#linear-algebra
2 messages Β· Page 22 of 1
Yee
But for every $ \langle \cdot ,\cdot\rangle$ there's a little symmetric matrix A that can be defined with it (using the identity matrix gives the usual dot product)
δΈζ΅·:
If I had chosen a different inner product (*using matrix π ° *), would that linear map up there (β : R^2 --> R^2) still have its matrix representation considered to be symmetric
reposting for convenience
Hey sorry it took so long
So basically to show that a matrix being symmetric is dependent on the inner product, consider the matrix on R^2 which switches the basis elements
And look at it in the nonstandard basis from that question
I think that the matrices associated with the two inner products probably transforms the vector space of symmetric matrices with respect to one inner product to the symmetric matrices with respect to the other inner product
hallo
Sorry I'm trying to figure out a correspondence between the vector spaces of symmetric matrices
it ok you already answer most of my curiosity
π
i just wanted to know if this is a thing
Did you look at the matrix which switches the basis elements?
Wrt the second inner product
you mean J(x,y) --> (y,x)
Yeah
I didn't want to write the matrix out lol
yee
Cause I'm lazy
This is interbasting
@sturdy scaffold I found the correspondence
Basically suppose you have two inner products determined by positive definite matrices A and B respectively
By the spectral theorem they are related by a orthogonal matrix C
So B = C^t A C
Suppose a matrix M is symmetric wrt the inner product induced by A
Then we look at C^t M C
And that is symmetric wrt B
That's not so hard to show
Note that C is orthogonal so C^t = C^-1
Which means that the symmetric matrix subspaces are congugated to each other
nani
Search this for later
This gives you how the symettric matrices of two inner products are related
I can send you my work to show that C^t M C is symmetric with respect to B if you want
oh i see
It's a special kind of group action
That's probably not a helpful way of saying it actually
π»
When finding the eigenspace basis for a matrix, how do you know what order to put the eigenvectors in when constructing the matrix P
for A = P D P^-1
the same order as they are in D
Any order will do, as long as D is in the right order too
Yeah, it has to be consistent.
π
the notation is horrendous
do you mean the superscript/subscript summation thing
bc i haven't introduced Einstein notation yet ree
in 6 i'm proving the components of the matrix tilde L are given by $$\widetilde{L^l_i} = \sum^n_{j=1} \sum^n_{k=1} B^l_k L^k_j F^j_i
$$
man on fire:
@dusky epoch sorry for the pΓ―ng
what are B_k^l, L_j^k and F_i^j
just
your thing reads like word salad
also
A map L: V -> W is said to be linear if it preserves linearity.
god
what even is this
i didn't know they wrote a Linear Algebra For Brainlets book
my first attempt at writing interesting proof q_q
have mercy
ugh help
what specifically is horrendous about the notation
i'll fix that first
@dusky epoch
man on fire:
Not going to takeover, but a first note is that L(...)\in W doesn't make much sense
because the codomain/range is already W
the mention of V and W being vector spaces needs to be carried to the front
before the "if"
p sure that is fine otherwise
full thing
what about the proof
i'll go through it and make those notation changes
The components of $F \in \mathbb{R}^{n \times n}$ are given by the coefficients of the linear combinations that gives ${\widetilde{e_1}, \widetilde{e_2}, \hdots ,\widetilde{e_n}} \subset \mathbb{R}^n$ from ${e_1, e_2, \hdots, e_n } \subset \mathbb{R}^n$. The inverse of the prior is true for $B$. Then
\begin{equation}
\widetilde{e_j} = F_{1j} e_1 + F_{2j} e_2 + \hdots + F_{nj} e_n = \sum^n_{k=1} F_{kj} e_k
\end{equation}
man on fire:
idk i'm a brainlet
rip
i'm saying that you get F by tracking the basis vectors
in definition one that is
sure we're mapping e_1 to 0
maybe i should just say F and B are inverses or something
if they're the same shape and not 0
if F and B are inverses then F and B are inverses
ok i'll just omit that one entirely ree
^
Hello, I have a question about linear algebra.
The question is: Let T: R3->R3 be the linear image defined as reflection with respect to plane x_2=0. Determine T's matrix in the standard base.
I don't know how to the the matrix in the standardbasis. Thanks
what about the second part
q_q
the part on covarience
*contra
other then the $\in$ signs
man on fire:
A tensor $v \in \mathbb{R}^n$ is contravariant if ${v_1, v_2, \hdots v_n} \subset\mathbb{R}$ transform in a opposite nature to ${e_1, e_2, \hdots, e_n} \subset\mathbb{R}^n$ when a linear map $F$ to $v$.
man on fire:
re
grammar
A vector $v \in \mathbb{R}^n$ is a contravarient tensor if its components ${v_1, v_2, \hdots v_n} \subset\mathbb{R}$ transform in a opposite nature to ${e_1, e_2, \hdots, e_n} \subset\mathbb{R}^n$ when a linear map $F$ is applied to $v$.
man on fire:
no
wikipedia definitely defines it better then me
it looks like you have no idea whatsoever what a tensor is
<@&286206848099549185> Asked a question an hour ago, The question was: Let T: R3->R3 be the linear image defined as reflection with respect to plane x_2=0. Determine T's matrix in the standard base. I have problems with understanding how I should do to get the solutions to these problems, any suggestions on how I do or where I could read about it?
take the canonical basis of R^3 and find the image of the basis vectors
this will be your matrix in the standard basis
ie, the image of 1,0,0 is the first column of your matrix, the image of 0,1,0 is the 2nd
etc
Okey, I will try that. Thanks @wintry steppe
np
sry for wasting y'alls time q_Q
@wintry steppe But won't it be the same matrix? The result of the question I asked is (1,0,0);(0,-1,0);(0,0,1). What does the fact x_2 = 0 have with the result to do?
I had another question similar but R2->R2 with x_1=x_2 instead, which made the matrix (0,1);(1,0)
@wintry steppe ya, now if you take a random vector in R^3 and multiply it from the left with your matrix it does the reflection
try it
for example, 1 -2 1 gets turned into 1 2 1
Do you mean (1,-2,1)with (100,010,001)?
wait
$$\begin{pmatrix}1&0&0\ 0&-1&0\ 0&0&1\end{pmatrix}\begin{pmatrix}1\ -2\ 1\end{pmatrix}=\begin{pmatrix}1\ 2\ 1\end{pmatrix}$$
Stochastik (mnioiipoipo):
multiplying your matrix with arbitrary vectors from the right gives u the vector reflected by the plane y=0
you can visualize it here
I see but how do I know that the matrix should do that with just the information in the question?
this is precisely the definition of matrix in standard bases, its the image of the standard basis of the first space under your transformation in the standard basis of the second space
in your case, both spaces are R^3 and have the same standard basis
namely 1,0,0 0,1,0 and 0,0,1
every matrix $A$ defines a linear transformation in this way $f_A(x)=Ax$ and every linear transformation has a matrix associated with it
Stochastik (mnioiipoipo):
But how do I do if I want to know the matrix in the standard basis R2->R2 and with x_1=x_2?
First image of the matrix 10,01 and then multiply with one vector?
?
you find the image of the standard basis in your transformation
so find the reflection of the vector (1,0) with respect to the line x_1=x_2
that will be the first column of your matrix
the reflection of (0,1) will be your second
the reflection about x_1=x_2 is just swapping the components
so the image of (0,1) is ...
sorry for the ping @barren plank is this better?
been following until "Let B"
ugh
maybe i should just have a field of scalars
then B could map V to S^n
is that a thing
@barren plank q_Q
isn't that what K is
i was just thinking of K as some random field
but that wouldn't work
what's crank about the B part
when you talk about linearity
you're implicitly working K
so all of linear algebra is parameterized by the K
oh
could i have a coordinate isomorphism from V to W then
if W is a vector space over K
and then B maps W to V?
ok just an iso then
ok what about an iso
it's not even a reality check
I haven't even gotten to the validity of your claims
the issues are with mathematical language
it's more of a syntax check
ye i've obviously gotta review that
and the concepts themselves too while i'm at it
thanks tho
in gaussian elimination with partial pivoting
is this the right way to do it ?
because if i apply that algorithm to this matrix, i get fractions
it clearly will be easier if i just keep it the way it is
since -4/2 R_1 + R_2 = -2R_1 + R2 -> R2
which is easy arithmetic
i'm really confused here
or is gaussian elimination with partial pivoting is about switching rows whenever you get 0 in the diagonal ?
could i have help figuring this out
where Q has orthonormal columns
how was the length of Qx derived
do they tell you anything about Q
Just write it out
its a 3 by 2 matrix with orthonormal columns
namely how it acts on q_1 and q_2 (which i assume is your basis?)
ah ok
yeah write x in terms of a basis and then find out what Q does when you transform x -- the answer should fall right out
You mean 2 by 2 right
no
Orthonormal normal matrices must be square
matrix with orthonormal columns
Sure
This is just a general property of matrices with orthonormal columns, that they preserve length
Ann:
$Q$ being orthonormal is equivalent to $Q^T Q = I_2$
Ann:
(x_1 q_1 + x_2 q_2) Β· (x_1 q_1 + x_2 q_2) = x_1^2 q_1 Β· q_1 + 2 x_1 x_2 q_1 Β· q_2 + x_2^2 q_2 Β· q_2
where does a beginner learn linear algebra
from a textbook
Is there anyone available who can help me out with this? I know I've got to start off with Gaussian Elimination, but I'm not really sure where to go from there.
Well can you do the gaussian elimination?
Well I managed to get it to look like this:
yeah, I'm not sure how i'm supposed to turn it to a 0, my algebra is rusty
would i be allowed to multiply the bottom row by -1 and then just add the second and third row
Yes, that's completely valid.
oops i messed up somewhere
oh now i see
well that didn't work since it's 2 and not 0
so I'm back to this and I'm still not sure how to turn the third row second column entry into a 0
Thanks for taking a look I'll move this to the proper channel. I'm sorry.
what you said earlier will work fine
but wouldn't that just turn the third row into 0 -a +1 -b(a-1) | -(1-b)?
and if i add a+1 and -a +1 the a's cancel but the ones add up to two and I don't have a zero. in the third row second column
oh yeah sorry, I mispoke, that won't work
What you want, is to turn the a+1 into a - 1
can i do that? I don't see how i could
oh wait
wouldn't it be the same thing and the row 3 column 2 be -2?
not a lot, i'm sorry.
oh wait sorry that wasn't in response to your question
mb didn't notice you where here
it's okay. I probably should be in the questions channel. I'll take it to alpha
same tbn
you can multiply a row by anything you want
so what do you multiply by
to turn a + 1 into a - 1
-1
does that turn a + 1 into a - 1?
no it'll turn it into -a -1
so that doesn't work
right
so the third row looks something like this?
I think i get the concept now. I probably just screwed up my algebra somewhere down the line. Thank you so much.
let $A \in M_n(\mathbb{R})$. Prove that we can change $\operatorname{diag} (a_{11}, a_{22}, ..., a_{nn}) = \operatorname{diag} (0, 0, ..., 0)$ or $= \operatorname{diag} (2015, 2015, ..., 2015)$ to let $A$ is invertible
Nguyα» n ThΓ nh Trung:
does anyone have an idea for this problem?
I've thought about prove det(A + kI) != 0
when det(A) = 0
but this one is quite weird
I hope I translated it correctly
but I think that you got it right
changeing diagonal
if you translated it from viet then i am afraid i can't help you with that
as it is now it doesn't make any sense
ok what language DID you translate from
if A is not invertible yet, then you can change diagonal of A by diag(0, 0, ..., 0) or diag(2015, 2015, ... , 2015)
Vietnamese
It's not about det(A+kI) though
well the thing is
but just let A have 0s on the diagonal?
the translation should make sense in the target language
and yours doesn't
because i still have no idea what you're asked to do
So, what this question seems to be saying is that if A is a singular matrix with 0s on the diagonal, A+2015I is invertible
no no no
I mean
for a matrix A
if A is invertible, and done
if A is not invertible
what's the QUESTION?
we can change A's diagonal to 0s or 2015s
if A is a singular matrix you can change the diagonal to have all 0's or all 2015's to make it nonsingular
to make A invertible
what's the QUESTION?
probably to prove it
prove it
prove WHAT
yes @subtle walrus
adding kI won't help you though
prove that for a singular matrix, we can change the diagonal to 0s or 2015s to make it nonsingular
because you don't know that the diagonal elements are all the same
Wait, consider the matrix: \
$A=\left(\begin{matrix}0&0&0\0&0&2015\0&2015&0\end{matrix}\right)$
Fail.
well
this question is from an exam
OMG
I just read the question again
change each element in diagonal to 0 or 2015
Element118:
sorry for that mistake
WLOG suppose A has diagonal entries all 0 and is singular...
Consider $x=det(A+w_1diag(e_1)+w_2diag(e_2)+...+w_ndiag(e_n))$. Clearly, $\frac{\partial x}{\partial w_1}$ is independent of $w_1$ (likewise for other $w_i$).
Element118:
I'm considering counting roots of this
It doesn't look very nice though...
But what I have is that on the edges of that n dimensional hypercube, the determinant is 0.
Say we set everything but 2 variables. Then $x=c_1+c_2w_i+c_3w_j+c_4w_iw_j$.
Element118:
Element118:
But, this is 0 regardless of $w_iw_j$ being 0, so $c_4$ is 0.
Element118:
This reduces to $x=c_1$. If we can show this for more variables, we end up with a constant determinant, which would be absurd.
Element118:
Let's continue with the n variable case
$x=\sum_{S\subset{1, 2, 3, ..., n}}c_S\prod_{i \in S}w_i$
Element118:
Let's suppose all $w_i=0$. This shows that $c_{{0}}=0$. \
Next we suppose one $w_i=2015$. This shows that $c_{{i}}=0$. \
Next we suppose two $w_i=w_j=2015$. This shows that $c_{{i, j}}=0$. \
And so on, until the determinant is hence the constant function 0.
Element118:
Hence, no matter what real weights $w_i$, $0=det(A+w_1diag(e_1)+w_2diag(e_2)+...+w_ndiag(e_n))$.
Element118:
@undone garnet Can you get a contradiction from here?
If you are allowed to set the diagonal to anything you want, can you make it invertible?
I'm stuck here.
Wait obviously
Let's consider the number of eigenvalues of the matrix A.
It is at most n.
So, pick a noneigenvalue k. Then A-kI is invertible and we are done.
(Note: I only merely shown that such a way of picking 0 and 2015 for entries on the diagonal exists, the constructive proof is left to the reader.)
@undone garnet Done.
And 40 minutes of struggling later, they manage to solve it.
my god π
does it work?
what does diag(e1) mean?
i mena
(e1, e1, e1, ..., e1) in diagonal/
or something else?
Well
Okay I take $e_1$ as $(1, 0, 0, 0...)$, $e_2$ as $(0, 1, 0, 0, 0...)$ and so on.
Element118:
Yeah, can be polished somewhat, but there's the general idea
yeah
Yeah
Okay, try expanding out the determinant
It should be of this form:
$x=\sum_{S\subset{1, 2, 3, ..., n}}c_S\prod_{i \in S}w_i$
Element118:
After seeing the 2 variable case, I soon realised the same argument holds for the n variable case
Nguyα» n ThΓ nh Trung:
ahhh sorry
I forgot B can be 0
back to my problem again
well
maybe I will consider it again
this problem's quite hard for me
π
which problem?
problem u just solve
I mean
As an added bonus, the elements do not need to lie on the diagonal
why its form should be like that?
as long as they lie on n distinct rows and columns, we are done
which form?
The form of the determinant?
Well, that follows from the Leibniz determinant formula
The one that adds and subtract product of terms
based on sign of permuations
each term is of this form
and summing things of this form keep it in this form
each term is of this form
each term is of this form and summing things of this form keep it in this form
@undone garnet did you get that?
You don't understand this formula
yeah
Okay
i didn't learn it
You mean the Leibniz determinant formula or the "It should be of this form"
If it's the Leibniz determinant formula, you can get it from cofactor expansion
If it's the "It should be of this form" then we are just assigning a coefficient to every possible set of $w_i$.
Element118:
π©
well
too tough π
do you have simpler solution
i don't think my exam' s solution have to be difficult to read like this
honestly
quite make me feel down
Let me think
WLOG suppose A has diagonal entries all 0 and is singular... for sake of contradiction, suppose the determinant remains 0. \
$x=det(A+w_1diag(e_1)+w_2diag(e_2)+...+w_ndiag(e_n))=\sum_{S\subset{1, 2, 3, ..., n}}c_S\prod_{i \in S}w_i$. \
We induct on $|S|$ to show that all $c_S$ are 0. \
S=0, if all $w_i$ are 0, $x=0$ means that $c_{{0}}=0$. \
Suppose true for $|S|$ up to m. Then for $|S|=m+1$, we set $w_i=2015$ if $i \in S$, $w_i=0$ otherwise. \
$x=det(A+w_1diag(e_1)+w_2diag(e_2)+...+w_ndiag(e_n))=\sum_{S\subset{1, 2, 3, ..., n}}c_S\prod_{i \in S}w_i$. \
All the terms that are left (by virtue of $w_i=0$ for i not in S) are the terms that are subsets of S. If they are proper subsets, due to induction hypothesis, the coefficients are 0, so \
$x=c_S\prod_{i \in S}w_i$. Since $x=0$ and $\prod_{i \in S}w_i\neq 0$, it follows $c_S=0$. \
Hence, by induction, the determinant is identically 0, regardless of the diagonal elements. \
However, this is a contradiction, as det(A-kI) for non-eigenvalue k is nonzero.
This is the proof with all the fluff removed
Element118:
@undone garnet so is this condensed version easier to read?
well
I think I need time to understand
π
honestly
still tough for me
sorry for my weak knowledge
Welp, just save this image and DM me if you would like more help
I might not be always available though
Also save the question too
the correct translation of the qusetion
In case I forget
transpose? 
It means that you transpose the matrix (rows become columns and vice versa)
ah okay
oh thank you gilbert, how could I not know that transpose is when you transpose a matrix
so in a 1-by-n vector, you just get the vector in reverse?
is he real Gilbert?
Yeah quite obvious lolπ
if you transpose a 1 x n vector you're gonna get a n x 1 vector
col x row
ok
ello, whats the transpose of multiple matrix products? For instance (ABC)^T, where A,B and C Γ€r matrices
I know that (AB)^T = B^T * A^T, but idk how to apply that to multiple matrix product. I guess one could try (C)^T * (AB)^T, but not sure
okay, ty!
challenge: prove $(A_1A_2\cdots A_n)^T = A_n^T A_{n-1}^T \cdots A_1^T$ for any natural $n$ and matrices $A_1, A_2, ..., A_n$
Ann:
Nvm thatβs the whole point
somehow I missed this
@wintry steppe thta sounds like a bad telephone of what I was explaining yesterday
no that's not correct
eek
for $P, Q$ is nilpotent matrix and satisfies $PQ + P + Q = 0$. Calculate $\det (I + 2P + 3Q)$
Nguyα» n ThΓ nh Trung:
can anybody give me an idea about this problem?
Element118:
$det(I+2P+3Q)^n=det((I+2P+3Q)^n)=$ oh no.
Element118:
I see $PQ=-P-Q$, we might be able to use that
Element118:
$(P+Q)^2=P^2+Q^2+2PQ=P^2+Q^2-2P-2Q$, so $(P+Q+I)^2=(P+Q)^2+2(P+Q)+I=P^2+Q^2+I$
Element118:
(P+I)(Q+I)=I might be interesting to work with
why (P+Q)^2 = P^2 + Q^2 + 2PQ, I think that PQ + QP
PQ + P + Q = 0 is the same as (P+I)(Q+I) = I
whoops yeah (P+Q)^2 = P^2 + Q^2 + PQ+QP
let $A_{3\times 2}$ and $B_{2\times 3}$ and $AB = \begin{pmatrix}1&1&2\2&1&3\2&-1&1\end{pmatrix}$
Nguyα» n ThΓ nh Trung:
a) prove that $(AB)^3 = 3(AB)^2$\
b) calculate $BA$
Nguyα» n ThΓ nh Trung:
the first one prove (AB)^3 = 3(AB)^2
I prove this by calculate by hand
is there another way?
honesty that's the easiest way
top tier engineering exercise

5+3=succ(4)+3=succ(4+3)=succ(succ(3)+3)=succ(succ(3+3))=succ(succ(succ(2)+3))=succ(succ(succ(2+3)))=succ(succ(succ(succ(1)+3)))=succ(succ(succ(succ(1+3))))=succ(succ(succ(succ(succ(0)+3))))=succ(succ(succ(succ(succ(0+3)))))=succ(succ(succ(succ(succ(3)))))=succ(succ(succ(succ(4))))=succ(succ(succ(5)))=succ(succ(6))=succ(7)=8
thanks, finally my homework is finished
i have no clue how to get BA
getting BA normally takes about 3 years
ill get it for you in a year and a half
i seriously dont know how to get BA
Hm. I don't know a formal way, but maybe you could write a giant system of equations.
~~ my first thought, but thats too engineer ~~
Hey, if it works
its 12 unknowns
$(BA)^4=3(BA)^3$
Scientifica:
probably not the 0 2x2matrix
sure
$(AB)^3-3(AB)^2=0\\implies A(BA-3I_2)BAB=\bf{0}\$I think
it being 3I would just be too much of a coincidence
it can't
must have determinant 0
CaptainLightning:
$BA = \begin{bmatrix}
3 & 0\
3 & 0
\end{bmatrix}$
Sigma:
i made so many assumptions that this is basically a guess
BA should be similar to diag(0,3)
But there isn't a unique solution, [(7, 7),(-4, -4)] and [(7,14),(-2,-4)] are both possible solutions for example
I wonder if all matrices similar to diag(0,3) are, though
Hi, could anyone teach me about lattice points used in math? I know how to use them in simple algorithms about multiplication, like 23945*345=8261025 by drawing diagonal lines in lattice points and so on, but how do you use them in functions? Linear functions? quadratic? Also could you also tell me how to use lattice points in log graphs and in science(I heard they use it to find ions and stuff, please forget about the science part if you don't know)
Hey guys, would a 1-vector not just be a scalar?
wdym by "1-vector"?
do you mean that any 1-dimensional vector space is isomorphic to its own base field?
bc that is true
@random trellis 격μμ μ΄μ?
Didn't understand it at first but then saw your nickname lol
I mean a vector thsts only got one dimension yea
high school physics brainlet coming through
why is matrix multiplication the way it is?
You know how you can multiply matrices with vectors?
aren't vectors matrices?
just so it helps your expectations, i have pretty much 0 background on linear algebra
i'm just starting out now
Sometimes you can think of it that way yes
watch essence of linear algebra by 3b1b
he explains the motivation & intuition behind matrix multiplication quite well
neato
$A \in M_{2014}, a_{ij} = \begin{cases}0, i=j\b^{i-j}, j\neq i\end{cases}, b\neq 0$\
Prove that $A$ is invertible and find its inverse
Nguyα» n ThΓ nh Trung:
can anyone give me a hint?
consider A+I
I understand you can redefine addition and multiplication in a different vector space but what about absolute values?
They arenβt quite a (I believe itβs called binary?) operator but rather a unary one(?)
how do you know A is a 3 x 3 matrix?
I know the answer
oh cuz 3 variables
rip nvm
goatzzonaboat: you can base it on a binary one, you probably want to look into the inner product / dot product
why is the answer (d)
I just asssumed since there were 3 unknowns in R^3 ot would be a plane
<@&286206848099549185>
why is the answer d or not d?
the answer is (d) but why
rule the other ones out
You can see it as $a\cdot x=1$, or to put it another way, the projection of x on a (times the length of a) is 1.
right
Element118:
I can clearly rule out (a) and (c)
but my reasoning was, 3 unknowns in R^3, so must be a plane
is there something wrong with that?
i dont think there is no
but if youre not sure ruling out works better
also as you can produce two solutions that are not in the same 1 dimensional subspace (aka not in the same line)
then its obviously a 2d subspace, hence a plane
well it's not a subspace of R^3 tho
affine subspace*
yah
or you can just find the dimension of the tangent space, it is clearly 2 (one equation with three variables), by definition it's a plane
when solving a linear system with pivot and free variables, the general solution is always parametrized in terms of the free variables
is that correct?
if you're using parametric form, it would be in terms of the free variables, yes
colorodo 
if the linear system is underdetermined then yes, i.e. u have "free variables"
if your linear system is square, i.e "same number of variables and equations", it could have one solution and no free variables
@wintry steppe
I need to find the basis for the intersection between the row space and the column space... I literally tried everything and I'm stuck on that exercise for over 5 days... Please if you can tell me what the answer is... People already told me how to solve this exercise and I tried at least 20 different methods and none works
$C(M) \bigcap R(M)$
Sigma:
Im trying to calculate the determinant of the following matrices. All the other assignments you built the row echelon using gauss and simply go down the middle. I cant imagine that they want me to do the same here since it results into some seriously ugly terms.
so i assume i should use one of the properties of determinants
but im at a loss
I see a row with one 1 and a column with 1 one
Eliminating those first removes a lot of the ugly terms
for (b)
and it leaves you with another columm that you can reduce with (also for b)
im sorry i havent gotten to b yet
im totally stuck at a
this is what it would get to
careful when dividing by c
and i cant imagine thats the purpose of the question
it might be 0
all you need to do is get it to be upper triangular, then you can multiply down the diagonal
so, here, you are done because it's upper triangular
yeah but i cant imagine they want me to do the assignment like that
if all you care about is the det, it doesnt need to be in reduced eschelon form
since its about determinants not gauss
b just use cofactor expansion
it works quite quickly in this case
being such a sparse matrix
okay that makes sense
thank you
ima just skip a and ask prof what he wants there ^^
cofactor expansion works pretty well for a also
thank you ill try it there too, i was hesitant since the next section is specifically laplace expansion
but maybe they wanted it here already

thanks guys thats definitely it
tfw you were actually in the 'next' section by accident
What are algorithms to solve a linear equation given a matrix A and a vector b
Such that Ax=b
Can someone just list out some algorithms without explaining them? Like just the name
cramers
Computationally, the fastest way to solve a large linear system is to use whatβs called a direct method. The direct method usually involves an LU decomposition (or a Cholesky factorization if the matrix is positive definite, which can be much fast...
LU decomp is what MATLAB uses iirc
Let $V$ be a vector space. Let $S\subseteq V$ be linearly independent. Define
$$C:={T\supseteq S:T\text{ is linearly independent}}$$
How can we reason that every chain in $C$ has a upper bound in $C$?
EpicGuy4227:
The usual thing to do in applications of Zorn's lemma is to just combine your chain into a single element
That is, you usually just take the intersection/union of all the elements of your chain
In this case, you can just take the union of all the sets of your chain
@feral mountain
Oh right I got it thanks Zopherus
yeah they did that union thing like 4 times in the proof of Zorn's lemma
xd and I still didn't think of it
T should really have the restriction of being a subset of V and in that case the union of the T's should still a subset of V
Right, that's kind of implied
not good enough, downvoting u DonAntonio
Conceptually, what does it mean to diagonalize a matrix?
You're finding a matrix P such that A = PDP^1 and D is the eigenvalues of A, and this is similar to A=PBP^-1 where you find similar matrices
PDP^-1
So you view a matrix as a linear transformation and you are finding a basis of eigenvectors of that transformation
Once you fix a basis you construct a matrix for a linear transformation by seeing how that transformation acts on the basis elements
If all of the basis elements are eigenvectors, that means that the matrix of the transformation will just have the corresponding eigenvalues on the diagonal, and 0 else
Are there interesting bounds on x=largest value on a diagonal of symmetric PSD n-by-n matrix A? IE, is Tr(A)/n<=x<=largest eigenvalue(A) ?
Im supposed to show that this is a vector space
now im stuck at the inverse element
the internal operation of a vector space defines its inverse as a*b = 0
0 represents the identity element, not the number
ahhhhhhhhhh
what number acts like the identity
gotcha, thanks alot !
yeah
that seems important π
its confusing
@noble crest that's trivially true I think
Yeah
Also symmetric is part of the definition of PSD
Those bounds are sharp in fact
The identity matrix lol
im supposed to prove that all the R => R functions where f(x) = f(-x) are a subspace of R=>R
Criteria 1 is trivial since thats in the definition
i can show that its not an empty space because of x^2
but no idea how to prove that the two operations are valid
sry if those arent the correct terms, german math uses different ones π
The assignment is
Show that
is a subspace of
Well how should you try to do the operations
Or, what are the two things you need to show
U1, U2 element of U
U1+U2 is still element of U
and l*U1 still in U
i do it for the other assignments by basically pluggins in vectors by components
and prove that the restrictions eliminate the terms
Sure, but try to prove these things
You know how to add two functions right
And how to multiply a function by a number
haha the circular nature of the entire thing
was completely throwing me off
if only it was this easy all the time
thank you Zopherus
Any idea how to compute this? (H_L A evaluates to HA and H_R A represents AH, for known matrix H)
this is formula 3 in https://arxiv.org/pdf/1610.03774.pdf
hey just a small verification
im supposed to find b so det(a) = det(a^-1)
so i simply write down the sarrus equation
and say that det(x) = 1/det(x)
how you find det(A) is up to you. any method of finding the determinant will work if executed properly.
and solve for b
yes
sweet thanks
If A is diagonalizable that doesn't meant that its necessarily invertible right?
can you think of a diagonal matrix that isnt invertible?
There's a very simple one lol
1 1
0 1
right?
I think I may have seen that before but idk how you would know to construct such a thing
That's not a diagonal matrix
I guess start with the fact that diagonal --> triangluar?
so then the diagonal matrix for that is just 0?
π€
my first thought was
1 0
0 0
but then i realized 0 is even easier
π€
π€
yeah like how did you come up with 0 is my question
a diagonal matrix is invertible if its determinant is not 0
and the det of a diagonal is just the product of the diagonal
so just start constructing 2x2's with 0s and 1s until you get one thats diagonalizable and has det of 0?
diagonal matrices are trivially diagonalizable
so just make one of the diagonal entries 0
and you have both conditions
thanks
yeah
Hey guys, can someone help me break down this paragraph on this Linear Algebra textbook I have? I'm really confused by the way it's worded
I don't get the way they've explained column spaces and span :/
So you have a bunch of columns in your nxm matrix
These columns are vectors in R^n
The column space is the subspace of R^n spanned by those columns
So when they say span, they mean all the possible linear combinations of those vectors
Oh I see
thank you!
Having n<m dimensions results in the estimation for b being simply a plane right?
if we have n>= dimensions, do these estimations become points in space?
So it's not so straightforward
So you have a nxm matrix, which gives you m columns in R^n
right
right
So the word plane isn't so good for linear algebra
Hyperplane usually means a subspace of dimension n-1
But that's all it means
oh I see
In general we just call the spans subspaces
mmmm
Yeah that clarifies quite a bit
might take a little to sink in though xD
thank you again :)
@wintry steppe
$V\left(\sum_{k=0}^n a_k\mathbf{x}n\right)=\sum{k=0}^n a_kV(\mathbf{x}_n)$
Whoever:
V is linear af
Hello, I believe this is the right Algebra chat for this. If not direct me to the correct one please. I'm having trouble solving this and there isn't a comparable problem in any of my learning materials.
Can someone show me the steps to solve this? The correct answers are supposed to be 1/2 and 13/2.
Multiply the whole expression by those two denominators
Do you want me to go ahead and move over there?
Yes
Okay
So Im a real beginner at Linear Algebra... How would you do this one?
What I got so far:
I already found a counterexample, so I know it is false but im struggling to find a proof for it
@wintry steppe
That's your proof, the counterexample is all you need
But how would you disprove it?
With a counterexample!
I mean if you couldnt find a counterexample
In your algebra above, I think you assumed that
(A + B)' = A' + B'
The inverse operation does not split over sums
The only real algebra that the inverse can do is this:
(AB)' = B'A'
why don't you just think about real numbers instead of matrices
i.e. dimension = 1
here invertible means nonzero
if a is not zero and b is not zero, is a + b not zero?
I thought I could multiply (A+B) with its inverse (A+B)^-1 to get the identity matrix
You can
(assuming A+B's inverse exists)
(A + B)(A + B)'
= A(A + B)' + B(A + B)'
How did you get further than that?
I dont know if its allowed for matrices but i just multiplied the brackets, so that it is A*A^-1 + AB^-1 and so on
Not allowed, since you're breaking the inverse over the brackets
@weary sandal $a^x = b$ is not a linear equation, so you can't put it in a matrix form
Blitzkrieg:
That is, it's not generally true that
(A + B)' = A' + B'
oh okay, so how should you do it then?
With a counter example lel
@wintry steppe but then how do I put system of these equations into computers?
it's just a one equation. Maybe we should move to #prealg-and-algebra
I'm honestly confused as to what channel we should use lmao
me too
Let's go back to #discussion since it looks unused at the time
Why is using the L0 norm incorrect terminology for counting all nonzero elements in a vector?
Look at the definition of a norm
And tell me which one the l0 function doesn't satisfy @wintry steppe
What is the the L^0 norm?
hey guys, just something i've been toying around with in my head:
Let $V$ be a finite-dimensional vector space over field $\mathbb{F}$, and denote the dual of $V$ to be $V^{\ast}$. Is it true that $\forall f \in \mathbb{F}, \ \exists \mathbf{v} \in V$ and $\exists L \in V^{\ast}$ such that $L(\mathbf{v}) = f$ ?
xy:
i don't know, is it?
how would i go about proving this? π€
well before you prove anything, you need to decide whether you're trying to prove that your thing is true or you're trying to prove that your thing is false.
yeah it is from what i infer
ok
intuitively
are you sure you aren't missing any edge cases here
hmm.... im not
what about the case where dim(V) = 0
no
the answer to your question is NO, and the counterexample is the zero vector space.
that's it.
and what happens if we examine non-zero dimensional vector spaces? intuitively it's true
then how would i prove it? :X
You could use that a linear application is determined on a basis maybe
@twin cipher pick any basis in the space, pick any vector in it, send that vector to f and the rest to 0
that's your element of the dual
oohhhhhhhhhhh
that was more trivial than i thought
sorry for the trouble and thanks!
I am getting two answers for determinant of A inverse
Tell me where I went wrong while using the adjoint property
is adj suppose to be adjoint?
adjoint is the inverse for invertible matrices though
That is a theorem actually
@wintry steppe No mistake in that
how do you define adjoint then because clearly it's different
Transpose of cofactors
I am trying to find det of inverse of A
In linear algebra, the adjugate, classical adjoint, or adjunct of a square matrix is the transpose of its cofactor matrix.The adjugate has sometimes been called the "adjoint", but today the "adjoint" of a matrix normally refers to its corresponding adjoint operator, which is ...
I have reached two results
I see the confusion now
What is it
π
Adjoint you usually say Hermitian Adjoint
Are the two words different?
Apparently adjoint is also uncommon name for adjugate
Gotcha
no, but I was just thinking about something else
What about my error
?
$det(cA) = c^ndet(A)$ where $n$ is dimension of $A$
Blitzkrieg:
That is my error?
I didn't use it
line 4
Anywhere
I didn't get you
I took determinant on both sides
Yes
but
so what did you do exactly at line 4 then?
I took determinant on both sides
because there is an extra step which leads you to taking out 1/|A| from |adj(A)|
You can separate the two
It's a property
but you need to take n-th power of 1/|A|
Why?
How
Maybe let's do this. You answer me why do you think we can take out 1/|A| from |adj(A)| without any harm
what property did you use
It was taught to me that whenever
And verified too
for square matrices of the same dimension
yes
We are taking a square matrix of order 2
Actually.
det(cA) = det(cIA) = det(cI)det(A) = c^n det(A)
the property follows from what you already know
c is a constant mind you
Why are we raising the nth power
Can you write it down its hard to understand this way
eh. How do I write matrices in TeX again xD
Lol
I mean
On a paper
$\begin{bmatrix}
c & 0 \
0 & c
\end{bmatrix}$
Blitzkrieg:
this is cI for n = 2
A diagonal matrix
what is the determinant?
CΒ²
you multiply all the terms on the diagonal, exactly
in the general case its the same, so c^n
Oooo
But how does that co relate to my result
The error is that you assumed $\det(cA) = c\det(A)$, which is not always true
Blitzkrieg:
Wait let me see
Cauchy formula works for A, B being diagonal matrices of same dimension
c and A are the same dimension when? When n = 1
Cauchy formula tells us that $\det(cA) = c\det(A)$ for $n = 1$
Can you do whatever I did and make the correction. This way I might understand better
Blitzkrieg:
it's correct until from $A^{-1} = \frac{1}{\det(A)} \text{adj}(A)$ you suddenly got $\det(A^{-1}) = \det\left(\frac{1}{\det(A)}\right) \det(\text{adj}(A))$
Blitzkrieg:
What would be the correction of that sudden step
using the formula $\det(cA) = c^n\det(A)$
Blitzkrieg:
instead of Cauchy formula
But isn't c =1 in this case?
in the example of 2x2 matrix? Yes. There's actually nothing wrong with that example. Just the stuff before it
It is a 2*2 matrix
But as you say
N=2 and C= 1
So
1Β² =1
You're supposed to get $\det(A^{-1}) = \left(\frac{1}{\det(A)}\right)^n \det(\text{adj}(A))$, take $c=\frac{1}{\det(A)}$ in this case
?
killer_memestar:
Let me see


