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Linear Algebra

Just the basics.

Vector Spaces

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A Vector Space \(V\) is defined over a field \(F\) is a non-empty set that has two operations: 1. Vector Addition: \(+:V \times V \to V\) 2. Scalar Multiplication: \(\cdot:F \times V \to V\)

Satisfying the following properties for all \(u,v,w \in V\) and \(\alpha,\beta \in F\):

  1. Closure: \(u+v \in V\) and \(\alpha \cdot v \in V\)
  2. Commutativity (addition): \(u+v = v+u\)
  3. Associativity: \(u+(v+w) = (u+v)+w\)
  4. Zero Vector: \(\exists 0 \in V\) such that \(0+v=v\)
  5. Additive Inverse: \(\exists -v \in V\) such that \(v+(-v)=0\)
  6. Commutativity (multiplication): \(\alpha\cdot(\beta\cdot v)= (\alpha\times\beta)\cdot v\)
  7. Field Identity preserves vector: \(1\cdot v = v\)
  8. Distributivity: \(\alpha \cdot (u+v) = \alpha\cdot u + \alpha \cdot v\)

Vector Subspaces

A Subspace is a subset of a vector space that is itself a vector space. Properties 2, 3,

Column and Range space

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Linear Independence

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A set of nonzero vectors \(v_1, \ldots, v_n\) in a vector space \(V\) over field \(F\) is linearly dependent if there exists some set of field elements \(\alpha_1, \ldots, \alpha_n\) not all zero such that: \[ 0 = \sum_{i=1}^n \alpha_i \cdot v_i \] If no such set of \(\alpha_i\) exists then the set of vectors is linearly independent.

Inner Products

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Let \(u,v,w \in V\), a vector space over field \(F\). A function, \(<*,*>:V \times V \to F\) is called an inner product if:

  1. \(<u+v,w> \;=\; <u,w> + <v,w>\)
  2. \(<\alpha \cdot u,w> \;=\; \alpha <u,w>\)
  3. \(<u,v> \;=\; \overline{<v,u>}\), (where \(\overline{\alpha}\) is the complex conjucate of \(\alpha\))
  4. \(<u,u> \;\geq\; 0\) with equality iff \(u=0\)

Orthogonality

Two nonzero vectors \(u\) and \(v\) are orthogonal if \(<u,v\)=0$

Consequences

Hilbert Spaces

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Vector and Matrix Norms

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A function \(||\;|| : V \to \mathbb{R}^+\) satisfying:

  1. \(||\alpha \cdot v|| = |\alpha| \cdot ||v||\)
  2. \(||v|| \geq 0\) with equality iff \(v=0\)
  3. \(||u+v|| \leq ||u||+||v||\)

Unitary Matrices

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\[A^HA = \mathbb(1) = AA^H\]

Matrix Inverses

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Right Inverses

Left Inverse

Inverse

Pseudo Inverse

Jordan Canonical Form

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Singular Value Decomposition

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Graham Schmidt Orthogonalization

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Copyright 2021 · Eric D. Weise