2
6
6
4
0
.
.
.
0
3
7
7
5
= 0
i . e . , c o n d i t i o n 4 i s s a t i s e d . M a k e s u r e o f t h e v a l i t i d y o f t h e r e m a i n i n g
c o n d i t i o n s 1 - 2 a n d 5 - 8 .
T h e v e c t o r s p a c e i n e x a m p l e 1 . 1 . 1 i s c a l l e d a n n - d i m e n s i o n a l r e a l a r i t h -
m e t i c a l s p a c e o r i n s h o r t R
n
. D e c l a r i n g t h e v e c t o r x o f t h e s p a c e R
n
w e o f t e n
u s e t h e t r a n s p o s e d m a t r i x
x =
h
1
: : :
n
i
T
:
I n t h i s p r e s e n t a t i o n w e o f t e n u s e p u n c t u a t i o n m a r k s ( c o m m a , s e m i c o l o n ) t o
s e p a r a t e t h e c o m p o n e n t s o f t h e v e c t o r , f o r e x a m p l e
x =
h
1
: : :
n
i
T
:
3
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E x a m p l e 1 . 1 . 1 .
L e t U b e a s e t t h a t c o n s i s t s o f a l l p a i r s o f r e a l n u m b e r s
a = (
1
2
) b = (
1
2
) : : : W e d e n e a d d i t i o n a n d m u l t i p l i c a t i o n b y a
s c a l a r i n U a s f o l l o w s :
a + b = ( (
3
1
+
3
1
)
1 = 3
(
3
2
+
3
2
)
1 = 3
)
a = (
1
2
) :
I s t h e s e t U a v e c t o r s p a c e ?
P r o p o s i t i o n 1 . 1 . 1 . L e t X b e a v e c t o r s p a c e . F o r a r b i t r a r y v e c t o r s
x y 2 X a n d n u m b e r 2 K t h e f o l l o w i n g a s s e r t i o n s a n d e q u a l i t i e s a r e v a l i d :
t h e n u l l v e c t o r 0 o f t h e v e c t o r s p a c e X i s u n i q u e
t h e i n v e r s e v e c t o r ; x o f e a c h x 2 X i s u n i q u e
t h e u n i q u e n e s s o f t h e i n v e r s e v e c t o r a l l o w s t o d e n e t h e o p e r a t i o n o f
s u b t r a c t i o n b y
x ; y
d e f
= x + ( ; y )
x = y , x ; y = 0
0 x = 0 8 x 2 X
0 = 0 8 2 K
( ; 1 ) x = ; x
x = 0 , ( = 0 _ x = 0 ) :
B e c o m e c o n v i n c e d o f t h e t r u e n e s s o f t h e s e a s s e r t i o n s ! 2
E x a m p l e 1 . 1 . 2 . L e t u s c o n s i d e r t h e s e t o f a l l ( m n ) ; m a t r i c e s w i t h
c o m p l e x e l e m e n t s . T h e s u m o f t h e s e m a t r i c e s w i l l b e d e n e d b y t h e a d d i t i o n
o f t h e c o r r e s p o n d i n g e l e m e n t s o f t h e m a t r i c e s . B y m u l t i p l y i n g t h e m a t r i x b y
a c o m p l e x n u m b e r o n e w i l l m u l t i p l y b y t h i s n u m b e r a l l t h e e l e m e n t s o f t h e
m a t r i x . W e l e a v e t h e c h e c k t h a t a l l c o n d i t i o n s 1 - 8 a r e s a t i s e d t o t h e r e a d e r .
T h i s v e c t o r s p a c e o v e r t h e c o m p l e x n u m b e r e l d C w i l l b e d e n o t e d C
m n
: I f
w e c o n n e o u r s e l v e s t o r e a l m a t r i c e s , t h e n w e s h a l l g e t a v e c t o r s p a c e R
m n
o v e r t h e n u m b e r e l d R : T h e s p a c e C
m 1
w i l l b e i d e n t i e d w i t h t h e s p a c e
C
m
a n d t h e s p a c e R
m 1
w i t h t h e s p a c e R
m
:
4
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E x a m p l e 1 . 1 . 3 . T h e s e t F ] o f a l l f u n c t i o n s x : ] ! R i s a
v e c t o r s p a c e ( p r o v e ! ) o v e r t h e n u m b e r e l d R i f
( x + y ) ( t )
d e f
= x ( t ) + y ( t )
8t
2 ]
a n d
( x ) ( t )
d e f
= x ( t ) 8 t 2 ] :
1 . 1 . 2 S u b s p a c e s o f t h e V e c t o r S p a c e
D e n i t i o n 1 . 2 . 1 . T h e s e t W o f v e c t o r s o f t h e v e c t o r s p a c e X ( o v e r t h e
e l d K ) t h a t i s a v e c t o r s p a c e w i l l r e s p e c t t o v e c t o r a d d i t i o n a n d m u l t i p l i c a -
t i o n b y a n u m b e r d e n e d i n t h e v e c t o r s p a c e X , i s c a l l e d a s u b s p a c e o f t h e
v e c t o r s p a c e X a n d d e n o t e d W X :
P r o p o s i t i o n 1 . 2 . 1 : T h e s e t W o f v e c t o r s o f t h e v e c t o r s p a c e X i s a
s u b s p a c e o f t h e v e c t o r s p a c e X i f o r e a c h t w o v e c t o r s x y 2 W a n d e a c h
n u m b e r 2 K v e c t o r s x + y a n d x b e l o n g t o t h e s e t W .
P r o o f . N e c e s s i t y i s o b v i o u s . T o p r o v e s u c i e n c y , w e h a v e t o s h o w t h a t i n
o u r c a s e c o n d i t i o n s 1 - 8 f o r a v e c t o r s p a c e a r e s a t i s e d . L e t u s c h e c k c o n d i t i o n
1 . L e t x y 2 W X : B y a s s u m p t i o n , x + y 2 W X . A s X i s a v e c t o r
s p a c e , t h e n f o r X a x i o m 1 i s s a t i s e d , a n d t h e n x + y = y + x . T h e r e f o r e ,
f o r W a x i o m 1 i s s a t i s e d , t o o . L e t u s t e s t t h e v a l i d i t y o f c o n d i t i o n 4 .
L e t x 2 W X : B y a s s u m p t i o n , ( ; 1 ) x 2 W X : O n t h e o t h e r h a n d , b y
p r e p o s i t i o n 1 , i n X t h e e q u a l i t y ( ; 1 ) x = ; x : h o l d s . H e n c e t h e i n v e r s e v e c t o r
;x b e l o n g s t o s e t W w i t h t h e v e c t o r x , i . e . , c o n d i t i o n 4 i s s a t i s e d . P r o v e
b y y o u r s e l v e s t h e v a l i d i t y o f c o n d i t i o n s 2 , 3 a n d 5 - 8 . 2
E x a m p l e 1 . 2 . 1 . T h e v e c t o r s p a c e C ] o v e r R o f a l l f u n c t i o n s c o n t i -
n o u o s o n ] ( e x a m p l e 1 . 1 . 3 ) i s a s u b s p a c e o f v e c t o r s p a c e F ] : A s t h e
s u m o f t w o f u n c t i o n s c o n t i n o u o s o n t h e i n t e r v a l , a n d t h e p r o d u c t o f s u c h a
f u n c t i o n b y a n u m b e r a r e f u n c t i o n s c o n t i n o u o s o n t h i s i n t e r v a l , b y p r o p o s i t i o n
1 . 2 . 1 , C ] i s a s u b s p a c e o f t h e v e c t o r s p a c e F ] :
E x a m p l e 1 . 2 . 2 . L e t P
n
b e t h e s e t o f a l l p o l y n o m i a l s a
0
t
k
+ a
1
t
k ; 1
+
: : : + a
k ; 1
t + a
k
= x ( k n ) o f a t m o s t d e g r e e n w i t h r e a l c o e c i e n t s . W e
d e n e a d d i t i o n o f t w o p o l y n o m i a l s a n d m u l t i p l i c a t i o n o f a p o l y n o m i a l b y a
r e a l n u m b e r i n t h e u s u a l w a y . A s a r e s u l t , w e g e t t h e v e c t o r s p a c e P
n
o f
p o l y n o m i a l s o f a t m o s t d e g r e e n : I f w e d e n o t e b y P
n
] t h e v e c t o r s p a c e o f
5
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p o l y n o m i a l s o f a t m o s t d e g r e e n d e n e d o n t h e i n t e r v a l ] , t h e n P
n
]
w i l l b e a s u b s p a c e o f t h e v e c t o r s p a c e C ] :
E x a m p l e 1 . 2 . 3 .
L e t u s s h o w t h a t t h e s e t H =
( "
a b
0 c
#
: a b c 2 R
)
i s a s u b s p a c e o f t h e m a t r i x v e c t o r s p a c e R
2 2
:
T h e s e t H i s c l o s e d w i t h r e s p e c t t o a d d i t i s m a n d m u l t i p l i c a t i o n b y s c a l a r
s i n c e
"
a b
0 c
#
+
"
d e
0 f
#
=
"
a + d b + e
0 c + f
#
a n d
"
a b
0 c
#
=
"
a b
0 c
#
:
T h u s t h e s e t H i s a s u b s p a c e o f t h e m a t r i x v e c t o r s p a c e R
2 2
:
P r o b l e m 1 . 2 . 1 .
P r o v e t h a t t h e s e t o f a l l s y m m e t r i c m a t r i c e s f o r m a
s u b s p a c e o f t h e v e c t o r s p a c e o f a l l s q u a r e m a t r i c e s R
n n
:
P r o p o s i t i o n 1 . 2 . 2 . I f S
1
: : : S
k
a r e s u b s p a c e s o f t h e v e c t o r s p a c e X ,
t h e n t h e i n t e r s e c t i o n S = S
1
\ S
2
\ : : : \ S
k
o f t h e s u b s p a c e s i s a s u b s p a c e o f
t h e v e c t o r s p a c e X :
P r o v e ! 2
P r o p o s i t i o n 1 . 2 . 3 . I f S
1
S
k
a r e s u b s p a c e s o f t h e s p a c e X a n d
S = f x
1
+ x
2
+ : : : + x
k
: x
i
2 S
i
( i = 1 : k ) g
i s t h e s u m o f t h e s e s u b s p a c e s , t h e n S i s a s u b s p a c e o f X :
D e n i t i o n 1 . 2 . 2 . I f e a c h x 2 S c a n b e e x p r e s s e d u n i q u e l y i n t h e f o r m
x = x
1
+ x
2
+ : : : + x
k
( x
i
2S
i
) t h e n w e s a y t h a t S i s t h e d i r e c t s u m o f
s u b s p a c e s S
i
a n d i t d e n o t e d S = S
1
S
2
S
k
:
D e n i t i o n 1 . 2 . 3 . E a c h e l e m e n t o f t h e s p a c e X t h a t c a n b e e x p r e s s e d
a s
1
x
1
+ : : : +
n
x
n
w h e r e
i
2 K i s c a l l e d a l i n e a r c o m b i n a t i o n o f t h e
e l e m e n t s x
1
: : : x
n
o f t h e v e c t o r s p a c e X ( o v e r t h e e l d K ) .
D e n i t i o n 1 . 2 . 4 . T h e s e t o f a l l p o s s i b l e l i n e a r c o m b i n a t i o n o f t h e s e t Z
i s c a l l e d t h e s p a n o f t h e s e t Z X :
E x a m p l e 1 . 2 . 4 . L e t X = R
3
a n d Z = f 1 1 0 ]
T
1 ; 1 0 ]
T
g : T h e n
s p a n Z = f 0 ]
T
: 2 R g : P r o v e !
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P r o p o s i t i o n 1 . 2 . 4 . T h e s e t s p a n Z o f t h e s e t Z X i s t h e l e a s t s u b s p a c e
t h a t c o n t a i n s t h e s e t Z :
P r o o f . F i r s t , l e t u s p r o v e t h a t s p a n Z i s a s u b s p a c e o f t h e s p a c e X . I t
i s s u c i e n t , b y p r o p o s i t i o n 1 . 2 . 1 , t o s h o w t h a t s p a n Z i s c l o s e d w i t h r e s p e c t
t o v e c t o r a d d i t i o n a n d m u l t i p l i c a t i o n o f t h e v e c t o r b y a n u m b e r :
x y 2 s p a n Z , x =
n
X
i = 1
i
u
i
y =
m
X
j = 1
j
v
j
i
j
2 K u
i
v
j
2 Z )
x + y =
n
X
i = 1
i
u
i
+
m
X
j = 1
j
v
j
i
j
2 K u
i
v
j
2 Z , x + y 2 s p a n Z
2K
x
2s p a n Z
,
2K
x =
n
X
i = 1
i
u
i
u
i
2Z
i
2K
)
x =
n
X
i = 1
i
u
i
=
n
X
i = 1
(
i
i
) u
i
=
n
X
i = 1
i
u
i
i
2 K u
i
2 Z , x 2 s p a n Z :
T h u s , s p a n Z i s a s u b s p a c e o f t h e s p a c e X . L e t u s s h o w t h a t s p a n Z i s
t h e l e a s t s u b s p a c e o f t h e s p a c e X t h a t c o n t a i n s t h e s e t Z : L e t Y b e s o m e
s u b s p a c e o f t h e s p a c e X f o r w h i c h Z Y : A s Z Y a n d Y i s a s u b s p a c e ,
t h e a r b i t r a r y l i n e a r c o m b i n a t i o n o f t h e e l e m e n t s o s t h e s e t Z b e l o n g s t o t h e
s u b s p a c e Y : T h e r e f o r e , s p a n Z a s t h e s e t o f a l l s u c h l i n e a r c o m b i n a t i o n s
b e l o n g s t o t h e s p a c e Y : 2
C o r o l l a r y 1 . 2 . 1 . A s u b s e t W o f t h e v e c t o r s p a c e X i s a s u b s p a c e i i t
c o i n c i d e s w i t h i t s s p a n , i . e . , W X , W = s p a n W :
P r o b l e m 1 . 2 . 2 .
D o e s t h e v e c t o r d =
h
8 7 4
i
T
b e l o n g t o t h e s u b -
s p a c e s p a n f a b c g , w h e n
a =
h
1 ; 1 0
i
T
b =
h
2 3 1
i
T
c =
h
6 9 3
i
T
?
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1 . 1 . 3 L i n e a r D e p e n d e n c e o f V e c t o r s . B a s i s o f t h e V e c t o r S p a c e .
D e n i t i o n 1 . 3 . 1 . A s e t o f v e c t o r s
f x
1
: : : x
k
g
i n t h e v e c t o r s p a c e X ( o v e r t h e e l d K ) i s s a i d t o b e l i n e a r l y d e p e n d e n t i f
9
1
: : :
k
2 K : j
1
j + : : : + j
k
j 6= 0
1
x
1
+ : : : +
k
x
k
= 0 :
D e n i t i o n 1 . 3 . 2 . A s e t o f v e c t o r s i n t h e s p a c e X ( o v e r t h e e l d K ) i s
s a i d t o b e l i n e a r l y i n d e p e n d e n t i f i t i s n o t l i n e a r l y d e p e n d e n t .
E x a m p l e 1 . 3 . 1 .
L e t u s c h e c k i f t h e s e t U =
f1 + x x + x
2
1 + x
2
gi s
l i n e a r l y i n d e p e n d e n t i n t h e v e c t o r s p a c e P
n
( n
2 ) o f a l l p o l y n o m i a l s o f a t
m o s t d e g r e e n w i t h r e a l c o e c i e n t s .
L e t u s c o n s i d e r t h e e q u a l i t y
( 1 + x ) + ( x + x
2
) + ( 1 + x
2
) = 0 :
I t i s w e l l - k n o w n i n a l g e b r a t h a t a p o l y n o m i a l i s i d e n t i c a l l y n u l l i a l l i t s
c o e c i e n t s a r e z e r o s . T h u s w e g e t t h e s y s t e m
8
>
:
+ = 0
+ = 0
+ = 0
:
T h i s s y s t e m h a s o n l y a t r i v i a l s o l u t i o n . T h e s e t U i s l i n e a r l y i n d e p e n d e n t .
P r o b l e m 1 . 3 . 1 .
P r o v e t h a t e a c h s e t o f v e c t o r s t h a t c o n t a i n s t h e n u l l
v e c t o r i s l i n e a r l y d e p e n d e n t .
P r o b l e m 1 . 3 . 2 .
P r o v e t h a t i f t h e c o l u m n - v e c t o r s o f a d e t e r m i n a n t a r e
l i n e a r l y d e p e n d e n t , t h e n t h e d e t e r m i n a n t e q u a l s 0 .
D e n i t i o n 1 . 3 . 3 . A s u b s e t V = f x
i
1
: : : x
i
k
g o f t h e s e t U = f x
1
: : : x
n
g
o f v e c t o r s o f t h e v e c t o r s p a c e X i s c a l l e d a m a x i m a l l i n e a r l y i n d e p e n d e n t s u b -
s e t i f V i s l i n e a r l y i n d e p e n d e n t a n d i t i s n o t a p r o p e r s u b s e t o f a n y l i n e a r l y
i n d e p e n d e n t s u b s e t o f t h e s e t U .
P r o p o s i t i o n 1 . 3 . 1 . I f V i s a m a x i m a l l i n e a r l y i n d e p e n d e n t s u b s e t o f t h e
s e t U t h e n s p a n U = s p a n V :
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P r o o f . A s V U s p a n V s p a n U b y t h e d e n i t i o n o f t h e s p a n . T o p r o v e
o u r a s s e r t i o n , w e h a v e t o s h o w t h a t s p a n V s p a n U : L e t , b y a n t i t h e s i s , e x i s t
a v e c t o r x o f t h e s u b s p a c e s p a n U t h a t d o e s n o t b e l o n g t o t h e s u b s p a c e
s p a n V : T h u s , t h e v e c t o r x c a n n o t b e e x p r e s s e d a s a l i n e a r c o m b i n a t i o n o f
v e c t o r s o f V b u t c a n b e e x p r e s s e d a s a l i n e a r c o m b i n a t i o n o f v e c t o r s o f U
w h e n a t l e a s t o n e v e c t o r x
j
2 U i s u s e d , a t w h i c h x
j
=2 V a n d x
j
i s n o t
e x p r e s s a b l e a s a l i n e a r c o m b i n a t i o n o f v e c t o r s o f V : S e t V f x
j
g U i s
l i n e a r l y i n d e p e n d e n t a n d c o n t a i n s t h e s e t V a s a p r o p e r s u b s e t . H e n c e V i s
n o t t h e m a x i m a l l i n e a r l y i n d e p e n d e n t s u b s e t . W e h a v e g o t a c o n t r a d i c t i o n
t o t h e a s s u m p t i o n . T h u s s p a n V s p a n U Q . E . D . 2
D e n i t i o n 1 . 3 . 4 . A s e t B = f x
i
g
i 2 I
o f v e c t o r s o f t h e v e c t o r s p a c e X
i s c a l l e d a b a s i s o f t h e v e c t o r s p a c e X i f B i s l i n e a r l y i n d e p e n d e n t a n d e a c h
v e c t o r x o f t h e s p a c e X c a n b e e x p r e s s e d a s a l i n e a r c o m b i n a t i o n o f v e c t o r s
o f t h e s e t B x =
P
i 2 I
i
x
i
, w h e r e c o e t i e n t s
i
( i = 1 : n ) a r e c a l l e d
c o o r d i n a t e s o f t h e v e c t o r x r e l a t i v e t o t h e b a s i s B :
D e n i t i o n 1 . 3 . 5 . I f t h e n u m b e r o f v e c t o r s i n t h e b a s i s B o f t h e v e c t o r
s p a c e X i . e . , t h e n u m b e r o f e l e m e n t s o f t h e s e t I i s n i t e , t h e n t h i s n u m b e r
i s c a l l e d t h e d i m e n s i o n o f t h e v e c t o r s p a c e X a n d d e n o t e d d i m X a n d t h e
s p a c e X i s c a l l e d a n i t e - d i m e n s i o n a l o r a n i t e - d i m e n s i o n a l v e c t o r s p a c e . I f
t h e n u m b e r o f v e c t o r s i n t h e b a s i s B o f t h e v e c t o r s p a c e X i s i n n i t e , t h e n
t h e v e c t o r s p a c e X i s c a l l e d i n n i t e - d i m e n s i o n a l o r a n i n n i t e - d i m e n s i o n a l
v e c t o r s p a c e .
P r o p o s i t i o n 1 . 3 . 2 . A s u b s e t B o f t h e v e c t o r s o f t h e v e c t o r s p a c e X i s
a b a s i s o f t h e s p a c e i i t i s t h e m a x i m a l l i n e a r l y i n d e p e n d e n t s u b s e t .
E x a m p l e 1 . 3 . 2 . V e c t o r s
e
k
= 0 0 : : : 0
k ; 1 z e r o s
1 0 : : : 0
n ; k z e r o s
]
T
( k = 1 : n )
f o r m a b a s i s i n s p a c e R
n
: L e t u s c h e c k t h e v a l i d i t y o f t h e c o n d i t i o n s i n
d e n i t i o n 1 . 3 . 4 . A s
n
X
k = 1
k
e
k
= 0 ,
1
: : :
n
]
T
= 0 : : : 0 ]
T
,
n
X
k = 1
j
k
j = 0
t h e v e c t o r s y s t e m f e
k
g
k = 1 : n
i s l i n e a r l y i n d e p e n d e n t , a n d , d u e t o
1
: : :
n
]
T
=
n
X
k = 1
k
e
k
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a n a r b i t r a r y v e c t o r o f t h e s p a c e R
n
c a n b e e x p r e s s e d a s a l i n e a r c o m b i n a t i o n
o f v e c t o r s e
k
:
P r o b l e m 1 . 3 . 3 . V e c t o r s y s t e m
( "
1 0
0 0
#
"
0 1
0 0
#
"
0 0
1 0
#
"
0 0
0 1
# )
f o r m s a b a s i s i n s p a c e R
2 2
:
E x a m p l e 1 . 3 . 3 . V e c t o r s y s t e m f 1 t t
2
: : : t
n
g f o r m s a b a s i s i n v e c t o r
s p a c e P
n
o f p o l y n o m i a l s o f a t m o s t d e g r e e n : T r u e l y , t h e s e t f 1 t t
2
: : : t
n
g
i s l i n e a r l y i n d e p e n d e n t s i n c e
x = a
0
t
n
+ a
1
t
n ; 1
+ : : : + a
n ; 1
t + a
n
= 0 ) a
k
= 0 ( k = 1 : n )
a n d e a c h v e c t o r o f t h e s p a c e P
n
( i . e . , a r b i t r a r y p o l y n o m i a l o f a t m o s t d e g r e e
n ) c a n b e e x p r e s s e d i n t h e f o r m
x = a
0
t
n
+ a
1
t
n ; 1
+ : : : + a
n ; 1
t + a
n
:
D e n i t i o n 1 . 3 . 6 . T w o v e c t o r s p a c e s X a n d X
0
a r e c a l l e d i s o m o r p h i c ,
i f t h e r e e x i s t a o n e - t o - o n e c o r r e s p o n d e n c e b e t w e e n t h e s p a c e s ' : X ! X
0
s u c h t h a t
1 ) 8 x y 2 X ' ( x + y ) = ' ( x ) + ' ( y )
2 ) 8 x 2 X 8 2 K ' ( x ) = ' ( x ) :
P r o p o s i t i o n 1 . 3 . 3 . A l l v e c t o r s p a c e s ( o v e r t h e s a m e n u m b e r e l d K ) o f
t h e s a m e d i m e n s i o n a r e i s o m o r p h i c .
1 . 1 . 4 S c a l a r P r o d u c t
D e n i t i o n 1 . 4 . 1 . A v e c t o r s p a c e X o v e r t h e e l d K i s c a l l e d a s p a c e
w i t h s c a l a r p r o d u c t i f t o e a c h p a i r o f e l e m e n t s x y 2 X t h e r e c o r r e s p o n d s a
c e r t a i n n u m b e r h x y i 2 K c a l l e d t h e s c a l a r p r o d u c t o f t h e v e c t o r s x a n d y
s u c h t h a t f o l l o w i n g c o n d i t i o n ( t h e a x i o m s o f s c a l a r p r o d u c t ) a r e s a t i s e d :
1 . h x x i 0 h x x i = 0 ) x = 0
1 0
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2 . h x y i = h y x i w h e n h y x i i s t h e c o n j u g a t e c o m p l e x n u m b e r o f
h x y i
3 . h x + y z i = h x z i + h y + z i ( a d d i t i v i t y w i t h r e s p e c t t o t h e r s t f a c -
t o r )
4 . h x y i = h x y i ( h o m o g e n e i t y w i t h r e s p e c t t o t h e r s t f a c t o r ) .
I f X i s a v e c t o r s p a c e o v e r R , t h e n , b y t h e d e n i t i o n , h x y i 2 R a n d
c o n d i t i o n 1 a c q u i r e s t h e f o r m
hx y
i=
hy x
i, i . e . , i n t h i s c a s e s c a l a r p r o d u c t
i s c o m m u t a t i v e .
E x a m p l e 1 . 4 . 1 . L e t u s d e n e i n C
n
t h e s c a l a r p r o d u c t o f v e c t o r s
x =
h
1
n
i
T
y =
h
1
n
i
T
b y t h e f o r m u l a
h x y i =
n
X
k = 1
k
k
.
L e t u s c h e c k t h e v a l i d i t y o f c o n d i t i o n s 1 - 4 : h x x i =
P
n
k = 1
k
k
=
P
n
k = 1
j
k
j
2
0
h x x i =
P
n
k = 1
j
k
j
2
= 0 )
k
= 0 ( k = 1 : n ) , x = 0
h x y i =
P
n
k = 1
k
k
=
P
n
k = 1
k
k
=
P
n
k = 1
k
k
= h y x i
h x + y z i =
P
n
k = 1
(
k
+
k
) &
k
=
P
n
k = 1
k
&
k
+
P
n
k = 1
k
&
k
= h x z i + h y z i
h x y i =
P
n
k = 1
k
k
=
P
n
k = 1
k
k
= h x y i :
E x a m p l e 1 . 4 . 2 . L e t u s c o n s i d e r t h e v e c t o r s p a c e L
2
] o f a l l f u n c t i o n s
i n t e g r a b l e ( i n L e b e s q u e ' s s e n s e ) o n t h e i n t e r v a l ] : W e d e n e t h e s c a l a r
p r o d u c t f o r s u c h f u n c t i o n s b y t h e f o r m u l a
h x y i =
Z
x ( t ) y ( t ) d t :
V e r i f y t h a t a l l t h e a x i o m s 1 - 4 o f s c a l a r p r o d u c t a r e s a t i s e d .
P r o p o s i t i o n 1 . 4 . 1 . S c a l a r p r o d u c t
hx y
ih a s t h e f o l l o w i n g p r o p e r t i e s :
1 . h x y + z i = h x y i + h x z i ( a d d i t i v i t y w i t h r e s p e c t t o t h e s e c o n d
f a c t o r )
2 .
hx y
i=
hx y
i( c o n j u g a t e h o m o g e n e i t y w i t h r e s p e c t t o t h e s e c o n d
f a c t o r )
3 .
hx 0
i=
h0 y
i= 0
8x y
2X
1 1
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4 . h x y i = j j
2
h x y i :
L e t u s p r o v e t h e s e a s s e r t i o n s :
h x y + z i = h y + z x i = h y x i + h z x i = h y x i + h z x i = h x y i + h x z i
h x y i = h y x i = h y x i = h y x i = h x y i h x 0 i = h x 0 x i = 0 h x x i = 0
h x y i = h x y i = j j
2
h x y i : 2
P r o p o s i t i o n 1 . 4 . 2 ( C a u c h y - S c h w a r t z i n e q u a l i t y ) . F o r a r b i t r a r y v e c t o r s
x a n d y o f t h e v e c t o r s p a c e w i t h s c a l a r p r o d u c t X i t h o l d s t h e i n e q u a l i t y
j hx y
i j
q
hx x
i
q
hy y
i:
P r o o f . I f h x y i = 0 , t h e n , b y t h e d e n i t i o n o f t h e s c a l a r p r o d u c t ( c o n d i t i o n
1 ) t h e i n e q u a l i t y h o l d s . N o w l e t u s c o n s i d e r t h e c a s e h x y i 6= 0 : W e d e n e a n
a u x i l i a r y f u n c t i o n
' ( ) = h x + h x y i y x + h x y i y i :
A s f o r 2 R
' ( ) = h x x i + h x y i h x y i + h x y i h y x i +
2
j h x y i j
2
h y y i =
=
2
j h x y i j
2
h y y i + 2 j h x y i j
2
+ h x x i 0 8 2 R ,
, j h x y i j
4
; j h x y i j
2
h x x i h y y i 0 :
T h e l a s t i n e q u a l i t y i s e q u i v a l e n t t o t h e i n e q u a l i t y j h x y i j
2
h x x i h y y i a n d
t h i s | t o t h e C a u c h y - S c h w a r t z i n e q u a l i t y . T h e C a u c h y - S c h w a r t z i n e q u a l -
i t y m a k e s i t p o s s i b l e t o d e n e t h e a n g l e b e t w e e n t w o v e c t o r s b y t h e s c a l a r
p r o d u c t .
D e n i t i o n 1 . 4 . 2 . T h e a n g l e b e t w e e n a r b i t r a r y v e c t o r s x a n d y o f t h e
v e c t o r s p a c e w i t h s c a l a r p r o d u c t X i s d e n e d b y t h e f o r m u l a
c o s (
d
x y ) = h x y i = (
q
h x x i
q
h y y i ) :
P r o b l e m 1 . 4 . 1 .
S h o w t h a t f o r e a c h t w o c o m p l e x v e c t o r s x a n d y t h e
e q u a l i t y
h x y i = h x y i :
h o l d s .
P r o b l e m 1 . 4 . 2 .
T h e s c a l a r p r o d u c t i n t h e v e c t o r s p a c e P
n
] o f p o l y -
n o m i a l s o f a t m o s t d e g r e e n w i t h r e a l c o e c i e n t s o n ] i s d e n e d b y t h e
f o r m u l a
hx y
i=
Z
x ( t ) y ( t ) d t :
1 2
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F i n d t h e a n g l e b e t w e e n t h e p o l y n o m i a l s x = t ; 1 a n d y = t
2
+ 1 :
1 . 1 . 5 N o r m o f a V e c t o r
D e n i t i o n 1 . 5 . 1 . A v e c t o r s p a c e X ( o v e r t h e n u m b e r e l d K ) i s c a l l e d
a n o r m e d s p a c e , i f t o e a c h v e c t o r x 2 X t h e r e c o r r e s p o n d s a c e r t a i n n o n -
n e g a t i v e r e a l n u m b e r k x k c a l l e d t h e n o r m o f t h e v e c t o r , s u c h t h a t t h e f o l -
l o w i n g c o n d i t i o n s a r e s a t i s e d :
1 . k x k = 0 , x = 0 ( i d e n t i t y a x i o m )
2 . k x k = j j k x k ( h o m o g e n e i t y a x i o m )
3 . k x + y k k x k + k y k ( t r i a n g l e i n e q u a l i t y ) .
D e n i t i o n 1 . 5 . 2 . T h e d i s t a n c e ( x y ) b e t w e e n t w o v e c t o r s i n t h e n o r m e d
s p a c e X i s d e n e d b y t h e f o r m u l a ( x y ) = k x ; y k :
P r o p o s i t i o n 1 . 5 . 1 ( H o l d e r i n e q u a l i t y ) . I f 1 < p
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k x k
1
= m a x
1 k n
j
k
j :
L e t u s v e r i f y t h a t t h e p - n o r m ( 1 p
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L e t u s p r o v e t h e l a s t t h r e e a s s e r t i o n s :
k x k
2
= ( j
1
j
2
+ : : : + j
n
j
2
)
1 = 2
0
@
n
X
i = 1
n
X
j = 1
j
i
j j
j
j
1
A
1 = 2
=
= ( (
n
X
k = 1
j
i
j )
2
)
1 = 2
= k x k
1
U s i n g t h e H o l d e r i n e q u a l i t y , w e g e t i n c a s e p = q = 2 t h a t
k x k
1
= j
1
j + : : : + j
n
j = 1 j
1
j + : : : + 1 j
n
j = j 1
1
j + : : : + j 1
n
j
( 1
2
+ : : : + 1
2
)
1 = 2
(
2
1
+ : : : +
2
n
)
1 = 2
=
p
n k x k
2
kx
k
1
= m a x
1 k n
j
k
j= ( ( m a x
1 k n
j
k
j)
2
)
1 = 2
(
2
1
+ : : : +
2
n
)
1 = 2
=
kx
k
2
k x k
2
= (
2
1
+ : : : +
2
n
)
1 = 2
( ( m a x
1 k n
j
k
j )
2
+ : : : + ( m a x
1 k n
j
k
j )
2
)
1 = 2
=
= ( n ( m a x
1 k n
j
k
j )
2
)
1 = 2
=
p
n k x k
1
k x k
1
= m a x
1 k n
j
k
j j
1
j + : : : + j
n
j n m a x
1 k n
j
k
j = n k x k
1
: 2
P r o p o s i t i o n 1 . 5 . 4 . A s p a c e w i t h s c a l a r p r o d u c t X i s a n o r m e d s p a c e
w i t h t h e n o r m
k x k =
q
h x x i :
P r o o f . L e t u s v e r i f y t h e v a l i d i t y o f c o n d i t i o n s 1 - 3 :
k x k = 0 ,
q
h x x i = 0 , h x x i = 0 , x = 0
k x k =
q
h x x i =
q
j j
2
h x x i = j j
q
h x x i = j j k x k
k x + y k =
q
h x + y x + y i =
q
h x x i + h x y i + h y x i + h y y i =
=
q
k x k
2
+ h x y i + h x y i + k y k
2
=
q
k x k
2
+ 2 < h x y i + k y k
2
q
k x k
2
+ 2 j ( x y ) j + + k y k
2
q
k x k
2
+ 2 k x k k y k + k y k
2
q
( k x k + k y k )
2
= k x k + k y k :
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P r o p o s i t i o n 1 . 5 . 5 . I n t h e n o r m e d s p a c e w i t h s c a l a r p r o d u c t t h e p a r a l -
l e l o g r a m r u l e :
kx + y
k
2
+
kx
;y
k
2
= 2 (
kx
k
2
+
ky
k
2
) :
h o l d s .
P r o o f . B y t h e i m m e d i a t e c h e c k , w e g e t
k x + y k
2
+ k x ; y k
2
= h x + y x + y i + h x ; y x ; y i =
= h x x i + h x y i + h y x i + h y y i + h x x i ; h x y i ; h y x i + h y y i =
= 2 ( k x k
2
+ k y k
2
) :
D e n i t i o n 1 . 5 . 3 . I t i s s a i d t h a t t h e s e q u e n c e f x
( k )
g o f t h e e l e m e n t s o f
t h e s p a c e C
n
c o n v e r g e s w i t h r e s p e c t t o t h e p - n o r m t o t h e e l e m e n t x 2 C
n
i f
l i m
k ! 1
x
( k )
; x
p
= 0 :
I n t h i s c a s e w e s h a l l w r i t e x
( k )
! x :
R e m a r k 1 . 5 . 1 . S i n c e a l l t h e p - n o r m s o f t h e s p a c e C
n
a r e e q u i v a l e n t ,
t h i s i m p l i e s t h a t t h e c o n v e r g e n c e o f t h e s e q u e n c e f x
( k )
g w i t h r e s p e c t t o t h e
- n o r m w i l l y i e l d i t s c o n v e r g e n c e w i t h r e s p e c t t o t h e - n o r m .
P r o b l e m 1 . 5 . 2 . S h o w t h a t i f x
2C
n
, t h e n l i m
p ! 1
kx
k
p
=
kx
k
1
:
P r o b l e m 1 . 5 . 3 . S h o w t h a t i f x 2 C
n
, t h e n
k x k
p
c ( k
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i s c a l l e d t h e r e l a t i v e e r r o r o f t h e a p p r o x i m a t i o n ( x 6= 0 ) .
I n c a s e o f t h e 1 ; n o r m t h e r e l a t i v e e r r o r c a n b e c o n s i d e r e d a s a n i n d e x
o f t h e c o r r e c t s i g n i c a n t d i g i t s . N a m e l y , i f k
b
x ; x k
1
= k x k
1
1 0
; k
t h e n
t h e g r e a t e s t c o m p o n e n t o f t h e v e c t o r
b
x h a s k c o r r e c t s i g n i c a n t d i g i t s .
E x a m p l e 1 . 5 . 2 . L e t x = 2 : 5 4 3 0 : 0 6 3 5 6 ]
T
a n d
b
x = 2 : 5 4 1 0 : 0 6 9 3 7 ]
T
:
F i n d "
a b s
a n d "
r e l
, a n d t h e n t h e n u m b e r o f t h e c o r r e c t s i g n i c a n t d i g i t s
o f t h e g r e a t e s t c o m p o n e n t o f t h e a p p r o x i m a t i o n
b
x b y "
r e l
. W e g e t
b
x ;
x = ; 0 : 0 0 2 0 : 0 0 5 8 1 ]
T
"
a b s
= k
b
x ; x k
1
= 0 : 0 0 5 8 1 a n d k x k
1
= 2 : 5 4 3 a n d
"
r e l
0 : 0 0 2 3 1 0
; 3
) k = 3 : T h u s t h e g r e a t e s t c o m p o n e n t
b
1
o f
b
x h a s
t h r e e c o r r e c t s i g n i c a n t d i g i t s . A t t h e s a m e t i m e , t h e c o m p o n e n t
b
2
h a s o n l y
o n e c o r r e c t s i g n i c a n t d i g i t .
1 . 1 . 6 O r t h o g o n a l V e c t o r s
D e n i t i o n 1 . 6 . 1 . T h e v e c t o r s x a n d y o f t h e v e c t o r s p a c e w i t h s c a l a r
p r o d u c t X a r e c a l l e d o r t h o g o n a l i f h x y i = 0 : W e w r i t e x ? y t o i n d i c a t e t h e
o r t h o g o n a l i t y o f v e c t o r s x a n d y : A v e c t o r x o f t h e v e c t o r s p a c e X i s c a l l e d
o r t h o g o n a l t o t h e s e t Y X i f x ? y 8 y 2 Y :
P r o b l e m 1 . 6 . 1 .
F i n d a l l v e c t o r s t h a t a r e o r t h o g o n a l b o t h t o t h e v e c t o r
a =
h
4 0 6 ; 2 0
i
T
a n d b =
h
2 1 ; 1 1 1
i
T
:
D e n i t i o n 1 . 6 . 2 . T h e s e t s Y a n d Z o f t h e v e c t o r s p a c e X a r e c a l l e d
o r t h o g o n a l i f y ? z 8 y 2 Y a n d 8 z 2 Z :
D e n i t i o n 1 . 6 . 3 . A s e q u e n c e f x
( k )
g o f v e c t o r s o f t h e v e c t o r s p a c e w i t h
s c a l a r p r o d u c t X i s c a l l e d a C a u c h y s e q u e n c e i f f o r a n y > 0 t h e r e i s a
n a t u r a l n u m b e r n
0
s u c h t h a t f o r a l l m 2 N a n d n > n
0
j j x
( n )
; x
( n + m )
j j =
q
h x
( n )
; x
( n + m )
x
( n )
; x
( n + m )
i < " :
D e n i t i o n 1 . 6 . 4 . A v e c t o r s p a c e w i t h s c a l a r p r o d u c t X i s c a l l e d c o m -
p l e t e i f e v e r y C a u c h y s e q u e n c e i s c o n v e r g e n t t o a p o i n t o f t h e s p a c e X .
D e n i t i o n 1 . 6 . 5 . A v e c t o r s p a c e w i t h c o m p l e x s c a l a r p r o d u c t i s c a l l e d a
H i l b e r t s p a c e H i f i t t u r n s o u t t o b e c o m p l e t e w i t h r e s p e c t t o t h e c o n v e r g e n c e
b y t h e n o r m
kx
k=
q
hx x
i.
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P r o p o s i t i o n 1 . 6 . 1 . T h e s p a c e C
n
w i t h t h e s c a l a r p r o d u c t h x y i =
P
n
k = 1
k
k
i s a H i l b e r t s p a c e .
P r o p o s i t i o n 1 . 6 . 2 . T h e s p a c e L
2
] o f a l l s q u a r e - i n t e g r a b l e f u n c t i o n s
o n t h e i n t e r v a l ] w i t h t h e s c a l a r p r o d u c t h x y i =
R
x ( t ) y ( t ) d t i s a H i l b e r t
s p a c e .
P r o p o s i t i o n 1 . 6 . 3 . O r t h o g o n a l i t y o f v e c t o r s i n t h e v e c t o r s p a c e w i t h
s c a l a r p r o d u c t X h a s t h e f o l l o w i n g p r o p e r t i e s ( 1 - 4 ) :
1 . x ? x , x = 0
2 . x ? y , y ? x
3 . x
? fy
1
: : : y
k
g )x
?( y
1
+ : : : + y
k
)
4 . x ? y ) x ? y 8 2 K
o r t h o g o n a l i t y o f v e c t o r s i n a H i l b e r t s p a c e h a s a n a d d i t i o n a l p r o p e r t y :
5 . x ? y
n
( n = 1 2 3 : : : ) y
n
! y ) x ? y :
L e t u s p r o v e t h e s e a s s e r t i o n s :
x ? x , h x x i = 0 , x = 0
x ? y , h x y i = 0 , h y x i = 0 , h y x i = 0 , y ? x
x
? fy
1
: : : y
k
g ,x
?y
1
: : :
x
?y
k
, hx y
1
i= 0
: : :
^ hx y
k
i= 0
)
) h x y
1
i + : : : + h x y
k
i = 0 , h x y
1
+ : : : + y
k
i = 0 , x ? ( y
1
+ : : : + y
k
)
x ? y , h x y i = 0 , h x y i = 0 8 2 K ,
, h x y i = 0 8 2 K , x ? y
x ? y
n
8 n 2 N y
n
! y , h x y
n
i = 0 ^ k y
n
; y k ! 0 )
) h x y
n
i = 0 ^ j h x y
n
i ; h x y i j = j h x y
n
; y i j k x k k y
n
; y k ! 0 )
) h x y i = 0 , x ? y :
D e n i t i o n 1 . 6 . 6 . T h e o r t h o g o n a l c o m p l e m e n t o f t h e s e t Y
X i s t h e
s e t Y
?
o f a l l v e c t o r s o f t h e s p a c e X t h a t a r e o r t h o g o n a l t o t h e s e t Y , i . e . ,
Y
?
= f x : ( x 2 X ) ( x ? y 8 y 2 Y ) g :
P r o b l e m 1 . 6 . 2 .
L e t U = s p a n
h
1 0 1
i
T
h
0 2 1
i
T
R
3
:
F i n d t h e o r t h o g o n a l c o m p l e m e n t o f t h e s e t U :
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P r o p o s i t i o n 1 . 6 . 4 . I f X i s a v e c t o r s p a c e w i t h s c a l a r p r o d u c t , x 2 X
Y X a n d x ? Y t h e n x ? s p a n Y : I f , i n a d d i t i o n , X i s c o m p l e t e , i . e . , i s a
H i l b e r t s p a c e , t h e n x
?s p a n Y :
P r o o f . B y a s s e r t i o n s 3 a n d 4 o f p r o p o s i t i o n 1 . 6 . 3 , x ? s p a n Y . I f y 2 s p a n Y
i . e . , 9 y
n
2 s p a n Y s u c h t h a t y
n
! y t h e n , d u e t o t h e o r t h o g o n a l i t y x ? y
n
a n d a s s e r t i o n 5 o f p r o p o s i t i o n 1 . 6 . 3 , w e g e t x ? y , i . e . , x ? s p a n Y :
P r o p o s i t i o n 1 . 6 . 5 . T h e o r t h o g o n a l c o m p l e m e n t Y
?
o f t h e s e t Y X i s
a s u b s p a c e o f t h e s p a c e X : T h e o r t h o g o n a l c o m p l e m e n t Y
?
o f t h e s e t Y H
i s a c l o s e d s u b s p a c e o f t h e H i l b e r t s p a c e H i . e . , Y
?
i s a s u b s p a c e o f t h e
s p a c e H t h a t c o n t a i n s a l l i t s b o u n d a r y p o i n t s .
P r o o f . D u e t o t h e p r o p o s i t i o n 1 . 2 . 1 , i t i s s u c i e n t f o r t h e p r o o f o f t h e
r s t a s s e r t i o n o f p r o p o s i t i o n 1 . 6 . 5 t o s h o w t h a t Y
?
i s c l o s e d w i t h r e s p e c t t o
v e c t o r a d d i t i o n a n d s c a l a r m u l t i p l i c a t i o n . I t w i l l f o l l o w f r o m a s s e r t i o n 5 o f
t h e s a m e p r o p o s i t i o n , i t h o l d s t h e s e c o n d a s s e r t i o n o f p r o p o s i t i o n 1 . 6 . 5 t o o .
P r o p o s i t i o n 1 . 6 . 6 . I f Y i s a c l o s e d s u b s p a c e o f t h e H i l b e r t s p a c e
H t h e n e a c h x 2 H c a n b e e x p r e s s e d u n i q u e l y a s t h e s u m x = y + z ,
y 2 Y z 2 Y
?
:
C o r o l l a r y 1 . 6 . 1 . I f Y i s a c l o s e d s u b s p a c e o f t h e H i l b e r t s p a c e , t h e n
t h e s p a c e H c a n b e p r e s e n t e d a s t h e d i r e c t s u m H = L L
?
o f t h e c l o s e d
s u b s p a c e s L a n d L
?
, a n d ( L
?
)
?
= L :
D e n i t i o n 1 . 6 . 7 . T h e d i s t a n c e o f t h e v e c t o r x o f t h e H i l b e r t s p a c e H
f r o m t h e s u b s p a c e Y H i s d e n e d b y t h e f o r m u l a
( x Y ) = i n f
y 2 Y
k x ; y k :
P r o p o s i t i o n 1 . 6 . 7 . I f Y i s a c l o s e d s u b s p a c e o f t h e H i l b e r t s p a c e H
a n d x 2 H , t h e n t h e r e e x i s t s a u n i q u e l y d e n e d y 2 Y s u c h t h a t k x ; y k =
( x Y ) :
D e n i t i o n 1 . 6 . 8 . T h e v e c t o r y i n p r o p o s i t i o n 1 . 6 . 7 i s c a l l e d t h e o r t h o g -
o n a l p r o j e c t i o n o f x o n t o t h e s u b s p a c e Y .
D e n i t i o n 1 . 6 . 9 . A v e c t o r s y s t e m S = f x
1
: : : x
k
g i s c a l l e d o r t h o g o n a l
i f ( x
i
x
j
) = k x
i
k
2
i j
w h e r e
i j
i s t h e K r o n e c k e r d e l t a . T h e v e c t o r s y s t e m
S = f x
1
: : : x
k
g i s c a l l e d o r t h o n o r m a l i f ( x
i
x
j
) =
i j
.
E x a m p l e 1 . 6 . 1 . T h e v e c t o r s y s t e m f e
k
g ( k = 1 : n ) , w h e r e e
k
=
0 0 : : : 0
k ; 1 z e r o s
1 0 : : : 0
n ; k z e r o s
]
T
i s o r t h o n o r m a l i n C
n
.
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E x a m p l e 1 . 6 . 2 . T h e v e c t o r s y s t e m
f 1 =
p
2 ( c o s t ) =
p
( s i n t ) =
p
( c o s 2 t ) =
p
( s i n 2 t ) =
p
: : : g
i s o r t h o n o r m a l i n L
2
; ] :
E x a m p l e 1 . 6 . 3 . T h e v e c t o r s y s t e m f e x p ( i 2 k t ) g
k 2 Z
i s o r t h o n o r m a l i n
L
2
0 1 ] : T r u e l y ,
( x
k
x
j
) =
Z
1
0
e x p ( i 2 k t ) e x p ( i 2 j t ) d t =
Z
1
0
e x p ( i 2 ( k
;j ) t ) d t =
=
(
( e x p ( i 2 ( k ; j ) ) ; 1 ) = ( i 2 ( k ; j ) ) = 0 , k u i k 6= j
1 a s k = j :
P r o p o s i t i o n 1 . 6 . 8 . ( G r a m - S c h m i d t o r t h o g o n a l i z a t i o n t h e o r e m ) . I f
f x
1
: : : x
k
g i s a l i n e a r l y i n d e p e n d e n t v e c t o r s y s t e m i n t h e v e c t o r s p a c e w i t h
s c a l a r p r o d u c t H , t h e n t h e r e e x i s t s a n o r t h o n o r m a l s y s t e m f "
1
: : : "
k
g s u c h
t h a t s p a n f x
1
: : : x
k
g = s p a n f "
1
: : : "
k
g :
L e t u s p r o v e t h i s a s s e r t i o n b y c o m p l e t e i n d u c t i o n . I n t h e c a s e k = 1 ,
w e d e n e "
1
= x
1
= k x
1
k a n d , o b v i o u s l y , s p a n f x
1
g = s p a n f "
1
g : S o w e h a v e
s h o w n t h e e x i s t e n c e o f t h e i n d u c t i o n b a s e . W e h a v e t o s h o w t h e a d m i s s -
a b i l y o f t h e i n d u c t i o n s t e p . L e t u s a s s u m e t h a t t h e p r o p o s i t i o n h o l d s f o r
k = i ; 1 , i . e . , t h e r e e x i s t s a n o r t h o n o r m a l s y s t e m f "
1
: : : "
i ; 1
g s u c h t h a t
s p a n f x
1
: : : x
i ; 1
g = s p a n f "
1
: : : "
i ; 1
g : N o w w e c o n s i d e r t h e v e c t o r
y
i
=
1
"
1
+ : : : +
i ; 1
"
i ; 1
+ x
i
j
2 K :
L e t u s c h o o s e t h e c o e c i e n t s
( = 1 : i - 1 ) s o t h a t y
i
? "
( = 1 : i - 1 ) i . e ,
( y
i
"
) = 0 : W e g e t i
;1 c o n d i t i o n s :
( "
"
) + ( x
i
"
) = 0 e h k
= ; ( x
i
"
) ( = 1 : i - 1 ) :
T h u s ,
y
i
= x
i
; ( x
i
"
1
) "
1
; : : : ; ( x
i
"
i ; 1
) "
i ; 1
:
N o w w e c h o s e "
i
= y
i
= k y
i
k : S i n c e
"
2 s p a n f x
1
: : : x
i ; 1
g ( = 1 : i - 1 )
w e g e t , b y t h e c o n s t r u c t i o n o f v e c t o r s y
i
a n d "
i
, "
i
2 s p a n f x
1
: : : x
i
g :
H e n c e
s p a n
f"
1
: : : "
i
g s p a n
fx
1
: : : x
i
g:
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F r o m t h e r e p r e s e n t a t i o n o f t h e v e c t o r y
i
w e s e e t h a t x
i
i s a l i n e a r c o m b i n a t i o n
o f v e c t o r s "
1
: : : "
i
:
T h u s ,
s p a n f x
1
: : : x
i
g s p a n f "
1
: : : "
i
g :
F i n a l l y ,
s p a n f x
1
: : : x
i
g = s p a n f "
1
: : : "
i
g :
E x a m p l e 1 . 6 . 4 . G i v e n a v e c t o r s y s t e m f x
1
x
2
x
3
g i n R
4
, w h e r e
x
1
= 1 0 1 0 ]
T
x
2
= 1 1 1 0 ]
T
x
3
= 0 1 0 1 ]
T
:
F i n d s u c h a n o r t h o g o n a l s y s t e m f "
1
"
2
"
3
g , f o r w h i c h
s p a n f x
1
x
2
x
3
g = s p a n f "
1
"
2
"
3
g :
T o a p p l y t h e o r t h o g o n a l i z a t i o n p r o c e s s o f p r o p o s i t i o n 1 . 6 . 8 , w e c h e c k r s t t h e
s y s t e m f x
1
x
2
x
3
g f o r t h e l i n e a r l y i n d e p e n d e n c e ( o n e c a n o m i t t h i s p r o c e s s ,
t o o , b e c a u s e t h e s i t u a t i o n w i l l b e c l e a r i n t h e c o u r s e o f t h e o r t h o g o n a l i z a t i o n :
2
6
4
1 0 1 0
1 1 1 0
0 1 0 1
3
7
5
I I - I
2
6
4
1 0 1 0
0 1 0 0
0 1 0 1
3
7
5
I I I - I I
2
6
4
1 0 1 0
0 1 0 0
0 0 0 1
3
7
5
)
t h e s y s t e m f x
1
x
2
x
3
g i s l i n e a r l y i n d e p e n d e n t . N o w w e n d
"
1
= x
1
= k x
1
k = 1 =
p
2 0 1 =
p
2 0 ]
T
:
F o r y
2
w e g e t :
y
2
= x
2
; ( x
2
"
1
) "
1
= 1 1 1 0 ]
T
;
p
2 1 =
p
2 0 1 =
p
2 0 ]
T
= 0 1 0 0 ]
T
:
A s k y
2
k = 1 "
2
= y
2
= k y
2
k = 0 1 0 0 ]
T
: T h e v e c t o r y
3
c a n b e e x p r e s s e d i n
t h e f o r m :
y
3
= x
3
; ( x
3
"
1
) "
1
; ( x
3
"
2
) "
2
=
= 0 1 0 1 ]
T
;0
1 =
p
2 0 1 =
p
2 0 ]
T
;1
0 1 0 0 ]
T
= 0 0 0 1 ]
T
:
T h u s ,
"
3
= y
3
= k y
3
k = 0 0 0 1 ]
T
:
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E x a m p l e 1 . 6 . 5 . G i v e n a l i n e a r l y i n d e p e n d e n t v e c t o r s y s t e m f x
1
x
2
x
3
g
i n L
2
; 1 1 ] , w h e r e x
1
= 1 x
2
= t a n d x
3
= t
2
: F i n d a n o r t h o g o n a l s y s t e m
f"
1
"
2
"
3
g, s u c h t h a t
s p a n f x
1
x
2
x
3
g = s p a n f "
1
"
2
"
3
g :
C h e c k t h a t t h e s y s t e m f x
1
x
2
x
3
g i s l i n e a r l y i n d e p e n d e n t . T h e r s t v e c t o r
i s
"
1
= x
1
= k x
1
k = 1 =
p
2 :
T h e v e c t o r y
2
c a n b e e x p r e s s e d i n t h e f o r m :
y
2
= x
2
; ( x
2
"
1
) "
1
= t ; (
Z
1
; 1
t (
1
p
2
) d t ) t = t ; 0 t = t :
T h u s ,
"
2
= y
2
= k y
2
k = t =
s
Z
1
; 1
t t d t = t =
s
2
3
=
s
3
2
t :
T h e v e c t o r y
3
c a n b e e x p r e s s e d i n t h e f o r m :
y
3
= x
3
; ( x
3
"
1
) "
1
; ( x
3
"
2
) "
2
=
= t
2
; (
Z
1
; 1
t
2
(
1
p
2
) d t )
1
p
2
; (
Z
1
; 1
t
2
(
s
3
2
t ) d t )
s
3
2
t =
= t
2
;
1
2
2
3
; 0 = t
2
;
1
3
:
T h e r e f o r e ,
"
3
= y
3
= k y
3
k = ( t
2
;
1
3
) =
s
Z
1
; 1
( t
2
;
1
3
) ( t
2
;
1
3
) d t =
= ( t
2
;
1
3
) =
s
2
5
;
4
9
+
2
9
=
s
4 5
8
( t
2
;
1
3
) =
3
2
s
5
2
( t
2
;
1
3
) :
T h e f u n c t i o n s "
1
"
2
a n d "
3
a r e t h e n o r m e d L e g e n d r e p o l y n o m i a l s o n ; 1 1 ] :
P r o b l e m 1 . 6 . 3 . S h o w t h a t a v e c t o r s y s t e m f x
1
: : : x
n
g w i t h p a i r w i s e
o r t h o g o n a l e l e m e n t s i s l i n e a r l y i n d e p e n d e n t .
2 2
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1 . 2 M a t r i c e s
1 . 2 . 1 N o t a t i o n f o r a M a t r i x a n d O p e r a t i o n s w i t h M a t r i c e s
T h e v e c t o r s p a c e o f a l l m n ; m a t r i c e s w i t h r e a l e l e m e n t s w i l l b e d e n o t e d
b y R
m n
a n d
A
2R
m n
,A = ( a
i k
) =
2
6
6
4
a
1 1
a
1 n
.
.
.
.
.
.
a
m 1
a
m n
3
7
7
5
a
i k
2R :
T h e e l e m e n t o f t h e m a t r i x A t h a t s t a n d s i n t h e i ; t h r o w a n d k ; t h c o l u m n
w i l l b e d e n o t e d b y a
i k
o r A ( i k ) o r A ]
i k
: T h e m a i n o p e r a t i o n s w i t h m a t r i c e s
a r e f o l l o w i n g :
t r a n s p o s i t i o n o f m a t r i c e s ( R
m n
!R
n m
)
B = A
T
, b
i k
= a
a d d i t i o n o f m a t r i c e s ( R
m n
R
m n
! R
m n
)
C = A + B , c
i k
= a
i k
+ b
i k
m u l t i p l i c a t i o n o f m a t r i c e s b y a n u m b e r ( R R
m n
! R
m n
)
B = A , b
i k
= a
i k
m u l t i p l i c a t i o n o f m a t r i c e s ( R
m p
R
p n
! R
m n
)
C = A B , c
i k
=
p
X
j = 1
a
i j
b
j k
:
P r o b l e m 2 . 1 . 1 .
L e t
A =
"
a c e
b d f
#
B =
2
6
4
k n
l p
m r
3
7
5
:
F i n d t h e m a t r i x A B :
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P r o b l e m 2 . 1 . 2 .
L e t
A =
2
6
6
6
6
6
6
6
6
6
6
6
6
4
1 0 0 0 0
1 1 0
.
.
.
0 0
0 1 1
.
.
.
0 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0
.
.
.
.
.
.
1 0
0 0 0 1 1
3
7
7
7
7
7
7
7
7
7
7
7
7
5
2 R
n n
:
F i n d t h e m a t r i x A
n ; 1
:
P r o b l e m 2 . 1 . 3 .
L e t
A =
"
1 1
1 1
#
:
P r o v e t h a t
A
n
= 2
n ; 1
A ( n 2 N ) :
E x a m p l e 2 . 1 . 1 .
L e t u s s h o w t h a t m u l t i p l i c a t i o n o f m a t r i c e s i s n o t
c o m m u t a t i v e . L e t
A =
"
1 4
3 2
#
B =
"
; 2 5
1 2
#
:
W e n d t h e p r o d u c t s :
A B =
"
1 4
3 2
# "
; 2 5
1 2
#
=
"
2 1 3
; 4 1 9
#
B A =
"
; 2 5
1 2
# "
1 4
3 2
#
=
"
1 3 2
7 8
#
:
A s A B 6= B A d o e s n o t h o l d f o r t h e e x a m p l e , m u l t i p l i c a t i o n o f m a t r i c e s i s
n o t c o m m u t a t i v e i n g e n e r a l .
P r o p o s i t i o n 2 . 1 . 1 . I f A 2 R
m p
a n d B 2 R
p n
t h e n
( A B )
T
= B
T
A
T
:
P r o o f . I f C = ( A B )
T
t h e n
c
i k
= ( A B )
T
]
i k
= A B ]
k i
=
p
X
j = 1
a
k j
b
j i
:
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I f D = B
T
A
T
w e a l s o h a v e
d
i k
= B
T
A
T
]
i k
=
p
X
j = 1
B
T
]
i j
A
T
]
j k
=
p
X
j = 1
B ]
j i
A ]
k j
=
=
p
X
j = 1
a
k j
b
j i
= c
i k
: 2
D e n i t i o n 2 . 1 . 1 . A m a t r i x A 2 R
n n
i s c a l l e d s y m m e t r i c i f A
T
= A
a n d s k e w - s y m m e t r i c i f A
T
= ; A :
P r o b l e m 2 . 1 . 4 .
I s m a t r i x A s y m m e t r i c o r s k e w - s y m m e t r i c i f
a ) A =
2
6
4
; 1 3 2
3 1 3
2 3 ; 1
3
7
5
b ) A =
2
6
4
0 2 ; 4
; 2 1 ; 7
4 7 2
3
7
5
c ) A =
2
6
4
2 ; 3 5
3 1 2
; 5 1 4
3
7
5
:
P r o p o s i t i o n 2 . 1 . 2 . E a c h m a t r i x A 2 R
n n
c a n b e e x p r e s s e d a s a s u m
o f a s y m m e t r i c m a t r i x a n d a s k e w - s y m m e t r i c m a t r i x .
P r o o f . E a c h m a t r i x A 2 R
n n
c a n b e e x p r e s s e d a s A = B + C w h e r e
B = ( A + A
T
) = 2 a n d C = ( A
;A
T
) = 2 : A s
B
T
= ( ( A + A
T
) = 2 )
T
= ( A
T
+ A ) = 2 = B
a n d
C
T
= ( ( A ; A
T
) = 2 )
T
= C = ( A
T
; A ) = 2 = ; C
t h e p r o p o s i t i o n h o l d s . 2
P r o b l e m 2 . 1 . 5 .
R e p r e s e n t t h e m a t r i x
A =
2
6
6
6
4
2 ; 3 5 1
; 3 ; 2 3 0
3 ; 7 0 6
4 5 2 4
3
7
7
7
5
a s a s u m o f a s y m m e t r i c a n d a s k e w - s y m m e t r i c m a t r i x .
D e n i t i o n 2 . 1 . 2 . I f A i s a m n ; m a t r i x w i t h c o m p l e x e l e m e n t s , i . e . ,
A 2 C
m n
t h e n t h e t r a n s p o s e d s k e w - s y m m e t r i c m a t r i x A
H
w i l l b e d e n e d
b y t h e e q u a l i t y
B = A
H
,b
i k
= a
k i
:
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D e n i t i o n 2 . 1 . 3 . A m a t r i x A 2 C
n n
i s c a l l e d a n H e r m i t i a n m a t r i x i f
A
H
= A :
P r o b l e m 2 . 1 . 6 .
I s m a t r i x A a n H e r m i t i a n m a t r i x i f
a ) A =
2
6
4
i ; 2 + i ; 5 + 3 i
2 + i 5 i ; 2 + i
5 + 3 i 2 + i ; 8 i
3
7
5
b ) A =
2
6
4
5 2 + 3 i 1 + i
2 ; 3 i ; 3 ; 2 i
1 ; i 2 i 0
3
7
5
:
P r o b l e m 2 . 1 . 7 .
L e t A 2 C
m n
: S h o w t h a t m a t r i c e s A A
H
a n d A
H
A
a r e H e r m i t i a n m a t r i c e s .
T h e m a t r i x A 2 C
m n
c a n b e e x p r e s s e d b o t h b y t h e c o l u m n - v e c t o r s
c
k
( k = 1 : n ) o f t h e m a t r i x A a n d b y t h e r o w - v e c t o r s r
T
i
( i = 1 : m ) o f
t h e t r a n s p o s e o f m a t r i x A ( \ p a s t i n g " t h e m a t r i c e s o f t h e c o l u m n - v e c t o r s o r
o f t h e t r a n s p o s e d r o w - v e c t o r s )
A =
h
c
1
c
n
i
h
c
1
c
n
i
=
2
6
6
4
r
T
1
.
.
.
r
T
m
3
7
7
5
w h e r e c
k
2 C
m
a n d r
i
2 C
n
a n d
r
i
=
2
6
6
4
a
i 1
.
.
.
a
i n
3
7
7
5
c
k
=
2
6
6
4
a
1 k
.
.
.
a
m k
3
7
7
5
:
E x a m p l e 2 . 1 . 2 . L e t u s d e m o n s t r a t e t h e s e n o t i o n s o n a m a t r i x A
2R
3 2
:
A =
2
6
4
2 3
4 1
3 2
3
7
5
) c
1
=
2
6
4
2
4
3
3
7
5
c
2
=
2
6
4
3
1
2
3
7
5
r
1
=
"
2
3
#
r
2
=
"
4
1
#
r
3
=
"
3
2
#
r
T
1
=
h
2 3
i
r
T
2
=
h
4 1
i
r
3
=
h
3 2
i
A =
h
c
1
c
2
i
=
h
c
1
c
2
i
=
2
6
4
r
T
1
r
T
2
r
T
3
3
7
5
:
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I f A 2 R
m n
t h e n A ( i : ) d e n o t e s t h e i ; t h r o w o f t h e m a t r i x A , i . e . ,
A ( i : ) =
h
a
i 1
a
i n
i
a n d A ( : k ) d e n o t e s t h e k - t h c o l u m n o f t h e m a t r i x A , i . e . ,
A ( : k ) =
2
6
6
4
a
1 k
.
.
.
a
m k
3
7
7
5
:
I f 1 p q < n 1 r m t h e n
A ( r p : q ) =
h
a
r p
a
r q
i
2 R
1 ( q ; p + 1 )
a n d i f 1 p n 1 r s m t h e n
A ( r : s p ) =
2
6
6
4
a
r p
.
.
.
a
s p
3
7
7
5
2 R
s ; r + 1
:
I f A 2 R
m n
a n d i = ( i
1
: : : i
p
) a n d k = ( k
1
: : : k
q
) w h e r e
i
1
: : : i
p
2 f 1 2 : : : m g k
1
: : : k
q
2 f 1 2 : : : n g
t h e n t h e c o r r e s p o n d i n g s u b m a t r i x i s
A ( i k ) =
2
6
6
4
A ( i
1
k
1
) A ( i
1
k
q
)
.
.
.
.
.
.
A ( i
p
k
1
) A ( i
p
k
q
)
3
7
7
5
:
E x a m p l e 2 . 1 . 3 . I f
A =
2
6
6
6
4
1 4 ; 1 2 ; 4 8
2 ; 2 4 1 3 5
5 6 ; 7 2 ; 1 9
4 5 6 ; 4 9 1
3
7
7
7
5
a n d i = ( 2 4 ) a n d k = ( 1 3 5 ) t h e n
A ( i k ) =
"
2 4 3
4 6 9
#
:
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1 . 2 . 2 B a n d M a t r i c e s a n d B l o c k M a t r i c e s
D e n i t i o n 2 . 2 . 1 . A m a t r i x w h o s e e l e m e n t s d i e r e n t f r o m z e r o a r e o n l y
o n t h e m a i n a n d s o m e a d j a c e n t d i a g o n a l s i s c a l l e d a b a n d m a t r i x .
D e n i t i o n 2 . 2 . 2 . I t i s s a i d t h a t t h e m a t r i x A 2 R
m n
i s a b a n d m a t r i x
w i t h t h e l o w e r b a n d w i d t h p i f
( i > k + p ) ) a
i k
= 0
a n d w i t h t h e u p p e r b a n d w i d t h q i f
( k > i + q ) ) a
i k
= 0
a n d w i t h t h e b a n d w i d t h p + q + 1 :
E x a m p l e 2 . 2 . 1 . T h e m a t r i x
A =
2
6
6
6
6
6
6
6
6
4
0 0 0 0 0
0 0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
3
7
7
7
7
7
7
7
7
5
i s a b a n d m a t r i x b e c a u s e a l l t h e e l e m e n t s d i e r e n t f r o m z e r o a r e o n t h e m a i n
a n d t w o l o w e r a n d o n e u p p e r d i a g o n a l s . T h e l o w e r b a n d w i d t h o f t h e m a t r i x
A i s 2 b e c a u s e a
i k
= 0 a s i > k + 2 a n d t h e u p p e r b a n d w i d t h i s 1 b e c a u s e
a
i k
= 0 a s k > i + 1 : T h e b a n d w i d t h o f t h e m a t r i x i s 2 + 1 + 1 = 4 : T h e
e l e m e n t s o f t h e m a t r i x t h a t a r e n e c e s s a r i l y n o t z e r o s a r e d e n o t e d b y c r o s s e s .
S o m e o f t h e m o s t i m p o r t a n t t y p e s o f b a n d m a t r i c e s a r e p r e s e n t e d i n
t a b l e 2 . 2 . 1 . I f D 2 R
m n
i s a d i a g o n a l m a t r i x , q = m i n f m n g a n d d
i
= d
i i
t h e n t h e n o t a t i o n D = d i a g ( d
1
: : : d
q
) : w i l l b e u s e d .
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T a b l e 2 . 2 . 1 .
T h e m a t r i c e ' s t y p e L o w e r b a n d w i d t h U p p e r b a n d w i d t h
d i a g o n a l m a t r i x 0 0
u p p e r t r i a n g u l a r m a t r i x 0 n - 1
l o w e r t r i a n g u l a r m a t r i x m - 1 0
t r i d i a g o n a l m a t r i x 1 1
u p p e r t r i d i a g o n a l m a t r i x 0 1
l o w e r t r i d i a g o n a l m a t r i x 1 0
u p p e r H e s s e n b e r g m a t r i x 1 n - 1
l o w e r H e s s e n b e r g m a t r i x m - 1 1
P r o b l e m 2 . 2 . 1 .
F i n d t h e t y p e , l o w e r b a n d w i d t h , u p p e r b a n d w i d t h a n d
b a n d w i d t h o f t h e m a t r i x A i f
A =
2
6
6
6
6
6
6
4
1 3 0 0 0
4 2 1 1 0
0 2 3 4 1
0 0 5 4 6
0 0 0 6 5
3
7
7
7
7
7
7
5
A =
2
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
4
1 1 0 0 0 1
2 2 1 0
.
.
.
0 0
1 2 3 1
.
.
.
0 0
0 1 2 4
.
.
.
.
.
.
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0
.
.
.
n ; 1 1
0 0 0 0 2 n
3
7
7
7
7
7
7
7
7
7
7
7
7
7
7
7
5
:
D e n i t i o n 2 . 2 . 3 . A m a t r i x A = ( A
) 2 R
m n
i s c a l l e d a q r ; b l o c k
m a t r i x i f
A =
2
6
6
4
A
1 1
: : : A
1 r
.
.
.
.
.
.
A
q 1
: : : A
q r
3
7
7
5
m
1
m
q
n
1
n
r
w h e r e m
1
+ : : : + m
q
= m a n d n
1
+ : : : + n
r
= n a n d A
i s a m
n
; m a t r i x .
E x a m p l e 2 . 2 . 2 . T h e m a t r i x
A =
2
6
6
6
4
a a a b b
a a a b b
a a a b b
c c c d d
3
7
7
7
5
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i s a 2 2 ; b l o c k m a t r i x , w h e r e m
1
= 3 m
2
= 1 n
1
= 3 a n d n
2
= 2 a n d
A
1 1
=
2
6
4
a a a
a a a
a a a
3
7
5
A
1 2
=
2
6
4
b b
b b
b b
3
7
5
A
2 1
=
h
c c c
i
A
2 2
=
h
d d
i
:
L e t
B =
2
6
6
4
B
1 1
: : : B
1 r
.
.
.
.
.
.
B
q 1
: : : B
q r
3
7
7
5
m
1
m
q
n
1
n
r
a n d C = A + B : T h e n
C =
2
6
6
4
C
1 1
: : : C
1 r
.
.
.
.
.
.
C
q 1
: : : C
q r
3
7
7
5
=
2
6
6
4
A
1 1
+ B
1 1
: : : A
1 r
+ B
1 r
.
.
.
.
.
.
A
q 1
+ B
q 1
: : : B
q r
+ B
q r
3
7
7
5
:
P r o p o s i t i o n 2 . 2 . 1 . I f A 2 R
m p
B 2 R
p n
a n d C = A B a r e b l o c k
m a t r i c e s :
A =
2
6
6
6
6
6
6
6
4
A
1 1
: : : A
1 r
.
.
.
.
.
.
A
1
: : : A
r
.
.
.
.
.
.
A
q 1
: : : A
q r
3
7
7
7
7
7
7
7
5
m
1
m
m
q
p
1
p
r
B =
2
6
6
4
B
1 1
: : : B
1
: : : B
1 s
.
.
.
.
.
.
.
.
.
B
r 1
: : : B
r
: : : B
r s
3
7
7
5
p
1
p
r
n
1
n
n
s
C =
2
6
6
6
6
6
6
6
4
C
1 1
: : : C
1
: : : C
1 s
.
.
.
.
.
.
.
.
.
C
1
: : : C
: : : C
s
.
.
.
.
.
.
.
.
.
C
q 1
: : : C
q
: : : C
q s
3
7
7
7
7
7
7
7
5
m
1
m
m
q
n
1
n
n
s
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w h e r e 1 q 1 s m
1
+ : : : + m
q
= m p
1
+ : : : + p
s
= p
n
1
+ : : : + n
r
= n , t h e n
C
=
r
X
= 1
A
B
( = 1 : q
= 1 : s ) .
P r o o f . L e t
= m
1
+ : : : + m
; 1
= n
1
+ : : : + n
; 1
1 r
= p
1
+ : : : + p
; 1
m
0
= n
0
= p
0
= 0 :
A s C
]
i k
i s a n e l e m e n t o f t h e b l o c k C
o f t h e m a t r i x C s t a n d i n g i n t h e
i ; t h r o w a n d k ; t h c o l u m n o f t h i s b l o c k , a n d A
]
i j
i s a n e l e m e n t o f t h e
b l o c k A
o f t h e m a t r i x A s t a n d i n g i n t h e i
;t h r o w a n d j
;t h c o l u m n o f t h i s
b l o c k , a n d B
] i s a n e l e m e n t o f t h e b l o c k B
o f t h e m a t r i x B s t a n d i n g
i n t h e j ; t h r o w a n d k ; t h c o l u m n , t h e n
C
]
i k
= c
+ i + k
A
]
i j
= a
+ i + j
B
]
j k
= b
+ j + k
:
T h e r e f o r e ,
C
]
i k
= c
+ i + k
=
p
X
j = 1
a
+ i j
b
j + k
=
=
p
1
X
j = 1
a
+ i j
b
j + k
+
p
1
+ p
2
X
j = p
1
+ 1
a
+ i j
b
j + k
+ : : : +
p
X
j = p
1
+ p
2
+ + p
r ; 1
+ 1
a
+ i j
b
j + k
=
=
p
1
X
j = 1
A
1
]
i j
B
1
]
j k
+
p
2
X
j = 1
A
2
]
i j
B
2
]
j k
+ : : : +
p
r
X
j = 1
A
r
]
i j
B
r
]
j k
=
= A
1
B
1
]
i k
+ A
2
B
2
]
i k
+ : : : + A
r
B
r
]
i k
=
r
X
j = 1
A
j
B
j
]
i k
:
T h e r e f o r e , a l l t h e c o r r e s p o n d i n g e l e m e n t s o f t h e m a t r i c e s C
a n d
P
s
= 1
A
B
a r e e q u a l , a n d o u r p r o p o s i t i o n h o l d s . 2
C o r o l l a r y 2 . 2 . 1 . I f A
2R
m p
B
2R
p n
A =
2
6
6
4
A
1
.
.
.
A
q
3
7
7
5
m
1
m
q
B =
h
B
1
: : : B
r
i
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n
1
n
r
a n d m
1
+ : : : + m
q
= m a n d n
1
+ : : : + n
r
= n t h e n
A B = C =
2
6
6
4
C
1 1
: : : C
1 r
.
.
.
.
.
.
C
q 1
: : : C
q r
3
7
7
5
m
1
m
q
n
1
n
r
w h e r e C
= A
B
( = 1 : q
= 1 : r ) .
C o r o l l a r y 2 . 2 . 2 . I f A 2 R
m p
B 2 R
p n
A =
h
A
1
: : : A
s
i
p
1
p
s
B =
2
6
6
4
B
1
.
.
.
B
s
3
7
7
5
p
1
p
s
a n d p
1
+ : : : + p
s
= p t h e n A B = C =
P
p
k = 1
A
k
B
k
:
E x a m p l e 2 . 2 . 3 . I t h o l d s
"
A
1 1
A
1 2
A
2 1
A
2 2
# "
x
1
x
2
#
=
"
A
1 1
x
1
+ A
1 2
x
2
A
2 1
x
1
+ A
2 2
x
2
#
:
E x a m p l e 2 . 2 . 4 . I t h o l d s
2
6
6
6
6
6
6
4
a a a b
a a a b
a a a b
c c c d
c c c d
3
7
7
7
7
7
7
5
2
6
6
6
4
e f f
e f f
e f f
g h h
3
7
7
7
5
=
"
A B
C D
# "
E F
G H
#
=
"
A E + B G A F + B H
C E + D G C F + D H
#
w h e r e A = ( a ) i s a 3 3 ; m a t r i x , B = ( b ) i s a 3 1 ; m a t r i x , C = ( c ) i s a
2 3 ; m a t r i x , D = ( d ) i s a 2 1 ; m a t r i x , E = ( e ) i s a 3 1 ; m a t r i x , F = ( f )
i s a 3 2 ; m a t r i x , G = ( g ) i s a 1 1 ; m a t r i x a n d H = ( h ) i s a 1 2 ; m a t r i x .
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E x a m p l e 2 . 2 . 5 .
L e t u s n d t h e p r o d u c t A B o f b l o c k m a t r i c e s A a n d
B , w h e n A a n d B a r e 3 3 ; m a t r i c e s
A =
2
6
6
6
6
6
6
6
4
1 2
.
.
. 2
3 4
.
.
. 0
.
.
.
0 0
.
.
.
;1
3
7
7
7
7
7
7
7
5
B =
2
6
6
6
6
6
6
6
4
; 3 1 0
.
.
. 1
2 3 ; 1
.
.
. 1
.
.
.
0 0 0
.
.
. 1
3
7
7
7
7
7
7
7
5
:
W e d e n o t e
A =
"
C D
E F
#
B =
"
G H
K L
#
w h e r e
C =
"
1 2
3 4
#
D =
"
2
0
#
E =
h
0 0
i
F =
h
; 1
i
a n d
G =
"
; 3 1 0
2 3 ; 1
#
H =
"
1
1
#
K =
h
0 0 0
i
L =
h
1
i
:
W e n o t e t h a t t h e d i m e n s i o n s o f t h e m a t r i c e s a r e i