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1 Introduction To Vectors: Factorization: A LU - . - . - . - . - . - . - . - . .

This document contains a table of contents for a book on linear algebra. The book is divided into 12 chapters covering topics such as vectors and matrices, solving systems of linear equations, vector spaces and subspaces, orthogonality, determinants, eigenvalues and eigenvectors, the singular value decomposition, linear transformations, complex vectors and matrices, and applications of linear algebra. It also includes chapters on numerical linear algebra and linear algebra concepts in probability and statistics.

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Qazi Kamal
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0% found this document useful (0 votes)
101 views2 pages

1 Introduction To Vectors: Factorization: A LU - . - . - . - . - . - . - . - . .

This document contains a table of contents for a book on linear algebra. The book is divided into 12 chapters covering topics such as vectors and matrices, solving systems of linear equations, vector spaces and subspaces, orthogonality, determinants, eigenvalues and eigenvectors, the singular value decomposition, linear transformations, complex vectors and matrices, and applications of linear algebra. It also includes chapters on numerical linear algebra and linear algebra concepts in probability and statistics.

Uploaded by

Qazi Kamal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Table of Contents

1 Introduction to Vectors 1
1.1 Vectors and Linear Combinations . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Lengths and Dot Products . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

2 Solving Linear Equations 31


2.1 Vectors and Linear Equations . . . . . . . . . . . . . . . . . . . . . . . . 31
2.2 The Idea of Elimination . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.3 Elimination Using Matrices . . . . . . . . . . . . . . . . . . . . . . . . . 58
2.4 Rules for Matrix Operations . . . . . . . . . . . . . . . . . . . . . . . . 70
2.5 Inverse Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
2.6 Elimination = Factorization: A = LU . . . . . . . . . . . . . . . . . . 97
2.7 Transposes and Permutations . . . . . . . . . . . . . . . . . . . . . . . . 109

3 Vector Spaces and Subspaces 123


3.1 Spaces of Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
3.2 The Nullspace of A: Solving Ax = 0 and Rx = 0 . . . . . . . . . . . 135
3.3 The Complete Solution to Ax = b . . . . . . . . . . . . . . . . . . . . . 150
3.4 Independence, Basis and Dimension . . . . . . . . . . . . . . . . . . . . 164
3.5 Dimensions of the Four Subspaces . . . . . . . . . . . . . . . . . . . . . 181

4 Orthogonality 194
4.1 Orthogonality of the Four Subspaces . . . . . . . . . . . . . . . . . . . . 194
4.2 Projections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
4.3 Least Squares Approximations . . . . . . . . . . . . . . . . . . . . . . . 219
4.4 Orthonormal Bases and Gram-Schmidt . . . . . . . . . . . . . . . . . . . 233

5 Determinants 247
5.1 The Properties of Determinants . . . . . . . . . . . . . . . . . . . . . . . 247
5.2 Permutations and Cofactors . . . . . . . . . . . . . . . . . . . . . . . . . 258
5.3 Cramers Rule, Inverses, and Volumes . . . . . . . . . . . . . . . . . . . 273

iii
iv Table of Contents

6 Eigenvalues and Eigenvectors 288


6.1 Introduction to Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . 288
6.2 Diagonalizing a Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
6.3 Systems of Differential Equations . . . . . . . . . . . . . . . . . . . . . 319
6.4 Symmetric Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 338
6.5 Positive Definite Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . 350

7 The Singular Value Decomposition (SVD) 364


7.1 Image Processing by Linear Algebra . . . . . . . . . . . . . . . . . . . . 364
7.2 Bases and Matrices in the SVD . . . . . . . . . . . . . . . . . . . . . . . 371
7.3 Principal Component Analysis (PCA by the SVD) . . . . . . . . . . . . . 382
7.4 The Geometry of the SVD . . . . . . . . . . . . . . . . . . . . . . . . . 392

8 Linear Transformations 401


8.1 The Idea of a Linear Transformation . . . . . . . . . . . . . . . . . . . . 401
8.2 The Matrix of a Linear Transformation . . . . . . . . . . . . . . . . . . . 411
8.3 The Search for a Good Basis . . . . . . . . . . . . . . . . . . . . . . . . 421

9 Complex Vectors and Matrices 430


9.1 Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
9.2 Hermitian and Unitary Matrices . . . . . . . . . . . . . . . . . . . . . . 438
9.3 The Fast Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . 445

10 Applications 452
10.1 Graphs and Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
10.2 Matrices in Engineering . . . . . . . . . . . . . . . . . . . . . . . . . . . 462
10.3 Markov Matrices, Population, and Economics . . . . . . . . . . . . . . . 474
10.4 Linear Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . 483
10.5 Fourier Series: Linear Algebra for Functions . . . . . . . . . . . . . . . . 490
10.6 Computer Graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
10.7 Linear Algebra for Cryptography . . . . . . . . . . . . . . . . . . . . . . 502

11 Numerical Linear Algebra 508


11.1 Gaussian Elimination in Practice . . . . . . . . . . . . . . . . . . . . . . 508
11.2 Norms and Condition Numbers . . . . . . . . . . . . . . . . . . . . . . . 518
11.3 Iterative Methods and Preconditioners . . . . . . . . . . . . . . . . . . . 524

12 Linear Algebra in Probability & Statistics 535


12.1 Mean, Variance, and Probability . . . . . . . . . . . . . . . . . . . . . . 535
12.2 Covariance Matrices and Joint Probabilities . . . . . . . . . . . . . . . . 546
12.3 Multivariate Gaussian and Weighted Least Squares . . . . . . . . . . . . 555

Matrix Factorizations 563

Index 565

Six Great Theorems / Linear Algebra in a Nutshell 574

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