15
Linear Algebra Prof. Seungchul Lee Industrial AI Lab.

Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

  • Upload
    others

  • View
    7

  • Download
    0

Embed Size (px)

Citation preview

Page 1: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

Linear Algebra

Prof. Seungchul Lee

Industrial AI Lab.

Page 2: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

Linear Equations

• Two linear equations

• In a vector form

• Solution using inverse

1 2

1 2

4 5 13

2 3 9

x x

x x

1

2

4 5 13, ,

2 3 9

xA x b

x

1 1

1

Ax b

A Ax A b

x A b

2

Page 3: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

System of Linear Equations

• Consider a system of linear equations

• Can be written in a matrix form as 𝑦 = 𝐴𝑥, where

3

Page 4: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

System of Linear Equations

1) Well-determined linear systems

2) Under-determined linear systems

3) Over-determined linear systems

4

Page 5: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

1) Well-Determined Linear Systems

• System of linear equations

• Geometric point of view

5

Page 6: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

1) Well-Determined Linear Systems

• System of linear equations

• Matrix form

6

Page 7: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

2) Under-Determined Linear Systems

• System of linear equations

• Geometric point of view

7

Page 8: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

2) Under-Determined Linear Systems

• System of linear equations

• Matrix form

8

Page 9: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

3) Over-Determined Linear Systems

• System of linear equations

• Geometric point of view

9

Page 10: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

3) Over-Determined Linear Systems

• System of linear equations

• Matrix form

10

Page 11: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

Vector-Vector Products

• Inner product: 𝑥, 𝑦 ∈ ℝ𝑛

11

Page 12: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

Norm

• 𝑙2 norm

• 𝑥 Measures length of vector (from the origin)

12

Page 13: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

Orthogonality

• Two vectors 𝑥, 𝑦 ∈ ℝ𝑛 are orthogonal if

• They are orthonormal if

and

13

Page 14: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

Angle between Vectors

• (unsigned) angle between vectors in ℝ𝑛 defined as

14

Page 15: Prof. Seungchul Lee Industrial AI Lab. · Linear Algebra Prof. Seungchul Lee Industrial AI Lab. Linear Equations •Two linear equations •In a vector form •Solution using inverse

Half Space

• ȁ𝑥 𝑥𝑇𝑦 ≤ 0 defines a half space with outward normal vector 𝑦, and boundary passing through 0

15