# Linear Algebra Notes for Marsden and Tromba Vector Calculus

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1 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 in any of three ways: (i) as the set of triples (x, y, z) where x, y, and z are real numbers; (ii) as the set of points in space; (iii) as the set of directed line segments in space, based at the origin The first of these points of view is easily extended from 3 to any number of dimensions We define R n, where n is a positive integer (possibly greater than 3), as the set of all ordered n-tuples (x, x,, x n ), where the x i are real numbers For instance, (, 5,, 4) R 4 The set R n is known as Euclidean n-space, and we may think of its elements a = (a, a,, a n ) as vectors or n-vectors By setting n =,, or 3, we recover the line, the plane, and three-dimensional space respectively Addition and Scalar Multiplication We begin our study of Euclidean n-space by introducing algebraic operations analogous to those learned for R and R 3 Addition and scalar multiplication are defined as follows: (i) (a, a,, a n ) + (b, b,, b n ) = (a + b, a + b,, a n + b n ); and (ii) for any real number α, α(a, a,, a n ) = (αa, αa,, αa n ) Informal Discussion What is the point of going from R, R and R 3, which seem comfortable and real world, to R n? Our world is, after all, three-dimensional, not n-dimensional! First, it is true that the bulk of multivariable calculus is about R and R 3 However, many of the ideas work in R n with little extra effort, so why not do it? Second, the ideas really are useful! For instance, if you are studying a chemical reaction involving 5 chemicals, you will probably want to store and manipulate their concentrations as a 5-tuple; that is, an element of R 5 The laws governing chemical reaction rates also demand we do calculus in this 5-dimensional space

2 The Standard Basis of R n The n vectors in R n defined by e = (,,,, ), e = (,,,, ),, e n = (,,,, ) are called the standard basis vectors of R n, and they generalize the three mutually orthogonal unit vectors i, j, k of R 3 Any vector a = (a, a,, a n ) can be written in terms of the e i s as a = a e + a e + + a n e n Dot Product and Length Recall that for two vectors a = (a, a, a 3 ) and b = (b, b, b 3 ) in R 3, we defined the dot product or inner product a b to be the real number a b = a b + a b + a 3 b 3 This definition easily extends to R n ; specifically, for a = (a, a,, a n ), and b = (b, b,, b n ), we define a b = a b + a b + + a n b n We also define the length or norm of a vector a by the formula length of a = a = a a = a + a + + a n The algebraic properties 5 for the dot product in three space are still valid for the dot product in R n Each can be proven by a simple computation Vector Spaces and Inner Product Spaces The notion of a vector space focusses on having a set of objects called vectors that one can add and multiply by scalars, where these operations obey the familiar rules of vector addition Thus, we refer to R n as an example of a vector space (also called a linear space) For example, the space of all continuous functions f defined on the interval [, is a vector space The student is familiar with how to add functions and how to multipy them by scalars and they obey similar algebraic properties as the addition of vectors (such as, for example, α(f + g) = αf + αg) This same space of functions also provides an example of an inner product space, that is, a vector space in which one has a dot product that satisfies the properties 5 (page 669 in Calculus, Chapter 3 Namely, we define the inner product of f and g to be f g = f(x)g(x) dx

3 3 Notice that this is analogous to the definition of the inner product of two vectors in R n, with the sum replaced by an integral The Cauchy-Schwarz Inequality Using the algebraic properties of the dot product, we will prove algebraically the following inequality, which is normally proved by a geometric argument in R 3 Cauchy-Schwarz Inequality For vectors a and b in R n, we have a b a b If either a or b is zero, the inequality reduces to, so we can assume that both are non-zero Then a a b b = a b a b + ; that is, Rearranging, we get a b a b a b a b The same argument using a plus sign instead of minus gives a b a b The two together give the stated inequality, since a b = ±a b depending on the sign of a b If the vectors a and b in the Cauchy-Schwarz inequality are both nonzero, a b a b the inequality shows that the quotient lies between and Any number in the interval [, is the cosine of a unique angle θ between and π; by analogy with the and 3-dimensional cases, we call θ = cos the angle between the vectors a and b a b a b Informal Discussion Notice that the reasoning above is opposite to the geometric reasoning normally done in R 3 That is because, in R n, we have no geometry to begin with, so we start with algebraic definitions and define the geometric notions in terms of them

4 4 The Triangle Inequality We can derive the triangle inequality from the Cauchy-Schwarz inequality: a b a b a b, so that a + b = a + a b + b a + a b + b Hence, we get a+b ( a + b ) ; taking square roots gives the following result Triangle Inequality Let vectors a and b be vectors in R n Then a + b a + b If the Cauchy-Schwarz and triangle inequalities are written in terms of components, they look like this: ( n n a i b i i= i= a i ) ( n i= b i ) ; and ( n ) (a i + b i ) i= ( n i= a i ) ( n + i= b i ) The fact that the proof of the Cauchy-Schwarz inequality depends only on the properties of vectors and of the inner product means that the proof works for any inner product space and not just for R n For example, for the space of continuous functions on [,, the Cauchy-Schwarz inequality reads f(x)g(x) dx [f(x) dx [g(x) dx and the triangle inequality reads [f(x) + g(x) dx [f(x) dx + [g(x) dx

5 5 Example Verify the Cauchy-Schwarz and triangle inequalities for a = (,,, ) and b = (,,, ) Solution a = ( ) = 6 b = ( ) = 3 a b = ( ) ( ) = a + b = (, 3,, ) a + b = ( ) = We compute a b = and a b = , which verifies the Cauchy-Schwarz inequality Similarly, we can check the triangle inequality: while which is larger a + b = 33, a + b = , Distance By analogy with R 3, we can define the notion of distance in R n ; namely, if a and b are points in R n, the distance between a and b is defined to be a b, or the length of the vector a b There is no cross product defined on R n except for n = 3, because it is only in R 3 that there is a unique direction perpendicular to two (linearly independent) vectors It is only the dot product that has been generalized Informal Discussion By focussing on different ways of thinking about the cross product, it turns out that there is a generalization of the cross product to R n This is part of a calculus one learns in more advanced courses that was discovered by Cartan around 9 This calculus is closely related to how one generalizes the main integral theorems of Green, Gauss and Stokes to R n Matrices Generalizing and 3 3 matrices, we can consider m n matrices, that is, arrays of mn numbers: a a a n a a a n A = a m a n a mn

6 6 Note that an m n matrix has m rows and n columns The entry a ij goes in the ith row and the jth column We shall also write A as [a ij A square matrix is one for which m = n Addition and Scalar Multiplication We define addition and multiplication by a scalar componentwise, as we did for vectors Given two m n matrices A and B, we can add them to obtain a new m n matrix C = A + B, whose ijth entry c ij is the sum of a ij and b ij It is clear that A + B = B + A Similarly, the difference D = A B is the matrix whose entries are d ij = a ij b ij Example [ (a) 3 4 [ = [ (b) [ + [ = [ [ [ (c) = Given a scalar λ and an m n matrix A, we can multiply A by λ to obtain a new m n matrix λa = C, whose ijth entry c ij is the product λa ij Example = Matrix Multiplication Next we turn to the most important operation, that of matrix multiplication If A = [a ij is an m n matrix and B = [b ij is an n p matrix, then AB = C is the m p matrix whose ijth entry is c ij = n a ik b kj, which is the dot product of the ith row of A and the jth column of B k= One way to motivate matrix multiplication is via substitution of one set of linear equations into another Suppose, for example, one has the linear

7 7 equations a x + a x = y a x + a x = y and we want to substitute (or change variables) the expressions x = b u + b u x = b u + b u Then one gets the equations (as is readily checked) c u + c u = y c u + c u = y where the coefficient matrix of c ij is given by the product of the matrices a ij and b ij Similar considerations can be used to motivate the multiplication of arbitrary matrices (as long as the matrices can indeed be multiplied) Example 4 Let A = 3 and B = Then AB = 4 3 and BA = 3 3 This example shows that matrix multiplication is not commutative That is, in general, AB BA Note that for AB to be defined, the number of columns of A must equal the number of rows of B Example 5 Let A = [ and B =

8 8 Then but BA is not defined AB = [ , Example 6 Let A = 3 and B = [ Then AB = and BA = [3 If we have three matrices A, B, and C such that the products AB and BC are defined, then the products (AB)C and A(BC) will be defined and equal (that is, matrix multiplication is associative) It is legitimate, therefore, to drop the parenthesis and denote the product by ABC Example 7 Let A = [ 3 5 [, B = [, and C = Then Also, as well A(BC) = AB(C) = [ 3 5 [ [ 9 [3 = 5 [ = [ 9 5

9 9 It is convenient when working with matrices to represent the vector a = a (a,, a n ) in R n a by the n column matrix, which we also a n denote by a Informal Discussion Less frequently, one also encounters the n row matrix [a a n, which is called the transpose of a a n and is denoted by a T Note that an element of R n (e g (4,, 3, 6)) is written with parentheses and commas, while a row matrix (eg [7 3 ) is written with square brackets and no commas It is also convenient at this point to use the letters x, y, z, instead of a, b, c, to denote vectors and their components a a n Linear Transformations If A = is a m n matrix, a m a mn and x = (x,, x n ) is in R n, we can form the matrix product a a n x y Ax = = a m a mn The resulting m column matrix can be considered as a vector (y,, y m ) in R m In this way, the matrix A determines a function from R n to R m defined by y = Ax This function, sometimes indicated by the notation x Ax to emphasize that x is transformed into Ax, is called a linear transformation, since it has the following linearity properties x n y m A(x + y) = Ax + Ay for x and y in R n A(αx) = α(ax) for x in R n and α in R This is related to the general notion of a linear transformation; that is, a map between vector spaces that satisfies these same properties

10 One can show that any linear transformation T (x) of the vector space R n to R m actually is of the form T (x) = Ax above for some matrix A In view of this, one speaks of A as the matrix of the linear transformation As in calculus, an important operation on trasformations is their composition The main link with matrix multiplication is this: The matrix of a composition of two linear transformations is the product of the matrices of the two transformations Again, one can use this to motivate the definition of matrix multiplication and it is basic in the study of linear algebra Informal Discussion We will be using abstract linear algebra very sparingly If you have had a course in linear algebra it will only enrich your vector calculus experience If you have not had such a course there is no need to worry we will provide everything that you will need for vector calculus Example 8 If A = 3, then the function x Ax from R 3 to R 4 is defined by 3 x x x x = x 3 x 3 x + 3x 3 x + x 3 x + x + x 3 x + x + x 3 Example 9 The following illustrates what happens to a specific point when mapped by the 4 3 matrix of Example 8: 3 Ae = = = nd column of A Inverses of Matrices An n n matrix is said to be invertible if there is an n n matrix B such that AB = BA = I n,

11 where I n = is the n n identity matrix The matrix I n has the property that I n C = CI n = C for any n n matrix C We denote B by A and call A the inverse of A The inverse, when it exists, is unique Example If 4 A =, then A = since AA = I 3 = A A, as may be checked by matrix multiplication If A is invertible, the equation Ax = b can be solved for the vector x by multiplying both sides by A to obtain x = A b, Solving Systems of Equations Finding inverses of matrices is more or less equivalent to solving systems of linear equations The fundamental fact alluded to above is that Write a system of n linear equations in n unknowns in the form Ax = b It has a unique solution for any b if and only if the matrix A has an inverse and in this case the solution is given by x = A b Example Consider the system of equations 3x + y = u x + y = v

12 which can be readily solved by row reduction to give x = u 5 v 5 y = u 5 + 3v 5 If we write the system of equations as [ [ 3 x y and the solution as [ x y then we see that [ 3 = [ = [ u v [ u v 3 5 [ = 5 5 which can also be checked by matrix multiplication If one encounters an n n system that does not have a solution, then one can conclude that the matrix of coefficients does not have an inverse One can also conclude that the matrix of coefficients does not have an inverse if there are multiple solutions Determinants One way to approach determinants is to take the definition of the determinant of a and a 3 3 matrix as a starting point This can then be generalized to n n determinants We illustrate here how to write the determinant of a 4 4 matrix in terms of the determinants of 3 3 matrices: a a a 3 a 4 a a a 3 a 4 a 3 a 3 a 33 a 34 a 4 a 4 a 43 a 44 = a + a 3 a a 3 a 4 a 3 a 33 a 34 a 4 a 43 a 44 a a a 4 a 3 a 3 a 34 a 4 a 4 a 44 a a 4 a a 3 a 4 a 3 a 33 a 34 a 4 a 43 a 44 a a a 3 a 3 a 3 a 33 a 4 a 4 a 43 (note that the signs alternate +,, +,, ) Continuing this way, one defines 5 5 determinants in terms of 4 4 determinants, and so on

13 3 The basic properties of 3 3 determinants remain valid for n n determinants In particular, we note the fact that if A is an n n matrix and B is the matrix formed by adding a scalar multiple of the kth row (or column) of A to the lth row (or, respectively, column) of A, then the determinant of A is equal to the determinant of B (This fact is used in Example below) A basic theorem of linear algebra states that An n n matrix A is invertible if and only if the determinant of A is not zero Another basic property is that det(ab) = (det A)(det B) In this text we leave these assertions unproved Example Let A = Find det A Does A have an inverse? Solution Adding ( ) first column to the third column and then expanding by minors of the first row, we get det A = = Adding ( ) first column to the third column of this 3 3 determinant gives det A = = = Thus, det A =, and so A has an inverse To actually find the inverse (if this were asked), one can solve the relevant system of linear equations (by, for example, row reduction) and proceed as in the previous example

14 4 Exercises Perform the calculations indicated in Exercises 4 (, 4, 5, 6, 7) + (,, 3, 4, 5) = (,, 3,, n) + (,,,, n ) = 3 (,, 3, 4, 5) (5, 4, 3,, ) = 4 4(5, 4, 3, ) 6(8, 4,, 7) = Verify the Cauchy-Schwarz inequality and the triangle inequality for the vectors given in Exercises a = (,, ), b = (4,, ) 6 a = (,,, 6), b = (3, 8, 4, ) 7 i + j + k, i + k 8 i + j, 3i + 4j Perform the calculations indicated in Exercises = = = = In Exercises 3, find the matrix product or explain why it is not defined 3 [

15 5 4 [ 4 4 [ [ a b 5 c d [ [ 3 ([ 3 3 a b c d e f g h i [ 4 ) [ In Exercises 4, for the given A, (a) define the mapping x Ax as was done in Example 8, and (b) calculate Aa 3 A = 4 5 6, a = A = 3 A = , a =, a = [

16 6 4 A = [ , a = 7 9 In Exercises 5 8, determine whether the given matrix has an inverse [ 5 [ [ [ 9 Let I = and A = Find a matrix B such that AB = I Check that BA = I b d b 3 is c d ad bc c a [ a Verify that the inverse of [ 3 Assuming det(ab) = (det A)(det B), verify that (det A)(det A ) = and conclude that if A has an inverse, then det A 3 Show that, if A, B and C are n n matrices such that AB = I n and CA = I n, then B = C 33 Define the transpose A T of an m n matrix A as follows, A T is the n m matrix whose ijth entry is the jith entry of A For instance [ T [ a b a c = c d b d, a d g b e h T = [ a d g b e h One can see directly that, if A is a or 3 3 matrix, then det(a T ) = det A Use this to prove the same fact for 4 4 matrices

17 34 Let B be the m column matrix row matrix, what is AB? 35 Prove that if A is a 4 4 matrix, then m ṃ m 7 If A = [a a m is any (a) if B is a matrix obtained from a 4 4 matrix A by multiplying any row or column by a scalar λ, then det B = λ det A; and (b) det(λa) = λ 4 det A In Exercises 36 38, A, B, and C denote n n matrices 36 Is det(a + B) = det A + det B? Give a proof or counterexample 37 Does (A + B)(A B) = A B? 38 Assuming the law det(ab) = (det A)(det B), prove that det(abc) = (det A)(det B)(det C) 39 Solve the system of equations: x + y + z = 3x + y + 4z = 3 x + y = 4 Relate your solution to the inversion problem for the matrix of coefficients Find the inverse if it exists 4 (a) Try to invert the matrix 3 7 by solving the appropriate system of equations by row reduction Find the inverse if it exists or show that an inverse does not exist (b) Try to invert the matrix 3 7 by solving the appropriate system of equations by row reduction Find the inverse if it exists or show that an inverse does not exist

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