#linear-algebra
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@tall surge you know about the cofactor expansion right? https://en.wikipedia.org/wiki/Laplace_expansion
(I wrote something previously but I was being dumb, anyway you should be able to calculate det(J) using that)
you know about the cofactor expansion right? https://en.wikipedia.org/wiki/Laplace_expansion
@soft burrow yep I know this but this is way too bashy
I'm looking for some type of way to manipulate the block matrices to calculate the determinant
well the goal is actually to find the eigenvalues
so it'd be more helpful if someone could lmk about that
Oh I finally get basis
I've always thought it was very abritrary that basis had to be defined based on a (euclidan) standard basis
but then when I learned change of basis
It makes sense that u cant change /define a basis unless u have some sort of standard
Unless I'm stretching my point?
Yes you can define a basis without any sort of standard. All the basis is a set of linearly independent vectors that span the vector space. To confirm that this hold for a set of vectors you don't really need to be aware of the standard basis
a basis is usually called standard when it has some properties that set it apart (intuitively or otherwise) from other bases, and most of the time this designation is somewhat arbitrary
i prefer to think of it as "the basis your space comes with, if any"
@dusky epoch Ah I think that encapsulates what I was thinking
So in reality it is "abritrary"
But it is it intuitive
like if it's the space of all polynomials of degree at most n
then you get the monomial basis {1, x, x^2, ..., x^n}
which is how you usually think of polynomials anyway
but the monomial basis isn't always the best to work with, depending on what exactly you're doing
@prisma cairn When I thinking about this: I was thinking about vector space in Rn
I was thinking in particular not necessarily the entirety of the vector space but the very elements in the vectors themselves
Those numbers don't come out of thin air, but I think Ann perfectly explains it
I don't really get what you mean, but ok yeah
are you wondering why the entries of vectors in R^n are real numbers? thats kind of... by definition
wanna learn linear algebra man
didn't you f in math though
f
Hello Peeps I need help
Is anyone available?
I dont want to come in in the middle of a problem
Just ask
I have an augmented matrix
I am unsure what operation I need to perform to find the distribution of grassland, shrubland, forest at the end of the year
or how you recognise which operation to perform
I can paste the matrix
Yeah
so just write down the recurrence equations - the distributions of grassland, shrubland, forest at year (n+1) in terms of them at year n.
Then rewrite that as a multiplication of a matrix by a vector:
$$
v_{n+1} = A v_n
$$
ConfusedReptile:
and then a) is just finding the inverse of the matrix and applying it , and b) is finding eigenvectors of the matrix.
it's a cool task by the way, I wish our algebra teacher gave us more such tasks and fewer hardcore proofs ๐
hi i still need help on how to find the eigenvalues of this matrix https://images-ext-2.discordapp.net/external/oGvwtPNjHul4iAk6KpM8jJili3iRbdzpfBs5onEGPdA/https/media.discordapp.net/attachments/540211747613704221/759927441958895666/image0.png
I just wish I understood it... this is our final assignment and I am still trying to get my head around it
think of each grid box as a block matrix
@tall surge what's in the fourth box?
only zeros?
I just wish I understood it... this is our final assignment and I am still trying to get my head around it
@mental pawn What part do you not understand?
So I haven't even practiced one of these
it's brand new
I need repetition lol
so writing the equation formally
as you've done
I'm just thinking about what that would be with the numbers I have
okay so just to clarify ... part a is just the inverse of the square matrix
well, if A transforms $v_n$ into $v_{n+1}$, $A^{-1}$ transforms $v_n$ back to $v_{n-1}$
ConfusedReptile:
@tall surge Just because people are asking questions ... doesn't mean they are stupid
@tall surge that's not it, though, it's very much linear algebra...
so yeah, to solve a) the simplest way is just to calculate the inverse and apply it to the vector provided
Yeah but I'm unsure from this problem what the vector is
Just because people are asking questions ... doesn't mean they are stupid
@mental pawn what????? when did i say you were stupid
I suppose it's the ifnal values of the shrubbery
lol
sorry I misinterpreted your question
lol
er your statement
I misinterpreted you Jay007
lolol
yeah i got u lol i just said that bc I had a question ๐
I thought you meant I needed to move to precalc because I was so stupid
lolol
๐
Okay well I wrote all that donw
down
ANd now I am going to experiment with it
thank you @dawn remnant
Yeah but I'm unsure from this problem what the vector is
@mental pawn
Just $\vec{v_n} = (D_n,S_n,A_n)^T$
So I did something where I solved it by rref and came out with some numbers ...
ConfusedReptile:
(it's a column vector, but I don't know how to write those in LaTex, so I wrote it here as a transposed row vector ๐ )
not sure what you mean
ah
See, that's like saying "from the question it doesn't seem clear what equation do they want me to solve" ๐
๐
The question doesn't mention at all what to do. It wants you to solve a task.
How to do so is up to you. It just happens that linear algebra is one of the tools that can help, and this is why this question is in a linear algebra course despite not strictly speaking mentioning any matrices.
you can choose the vector to be (D,S,F) and get one form of A, or to be (F,S,D) and get a different form (with swapped rows, I think)
whatever way you decide to do it, you should obtain the same answer in the end, because ultimately this task is about certain (linear) recurrence relations
Ohh
I really appreciate your input thanks
is it like a transition vector?
wait no
transition matrix
that's it
This is a Markov process?
basically:
- Write down the recurrence equations - that is, write down $D_n$, $S_n$ and $F_n$ in terms of $D_{n-1}$, $S_{n-1}$ and $F_{n-1}$. This is the "essence" of the task - a) ask you to find $D_{n-1}$, $S_{n-1}$ and $F_{n-1}$ for a given $D_n$, $S_n$ and $F_n$, and b) asks about the fixed points of this system.
To solve that, start actually introducing linear algebra stuff:
2) Convert that system of equations into a matrix
3) Your system now looks just like $v_{n} = A v_{n-1}$, which is something you can do all sorts of cool linear algebra stuff with.
ConfusedReptile:
This is a Markov process?
hmm, I don't think so - IIRC there you have discrete states and a matrix that transforms a state vector (representing a probability distribution over states).
Okay I'll disregard that
also, note that you can technically solve this without using any LA at all
Oh yeah I know
I feel like I am on the cusp of everything clicking but I'm just not there yet
I mean, you'll essentially be reinventing LA, but you can technically just do:
a) just solve the system for (D,S,F)_{n-1}
b) set D_{n+1} = D_n and the same for S and F and solve the system (or prove it's unsolvable)
Oh hang on
nods
So these distribution vectors are they always in a binary form like 1 0
like unit vectors... or am I way off there?
I'm not sure, but I think you can also have your state vector be a probability distribution
like, in the case where the transitions aren't guaranteed, but probabilistic
oh /me nods
Okay well you've given me a lot ot work with I'm going to give it a go
thanks a lot ๐
I don't really get what you mean, but ok yeah
@prisma cairn lmao tbh I dont either I was super tired, but I get it
And i dont wanna think it about too much or else imma just confuse myself even more
@dawn remnant I get it now
@dawn remnant The vector for the end of the year is [0.36, 0.37, 0.27]
for example, yeah
Well for this problem
I mean
I mean for this problem.
Oh my god
I think I get it
Because the transformation is linear, scaling a vector by a constant will just scale the result too
so you could have also went with [36,37,27], for example
Sure sure
but yeah, [0.36, 0.37, 0.27] would be my choice, for them to sum to 1
And I discussed that with my tutors

thank you for the massive dopamine rush ... bye now
easiest way to learn linear algevra?
Learn linear algebra
youtube?
Yes
Lecture 1: The Geometry of Linear Equations.
View the complete course at: http://ocw.mit.edu/18-06S05
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
.
write out the equation AB = BA as a linear system of 4 equations in 4 unknowns, where the unknowns are the entries of B
Hi. If I'm given a matrix Amxn the maximum matrix rank is the lower value between m and n, right?
no problem
If you need i can rewrite
Nice, thank you
because then you are "changing" the columns here we are just changing the order
AB = BA
Implies A and B commute
When M1M2 does not = M2M1
@rugged basalt That's not associative property, you're commutating
I don't understand
Or "are commutative"
Associative is (A.B).C = A.(B.C)
its because when you try to commute you are flipping rows and columns
you dont in associative
try some examples with 2x2 matricies
do some examples
seriously that will help i dont mean to be glib
like very easy numbers
its a good question
ok
shit you dont even have to do a 2x2 matrix just do a 2x1 vectors
ifyou want ๐
keep your numbers simple
This is a rlly basic question but
Does the 2 in 2x1 represent the amount of horizontal rows or vertical columns?
It's rows right?
ohhh
i think i get it now
I was mixing up vectors and matrices
Writing it down did help
it happens with matricies too
what does?
associativity but not commutivity
oh like (m1m2)m3 = (m1m3)m2
one is associate one is commutive
but are they not the exact same things
they m1 m2 and m3 are all unknown
On both sides you multiply in the brackets first, and then multiply by the one on the outside
yea but m1 m3 m2 is not the same as m1 m2 m3
im so lost
where are youlost
here
lets use a b c
a b c != bca
but
(a b)c = a (b c)
being on the left or right is important for matricies
but doesn't abc = bca
oh
should help
im just thinking using numbers
๐ gotta get use to matricies
ripp
no worries
(a b)c = a (b c) = a b c = bca
yes
does it not
no
both of those equations are the same things
wait why did you edit it
they are not for matrix multiplication
do some examples man
seriously itll help you to see it
yes it does
and a(bc) = bca
no
how
because it matters which side the matrix is on
yes
when doing the multiplication

how is this false
the union of 2 lines
to be a bit more explicit
Namington:
then both of these vectors are in the union
Namington:
hence this is not closed under addition, so it is not a vector space (ie not a subspace)
this is just an example of what plurmorant was saying
hope you like solving cubics
im not sure if this fits here but i have a line and I don't know how to interpret the curve notation
its just a linear line
like what would be the y=mx
@rugged basalt Getting an equation for the determinant we get. a[(ba+b)(a)-(3a)(-1)] - 0[whatever] + a^2[(2)(-1) - (a)(a)] = a[ba^2+ba+3a] + a^2[-2-a^2] = a^2[ba+b+3]+a^2[-2-a^2] = a^2[ba+b+1-a^2]. so we get a = 0 works. also ba+b+1-a^2 works. or b(a+1) = a^2-1 or assuming a!=-1 b = a-1 since a^2-1 = (a-1)(a+1). If a = -1 then b can be whatever you want
i think so anyways
might have made arithmetic error
Ok so I set the entries of B to a b c and d
Then solved for AB and BA and then made each element in the AB matrix equal to the corresponding element in the BA matrix
Which gave me 4 equations
1). -2a + b = -2a
2). b = -2b
3). -2c + d = a + c
4). d = b + d
Am I even on the right track? If so, what do i do now
well, solve these four equations for a,b,c,d. Also see the hint - you'll get at least a linear space of solutions.
What does "a linear space of solutions" mean
Also, I solved for b = 0. I don't see how I could solve for anything else
well, for example, the system:
$$x + y = 1$$
$$x + y = 1$$
has not one solution, but rather a linear space of solutions: $x = 1-y, y \in \bR$
ConfusedReptile:
wait would the matrix just be:
Also, I solved for b = 0. I don't see how I could solve for anything else
@rugged basalt Seriously?
b = 0 from second equation. First equation is just 0 = 0, always true. So is the fourth one since b=0. We are left with one equation:
$$ -2c + d = a + c \implies c = \frac{d-a}{3}$$
ConfusedReptile:
so $b=0$, $c = \frac{d-a}{3}$, and d and a are arbitrary real numbers.
ConfusedReptile:
That's actually a two-dimensional space of solutions, even.
how do u know they are abritrary real numbers?
for any a and d, (a,0,(d-a)/3, d) is a solution.
that's how the answer normally ends up looking when you have fewer equations than variables
Could:
1 0
0 1
be a solution?
I remembered we learned about something called the identity matrix
Sorry to stray away from what we were talking about for a sec
as you can see, it indeed matches the formula for a = 1, d=1
and yes, it's a good idea to check that
since the identity matrix commutes with everything (not surprising, since it does nothing) so it would be weird if we solved for "all matrixes that commute with A" and didn't get the identity matrix among the solutions.
so the answer is:
$$
B \in {\begin{pmatrix} a & 0 \ \frac{d-a}{3} & d \end{pmatrix} | a,b \in \bR}
$$
ConfusedReptile:
ah, yeah, that's a typo
$$
B \in {\begin{pmatrix} a & 0 \ \frac{d-a}{3} & d \end{pmatrix} | a,d \in \bR}
$$
ConfusedReptile:
wait i set the top right corner to c
so wouldn't the bottom left corner be 0?
and the top left = d-a/3
then they'll just be in a different order, doesn't matter much.
so can i just switch them and it'll be fine?
what is meant by derivatives being linear?
@slim gyro
it means they are linear i.e the function for calculating derivatives is a subspace
@ocean sequoia
Re: https://discordapp.com/channels/268882317391429632/540211747613704221/759916088946589707
This is Axler 1.C. You're "not yet expected" to know what linearity is (that comes at chapter 3). It's not essential, but it is helpful.
You are only asked to show that such a subset of functions is a subspace.....
for this reason, just use the rules of differentiation you'd have learned in a first class in calculus: https://en.wikipedia.org/wiki/Linearity_of_differentiation
if this is confusing you, just assume the rule are true (they are) and prove the subspace req.
In calculus, the derivative of any linear combination of functions equals the same linear combination of the derivatives of the functions; this property is known as linearity of differentiation, the rule of linearity, or the superposition rule for differentiation. It is a fund...
Is there a special way to calculate the magnitude of a column vector with complex entries?
Like I need to choose a to normalize this vector
$$\begin{pmatrix} a \ ai\end{pmatrix}$$
deadpan2297:
but when calculating the absolute value in the normal sense gives 0
$|v|^2 = (v^*)^\intercal v$
jacob:
What does it mean by solve the three systems of equations
Like what am I trying to do?
it's just solving for those 9 variables
those will be the elements in the inverse matrix
ohhh, gotcha
thank u
What does it mean by "check your work by calculating AA^-1" though?
what is AA^-1?
this is A
A^-1 is its inverse
what do you get when you multiply A and A^-1 (the inverse you found) together?
(you SHOULD get an identity matrix if you did it correctly)
@dreamy iron thank you, that's very helpful!
but here, v1 could also be a zero vector and x1 could be non zero?
how is this correct
is this meant to be the solution to a problem
please do
sry i should hv sent before
for the second one, how can it be linearly independent since x1 could be non zero and v1 could be 0
They explicitly say v1 and v2 are not zero.
If $U= [\bold{u}_1\dots\bold{u}_n]$ is a square matrix. How can I prove that $U$ is semi orthogonal iff $\bold{u}_j\neq 0$ for $j=1,\dots, n$ where $\bold{u}_j$ is orthogonal on eachother
homomorphism:
I just need a place to start
I was thinking of $U$ semi orthogonal $U^TU = I \Rightarrow \bold{u}_j \neq 0$
homomorphism:
find three linearly indepedent polynomials in W
I think I'm confused by the coefficients c0 ... c3. I thought T has a domain with rank 3
from my understanding, I have to find three sets of c0, c1, c2, c3 that satisfy f(-4) = 0
"domain with rank 3"
dim(W) is 3 if that's what you were trying to say
also what's c4
then my isomorphism is the linearly combination of a(first lin indep poly) + b(second lin indep poly) + c(third lin indep poly)
ah my bad c4 is typo
0+16*(a-c)x+4(b+c)*x^2+(a+b)*x^3
edit: it doesn't
does this work?
@ocean sequoia
So I can do the math behind PCA its the eigendecomposition of the covariance matrix cool but I feel like a computer. I don't get the intuition behind why that tells us anything could someone help link the eigendecomposition and dimensionality reduction? I get how we uncorrelated the data because the eigenvector will be orthogonal to each other but i keep seeing the term projection I dont see where there is any projection going on here
I'll explain it to you
So basically what you want when you do a PCA is to dind the axes or plans (rarely higher dim spaces) that most explain the variation in your data
The eigendecomposition helps you do that
yea because the axis is basically the eigenvectors right
which are all orthogonal to each other
edited
The variance is explained by the eigenvectors
in the eigenbasis arent the eigenvectors the axises?
They are
Wait
this sentence is confusing
Your eigenvectors form a new basis
and each vector is an axis
yea sorry thats what i meant
im still working on making sure my language is exact
i tend to struggle with that because I dont come from a pure math background so I sometimes handwave terms
So when you've done that work, you know that these axes explain the variance, but what does each one explain (wrt to the original data)?
The way to figure that out is to look at where your original vectors are wrt to the new basis
and if they are "close" to an axis or plan, then when you project your vectors you aren't losing much info
and if they are "close" to an axis or plan, then when you project your vectors you aren't losing much info
@wanton spoke are we projecting the covariance matrix? or the original matrix?
The columns of the original matrix
Each one may be better explained by a different axis
ahhh
ok
so then when we get that result the columns that are closer by projection which will be larger vectors are the columns we want to keep
because if we project a onto b the size of b doesnt matter right?
it's not really "closer by projection" (since by def of a projection you'll be in the space), you're looking at whether the original vectors similar to their projection (e.g you write your vector as sum of projection + an orthogonal vector, you'll want the orthogonal vector to be small)
The columns you'll want to kezp are those that don't lie in (or close to) the same axis
Because they basically tell the same thing
so the second part makes sense there
you're looking at whether the original vectors similar to their projection (e.g you write your vector as sum of projection + an orthogonal vector, you'll want the orthogonal vector to be small)
@wanton spoke
why are we writing the new vector as a sum of projection and orthogonal vectors?
The projection you do is an orthogonal one
so by pythagor the vector is the sum of it and an orthogonal vector
ohhh
Let me draw sthg
ok
so let's say uk is your eigenvector, and Delta uk is the axis generated by this vexcto
I called Psi the factors
oh wait i think i get it the smaller the orthogonal projection the closer yi is to delta uk which should mean yi is a better indicator of variance
Basically each component of Psi-k is the orthogonal projection of the i-th column onto the k-th axis
i think
some columns are useless as they tell the same thing or almost as other columns (the columns are heavily correlated)
So you'll want to trim that down and keep only a few columns in order to avoid redundancy
oh wait i think i get it the smaller the orthogonal projection the closer yi is to delta uk which should mean yi is a better indicator of variance
@ocean sequoia it's not the orthogonal projection that need to be small but the component orthogonal to that projection
yes sorry
the smaller the sum of the orthogonal competent the better the indicator of variance that column is
is that correct?
If it's small, then it means the axis is a good representative of this column
For dim reduction, you'll look at how many axes are good representatives
and so certain axis can be better representations of multiple columns
Ans that number will be your new dimnension
Yep, if multiple columns are well represented by one axis, then you can eliminate some of them
And keep just one
ok so we can drop certain columns from the variance covariance matrix?
so if multiple columns are expressed by one axis we can just keep the vector that is closest to the axis?
Yes
because that explains most of the variance
Yep
if thats correct i get it
thats one of the best explainations i have ever heard
thank you so much
if we were on reddit id guild you
hot damn that was so well explained


np
Tbh now that I think about I had found good explanations (way better than what I just did) on PCA on stackexchange
Lemme see if I have saved them
just to make sure you'll look at how many axes are good representatives and if one axis is a good representation of multiple columns that means the column with the smallest orthogonal projection is good representation of the axis so its the best representation of the variance in that data
I think it was that
Tho I just skimmed through rn
just to make sure you'll look at how many axes are good representatives and if one axis is a good representation of multiple columns that means the column with the smallest orthogonal projection is good representation of the axis so its the best representation of the variance in that data
@ocean sequoia yep almost, just be careful, orthogonal projection isn't the orthogonal component of the sum of the two vects


Wait I think I said something not really true, because one way to do the dim red would be to remive columns from the original matrice, but a better way would just be to keep few factors that explaon most of it
Since in one case you lose info
Tbh I've mostly used PCA for descriptive stats, not so much for dimensionality reduction
oh ive heard it used for dim red
thats why i was going through it hahaha
i do know you lose info
https://i.imgur.com/3uK7cTG.png can someone help translate this problem for me? I have problems understanding set builder notation
Yeah it can be used for dim red
I've just not used ut luxh in that context
and yeah you do lose info
Vur I think you lose less info if you keep the factors
what do you mean by factors
The problem with the principal components is that they're harder to interpret
Yep
it depends on your goal
The thing with removing the initial columns is that there may complicated relationships between variables
that also makes sense tho because those principle compents will literally be the new basis for the covariance matrix
If it's like we sais above and columns are well explained by a single axis, then yeah you just do the dim red on your initial data
But what if it's a combination of axes that explain it well?
shit yea this is the first time im using it in practice so
hm yea so i guess i can train the model on the principle components?
Well I don't know what's your end goal
ah its a competition so i cant share anymore without cheating
ah
could i drop the lower principle components then move back to the old basis
each component is a combination the original columns
like we perform the covariance matrix is in the standard basis(probably) so could i just drop the respective entries and move back?
So yeah you can keep them but they'll also be harder to interpret
That's usually the trade-off of PCA
hmm moving back to the older basis seems like a bad idea to me (and can't really be done anyway)
wouldnt the new basis be in Q Lamda Q^-1?
wait no it would just be Q
right
those are the eigenvectors
does what im asking make sense
since you're in lower dim
like idk how you would perform analysis on something thats Q Lamda Q^-1
which is the eigendecomposition which holds the princple factors right
what is Q and lamda
if this good place for graduate level linear algebra? Trying to figure out when ||A||_=||A^||, where * represents dual-norm/adjoint
||A||=||A||
Yeah well if you remove columns then your matrix isn't square anymore
true idk how to perform analysis on Q Lamda Q^-1 
maybe just drop columns and hope for the best
isnt that how we do the eigendecomposition of the covariance matrix
isnt pca the egiendecomposition of the covariance matrix
So lambda is your covariance matrix?
and what do you want to do with that
I'm confused, are you doing that after the PCA?
Or are you referring to how you get the PCA
oh
Well the axes are in Q
and the principal components are YMuk with uk an axis, M your metric and Y your data
yea
ok
hm im just not sure how we use it for dim red
I cant just go around dropping axises
im assuming
look up inertia contributions
can anyone help me do elimination
anyway np
Have you solved the systems of equations?
does anyone know what the cross product of orthogonal vectors is
does anyone know what the cross product of orthogonal vectors is
@wintry steppe nothing more special than the cross product of any two nonparallel vectors, I don't think.
I get how to find the determinant
I got a - b^2 = 0
But what does that tell me about the solutions?
if the determinant is zero, then there can't be a unique solution, because there exists a nonzero vector v such that $A v = 0$
ConfusedReptile:
and therefore you can add a multiple of v to any solution to obtain another one - hence infinity or 0 solutions.
you'll have to check whether there is a solution, though. I think.
What is a unique solution @dawn remnant
The case where there's exactly 1 solution.
And when would that occur?
Does a solution refer to a different vector that can be created with a given vector and matrix?
Like Idk what a solution even refers to @dawn remnant
@rugged basalt I mean, this task is about the equation A x = k, where A and k are given, and the task is about when there exists solutions for x (that is, vectors x that match this equation).
The lines are parallel, how can I calculate the shortest distance between the two
Can I just get the difference of the two poitns
then get the norm
hey does anyone have any examples of vector spaces with strange addition/scalar multiplication rules? i need an example for a tutoring session tomorrow and the professor already used the u+v=uv, ku=u^k in class which is the only one i know.
does a spanning set always have to have atleast one solution?
hey does anyone have any examples of vector spaces with strange addition/scalar multiplication rules? i need an example for a tutoring session tomorrow and the professor already used the u+v=uv, ku=u^k in class which is the only one i know.
@hollow finch Define a"+"b by a+b+1 and c"โ "x by cx+c+x. (These are actually ring operations over the reals.)
more generally you can use this result to construct more examples: https://math.stackexchange.com/a/1911327
it also might be good to just present some examples that are not numbers, e.g. the vector spaces of polynomials, sequences, functions
you could spice things up by presenting those typical examples + an additional condition; e.g. define the set of "Fibonacci-like" sequences by
$$\mathrm{Fib}:={(a_n)\in \mathbb{R}^\mathbb{N} ~:~ a_{n+2}=a_{n+1}+a_n\text{ for $n\geq 0$}}.$$
Then $\mathrm{Fib}$ is a real vector space.
bastian.uwu:
@soft burrow I was not expecting such a thorough answer, thank you!
I am a bit confused about the first example because 1x=2x+1โ x unless im misunderstanding
oh, the "1" is different in that example. what you should verify is that there exists an element, say $e\in \mathbb R$ such that for all $a\in \mathbb R$, $e\otimes a =a(=ea+e+a)$. Thus $e=0$.
bastian.uwu:
it can be slightly confusing but it helps to break our intuition of what "addition" and "scalar multiplication" should look like, for the sake of understanding the abstract definition. (that's why it's an example often presented in abstract algebra.) if that's your goal then it might be a good example, otherwise focus in the typical examples for the TA session
(btw the "0" in addition is different too! ||it's -1.||)
Hm that definition of scalar multiplication still seems to fail the axioms of a vector space :(
Is it perhaps over a different field than R?
the addition operation does work though! im definitely using it
i suppose i would just need a definition of scalar multiplication that goes with it such that all 10 axioms are satisfied
the form should be in (-a+b) + (-b+2c)x + (-c+3d)x^2 + (-d)x^3 and then I'm stuck
is the matrix immediately a 4x1 with the coefficients in the polynomial above as its terms?
the matrix is 4x4
it contains the coordinates of the images of your basis vectors under F1
so the first column is the B coordinates of F(1)
second column is B coordinates of F(x)
third column is B coordinates of F(xยฒ) etc.
F(x) = x' - x = 1 - x and [1-x]_B = [1, -1, 0, 0]^T so there might be a sign error in your second column
i didnt check the others because im too lazy
but you get the idea
this is how you get the matrix for any transformation
you apply the linear map to your basis vectors and then use the canonical basis isomorphism
this is how you get the matrix for any transformation
I'm applying it in the next part now
i didnt check the others because im too lazy
no worries, this explanation is very helpful already, appreciate it
i dont think its a good idea to construct a matrix for the next part because the size is variable. you can argue at the level of linear maps
note that a linear map is fully defined by the images of basis vectors
is the ker(F0) not the set of all constants?
and the range(F0) is a basis with n-1 vectors consisting of each column vector except the first
you got the kernel right, what you say about the range might or might not be true because you didnt say which basis
make it concrete and write a proper proof
Choose a basis for $\mathbb{P}_n$ like $B = \qty{p_k = x^k \mid k \in \qty{0, \dots, n}}$.
is the bot offline? :(
bot?
ok guess i have to be my own bot now
and then you apply F_0 to the basis vectors
the range of F is just span{F(p_0), F(p_1), ... F(p_n)}
F(p_0) is in the span?
sure
the zero vector is in every vector space
i didnt say that this is a basis for the range
ah right
since F(p_k) = k p_(k-1) for k >= 1
you can see that the range is span{p_1, p_2, ..., p_(n-1)}
the basis should be span{F(p_1), ... F(p_n)}
yea exactly
but I need to formally write it
the set of the images is linearly independent if you take out the F(p_0)
because the basis was linearly independent
and k != 0
so they are a basis for the range
just that simple? is that considered a formal proof since I found a basis
so we first express the range of F0 as span{F(p_0), F(p_1), ... F(p_n)} but note that it is lin dep.
then in considering the removal of F(p_0), the set becomes lin indep and thus the span is a basis for the range
yes, but you dont even need a basis
you just need to show what the range is
of course a basis is nice to have
range(F) = span{F(p_0), F(p_1), ... F(p_n)} = span{x, xยฒ, ..., x^(n-1)} would be sufficient
matrix will take more effort because you cant even draw it.
since the dimension is n
right
linear maps as in the transformation of one basis to another?
or the literal transformation
not sure if that made sense
you should always argue on the level of linear maps if you can. dont try to force them onto a matrix unless you have good reason to
like in problem we just solved
okay I'll keep that in mind moving forward
that helps in part c as well
then I can determine isomorphism based on dimension instead of drawing a matrix with variable size
and linearity
sure
I'm stuck on linearity
differentiation is linear
I don't think its sufficient just to state so
oh its that trivial
just as (c p)' = c p'
the exercise even states that F_k is a linear operator
i mean its obvious and i dont think you have to show it
you should be concerned with the isomorphism part
linear, same dimension, injectivity proves isomorphism
yes, and a linear map is injective if the kernel is trivial
well the dimension definitely still holds because the polynomial still has a highest power of n
the last term of the transformation remains to be an*x^n
you have lots of options here
for example you can take the image of basis vectors again
i think that is what i would do
and then use the rank nullity theorem
or just be done anyway
if you can show that the image of all basis vectors is linearly independent
then you have full rank
and then it must be injective
okay this isn't so bad after all
we know the dim of range is n-1 from finding the basis just now (though not necessary). and the dim ker is 1 since its trivial and everything carries forward from there
if the kernel was trivial it would have dimension 0
and i cant really follow your reasoning
let me tidy my thoughts with the previous parts first and I'll write out something more clearly to solidify my understanding
if you can show that the image of all basis vectors is linearly independent
@spiral star we know its linearly independent based on the assumption that k=/= 0, then the image is the span of all the basis vectors, thus rank = n
therefore by rank-nullity, n + 0 (since trivial ker) = n = dim(F_k)
well yea but how do you know its linearly independent
the basis vectors are 1, x, x^2, x^3, ... x^n
so?
isn't it just definition, they can't be represented by any linear combination of each other
you need to show that the images are a basis
those are not the images
you need to show that F(1) F(x) F(xยฒ) ... are a basis
it suffices to show that they are linearly independent
range(F_k) = span{F_k(P_0), ... , F_k(P_k)}
yes, but why is range(F_k) = P_n
thats where you need to show independence
if you choose to go that route
theres something I'm missing or not understanding let me spend more time with this
one (unfortunately a bit involved) way to show linear independence of the images is by literally applying the definition
take scalars lambda
such that the linear combination is 0
and then show that each lambda must have been 0
by using the basis you started with, after a bit of algebraic manipulation you get
and this implies already that all scalars were 0
of course there are other ways to show injectivity
So this is my first ever post, so I'm sorry if I'm not too accurate. But I have this excersice in matrices where I would have to compute B^TAB, from a symmetric matrix A, and a invertible matrix B. How could this be done?
If Anxn is diagonalizable and invertible , is A^-1 diagonalizable , would that also hold for A^T
i'll just an alternative proof that leads to the same answer. you can also take a vector that is in the kernel and show that it must have been the zero vector
you will get the same answer
I have a linear code where messages abc are encoded to abcde such that d = a+b and e = b+c, and I am trying to find a generator matrix for this. any help would be appreciated :D
nvm I think I got it
Is an orthogonally diagonalizable matrix orthogonal ?
not in general
you can find numerous counter examples
for example, hermitian matrices will have an orthonormal eigenbasis
but being hermitian doesnt imply that they are invertible
if a matrix is orthogonal it is necessarily invertible
so every hermitian matrix that isnt invertible would be a counter example
i guess if you want a concrete examples lets go with
[ \mqty[1 & 0 \ 0 & 0] ]
Flow:
dim(U) <= dim(W) and dim(U) >= dim(W), but I don't know if the way I got here was right
all you need to know is that there is an isomorphism between U and W
doesnt matter how it was constructed
oh okay
finite dimensional isomorphic spaces always have the same dimension
T must be surjective
I know a and c are true, and b is false. just not sure about d
well just think it through
check what happens if S was either not injective or not surjective
we know S must be injective
yes
so just check whether if S is not surjective and it still holds?
well the trick is to assume dim(V) > dim(U)
you know S must be injective, but now it cant be surjective anymore because you lack dimensions
so S does not have to be surjective
ohhh so that proves that S does not have to be surjective
the wording is so confusing
so do I tick the box or not?????????/
then its injective and surjective
yes
then S is isomorphic
and ToS is isomorphic
so this just means it doesn't matter whether or not S is surjective
well the wording is a bit off but you got the idea
S would be an isomorphism and the spaces U and V would be isomorphic
well I didn't tick the box and it said it was right
the statement is asking you whether it MUST be true that S is surjective
but it doesnt have to
we found examples for either case
so you cannot say anything about S being surjective or not
the only thing you know for sure is that S would be injective
was it that bad? ๐
i think it was quite easy to think of counter examples for those statements that werent true
for example you could disprove b) and c) with the same example
take U = V= W and T = S = id
what is id
identity
oh ok
id(v) = v
since U = V, obviously dim U = dim V
and id composed with id is again id
and id is an isomorphism
so it is surjective in particular
that disproved both b and c
and to disprove d) you can take U = V and dim(V) < dim(W)
then S = id and T some injective map
TS is a composition of injective maps so it is also injective
but T cannot be surjective because dim V < dim W
so TS is not an isomorphism
I'm glad that there exists such a smooth flowing solution
but realistically, I can't redo it on an exam
its my thought process that needs to improve (or experience)
you get experience by writing proofs
you can try to formally justify my arguments for example
and then you will get more intuition for how and why it works
one example would be to argue that if dim(V) < dim(W) then there is no surjective linear map f: V -> W
sorry, don't mean to change the topic, but for the previous question I asked about Ker(F_0) to be the set of all constants, can I write it as Ker(F_0) = Span{1}?
or Ker(F_0) = R
if you identify R with a subspace of P_n then you can do this
span{1} works too
both is fine :)
okay, I'll take that
if you identify R with a subspace of P_n then you can do this
could you elaborate on this, not quite sure what you mean
i gotta go now, i can explain later unless someone else will do it in the meantime :)
please come back later I still have more questions ๐ฆ but appreciate your help flow, thank you very much
Hello guys ๐ , I do have a statement to prove but I cannot find a way to do it
Here is the statement :
$u \cdot v = u^Tv$
Ann:
could you elaborate on this, not quite sure what you mean
@dim venture i dont think its worth going into this. anyway, there are different ways to define P_n, for example as a subspace of R^R or via formal polynomials. if we choose the subspace of R^R, then you could define P_n like so
and then you will find an injective linear map from R into P_n
which identifies a real number c with the constant function f(x) = c
so there is a subspace of P_n that is isomorphic to R
Can someone explain how to do this
https://gyazo.com/4aad8a91cab49959973ec7ca5f4d21f2
^hoping to get some help with this question but C9 World Champ asked a question first
Is the dimension of the null space of the conjugate transpose equal to the dimension of the null space of the original matrix
Nope
The answer is given in an exercise lol
if AX = 0 has a nontrivial soln, does that mean AX = y will not have a unique soln
No
If AX=0 has nontrivial solution then for some y, the equation AX=y does not have unique solution, and for some y the equation AX=y has no solution
hmmm
i see
if i say that AX = 0 is consistent, i mean has a soln then A's columns are linearly independent right?
if "consistent" is "has no non-trivial solutions", yes.
@soft burrow that's not what consistent means
@hidden ember AX = 0 is consistent always, regardless of what goes on with the columns of A
good to know, never heard of that term
i am talking about linear independence tho
yes, and?
the linear independence or lack thereof of the columns of A says nothing about whether or not the system Ax = 0 is consistent
because Ax=0 is always consistent
no
I don't understand lol
i need help with the last 2 parts
wait
is the transpose of an orthonormal set
equal to its inverse
Last two parts? Representing x as a linear combination of the basis?
If so, the "simple formula" is that the coordinate for a given basic vector in an ortonormal basis is just the scalar product of the vector with that basis vector.
so $\alpha_2 = x \cdot x_2$, for example
ConfusedReptile:
A rectangle has a perimeter of 60cm. The length of the rectangle is 3 inches less than twice the width. What is the length?
feel like smooth brain bc I can't solve this
I would let the width be x.
What's the length, in terms of x?
Also, not a linear algebra question haha. We can finish this here though real quick
Hey, if a set has a 0 vector in it ? Is that whole set โlinearly dependantโ
Yes
Do you know the definition of linear dependence? There's a nice equation for it
I think so, itโs dependent if there is a linear combination right ?
v,u,w are linearly dependent if
au + bv + cw = 0
Has a non-trivial solution
For a,b,c
Basically, "is there a way to combine these such that I can get the zero vector?"
given a set of vectors ${v_i\mid i\leq I}$, this set is called linearly dependent if $\sum_{k=1}^{I}a_iv_i = \mathbf{0}$ has a set of solution scalars ${a_i \mid i\leq I}$ such that not all $a_i$ are equal to $0$
Namington:
if 0 is in your set then
just set all the scalar coefficients on all the other vectors equal to 0
and the scalar coefficient of 0 equal to 1 or whatever
then you have $0v_1 + 0v_2 + \dots + 1 \cdot \mathbf{0} + \dots + 0v_I = \mathbf{0}+ \mathbf{0} + \dots + \mathbf{0} + \dots + \mathbf{0} = \mathbf{0}$
Namington:
but the coefficient of one of your vectors (0) is not 0
and yet this sum is equal to 0
so it must be linearly dependent.
Iโm on part b, do you think my explanation is good for credit or naw ?
Sheโs just asking if the set is dependent or independent, and I understand that itโs dependent but Iโm not sure if my explanation is good
I have no clue how detailed an explanation they want since I don't know the rigor standards of your course
I'll call those "vectors" u, 0, w
Then if we have the equation:
au + b0 + cw = 0
You can solve it with (a,b,c) = (0, 1, 0)
That's a non-trivial solution, and so this set is dependent
@tall thunder
You've got to at least know the def lol. I don't think even engineering courses will let you get away with just ignoring it
Gotchya โ
Hi can someone help me with this
The questions asks to "highlight the error" and i literally don't see one
how do you add a scalar to a vector?
you can't add a scalar to a vector, but i dont see a scalar being added here
@strange dove what does the dot product give you
a scalar quantity
whats up
you sure?
yea, the x dot 2y is equal to a scalar, and then your left with + x - y which are vectors

f(x)=100x+600. f(1)+f(2)+f(3)+...f(n)=1,300,000,000. Assuming x is greater than or equal to 0 and x can only be an integer, how would you solve this?
Yes
How would I apply that to a function though?
alright, thanks
is there a particular strategy for gauss elim where the number of var exceeds the number of equations? I am supposed to get a row to be all zeroes right?
Can you integrate an augmented matrix
can someone give me an example of doing this
im not sure I can always get a row to be all zeroes.
Namington:
the number of variables clearly exceeds the number of equations
ok thats what I figured
but you certainly cant get a 0 row
sometimes you can though?
perhaps you meant the other way around; the number of equations exceeds the number of variables?
sure, sometimes you can, e.g. the matrix $\begin{pmatrix}1&0&0&0\0&0&0&0\end{pmatrix}$
Namington:
@ivory moon what do you mean by "integrate a matrix"?
matrices form a vector space so componentwise integration kind of makes sense
and that would, of course, work with augmented matrices
but dont expect something nice and linear out of it
@limber sierra
in what context is this coming up?
again you can do componentwise integration but it wouldnt really be satisfying in that case
you'd just be adding an "x" to the end of every number
I was just curious
(and ignoring constant terms because yuck)
Is that standard notation?
I meant for component wise integration over a matrix, is there a standard notation.
not that im aware of thedon
but if you just wrote something like
Let $\int A(x)\dd{x} = \left(\int a_{i,j}(x)\dd{x}\right)$ for a matrix $A$ of variables $x$
Namington:
I am not sure if I can just do augmented matrix operations here
and just convert it back and work it out
@pearl elm yes, that would be best.
ok
looks way better
i mean
fundamentally augmented matirces are systems of equations
theyre just a convenient representation
where we dont write all the variables
or the + signs
and instead arrange them in a nice row pattern to convey the same information
every operation on an augmented matrix is an operation on an equation of a system of equations
multiplying a row by C corresponds to multiplying both sides of an equation by C
adding a row to another corresponds to adding an equation to another (think the "elimination" method of solving linear systems, if you're familiar)
swapping rows is literally just rewriting your system in a different order

