#linear-algebra
2 messages · Page 151 of 1
determinant might not even make sense here
Hmmmm
if the matrix with these vectors as columns has a non-zero determinant. The set is of course dependent if the determinant is zero.
Google's answer
You can indeed use the argument of dimension
@copper stratus just use the definition of linear independence and linear maps
i asked the wrong question before. Is group can be defined as sub space if the vectors in it basiclly can create any vector in space? (talking only about Real numbers)
Anyway yeah I can do this. And so can you! @copper stratus
Take your linearly independent set and map it. Is this new set linearly independent?
Can you explain by map it? Like plan it out on a graph?
i like this attitude kaynex 😌
@rose umbra could you please word your question properly? Not quite clear what you are asking.
So naturally you'll need to make sure you know what a linearly independent set is
I mean I know what that is
It's when the only solution is trivial
right? @half ice
Yeah, but more importantly here, a linearly independent set is one that only has one way to span 0
@round coral what is the actual meaning of sub space? I know how to find out if a group is a sub space of particular space. but what does it actually means of the group?
its what it sounds
part of the space?
particular part?
or it means still the whole space definded by only specific group of vectors
@half storm so just defined area in space
@rose umbra Ok first important thing, vector spaces are abelian groups. To be a subspace of a vector space say V, you need to be subset of V and also inherit the vector space structure from V .Is it clear?
@round coral so its what i said right? i just tring to simply it to my word
its area that built of the sub space vectors
the group can define every point in specifc area (depends on the group)
I have never visualized it as an area. Just see it as a vector subspace. All the vectors in the vector spaces are defined in the vector space. The points you are referring to maybe are the one dimensional subspaces of vector space
Also it would be better to stop referring to groups in this, it is unecessary, we already know that vector spaces are groups, no more need to talk upon that
@rose umbra let me know if there is anything still unclear
still tring to analyze your comment lol
@copper stratus what does non-regular mean?
a stochastic matrix is regular if some matrix power contains no zeroes
a stochastic matrix is a matrix where the columns of the matrix add up to 1 (a probability matrix)
nvm got it
[1,1]
[0,0]
@rose umbra Not quite. A linear subspace is just a subset of a vector space that is also a vector space
that's quite litearlly it
so like $P^{2} \subset P^{3}$
The set of all polynomials of degree two is a subspace of the set of all polynomials of degree three or less.
TheDon
Not entirely sure how to go about this
I tried to develop an inductive hypothesis, but having troubles with that
The inductive hypothesis I got is: $(\sum_{i \neq j} a_ia_j) + \prod_{i=1}^n a_i$
moshill1
(3x3 was a_1a_2 + a_1a_3 + a_2a_3 + a_1a_2a_3)
@nocturne jewel what are the properties of the determinant which could be useful here?
Ummmm no clue tbh
Do you know the bilinearity of the determinant?
Linear with respect to columns, and linear with respect to rows
No. I meant that if you add a linear combination of rows (resp. columns) to a row (resp. column), the determinant is not changed
Yep
So do I add Rows/Columns or treat them as already added?
Like in the back of my head I understand why that property is important, but I dont fully see how lol
OH @calm hamlet i add a copy of all the other rows to each row?
R1 <-> R1 + R2 + .. + Rn
R2 <-> R1 + R2 + ... + Rn
...
You want to make the most zeros appear
What I did is that I substracted R1 to each other row
oh
Then you use the development of the determinant with respect to a row (or a column), and try to find a nice property about the determinants you have
development?
Hello everyone! I have a question that kinda makes me question my knowledge in Linear Algebra.
If I have a linear transformation / mapping f : R^3 -> R^3 and its kernel has the following parametric equation:
s * <3,-1,3> + t* <1,5,5> where t and s are real numbers.
The questions is which vector is in the image for f, in which I have 2 vectors, which is:
<11,2,14> and <8,8,16>
With Linearcombination, it is easily seen that <8,8,16> is in the kernel - but vector <11,2,14> isn't - that's why I would think that <11,2,14> is in the image, but it is <8,8,16> - can anyone tell me why?
picture room 
That's what we call in our native language - I don't know the english word for it :/
I apologize.
Oh I thought you were translating their username
$\begin{vmatrix} a & b & c \ d & e & f \ g & h & i \end{vmatrix} = a\begin {vmatrix} e & f \ h & i \end{vmatrix} - b \begin{vmatrix} d & f \ g & i \end{vmatrix} + c \begin {vmatrix} d & e \ g & h \end{vmatrix} $
Svet L'octogone
yeah
Things like that (development with respect to 1st row)
we call that expansion
lmao it's fine
everything will be 0 except column 1, row1, and the diagonal right?
So try to expand the discriminant with respect to a nice row or column, you will find interesting properties about the "sub-determinants"
Yes
col 1 is -a1 (except entry 1,1), row 1 is the same, and the diagonal is just a_n ?
(making sure I did it right cause i suck at the large amount of operations at once things lol)
What I would do is expanding with respect to the first column since all coefficients is - a1 except (1,1) and your sub-determinants will have a row full of 1 which will allow you to simplify the 1 (with the linearity) and find a nice property
det not discrim
ye it happens. always writing just det helps me avoid that 
Ty i'll remember the tip
say i have a linear transforming T: V->W and a corresponding matrix A with respect to the standard basis. V and W have the same dimension and the transformation is full rank.
would someone mind helping me
- determine a basis B (for W) such that the matrix relative to said basis is diagonal (or at least upper triangular)
- find the transformation matrix A' with respect to a given basis B (for W)
$T:\bR^3\to P_2,\quad T(a,b,c)=a-b+\frac{c}{2}+(b-c)x+\frac{c}{2}x^2$
nix
$[T]_{\epsilon,\epsilon'}=\begin{bmatrix}1&-1&\frac{1}{2}\ 0&1&-1\ 0&0&\frac{1}{2}\end{bmatrix}$
nix
is that at least right so far?
<@&286206848099549185>
You can probably reduce it more @hollow finch
wdym
Hey, anyone here?
I'm writing here to request some clarity on my notes as I (most likely out of my own lack of intelligence) am struggling to understand what's going on
Kindly feel free to @ me if you choose to respond 🙂 Thanks in advance 🙂
Why would the dim V be 2?
gimme a basis of V
{1, t, t^2} ?
are they all in V?
alright, you sniped it before i could even follow up
not sure i understand your question
i'll go finish my pizza
sorry ;-;
yeah
because p(0) = 0 so 1 can't be in it
exactly right
so you have {t,t^2}
those are definitely in V
are they a basis for V?
well they're linearly indepedent and in the span of V so they'd have to be correct
yeah for sure
there arent any quadratics (or less) that pass through (0,0) that cant be written as at+bt^2
so we got it
based on that being our basis, whats the dimension of V then?
It's be 2 then since they're 2 vectors in its basis
exactly right
Just didn't realize how exact I could get this question using the condition p(0) = 0
I just used the theorem that the dimension has to be <= P_2 since its a subspace of P_2
but glad I cleared that up
I also have C on this question which I just completely blanked on
Did fine on the rest of that question
alright so lets talk about the derivative of an at most 2 degree polynomial
whats the highest possible degree of the derivative of an at most 2nd degree polynomial
1
there you go
this is not linear algebra. check the pin
ahh alr
maybe you can use condition (i) to find a formula for the matrix 

it's literally trivial
null(T) is already a part of V
@dreamy iron it's just the identity transformation on null(T) into V
I think ninny wants to prove null(T) is a subspace
i mean i took the pic to mean that 1 through 4 were assumed
I can do that. I can prove null T is a subspace of the domain
lol. It’s that easy?
yes, null(T) is already in V
Where’s the trick
there is no trick
Why am i stumped by this?
It’s just the identity, is what the lecturer said too.....
But i don’t understand it
okay. Imma play with this
Oh. I need to show its injective.
indeed
it's easy to verify that it is indeed a linear map as well
n(a+b) = a+b = n(a) + n(b)
Is this a set theory proof?
(a, b vectors that is)
n(cv) = cv = cn(v)
uhhh
it's basically just an immediate proof
so if you have n(v) = 0
what is n(v)
also by the way do you know that injective <=> trivial nullspace
i can show you why really quick
<Insert heavy question mark >
so if you have M(v) = M(w) implies v = w, then that's just M(v) - M(w) = 0
wait. That i do know
which is just M(v-w) = 0
I can prove that
okay
I can draw the picture that show the nullspace of T inside V.
I guess Im having trouble showing that map is injective..... even though I see it.
(This forms what is called a short exact sequence.... and I’ve referenced videos on that from YouTube.)
Okay. So after a bit of finger exercises, I can prove that :
-
If the identity map exists between the nullspace of T and the domain of T, then such a map is injective
-
If the identity map exists between the nullspace of T and the domain of T, then such a map is a linear map.
How do I know that the identity map exists between the nullspace of T and the domain of T?
This feels like a stupid question.
It’s like asking how do I know I can assign elements of a set to itself
OR like asking how do I know a subset of some ambient set maps to itself in the same subset
If I just declared “An identity map exists between the nullspace of T and the domain of T”, then would I have to prove that??
i dont see why you cant just define it. nullspace of T is a subspace of the domain of T so nothing crazy happens if you define T_1(n)=n since youve already proved its injective right?
this question is a bit confusing to me in the first place
Okay i will define such an object exists
tex:
Let $A$ be an $n * n$ matrix with real entries such that $A^2 + I = 0$, then n is even.
Proof:
$det(A^2) = det(-I)$
We have $det(-I) = (-1)^n$ - (1)
If $\lambda$ is an eigenvalue of $A$ then it satisfies the characteristic equation $ x^2 + 1 = 0$
So we have $\lambda^2 + 1 = 0$
$$ \lambda = +i, -i$$
Since the determinant of a matrix is the product of its eigenvalues then we have
$$ det(A) = i(-i) = 1$$
$$ det(A^2) = det(A)^2 = 1$$ - (2)
From $1$ and $2$ we have $$ 1 = (-1)^n$$ so we have $n$ is even.
Is this proof correct?
Also is the result true when we have complex matrices ?
Zenquiorra
that's a problem
clear yourself up on that maybe
i have a hunch tho: is the T-cyclic subspace generated by v just the span of {v, Tv, T^2v, T^3v, ...}?
Can I not do
A^2 = -I
And taking determinant on both sides?
@dusky epoch
oh yeah, my bad.
pointed out the wrong thing
det(-I) = I^n ??
the right hand side is the identity matrix
Sorry, that was a typo, it has to be (-1)^n
no, it's (-1)^n.
Yes yes, assuming that, is the rest of the proof correct?
okay so this is a bit rounabout but yeah seems ok
Ok, can you please comment on what happens in the case of complex matrices?
Ann
Ok, that makes sense. Thank you!
I'm writing here to request some clarity on my notes as I (most likely out of my own lack of intelligence) am struggling to understand what's going on
Particularly in the 3x3 matrix which is the formal notation for the real canonical form
Please @ me if responding, thanks in advance!
Sorry for a very basic question, I do not understand change of basis very good atm. But how do you determine the "Change-of-coordinates" matrix from a Basis?
wut is ℝ and wut is cake?
tex:
Find the eigenvalues of a differentation operator D,
$$ D : (P_n(R) - P_n(R) $$
So, suppose $p(x)$ is an eigenvector for the eigenvalue $c$ , so we have $$D(p(x)) = c p(x)$$
Let $p(x) = a_0 + a_1 x + a_2 x^2 ...... + a_n x^n$ , we have $D(p(x))$ has degree $n - 1$ for a polynomial $p(x)$ of degree $n$.
Now how do I find value of $c$ here?
Zenquiorra
There is no eigenvector
@native rampart So what about I + D?
$$ ( I + D ) p (x) = c p(x) $$
$$ p(x) + p_prime(x) = c p(x) $$
$$ p_prime(x) = ( c - 1) p(x) $$
Is there no eigenvalue for this $ I + D$ either?
Zenquiorra
Sorry, here p_prime(x) = D(p(x)), I didn't write the latex right
yep
an over arrow is an indicator of a vector, along with bolding or a tilde underneath :)
Mind you, being a member of R⁴ implies vector as well
If (I+D) has to have an eigenvector,if has to be 1(if the eigen vector has degree n,look at the x^n term)
At least usually I suppose
^
ty
That would imply D(p(x))=0,which means p(x) is a constant polynomial
@native rampartOk, so in the case of D(p(x)) = c p(x) , as you said there is no eigen vector because we are getting an eigenvalue of 0 ?
how would I find the matrix for an image? It goes from R4 to R3 and I got some samples where the input into R4 gives R3 values. Do I create a matrix of R4=R3 and I add 0's at the bottom of R3 values?
Since I have the values, for example: T(1,-1,0,0)=(3,0,0). Do I create a matrix of the values that are given?
And for I + D case, we are getting (I + D)(p(x)) = p(x), means p(x) is a constant polynomial and eigen value here is 1
You are getting (I+D)(p(x))=p(x)
Oh yes yes, that was typo.
Yea, that's it
p_prime
you know you can just say p' right
Oh alright!
mirzathecutiepie
Let's say the span of both sets are same,that means the vector you removed will be in new span
Yes
Something I can actually do XD
axler's proof of this is elegant btw
@wintry steppe well
Since the list is not linearly independent there is another way to represent 0 as linear combination, except for having all coefficients zero
brb
wot
somehow this is proof of linear dependence lemma
it says basically that if you find vector in span if (v_1, ... v_k) you can remove this vector from the list
wait
it is another theorem
mirzathecutiepie
yes
i mean that is
like if no vector was in span of previous ones you actually would have linearly independent set
i mean {(0,1), (1,0)} is linearly independent
but {(0,1), (1,0), (a,b)} is not
as you can easily verify
is not this theorem proof of which you were screening
sorry occupied please move
(to flaming)
Ok sorry
?
@wintry steppe
(i am lazy to relatex axler)
$\frac{f(b)-f(a)}{b-a}=f'(\xi)$
probably this explanation would be clear tho it is ~same
WELL
well
not necessarily w_1
just some of w's
but yes
but uhh
u_1 is in the span of w_1 with the rest of the w's, and therefore w_1 is in the span of u_1
this may be worded better
as some w_j is in span of (u_1, w_1, ..., w_{j-1})
thus we can remove it
you will get used
mirzathecutiepie
idk
you can try to prove it
or find countexample
but looks to be true
oh wait no
@wintry steppe
what if v = a_1v_1 + ... + 0v_s+a_nv_n?
linear algebra 
privyet ttera
When we find the dot product of two dimensional vectors, we are basically projecting one vector onto another (in other projecting one vector onto a one dimensional space). I’m wondering if we take the dot product of a three dimensional vector A with two other three dimensional vectors C and B, are we projecting A onto a two dimensional space formed by B and C?
If so will A.B and A.C would be the two components of A in the plane that B and C are in?
A simple yes or no for both the questions will be sufficient 🙂
@dire thunder
@topaz wadi
Note the important relation
a•b = |a||b|cosθ
Which works in 2D and 3D.
The length of the projection of a onto b is given by right triangle trig:
|a|cosθ
So a•b/|b| gives the length, even in 3D
Yeh I figured
Thanks
So basically instead of A.B it would be A.B/|B| and similarly for A.C?
@half ice
For the components
@topaz wadi
Oh I see, haha I misunderstood. No the process is different for a plane.
-
Get the normal vector of the plane. I'll call it μ. This measures the direction that any other vector can "not be in" the plane.
-
Project A onto μ. This is the height that the vector is off.
-
You want A - ProjA(μ)
would the first and last be the only ones that work?
@half ice alright thanks
@wintry steppe because in statement of linear dependence lemma, it speaks about k > 1
somehow
but in ur case he does not restrict v_1 to be nonzero
and 0 is in span()
but like in theorem u assume u_1 being nonzero
no independent list can contain zero vector
and in theorem u assume that (u_j) is independent
for j step also notice
that u do not remove any of u's
since u's are independent

happens
i advice you not focus on proof
i mean get the idea
read further
sometimes return back
would these be the correct dimensions? felt like i found them correctly
Is it always possible to find the hamiltonian path through the cayley graph of a symmetric group, with 2 generators (such as a transposition and and n-cycle)?
And is it reasonably easy to find it?
@honest imp Well I im blt good at working with polynomial spaces but I do know that the sum of the dim of ker and range should be 3 ( 1ste example ). Since dim(V) = dim(ker) + dim(range)
how do you normally do an orthogonal diagonalization?
maybe i spoiled the surprise of what this problem is asking, but i assume your professor already taught you orthogonal diagonalization and expects you to make the connection based on what the problem asks of you
the diagonalization we were taught is PDP^-1
so do you mean to say that changing the letters used to denote matrices somehow changes the meaning of the theorem / equation / formula?
You should note that for orthogonal matrices Q, Q^-1 = Q^T
lmao forgot about that one
yeah it should be flipping the other way
I disagree with the use of the letter A
it has some reflectional symmetry
B is more appropriate
is a scalar multiple of the eigen vector of a matrix also considered an eigen vector of that matrix?
yes
okay
its a good exercise to prove it
so if were pretending we dont know the eigen vectors of the matrix and were asked to check and after multiplying the vector is the same as the eigen vector that would confirm it is an eigen vector?
cuz technically the vector is a scalar multiple of itself being multiplyed by 1?
Yes it would be an eigenvector with eigenvalue 1
so for example I have to check if the vector [3, 3, 3] is an eigen vector of the matrix and after multiplying I get [0, 0, 0] that means it IS an eigen vector?
sorry it might seem like im asking the same question over and over
Vectors in the null space are indeed eigenvectors with eigenvalue zero
@wintry steppe I know it is kinda late, but I get it this way:
Suppose w1, ..., wn spans V, that is to say: every vector in V can be written as linear combination of w1, ..., wn. If we add the vector u1 of the linearly independent list {u1, u2, ..., um}, we have:
u1, w1, w2, ..., wn, but u1 is a vector in V, that means we can write it as linear combination (as said at beginning) and then it is linearly dependent, then it also allows us taking off a element that satisfies Linear Dependence Lemma (it works for u, but it is useless, since it returns into the list {w1, w2, w3, ..., wn} that we already know it spans V) and if we take off a w, the remaining list spans V. When you add another u in the list, you will have the same thing:
it is linearly dependent (since the list without this late u added spans V) and then we can take off another w. We repeat this process until we have {u1, u2, ..., um, w1, w2, ..., wk}. It shows us the spanning list needs to be bigger or even equal (if it were equal, then it will be only {u1, u2, ..., um}). I do not know if it is wrong somewhere, but as I have noticed: that is how I have thought about this theorem.
Some proofs of linear algebra are really bit intuitive 😔
if im asked to find a matrix p that diagonalizes a matrix A its the matrix of eigen vectors?
and then P^-1 AP = A
??
use linearly independent eigenvectors for P's cols
oh
But to find d then I would have to do out p^-1
and the instructions specifically say I dont have to do that
oh
its identity matrix
which would make all non diagonal entries 0?
[1, 0, 0]
[0, 2, 0]
[0, 0, 1]
A is symmetric which means smth special about w/e P you make
you said the p was the matrix of eigen vectors right?
sorry im not seeing how thats relivant
P not p
yes sorry
A is symmetric so its linearly independent eigenvectors are orthogonal
how does that affect my answer
P * P^1 = I right?
I just dont see how that means anything for the equation
if I dont need to calculate P^-1 that means the contents of P and P^-1 are irrelivant
A*I = D?
do you know what's special of P if its cols are orthonormal?
do you know what orthonormal means
no I thought you just meant orthogonal
what does orthogonal mean
perpendicular
not the geometric sense
then im not sure
dot product 0
so PA would be 0?
zero vector?
sorry I was mistaking dot product for something else
i'm talking about orthogonal vectors
orthonormal vectors are orthogonal AND each have length 1
okay im missing the peice of knowledge that ties all this together then
still dont quite understand what this means in terms of the equation of D
I know what P vector consists of
I assume this all means that P^-1 will have ome special property?
@mild igloo you should remember for the rest of your life that if a matrix has orthonormal columns or rows then its transpose is its inverse
okay so thats what I was missing then
HOWEVER(Sorry im being a dumbass) I still dont see how that effects P^-1AP
cuz P^-1* P is still equal to identity matrix right?
A being symmetric means you can find orthogonal eigenvectors to make P. if you also normalize em, they're then orthonormal. then P^-1=P^T
right I have P tho
even with that ruel doing that would still be finding p^-1
which she said we didnt need to do
@half forge think about the case v≠0, T(v)=0
then P^-1=P^T
that's what she meant. just transpose P rather than doing longer computation
that means that I wouldnt be able to cancle P and P^-1 as identity matrix
which I thought I couldnt but wasnt sure
cuz matrix multiplication isnt associative?
but it is
sorry bro im confused out of my mind
I understand your rule and that I can use it to simply get the inverse of P
but if matrix multiplication is associative and I can do P*P^-1 which is identity matrix idk why I would need to know any of that to do this problem
okay I get it Im not allowed to do that and I HAVE to do the calculations out
and that method makes it much easier to do inverse
So without normalizing the vectors of matrix P I wouldnt be able to even take the inverse of P beacuse its det is 0 like you said
i never said det=0
well when I throw the matrix in an inverse calculator thats what it tells me
oh you said dot product 0
how is it possible that the matrix can not have an inverse but once we normalize it it does
i never said that
I didnt say you did
I put the vector P in a inverse calc online
it said no inverse det = 0
then I normalized it
and I could inverse it
and it matched what you said that it was the transpose
should that not have happened?
P should be invertible even before normalizing its cols. but i won't check what you did
ok?
mhm
any chance u would wanna check my answer when im done?
just use a matrix calc
well theyre giving me different answers depending on which one I use
which was the source of the whole why isnt the original matrix invertible
the inverse of the matrix before normalization != to the inverse of the matrix after normalization
sorry for being difficult @gray dust I appreciate the help
just follow my instructions. you can play with the matrix calc later
you can find orthogonal eigenvectors to make P. if you also normalize em, they're then orthonormal. then P^-1=P^T
after that you're done
alright
is this even considered a diagonal matrix?
thats what I got after all the math
as far as im concerned thats not a diagonal matrix
meaning I did something wrong
dang nabbit
what's the question?
I think I just did my order of operations wrong
I did AP
then multiplied that matrix by P^-1
when I should have done P^-1*A
then * P?
well old days are gone, if you want to check your calculations, there are so many calculators online
I always check my matrix diagonalization either through verifying it or using symbolab
Alright im not very good with maths so im not sure if this particular question belongs here
In part b
well not here
I tried equating the original equation to the inverse equation
where can i post this question?
iv ebeen struggling with it for the past 30 min
you can go to the question section , or precalculus
ah that makes sense my bad
yeah it is
but I don't know if it is correct answer
in that question you don't need to make a diagonal matrix, you need the change of basis matrix , that you will get from the eigenvectors
I just followed the steps that RokabeJinatrou said
normalize vectors
create matrix p
translate to get p^-1
then do the math
P^-1AP = D
well I haven't studied yet what normalization means, but I can calculate eigenvalues, eigenvectors, diagonalization and change of basis fairly well just plainly
provided if it is a diagonlizable or then jordan form
normalize means divide by own norm
??
A normal vector means a vector which module equals one
if you want to normalise some vector, you need to make its module to equals one
intuitively:
we can compose this big vector by multiplying some times the red vector
then, we have:
||black|| = red . some times (| means modulo)
why not?
that is what linear dependence lemma states
hmm
you are right, my mistake
It is really unintuitive. I always struggle trying to understand how to use it in some exercises, because most theorem seem to be out of nowhere
I would prefer to work on real analysis while proving something than on linear algebra 
me too
when talking about matrices and traces.. uff 🤔
my favourite branch of l.a is operators and stuffs like linear transformations
heyo. quick question: imagine you're tracking a moving object in a 3d space, in discreet steps. from a given frame of reference you have the pitch, yaw, and speed of the object, and you need to calculate the deltaX, deltaY, and deltaZ of the object. (Z = up/down, X=left/right, Y = forward/backward)
my equations look like this:
delta z: sin(yaw) = delta z / speed
delta y: tan(pitch) = delta y / delta z
delta x: tan(pitch) = delta x / delta y
is this right?
Hi, I've been struggling to get a particular matrix to real canonical form, I've tried this quite a few times now, below is my working.
@brisk hemlock I wouldn't recommend calculating it that way; you'd also have to define your coordinate system
in particular, you need to define what axis the angles are being measured from
@wintry sphinx Ok, I get that. I'm not really sure how else to represent it, though, and I'm not really strong enough at math to understand most of this, anyway.
So if i have an arbitrary vector space V and another arbitrary vector space W, then I can always find a linear map between them, namely the zero map, which is linear.....
Are there theorems that’s gonna guarantee that other maps exists between the two vector spaces, that’s not just the zero map?
@brittle orchid i'd redo it, try to make the off diagonal entries 0 instead
is there any error in my working though?
no but it didn't get what we want
yup
and I'm struggling to manipulate the matrix beyond that to bring it to real canonical form
I mean, surely there must be some operation to bring it to the desired form, no?
would it actually give me the step by step solution?
😂
just enter the matrix directly
also that matrix is already reduced
the one you just typed in
how is it already reduced
you can't go any further
if you fully reduce a matrix
and you don't find the nice identity matrix
it means it's not invertible
you mean it can't be reduced to real canonical form, rather?
since it should be a diagonal matrix
Then one of your numbers went screwy somewhere
because that matrix you typed in has a 0 row
there's nothing you can do with that row anymore
yes, so the matrix I'm typing in was the final step of my working, I couldn't get the matrix to real canonical form though... any idea where I went wrong? I've been stuck on this problem for the entirety of today
btw I've used two types of notation to represent the same row/column operation just to get used to both since I'm kinda new to this
I'm not performing each row operation twice and the column operation twice, in case it isn't obvious
This isn't reduced row echelon form / gaussian elimination
Nope, not the jordan normal form either, though that was last chapter
this is the "real canonical form"
From my lecture notes, for reference
berry's reducing a quadratic form to a sum of squares
A is symmetric. it's a matrix representation of a quadratic form on R^3
I did not know that, the question just told us to determine the real canonical form of the matrix but thank you, more information is always appreciated 😄
eg $\m{1&3\3&1}$ represents a quadratic form on $\bR^2$
$$1x^2+3xy+3yx+1y^2=x^2+6xy+y^2$$
ah yes I see what you mean
I was looking at the 2nd matrix (I've done the first one)
i'd redo the reduction. this time i'd focus on making the entries below the diagonal 0
okay
RokabeJintarou
does that mean there's certain "steps" which don't eventually lead you to the solution?
if you know what I mean?
because when it comes to solving a system of linear equations, for instance, you can just brute force muscle memory without thinking, you know what I mean?
you don't always have to make the most "efficient" decision
it's like repeatedly adding 2 to an equation hoping you solve it. it's not wrong but you don't get anything
there's no right set of steps in row reducing but yes there are efficient ones
Also, LockettoJampuu, hopefully you might be able to answer this question in a way I understand because I failed to understand others' explanations
Could you kindly explain the formal definition, in terms of the notation and all, of the real canonical form?
I understand informally: it is a diagonal matrix in which each diagonal entry may be equal to 1, −1 or 0, and where any entries of 1 that appear on the diagonal appear before any entries of −1 and any entries of 0 that may appear on the diagonal, and where any entries of −1 that appear on the diagonal appear before any entries of 0 that may appear on the diagonal
but I don't quite understand with reference to the 3x3 matrix over in the screenshot
this is on bilinear forms. recall a quadratic form is a bilinear form evaluated on a vector paired with itself. that's what symmetric matrices can represent
A is symmetric. it's a matrix representation of a quadratic form on R^3
reducing a quadratic form to a sum of squares
by reducing to a sum of squares, we pick a basis of R^n, which means changing the usual coordinate system to smth else, in which the quadratic form that A represents now just looks like a sum/difference of squares
recall this. if we pick a certain basis of R^n then in that basis the below quadratic form then has ONLY square terms eg terms of x^2, y^2, z^2 etc no mixed terms eg xy, yz, xz. this corresponds to the real canonical form of A (having changed basis to the new basis) being diagonal with 1s, -1s, and 0s on the diagonal
Hi, I have a quick question. If for example, you have the equations, x + y = 4 and 2x + 2y = 8 is it possible to add a third equation and get no solution when you add that third equation? Thanks in advance.
No, not at the top of my head.
would it be something like x + y = 20
kk
Thanks sm
Could someone help me do this question?
what do you know about similar matrices?
Both have the same invertible so that the linear map is same for both
what?
I mean I can simply find the determinants of A and B
Since they are not same they are not similiar right?
you're right. det(A) ≠ det(B) implies A and B cannot be similar.
Similar matrices: A and B are similar if $$\exists P\in M_n(\mathbb{R}) s.t$$ $$A = PBP^{-1}$$
if there exists P such that A = PBP^-1.
bacon prince
do you know how to find the least-squares solution to Ax = b?
there is a formula somewhere in your notes, isn't there
that sounds promising.
I simply find AtA and AtB, then the substitute them into the formula and thats it?
I simply find AtA and AtB, then the substitute them into the formula and thats it?
I think I know how to do this just confused on what the parameters are
Does this mean x_1 = -x_2 and y_1 = -y_2
And that every time you add vectors it must add to 0
Because if that's the case there's no way it's a vector space unless all vectors are 0 lol it's not closed under scalar multiplication or vector addition..?
(however I'm pretty sure I'm just interpreting it incorrectly)
no
it means that you just define the sum of any two vectors to be 0
i say vectors, but
i mean elements of R^2
But then if I have two vectors (x_1, y_1) and (x_2, y_2) and they must add to 0 wouldn't that imply x_1 = -x_2 and y_1 = -y_2?
I thought the addition of two vectors was like: (x_1, y_1) and (x_2, y_2) = (x_1+x_2, y_1+y_2)
it doesn't have to be like that
that's what you would maybe call "standard addition"
but nothing stops you from defining e.g. (x_1, y_1) + (x_2, y_2) = (x_1 * x_2, 42*x_1)
beware this R ^2 may not be the \mathbb R^2 of reals, take it how its defined
or in this case (x_1, y_1) + (x_2, y_2) = (0, 0)
yeah, in this case it not even sure if e.g. x_1 + x_2 even makes sense
it depends on the set R
you don't have to make any sense
Hmmm I think I have yet to learn this because every time I've added vectors so far it was like this: (x_1, y_1) and (x_2, y_2) = (x_1+x_2, y_1+y_2)
lol
But thank you that's interesting
I will have to change my way of thinking about the question
maybe its easier to exchange the symbol +
and say, write $(x_1, y_1) \oplus (x_2, y_2) = (0, 0)$
Lochverstärker
because you were dealing in R^2 vector space over reals, that is just one of the many vector spaces,
and use that as your addition of vectors
Would this new interpretation even be closed under addition and multiplication then?
check that out
under addition, sure
as long as 0 is in R
because every sum of two elements just gets sent to (0, 0)
Well addition i think yes because (0,0) must be in the subspace otherwise it is not a subspace
Yea
yee it is vector space
There's nothing special with multiplication though it just states the normal properties of scalar multiplication on a vector so I think it's closed
if R is the real numbers, sure
Wait I have it in my notes that "Zero vector 0 must be in V, such that for every u in V, u + 0 = u" which is not true here
It satisfies every axiom except this I think, damn
u + 0 = 0
I mean the second part. u + 0 = u is not satisfied because if I take u + 0 using the definition I have of vector addition, it must be 0
you are right that there is no identity with respect to this addition
And this axiom is telling me that it must be u
Unless u is the zero vector then it works
indeed
wait a minute, I am thinking of a simlar question
in the absence of axiom 4, axiom 5 is N/A
How so because you can still have a vector (0, 0). When I say 4 fails I mean the u + 0 = u fails but there is still a 0 vector
if 4 fails, there is no zero vector
then you cannot talk about 5
because for it to make sense, you need a zero vector
But in this case wouldn't there be a zero vector (since the question states that two vectors add up to the zero vector in this vector space). It's just not satisfied that a vector + the zero vector = the vector added to the zero vector
(0, 0) is not the zero vector until the truth of axiom 4 confirms it as such.
and here it does not.
there is no zero vector.
this isn't the vector space you're used to.
Okay makes sense ty to both of you
zero vector is defined by axiom 4, not the other way round]
I kind of handicapped myself because I read the question incorrectly I thought it said confirm that it was a vector space not determine
So for the most part I was trying to prove it was lol
I prefer the definition that involves a commutative group
it organizes a lot of those definitions into the behavior of something very familiar, the integers under addition
Agreed
How do you calculate the determinant of this?
why cant i just do 1*(-1)*1?
if we use laplace on a_13
Why should you be able to do that?
Yea, You can kind of do that
It should be 1
yea but laplace would give me -1
No, Laplace gives you 1
Triangular is when the diagonal is top left -> bottom right iirc
if you're thinking of the fact the det is the product of the diagonal entries
you get --1
By laplace, you get 1*( 0- (-1) ) +0 * other terms
it's just
1*det(0, -1 \\ 1, 1) = 1*--1
Yeah you expand along the 1st row, which means only the last term is relevant
taking the det of the lower left 2x2
you are perhaps forgetting that for a 2x2 you take -(product of up diagonal)
that is why you get back to --1 = 1
but det(0, -1 \ 1, 1), wouldnt it be -1*det(1) if we expand across the first row?
the signs alternate when you do this method
It's negative of that
wait why?
0 * 1- (-1) * (1)
but im doing laplace expansion on -1 in det(0, -1 \ 1, 1)
@hushed dock when you are taking det via this method and your top row is like
a b c d ...
then it's actually a*det(stuff) - bdet(stuff) + cdet(stuff) - ddet(stuff)
etc
so you get a negative once again as you're using the 2nd term in teh top
giving back -1*-1*1 = 1
In that you have to multiply the result with -1
ohhh
det = 0(thing) - 0(other thing) + 1(0*1- (-1*1))
ohhh shit
in any case you wouldn't reduce until det of a 1x1 matrix lmao
ohh shit man
(i mean, it is, but you would probably still be hampered to perhaps a small but still nonzero extent by having extra steps)
i could also just sub R3 and R2 and multiply the diagonal entries
Yeah if you make the matrix triangular
alright thanks
Swap R3 and R1 mean you have -det(original matrix) = 1*-1*1 -> det = 1
one quick question, so $<u,u>= |u|^{2}$, then does $<u,v>=|u|^{2}|v|^{2}$ ?
Otoro
what do you mean
|u| means its length right ? the magnitude
That kind of doesn't make sense in most vector spaces
oh...
Like if you have a space of polynomials and define a norm,How would you intepret length?
doesnt that depend on the inner product ?
It would
so its always the square root of the inner product
I don't think for that space, length could be easily measured
Yes
so for example $<u,v>$ then it just stays that way ?
Otoro
so right now, I want to prove that $<v-Pv,Pv>=0$, I separated into $<v,Pv>-<Pv,Pv>$, then Im not sure what to do
Otoro
What else do you know?
I know that $P^{2}=P$ and $|Pv| \leq |v|$, I showed that $Pv \in range P$, $v-Pv \in null P$
Otoro
Im trying to show the inner product be zero, in order to show that $range P = U$ and $null P = U^{\perp}$
Otoro
@native rampart
Is the space over R or C?
eh its just $F$
Otoro
so could be either
or neither
How would you define a inner product on an arbitary field?
I don't think there's a way to do it in general
in particular, trying to take the naive approach to defining a dot product over a p-adic field breaks because you can have a dot product equal 0 with the vector itself being nonzero
and unlike the complex number case where we can take the complex conjugate to fix it, there is only the identity field automorphism, so you'd have to do something more drastic
if I fix a vector x_0 in R^3 and have a sequence x_k in R^3 given by x_{k+1}= Ax_k, k>=0, how to I justify that | |x_k 1|| = C for all k>=1 where is a constant
are you asking what conditions you need on A for this to be true?
like I have a matrix A = (1 -2 2; 1 -2 1; 0 0 -1)
I have to explain why | | x|| =C where C is a cosnant >= 0
isn't it rather obvious since the norm is always either positive or 0 and cannot be negative
as negative length does not make sense
@quartz compass
i forgot to add that
(for all k >= 1 || xk | |=C)
something doesn't seem right, that matrix has determinant 0
it wants me to justify that norm of x_k = C>=0
where the vector x = (x1 x2 x3) in R3
yeah I'm saying that's just not true for that matrix
huh
maybe I'm wrong idk I didn't really work it out, I guess an easy way to check is try to prove by induction
$|x_{k+1}|^2 = x_{k+1}^T x_{k+1} = x_k A^TA x_k = x_k^T x_k = |x_k|^2$
merowo (◡‿◡✿)
trying to relate the first to the last, the second to last equals sign is what we are really needing to prove
so we could try rewriting that as
$x_k^T (A^TA-I) x_k = 0$
merowo (◡‿◡✿)
how would I go on about doing this with induction?
well in order to relate |x_k|=|x_{k+1}| it forces this condition on us
what's A?
A is the matrix with columns (1 1 0) (-2 -2 0) and (2 1 -1)
@dusky epoch
if I take the eigenvectors and check the norm of it and find that its >=0
which is a basis of R3
and if those are >= 0 it should hold that every vector is >=0?
@gloomy girder
...
eigenvectors of A*
the norm of any vector is >= 0.
hmm true lol
okey
Fixed a vector x0 in R^3 and consider the sequence xk in R^3 given by, x_(k+1) = Axk for k>=0, explain why the norm of xk = C for all k >=1 where C >=0
where norm xk = (x1^2+x2^2+x3^2)^1/2 when x = (x1,x2,x3)
and A is the matrix I told you about
uhh
what is x0?
this is clearly not true for x0 = [1; 0; 0].
x1 would be [1; 1; 0], which has a different norm
Can I help?
Fix an arbitrary(?) vector x_0 in R^3 and define a sequence of vectors x_k given by x_k = Ax_{k-1}, where A is the matrix [1 -2 2; 1 -2 1; 0 0 -1]. Show that the norms of the x_k are all the same.
Ok
good luck proving a false statement, i guess.
Show that norm of x_k = C for all k>=1 where C=>0
$$ x_k =A^k x_0$$
@wintry steppe i was thinking of checking the norm of the eigenvectors of A, if they are >=0 shouldn't all vectors also be >= as the eigenvectors is a basis of R^3?
bacon prince
@bold python are you sure nothing else is known about x_0?
nope, it just said fix an vector x_0 in R^3
also, the norm of the eigenvectors will ALWAYS be >=0. this information tells you nothing.
ah i see damn
hmm, it says "explain" that || x_k| | = C
$$norm(x_k)^2 = x_k ^T x_k$$
bacon prince
its the exam from last year
Is it an orthogonal matrix?
do you have the exact statement of the problem @bold python yes or no
it is not
A is not invertible lol
Yes I gave the exact statement of the problem
i refuse to believe that you didn't omit anything
as stated the problem is FALSE
its in norwegian
Clearly something is lost in translation
taking x0 = [1;0;0] as counterexample
|x0| = 1 but |x1| = sqrt(2)
I showed that A is dioagnolizble prior
Fix a vector x0 in r3 and consider the sequence xk in r3 given by xk+1 = Axk k>=0
explain that the norm of xk = C for all k>=1 for a constant C>=0
are you sure you have the right A???
Yeah, the determinant is zero
yeah
A is diagonalizable cause dim of eigenspace = the multiplicity of eigenvalue
he eigenvalue -1 has multiplicity 2
uh yeah
no
this is just
not true
take $\bd{x}_0 = \bmqty{1\0\0}$, then $\bd{x}_1 = \bmqty{1 \ 1 \ 0}$
Ann
It doesn't matter, the statement seems false,
$$ x^T_{k+1} x_{k+1} \neq x^T_{k} x_{k}$$
bacon prince
$\nrm{\bd{x}_0} = 1$ but $\nrm{\bd{x}_1} = \sqrt{2}$
Ann
$A^TA \neq I$
bacon prince
bacon prince congrats you've come to the same conclusion i've been trying to point at here
Yeah
@bold python do you still insist on proving 2+2=5
hmmm wth
am i not getting through to you?
your statement is false, it cannot be proved! you're asking for the impossible!
you are but
hey you came the same conclusion I came to before you too haha
but...?
when they say norm xk = C, do they mean they have the same length?
Ask your prof to correct it I guess
all of the vectors have the same lengt h
Yee
A is not an isometry
ah
bacon prince
Good
if you haven't learned how to convert systems of equations into matrix equations than just solve them like you would in beginning algebra
so do u mean rudce the equation untill i find the x and y?
how do you determine if an equation has infinitely many solutions?
if the X and the B are the same right?
yeah not quite
when you reduce the equations to solve for x and y there are 3 possible cases
do you know what they are?
no i do not
just to make 100% sure, this is linear algebra right and not elementary/intermediate?
it is intermediate
then you are in the wrong channel. check the pin
you want #prealg-and-algebra
ohhhh ok sorry
Yo is $oplus$ and $ominus$ just used to show addition and subtraction between vectors/matrices
Coolie Whipperino
no, people use regular + and - for that
Ight
oplus can denote a direct sum in different contexts, that of matrices & that of vector subspaces
is it true that in every diagonalizable linear transformation 𝑇 there is a line 𝐿 in ℝ𝑛 through the origin such that 𝑇(𝐿)=𝐿?
do you know what an eigenvector is
T diagonalizable is sufficient but not necessary
T is almost always diagonalizable
@quartz compass isn't it a vector that just changes by a scalar when we apply a linear transformation to it?
ahh so it must be true
ah, and why is that?
I believe the diagonalization part is a distraction, IMO?
Don't all non-trivial transformations leave some vector on the same span?
what's a nontrivial map
Something other than the 0-matrix
ohhh nooo
