4.3 Linear Combinations and Spanning Sets

Size: px
Start display at page:

Download "4.3 Linear Combinations and Spanning Sets"

Transcription

1 4.. LINEAR COMBINATIONS AND SPANNING SETS 5 4. Linear Combinations and Spanning Sets In the previous section, we looked at conditions under which a subset W of a vector space V was itself a vector space. In the next three section, we look at the following problem. If W is not a vector space, how can we build a vector space from it? Once we answer that, we will try to nd the most e cient way of doing it. We begin with some important de nitions. 4.. Linear Combinations De nition 7 Let V denote a vector space, and v V. We say that v is a linear combination of the vectors u ; u ; :::; u n if v can be written in the form where c ; c ; :::; c n are scalar. v = c u + c u + ::: + c n u n = c i u i Because V is a vector space, we know that given u ; u ; :::; u n in V, the linear combination c i u i is also in V. A more di cult question is: given v V and u ; u ; :::; u n in V, can we nd c ; c ; :::; c n such that v = c u +c u +:::+c n u n? To try to answer this question, we rst look at some example to familiarize ourselves with this concept. In the examples. Example 7 Let R be the underlying vector space. Is v = (; ) a linear combination of e = (; 0) and e = (0; )? It is easy to see that v = e + e. In fact, if v = (x; y), then v = xe + ye. So, any vector in R can be represented as a linear combination of e and e. Example 74 Let R be the underlying vector space. Is v = (; ) a linear combination of u = (; ) and u = (4; )? This time, it is a little bit more di cult. We must nd scalars c and c such that v = c u + c u. This amounts to solving the system c + 4c = c + c = Using any method learned in this class, we nd that the system has a unique solution 8 >< c = 7 >: c = Therefore, v = 7 u + u.

2 6 CHAPTER 4. VECTOR SPACES Example 75 Let R be the underlying vector space. Is v = (; 4; 6) a linear combination of u = (; ; ), u = (; ; ) and u = (; ; 4)? We need to solve the system c u + c u + c u = v. The augmented matrix of the system is We use Gaussian elimination to solve the system. Applying (R rr )! (R ) and (R R )! (R ), we obtain Then, applying (R R )! (R ), we obtain From the last line, we see that the system has no solution. expressed as a linear combination of u ; u and u. So, v cannot be In general, given v V and u ; u ; :::; u n in V, determining if v is a linear combination of the vectors u ; u ; :::; u n is simply a matter of solving the system of linear equations v = c u + c u + ::: + c n u n. We know that such systems can have no solution, a unique solution, or an in nite number of solutions. If the determinant of the coe cient matrix of the system is not zero, that is if the coe cient matrix is invertible, then the system has a unique solution. We will see later that it is important to know. However, if its determinant is zero, it does not mean there does not exist a linear combination. When the coe cient matrix of a system is not invertible, the system could have no solution, or an in nite number of solutions. Now, we are starting to get answers to the questions we asked in the abstract. Given u ; u ; :::; u n in V, it is possible that not every vector of V can be expressed as a linear combination of u ; u ; :::; u n. When it is the case that every vector in V can be expressed as a linear combination of u ; u ; :::; u n, then the vectors u ; u ; :::; u n are special. It is what we study next. 4.. Spanning Sets De nition 76 Let V denote a vector space and S = fu ; u ; :::; u n g a subset of V.. We say that S is a spanning set of V or that S spans V if for every vector v in V, v can be written as a linear combination of the vectors in S.

3 4.. LINEAR COMBINATIONS AND SPANNING SETS 7. The span of S, denoted span (S), is the set of all linear combinations of vectors in S. In other words, ( n ) X span (S) = c i u i jc i R and u i S Before we look at speci c examples, there are several important remarks to make and questions to ask. Remark 77. Since V is a vector space and S V, it follows that span (S) is a subset of V. Could span (S) equal V?. In the case that span (S) is a proper subset of V, what is span (S)?. Given S, how do we determine if span (S) = V? 4. Given S, how do we nd span (S)? We investigate the issues raised in the remark by rst looking at some examples. Example 78 We saw earlier that S = fe ; e g where e = (; 0) and e = (0; ) was a spanning set for R because every vector v = (x; y) in R could be written as a linear combination of e and e as follows: v = xe + ye. It is called the standard spanning set of R. There are others, as the next example suggests. Example 79 Show that S = fu ; u g where u = (; ) and u = (0; ) spans R Here, we have to show that any element of R can be expressed as a linear combination of vectors of S. A typical element of R is of the form v = (x; y). So, we have to show that the system c u + c u = v always has at least one solution. This can be done several ways. First, we can try to solve the system using Gaussian elimination. In this case, there is a faster and easier way. The 0 coe cient matrix of the system is. The determinant of this matrix is not zero, this means that the system always has a unique solution. The system c u + c u = v can always be solve, hence span (S) = R. Example 80 Similarly, S = fe ; e ; e g where e = (; 0; 0), e = (0; ; 0) and e = (0; 0; ) is a spanning set for R. It is called the standard spanning set of R. Example 8 Let P denote the set of polynomials of degree less than or equal to two. The set S = ; x; x is a spanning set for P. A typical polynomial of P is ax +bx+c, it is easy to see how this can be written as a linear combination of elements of S. It is called the standard spanning set of P.

4 8 CHAPTER 4. VECTOR SPACES Example 8 Does S = f(; ; ) ; ( ; ; ) ; (4; ; 4)g span R? A typical element of R is (x; y; z). The question becomes: can the system c (; ; )+c ( ; ; )+c (4; ; 4) = (x; y; z) always be solved? Be careful, here the unknowns are c ; c ; and c, not x; y; z. This system can also be written 8 < c c + 4c = x c c + c = y : c + c 4c = z The augmented matrix of the system is 4 y 4 x 4 z First, we perform R R! (R ) and (R + R )! (R ) to obtain x x + y x + z 7 5 ( For this system to have a solution, A vector of R must satisfy x + y = 0 x + z = 0 Obviously, not every vector of R satis es this. For example, (; ; ) does not. This means that not every vector of R can be written as a linear combination of vectors in S. Thus span (S) 6= R. As noted earlier, span (S) is always a subset of the underlying vector space V. If S is a spanning set, then span (S) = V, otherwise, span (S) is a proper subset. But, even in this case, span (S) has important properties, as the next theorem tells us. Theorem 8 Let V denote a vector space and S = fu ; u ; :::; u n g a subset of V.. span (S) is a subspace of V.. span (S) is the smallest subspace of V containing S. Proof. We prove each part separately.. We have already established that span (S) was a non-empty subset of V. We simply need to show that it is closed under both operations. Let v and v be two elements of span (S), let c be a scalar.

5 4.. LINEAR COMBINATIONS AND SPANNING SETS 9 (a) Closure under addition. We must show that v + v is also in S. Since v S, there exist scalars c ; c ; :::; c n such that v = c i u i. Similarly, v = d i u i for some scalars d ; d ; :::; d n. Therefore, v + v = = c i u i + d i u i (c i + d i ) u i And therefore, v + v is a linear combination of elements in S. (b) Closure under scalar multiplication. We must show that cv is also in S. Using the notation of the previous part of this proof, we have cv = c = c i u i cc i u i And therefore, cv is a linear combination of elements in S.. Let W be a subspace containing S. We need to show that W contains span (S). This is obvious. Since W is a subspace, it is closed under addition and scalar multiplication. Therefore, if W contains S, it must contain every linear combinations of elements of S. But the set of all possible linear combinations of elements of S is precisely span (S). There are still several unanswered questions. From the examples, we have seen that a space can have several spanning sets. Here are questions the reader should try to answer, especially as going through the next section.. If S is a spanning set of a vector space V, and one adds another vector of V to S, is the new set still a spanning set of V?. Same question in the case that we remove a vector from S. 4.. Problems Do # 7, 8, 9,, c, e on pages 9, 40.

160 CHAPTER 4. VECTOR SPACES

160 CHAPTER 4. VECTOR SPACES 160 CHAPTER 4. VECTOR SPACES 4. Rank and Nullity In this section, we look at relationships between the row space, column space, null space of a matrix and its transpose. We will derive fundamental results

More information

1.2 Solving a System of Linear Equations

1.2 Solving a System of Linear Equations 1.. SOLVING A SYSTEM OF LINEAR EQUATIONS 1. Solving a System of Linear Equations 1..1 Simple Systems - Basic De nitions As noticed above, the general form of a linear system of m equations in n variables

More information

Representation of functions as power series

Representation of functions as power series Representation of functions as power series Dr. Philippe B. Laval Kennesaw State University November 9, 008 Abstract This document is a summary of the theory and techniques used to represent functions

More information

Vector Spaces 4.4 Spanning and Independence

Vector Spaces 4.4 Spanning and Independence Vector Spaces 4.4 and Independence October 18 Goals Discuss two important basic concepts: Define linear combination of vectors. Define Span(S) of a set S of vectors. Define linear Independence of a set

More information

These axioms must hold for all vectors ū, v, and w in V and all scalars c and d.

These axioms must hold for all vectors ū, v, and w in V and all scalars c and d. DEFINITION: A vector space is a nonempty set V of objects, called vectors, on which are defined two operations, called addition and multiplication by scalars (real numbers), subject to the following axioms

More information

MATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set.

MATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set. MATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set. Vector space A vector space is a set V equipped with two operations, addition V V (x,y) x + y V and scalar

More information

NOTES ON LINEAR TRANSFORMATIONS

NOTES ON LINEAR TRANSFORMATIONS NOTES ON LINEAR TRANSFORMATIONS Definition 1. Let V and W be vector spaces. A function T : V W is a linear transformation from V to W if the following two properties hold. i T v + v = T v + T v for all

More information

a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2.

a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2. Chapter 1 LINEAR EQUATIONS 1.1 Introduction to linear equations A linear equation in n unknowns x 1, x,, x n is an equation of the form a 1 x 1 + a x + + a n x n = b, where a 1, a,..., a n, b are given

More information

Partial Fractions Decomposition

Partial Fractions Decomposition Partial Fractions Decomposition Dr. Philippe B. Laval Kennesaw State University August 6, 008 Abstract This handout describes partial fractions decomposition and how it can be used when integrating rational

More information

Linearly Independent Sets and Linearly Dependent Sets

Linearly Independent Sets and Linearly Dependent Sets These notes closely follow the presentation of the material given in David C. Lay s textbook Linear Algebra and its Applications (3rd edition). These notes are intended primarily for in-class presentation

More information

MATH10212 Linear Algebra. Systems of Linear Equations. Definition. An n-dimensional vector is a row or a column of n numbers (or letters): a 1.

MATH10212 Linear Algebra. Systems of Linear Equations. Definition. An n-dimensional vector is a row or a column of n numbers (or letters): a 1. MATH10212 Linear Algebra Textbook: D. Poole, Linear Algebra: A Modern Introduction. Thompson, 2006. ISBN 0-534-40596-7. Systems of Linear Equations Definition. An n-dimensional vector is a row or a column

More information

by the matrix A results in a vector which is a reflection of the given

by the matrix A results in a vector which is a reflection of the given Eigenvalues & Eigenvectors Example Suppose Then So, geometrically, multiplying a vector in by the matrix A results in a vector which is a reflection of the given vector about the y-axis We observe that

More information

Row Echelon Form and Reduced Row Echelon Form

Row Echelon Form and Reduced Row Echelon Form These notes closely follow the presentation of the material given in David C Lay s textbook Linear Algebra and its Applications (3rd edition) These notes are intended primarily for in-class presentation

More information

THE DIMENSION OF A VECTOR SPACE

THE DIMENSION OF A VECTOR SPACE THE DIMENSION OF A VECTOR SPACE KEITH CONRAD This handout is a supplementary discussion leading up to the definition of dimension and some of its basic properties. Let V be a vector space over a field

More information

Au = = = 3u. Aw = = = 2w. so the action of A on u and w is very easy to picture: it simply amounts to a stretching by 3 and 2, respectively.

Au = = = 3u. Aw = = = 2w. so the action of A on u and w is very easy to picture: it simply amounts to a stretching by 3 and 2, respectively. Chapter 7 Eigenvalues and Eigenvectors In this last chapter of our exploration of Linear Algebra we will revisit eigenvalues and eigenvectors of matrices, concepts that were already introduced in Geometry

More information

Methods for Finding Bases

Methods for Finding Bases Methods for Finding Bases Bases for the subspaces of a matrix Row-reduction methods can be used to find bases. Let us now look at an example illustrating how to obtain bases for the row space, null space,

More information

Solutions to Math 51 First Exam January 29, 2015

Solutions to Math 51 First Exam January 29, 2015 Solutions to Math 5 First Exam January 29, 25. ( points) (a) Complete the following sentence: A set of vectors {v,..., v k } is defined to be linearly dependent if (2 points) there exist c,... c k R, not

More information

36 CHAPTER 1. LIMITS AND CONTINUITY. Figure 1.17: At which points is f not continuous?

36 CHAPTER 1. LIMITS AND CONTINUITY. Figure 1.17: At which points is f not continuous? 36 CHAPTER 1. LIMITS AND CONTINUITY 1.3 Continuity Before Calculus became clearly de ned, continuity meant that one could draw the graph of a function without having to lift the pen and pencil. While this

More information

MATH 423 Linear Algebra II Lecture 38: Generalized eigenvectors. Jordan canonical form (continued).

MATH 423 Linear Algebra II Lecture 38: Generalized eigenvectors. Jordan canonical form (continued). MATH 423 Linear Algebra II Lecture 38: Generalized eigenvectors Jordan canonical form (continued) Jordan canonical form A Jordan block is a square matrix of the form λ 1 0 0 0 0 λ 1 0 0 0 0 λ 0 0 J = 0

More information

4.5 Linear Dependence and Linear Independence

4.5 Linear Dependence and Linear Independence 4.5 Linear Dependence and Linear Independence 267 32. {v 1, v 2 }, where v 1, v 2 are collinear vectors in R 3. 33. Prove that if S and S are subsets of a vector space V such that S is a subset of S, then

More information

Solving Linear Systems, Continued and The Inverse of a Matrix

Solving Linear Systems, Continued and The Inverse of a Matrix , Continued and The of a Matrix Calculus III Summer 2013, Session II Monday, July 15, 2013 Agenda 1. The rank of a matrix 2. The inverse of a square matrix Gaussian Gaussian solves a linear system by reducing

More information

Inner Product Spaces

Inner Product Spaces Math 571 Inner Product Spaces 1. Preliminaries An inner product space is a vector space V along with a function, called an inner product which associates each pair of vectors u, v with a scalar u, v, and

More information

Recall that two vectors in are perpendicular or orthogonal provided that their dot

Recall that two vectors in are perpendicular or orthogonal provided that their dot Orthogonal Complements and Projections Recall that two vectors in are perpendicular or orthogonal provided that their dot product vanishes That is, if and only if Example 1 The vectors in are orthogonal

More information

Orthogonal Diagonalization of Symmetric Matrices

Orthogonal Diagonalization of Symmetric Matrices MATH10212 Linear Algebra Brief lecture notes 57 Gram Schmidt Process enables us to find an orthogonal basis of a subspace. Let u 1,..., u k be a basis of a subspace V of R n. We begin the process of finding

More information

α = u v. In other words, Orthogonal Projection

α = u v. In other words, Orthogonal Projection Orthogonal Projection Given any nonzero vector v, it is possible to decompose an arbitrary vector u into a component that points in the direction of v and one that points in a direction orthogonal to v

More information

Systems of Linear Equations

Systems of Linear Equations Systems of Linear Equations Beifang Chen Systems of linear equations Linear systems A linear equation in variables x, x,, x n is an equation of the form a x + a x + + a n x n = b, where a, a,, a n and

More information

Similarity and Diagonalization. Similar Matrices

Similarity and Diagonalization. Similar Matrices MATH022 Linear Algebra Brief lecture notes 48 Similarity and Diagonalization Similar Matrices Let A and B be n n matrices. We say that A is similar to B if there is an invertible n n matrix P such that

More information

Linear Maps. Isaiah Lankham, Bruno Nachtergaele, Anne Schilling (February 5, 2007)

Linear Maps. Isaiah Lankham, Bruno Nachtergaele, Anne Schilling (February 5, 2007) MAT067 University of California, Davis Winter 2007 Linear Maps Isaiah Lankham, Bruno Nachtergaele, Anne Schilling (February 5, 2007) As we have discussed in the lecture on What is Linear Algebra? one of

More information

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS Systems of Equations and Matrices Representation of a linear system The general system of m equations in n unknowns can be written a x + a 2 x 2 + + a n x n b a

More information

5 Homogeneous systems

5 Homogeneous systems 5 Homogeneous systems Definition: A homogeneous (ho-mo-jeen -i-us) system of linear algebraic equations is one in which all the numbers on the right hand side are equal to : a x +... + a n x n =.. a m

More information

Lecture 1: Systems of Linear Equations

Lecture 1: Systems of Linear Equations MTH Elementary Matrix Algebra Professor Chao Huang Department of Mathematics and Statistics Wright State University Lecture 1 Systems of Linear Equations ² Systems of two linear equations with two variables

More information

MATH 304 Linear Algebra Lecture 18: Rank and nullity of a matrix.

MATH 304 Linear Algebra Lecture 18: Rank and nullity of a matrix. MATH 304 Linear Algebra Lecture 18: Rank and nullity of a matrix. Nullspace Let A = (a ij ) be an m n matrix. Definition. The nullspace of the matrix A, denoted N(A), is the set of all n-dimensional column

More information

LEARNING OBJECTIVES FOR THIS CHAPTER

LEARNING OBJECTIVES FOR THIS CHAPTER CHAPTER 2 American mathematician Paul Halmos (1916 2006), who in 1942 published the first modern linear algebra book. The title of Halmos s book was the same as the title of this chapter. Finite-Dimensional

More information

2x + y = 3. Since the second equation is precisely the same as the first equation, it is enough to find x and y satisfying the system

2x + y = 3. Since the second equation is precisely the same as the first equation, it is enough to find x and y satisfying the system 1. Systems of linear equations We are interested in the solutions to systems of linear equations. A linear equation is of the form 3x 5y + 2z + w = 3. The key thing is that we don t multiply the variables

More information

Solving Systems of Linear Equations

Solving Systems of Linear Equations LECTURE 5 Solving Systems of Linear Equations Recall that we introduced the notion of matrices as a way of standardizing the expression of systems of linear equations In today s lecture I shall show how

More information

MAT 200, Midterm Exam Solution. a. (5 points) Compute the determinant of the matrix A =

MAT 200, Midterm Exam Solution. a. (5 points) Compute the determinant of the matrix A = MAT 200, Midterm Exam Solution. (0 points total) a. (5 points) Compute the determinant of the matrix 2 2 0 A = 0 3 0 3 0 Answer: det A = 3. The most efficient way is to develop the determinant along the

More information

Math 4310 Handout - Quotient Vector Spaces

Math 4310 Handout - Quotient Vector Spaces Math 4310 Handout - Quotient Vector Spaces Dan Collins The textbook defines a subspace of a vector space in Chapter 4, but it avoids ever discussing the notion of a quotient space. This is understandable

More information

Subspaces of R n LECTURE 7. 1. Subspaces

Subspaces of R n LECTURE 7. 1. Subspaces LECTURE 7 Subspaces of R n Subspaces Definition 7 A subset W of R n is said to be closed under vector addition if for all u, v W, u + v is also in W If rv is in W for all vectors v W and all scalars r

More information

Linear Algebra Notes

Linear Algebra Notes Linear Algebra Notes Chapter 19 KERNEL AND IMAGE OF A MATRIX Take an n m matrix a 11 a 12 a 1m a 21 a 22 a 2m a n1 a n2 a nm and think of it as a function A : R m R n The kernel of A is defined as Note

More information

Section 2.4: Equations of Lines and Planes

Section 2.4: Equations of Lines and Planes Section.4: Equations of Lines and Planes An equation of three variable F (x, y, z) 0 is called an equation of a surface S if For instance, (x 1, y 1, z 1 ) S if and only if F (x 1, y 1, z 1 ) 0. x + y

More information

Solving simultaneous equations using the inverse matrix

Solving simultaneous equations using the inverse matrix Solving simultaneous equations using the inverse matrix 8.2 Introduction The power of matrix algebra is seen in the representation of a system of simultaneous linear equations as a matrix equation. Matrix

More information

DERIVATIVES AS MATRICES; CHAIN RULE

DERIVATIVES AS MATRICES; CHAIN RULE DERIVATIVES AS MATRICES; CHAIN RULE 1. Derivatives of Real-valued Functions Let s first consider functions f : R 2 R. Recall that if the partial derivatives of f exist at the point (x 0, y 0 ), then we

More information

Name: Section Registered In:

Name: Section Registered In: Name: Section Registered In: Math 125 Exam 3 Version 1 April 24, 2006 60 total points possible 1. (5pts) Use Cramer s Rule to solve 3x + 4y = 30 x 2y = 8. Be sure to show enough detail that shows you are

More information

The Kolchin Topology

The Kolchin Topology The Kolchin Topology Phyllis Joan Cassidy City College of CUNY November 2, 2007 hyllis Joan Cassidy City College of CUNY () The Kolchin Topology November 2, 2007 1 / 35 Conventions. F is a - eld, and A

More information

Polynomial Invariants

Polynomial Invariants Polynomial Invariants Dylan Wilson October 9, 2014 (1) Today we will be interested in the following Question 1.1. What are all the possible polynomials in two variables f(x, y) such that f(x, y) = f(y,

More information

I. GROUPS: BASIC DEFINITIONS AND EXAMPLES

I. GROUPS: BASIC DEFINITIONS AND EXAMPLES I GROUPS: BASIC DEFINITIONS AND EXAMPLES Definition 1: An operation on a set G is a function : G G G Definition 2: A group is a set G which is equipped with an operation and a special element e G, called

More information

Chapter 20. Vector Spaces and Bases

Chapter 20. Vector Spaces and Bases Chapter 20. Vector Spaces and Bases In this course, we have proceeded step-by-step through low-dimensional Linear Algebra. We have looked at lines, planes, hyperplanes, and have seen that there is no limit

More information

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 2. x n. a 11 a 12 a 1n b 1 a 21 a 22 a 2n b 2 a 31 a 32 a 3n b 3. a m1 a m2 a mn b m

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 2. x n. a 11 a 12 a 1n b 1 a 21 a 22 a 2n b 2 a 31 a 32 a 3n b 3. a m1 a m2 a mn b m MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS 1. SYSTEMS OF EQUATIONS AND MATRICES 1.1. Representation of a linear system. The general system of m equations in n unknowns can be written a 11 x 1 + a 12 x 2 +

More information

5.5. Solving linear systems by the elimination method

5.5. Solving linear systems by the elimination method 55 Solving linear systems by the elimination method Equivalent systems The major technique of solving systems of equations is changing the original problem into another one which is of an easier to solve

More information

Matrix Representations of Linear Transformations and Changes of Coordinates

Matrix Representations of Linear Transformations and Changes of Coordinates Matrix Representations of Linear Transformations and Changes of Coordinates 01 Subspaces and Bases 011 Definitions A subspace V of R n is a subset of R n that contains the zero element and is closed under

More information

Linear Algebra I. Ronald van Luijk, 2012

Linear Algebra I. Ronald van Luijk, 2012 Linear Algebra I Ronald van Luijk, 2012 With many parts from Linear Algebra I by Michael Stoll, 2007 Contents 1. Vector spaces 3 1.1. Examples 3 1.2. Fields 4 1.3. The field of complex numbers. 6 1.4.

More information

1 VECTOR SPACES AND SUBSPACES

1 VECTOR SPACES AND SUBSPACES 1 VECTOR SPACES AND SUBSPACES What is a vector? Many are familiar with the concept of a vector as: Something which has magnitude and direction. an ordered pair or triple. a description for quantities such

More information

1 Solving LPs: The Simplex Algorithm of George Dantzig

1 Solving LPs: The Simplex Algorithm of George Dantzig Solving LPs: The Simplex Algorithm of George Dantzig. Simplex Pivoting: Dictionary Format We illustrate a general solution procedure, called the simplex algorithm, by implementing it on a very simple example.

More information

Vector and Matrix Norms

Vector and Matrix Norms Chapter 1 Vector and Matrix Norms 11 Vector Spaces Let F be a field (such as the real numbers, R, or complex numbers, C) with elements called scalars A Vector Space, V, over the field F is a non-empty

More information

CAPM, Arbitrage, and Linear Factor Models

CAPM, Arbitrage, and Linear Factor Models CAPM, Arbitrage, and Linear Factor Models CAPM, Arbitrage, Linear Factor Models 1/ 41 Introduction We now assume all investors actually choose mean-variance e cient portfolios. By equating these investors

More information

MATH 551 - APPLIED MATRIX THEORY

MATH 551 - APPLIED MATRIX THEORY MATH 55 - APPLIED MATRIX THEORY FINAL TEST: SAMPLE with SOLUTIONS (25 points NAME: PROBLEM (3 points A web of 5 pages is described by a directed graph whose matrix is given by A Do the following ( points

More information

The last three chapters introduced three major proof techniques: direct,

The last three chapters introduced three major proof techniques: direct, CHAPTER 7 Proving Non-Conditional Statements The last three chapters introduced three major proof techniques: direct, contrapositive and contradiction. These three techniques are used to prove statements

More information

Chapter 3: The Multiple Linear Regression Model

Chapter 3: The Multiple Linear Regression Model Chapter 3: The Multiple Linear Regression Model Advanced Econometrics - HEC Lausanne Christophe Hurlin University of Orléans November 23, 2013 Christophe Hurlin (University of Orléans) Advanced Econometrics

More information

is in plane V. However, it may be more convenient to introduce a plane coordinate system in V.

is in plane V. However, it may be more convenient to introduce a plane coordinate system in V. .4 COORDINATES EXAMPLE Let V be the plane in R with equation x +2x 2 +x 0, a two-dimensional subspace of R. We can describe a vector in this plane by its spatial (D)coordinates; for example, vector x 5

More information

Homogeneous systems of algebraic equations. A homogeneous (ho-mo-geen -ius) system of linear algebraic equations is one in which

Homogeneous systems of algebraic equations. A homogeneous (ho-mo-geen -ius) system of linear algebraic equations is one in which Homogeneous systems of algebraic equations A homogeneous (ho-mo-geen -ius) system of linear algebraic equations is one in which all the numbers on the right hand side are equal to : a x + + a n x n = a

More information

88 CHAPTER 2. VECTOR FUNCTIONS. . First, we need to compute T (s). a By definition, r (s) T (s) = 1 a sin s a. sin s a, cos s a

88 CHAPTER 2. VECTOR FUNCTIONS. . First, we need to compute T (s). a By definition, r (s) T (s) = 1 a sin s a. sin s a, cos s a 88 CHAPTER. VECTOR FUNCTIONS.4 Curvature.4.1 Definitions and Examples The notion of curvature measures how sharply a curve bends. We would expect the curvature to be 0 for a straight line, to be very small

More information

Chapter 3: Section 3-3 Solutions of Linear Programming Problems

Chapter 3: Section 3-3 Solutions of Linear Programming Problems Chapter 3: Section 3-3 Solutions of Linear Programming Problems D. S. Malik Creighton University, Omaha, NE D. S. Malik Creighton University, Omaha, NE Chapter () 3: Section 3-3 Solutions of Linear Programming

More information

Section 1.7 22 Continued

Section 1.7 22 Continued Section 1.5 23 A homogeneous equation is always consistent. TRUE - The trivial solution is always a solution. The equation Ax = 0 gives an explicit descriptions of its solution set. FALSE - The equation

More information

Vieta s Formulas and the Identity Theorem

Vieta s Formulas and the Identity Theorem Vieta s Formulas and the Identity Theorem This worksheet will work through the material from our class on 3/21/2013 with some examples that should help you with the homework The topic of our discussion

More information

T ( a i x i ) = a i T (x i ).

T ( a i x i ) = a i T (x i ). Chapter 2 Defn 1. (p. 65) Let V and W be vector spaces (over F ). We call a function T : V W a linear transformation form V to W if, for all x, y V and c F, we have (a) T (x + y) = T (x) + T (y) and (b)

More information

8.2. Solution by Inverse Matrix Method. Introduction. Prerequisites. Learning Outcomes

8.2. Solution by Inverse Matrix Method. Introduction. Prerequisites. Learning Outcomes Solution by Inverse Matrix Method 8.2 Introduction The power of matrix algebra is seen in the representation of a system of simultaneous linear equations as a matrix equation. Matrix algebra allows us

More information

Practical Guide to the Simplex Method of Linear Programming

Practical Guide to the Simplex Method of Linear Programming Practical Guide to the Simplex Method of Linear Programming Marcel Oliver Revised: April, 0 The basic steps of the simplex algorithm Step : Write the linear programming problem in standard form Linear

More information

Mathematics Course 111: Algebra I Part IV: Vector Spaces

Mathematics Course 111: Algebra I Part IV: Vector Spaces Mathematics Course 111: Algebra I Part IV: Vector Spaces D. R. Wilkins Academic Year 1996-7 9 Vector Spaces A vector space over some field K is an algebraic structure consisting of a set V on which are

More information

CURVE FITTING LEAST SQUARES APPROXIMATION

CURVE FITTING LEAST SQUARES APPROXIMATION CURVE FITTING LEAST SQUARES APPROXIMATION Data analysis and curve fitting: Imagine that we are studying a physical system involving two quantities: x and y Also suppose that we expect a linear relationship

More information

1 0 5 3 3 A = 0 0 0 1 3 0 0 0 0 0 0 0 0 0 0

1 0 5 3 3 A = 0 0 0 1 3 0 0 0 0 0 0 0 0 0 0 Solutions: Assignment 4.. Find the redundant column vectors of the given matrix A by inspection. Then find a basis of the image of A and a basis of the kernel of A. 5 A The second and third columns are

More information

Linear Programming Problems

Linear Programming Problems Linear Programming Problems Linear programming problems come up in many applications. In a linear programming problem, we have a function, called the objective function, which depends linearly on a number

More information

Quotient Rings and Field Extensions

Quotient Rings and Field Extensions Chapter 5 Quotient Rings and Field Extensions In this chapter we describe a method for producing field extension of a given field. If F is a field, then a field extension is a field K that contains F.

More information

Matrix Algebra. Some Basic Matrix Laws. Before reading the text or the following notes glance at the following list of basic matrix algebra laws.

Matrix Algebra. Some Basic Matrix Laws. Before reading the text or the following notes glance at the following list of basic matrix algebra laws. Matrix Algebra A. Doerr Before reading the text or the following notes glance at the following list of basic matrix algebra laws. Some Basic Matrix Laws Assume the orders of the matrices are such that

More information

How To Solve A Minimum Set Covering Problem (Mcp)

How To Solve A Minimum Set Covering Problem (Mcp) Measuring Rationality with the Minimum Cost of Revealed Preference Violations Mark Dean and Daniel Martin Online Appendices - Not for Publication 1 1 Algorithm for Solving the MASP In this online appendix

More information

Inner Product Spaces and Orthogonality

Inner Product Spaces and Orthogonality Inner Product Spaces and Orthogonality week 3-4 Fall 2006 Dot product of R n The inner product or dot product of R n is a function, defined by u, v a b + a 2 b 2 + + a n b n for u a, a 2,, a n T, v b,

More information

5.3 The Cross Product in R 3

5.3 The Cross Product in R 3 53 The Cross Product in R 3 Definition 531 Let u = [u 1, u 2, u 3 ] and v = [v 1, v 2, v 3 ] Then the vector given by [u 2 v 3 u 3 v 2, u 3 v 1 u 1 v 3, u 1 v 2 u 2 v 1 ] is called the cross product (or

More information

Linear Algebra. A vector space (over R) is an ordered quadruple. such that V is a set; 0 V ; and the following eight axioms hold:

Linear Algebra. A vector space (over R) is an ordered quadruple. such that V is a set; 0 V ; and the following eight axioms hold: Linear Algebra A vector space (over R) is an ordered quadruple (V, 0, α, µ) such that V is a set; 0 V ; and the following eight axioms hold: α : V V V and µ : R V V ; (i) α(α(u, v), w) = α(u, α(v, w)),

More information

1 Another method of estimation: least squares

1 Another method of estimation: least squares 1 Another method of estimation: least squares erm: -estim.tex, Dec8, 009: 6 p.m. (draft - typos/writos likely exist) Corrections, comments, suggestions welcome. 1.1 Least squares in general Assume Y i

More information

c 2008 Je rey A. Miron We have described the constraints that a consumer faces, i.e., discussed the budget constraint.

c 2008 Je rey A. Miron We have described the constraints that a consumer faces, i.e., discussed the budget constraint. Lecture 2b: Utility c 2008 Je rey A. Miron Outline: 1. Introduction 2. Utility: A De nition 3. Monotonic Transformations 4. Cardinal Utility 5. Constructing a Utility Function 6. Examples of Utility Functions

More information

Solving Systems of Linear Equations

Solving Systems of Linear Equations LECTURE 5 Solving Systems of Linear Equations Recall that we introduced the notion of matrices as a way of standardizing the expression of systems of linear equations In today s lecture I shall show how

More information

5 Numerical Differentiation

5 Numerical Differentiation D. Levy 5 Numerical Differentiation 5. Basic Concepts This chapter deals with numerical approximations of derivatives. The first questions that comes up to mind is: why do we need to approximate derivatives

More information

MATH1231 Algebra, 2015 Chapter 7: Linear maps

MATH1231 Algebra, 2015 Chapter 7: Linear maps MATH1231 Algebra, 2015 Chapter 7: Linear maps A/Prof. Daniel Chan School of Mathematics and Statistics University of New South Wales danielc@unsw.edu.au Daniel Chan (UNSW) MATH1231 Algebra 1 / 43 Chapter

More information

MA106 Linear Algebra lecture notes

MA106 Linear Algebra lecture notes MA106 Linear Algebra lecture notes Lecturers: Martin Bright and Daan Krammer Warwick, January 2011 Contents 1 Number systems and fields 3 1.1 Axioms for number systems......................... 3 2 Vector

More information

Notes on Factoring. MA 206 Kurt Bryan

Notes on Factoring. MA 206 Kurt Bryan The General Approach Notes on Factoring MA 26 Kurt Bryan Suppose I hand you n, a 2 digit integer and tell you that n is composite, with smallest prime factor around 5 digits. Finding a nontrivial factor

More information

BANACH AND HILBERT SPACE REVIEW

BANACH AND HILBERT SPACE REVIEW BANACH AND HILBET SPACE EVIEW CHISTOPHE HEIL These notes will briefly review some basic concepts related to the theory of Banach and Hilbert spaces. We are not trying to give a complete development, but

More information

Lecture 2: Homogeneous Coordinates, Lines and Conics

Lecture 2: Homogeneous Coordinates, Lines and Conics Lecture 2: Homogeneous Coordinates, Lines and Conics 1 Homogeneous Coordinates In Lecture 1 we derived the camera equations λx = P X, (1) where x = (x 1, x 2, 1), X = (X 1, X 2, X 3, 1) and P is a 3 4

More information

Lecture Notes 2: Matrices as Systems of Linear Equations

Lecture Notes 2: Matrices as Systems of Linear Equations 2: Matrices as Systems of Linear Equations 33A Linear Algebra, Puck Rombach Last updated: April 13, 2016 Systems of Linear Equations Systems of linear equations can represent many things You have probably

More information

Linear Algebra Notes for Marsden and Tromba Vector Calculus

Linear Algebra Notes for Marsden and Tromba Vector Calculus Linear Algebra Notes for Marsden and Tromba Vector Calculus n-dimensional Euclidean Space and Matrices Definition of n space As was learned in Math b, a point in Euclidean three space can be thought of

More information

LINEAR EQUATIONS IN TWO VARIABLES

LINEAR EQUATIONS IN TWO VARIABLES 66 MATHEMATICS CHAPTER 4 LINEAR EQUATIONS IN TWO VARIABLES The principal use of the Analytic Art is to bring Mathematical Problems to Equations and to exhibit those Equations in the most simple terms that

More information

MATH2210 Notebook 1 Fall Semester 2016/2017. 1 MATH2210 Notebook 1 3. 1.1 Solving Systems of Linear Equations... 3

MATH2210 Notebook 1 Fall Semester 2016/2017. 1 MATH2210 Notebook 1 3. 1.1 Solving Systems of Linear Equations... 3 MATH0 Notebook Fall Semester 06/07 prepared by Professor Jenny Baglivo c Copyright 009 07 by Jenny A. Baglivo. All Rights Reserved. Contents MATH0 Notebook 3. Solving Systems of Linear Equations........................

More information

9.4. The Scalar Product. Introduction. Prerequisites. Learning Style. Learning Outcomes

9.4. The Scalar Product. Introduction. Prerequisites. Learning Style. Learning Outcomes The Scalar Product 9.4 Introduction There are two kinds of multiplication involving vectors. The first is known as the scalar product or dot product. This is so-called because when the scalar product of

More information

MATH10040 Chapter 2: Prime and relatively prime numbers

MATH10040 Chapter 2: Prime and relatively prime numbers MATH10040 Chapter 2: Prime and relatively prime numbers Recall the basic definition: 1. Prime numbers Definition 1.1. Recall that a positive integer is said to be prime if it has precisely two positive

More information

An example for a closed-form solution for a system of linear partial di erential equations

An example for a closed-form solution for a system of linear partial di erential equations An example for a closed-form solution for a system of linear partial di erential equations Tobias Nagel (a) and Klaus Wälde (a,b), (a) University of Mainz (a,b) CESifo, Université Catholique de Louvain,

More information

8 Square matrices continued: Determinants

8 Square matrices continued: Determinants 8 Square matrices continued: Determinants 8. Introduction Determinants give us important information about square matrices, and, as we ll soon see, are essential for the computation of eigenvalues. You

More information

IDENTIFICATION IN A CLASS OF NONPARAMETRIC SIMULTANEOUS EQUATIONS MODELS. Steven T. Berry and Philip A. Haile. March 2011 Revised April 2011

IDENTIFICATION IN A CLASS OF NONPARAMETRIC SIMULTANEOUS EQUATIONS MODELS. Steven T. Berry and Philip A. Haile. March 2011 Revised April 2011 IDENTIFICATION IN A CLASS OF NONPARAMETRIC SIMULTANEOUS EQUATIONS MODELS By Steven T. Berry and Philip A. Haile March 2011 Revised April 2011 COWLES FOUNDATION DISCUSSION PAPER NO. 1787R COWLES FOUNDATION

More information

3. Mathematical Induction

3. Mathematical Induction 3. MATHEMATICAL INDUCTION 83 3. Mathematical Induction 3.1. First Principle of Mathematical Induction. Let P (n) be a predicate with domain of discourse (over) the natural numbers N = {0, 1,,...}. If (1)

More information

Orthogonal Projections

Orthogonal Projections Orthogonal Projections and Reflections (with exercises) by D. Klain Version.. Corrections and comments are welcome! Orthogonal Projections Let X,..., X k be a family of linearly independent (column) vectors

More information

8 Primes and Modular Arithmetic

8 Primes and Modular Arithmetic 8 Primes and Modular Arithmetic 8.1 Primes and Factors Over two millennia ago already, people all over the world were considering the properties of numbers. One of the simplest concepts is prime numbers.

More information

1 Sets and Set Notation.

1 Sets and Set Notation. LINEAR ALGEBRA MATH 27.6 SPRING 23 (COHEN) LECTURE NOTES Sets and Set Notation. Definition (Naive Definition of a Set). A set is any collection of objects, called the elements of that set. We will most

More information

v w is orthogonal to both v and w. the three vectors v, w and v w form a right-handed set of vectors.

v w is orthogonal to both v and w. the three vectors v, w and v w form a right-handed set of vectors. 3. Cross product Definition 3.1. Let v and w be two vectors in R 3. The cross product of v and w, denoted v w, is the vector defined as follows: the length of v w is the area of the parallelogram with

More information