#linear-algebra
2 messages · Page 246 of 1
Yeah, he makes a Saul gives a very nice geometric approach to the least squares method. It might be helpful to visualize the Moore-Penrose inverse too.
Cool, thank you. Does an intro to linear algebra class typically cover psuedoinverses? I don’t think I saw it in the syllabi I was looking at for my city’s university. Is it more of an advanced topic?
I suppose it depends on the emphasis of the book
For instance
This isn't a particularly famous reference outside of Brazil
But Elon's book covers pseudo-inverses and the least squares method
And it is a pretty standard textbook reference here for Linear Algebra (It even won a damn book award, idk how he managed to do it with a Linear Algebra Book)
I suppose books/courses with emphasis on analysis, engineering and computer science might cover the moore penrose inverse.
It makes sense, since this is one of the most basic linear regression methods.
I see, yeah. And it makes a lot more sense now after watching the video.
Why don’t I get the same answers?
hows this
become this?
if youre multiplying R_1 by -1, surely you should apply it to the entire row
I switched the rows so the determinant should change signs
I also factored out -1 from row 1
then it should be (1 0 -1)
Damn that’s true💀💀💀
Thank You😂
I still didn’t get the right answer
Oooh shit
Found my mistake. Thank you!!!
is a linear transformation invertible if its both onto and one to one?
yeah a linear transformation between vector spaces of same dimension is invertible iff it is both onto and one to one.
We can actually ask something weaker. A linear transformation between finite dimensional vector spaces of same dimension is invertible iff it is injective iff it is surjective (As a consequence of Rank-Nullity)
so if lets say the kernel is {f in F: f(-4) = 0 } that means that linear transformation is not invertible right casue its only surjective?
If the kernel is non trivial, then yes, the linear map is not injective, thus not invertible.
ah thank you
is there a general way of determining if a matrix is positive semidefinite ?
Yeah, there are some criterions.
For instance, a symmetric matrix is positive semi definite iff all of its eigenvalues are non negative, i.e bigger than or equal to 0.
Some texts take this as a definition even
For some classes of matrices, say hermitian matrices, there's the sylvester's criterion to test for POSITIVE definiteness.
Idk about something similar about positive semide-finiteness tho.
would you advise i go about finding the eigenvalues of A to prove that it is semidefinite?
Ah, so it seems that a slightly different version of the Sylvester's Criterion that I know works for semi definite matrices too 
No, in this case you can just use the definition.
yep!
Or try a proof by a contradiction
Say ''suppose A has a negative eigenvalue, then...''
the nice thing of trying a proof like this
Is that via this equation, we can obtain information about the squares of the eigenvalue of A
via A^2 (the eigenvalues of A^2 are exactly the squares of the eigenvalues of A)
notice that A^tA is positive semidefinite
this may give you the information you need to proceed
what book or youtube video helped helped you guys with linear algebra?
Is A necessarily positive semidefinite tho? I am not sure.
haha its not as obvious to me but ill definitely look over the hints you guys gave me
why not?
It's just that I am not sure at the moment if those conditions imply A is positive semidefinite.
Positive semidefiniteness is stronger than being symmetric, which is what we want to prove.
what do you mean by stronger?
We usually define a symmetric/hermitian matrix to be semi-positive /positive definite and don't talk about the non-symmetric case, (talking about non-hermitian positive definite matrices doesn't even make much sense, for instance)
so we include in the definition of semi-positive definitess and positive-definiteness the requirement for A to be symmetric (real case) and hermitian (complex case)
that's what I mean by being a stronger requirement
for a question like this
can i just find the solution set of the homogenous equation of A, and then translate it by [1, 2, 3]?
can the zero vector be a basis for a nullspace of a matrix? i got the zero vector as the basis and i don't think that's correct since isn't the zero vector linearly dependent?
The zero vector can't be a basis, yes.
Think about the {0} vector space
Intuitively, it should have dimension 0, right?
But the dimension of a vector space is defined as the cardinality of a linearly independent generating set
if the zero vector was a basis for {0}
we would have that {0} would have dimension 1
so we want a linearly independent set of cardinality 0 to span {0}
and this is precisely the empty set
the basis for the {0} vector space is the empty set (even tho this may sound unintuitively at first)
That's one way to get an intuition on why the basis should be the empty set instead of the 0 vector tho.
ooh okay thank you, i might have to digest this lol
How do I do least square between two polynomials?
I have "solved" it by using the points given, but I dont think that is what is meant
Hey is this the right place to ask questions about DSP filtering?
either here or #numerical-analysis , sure
Cool. I'm doing some work with LinkwitzRiley filters. Audio Crossover filters.
When you split an audio signal into low and high bands using LR filters, If you sum those bands back together, it is equivalent to running your signal through an Allpass filter set to the same cutoff frequency.
LP -> ----\
HP -> /----
When the AP filter output is multiplied by -1 and summed with the LP+HP output, silence is produced.
Here's where I'm running into trouble:
I've got this filter configuration for the 3 bands:
fc0 fc1 fc0 fc1
LP1 -> AP2 -> ----\
HP1 -> LP2 -> /----\
-> HP2 -> /----
and my inverted allpass filters are:
fc0 fc1
invAP1 -> invAP2 -> multiply by -1.f
I'm expecting to be able to sum the output of invAP1 -> invAP2 with the output of the 3 bands and end up with 0
invAP1 is an Allpass filter.
if I had to write it as an equation, I'd start here:
LP + HP = AP
and then:
(LP+HP) + AP*-1 = 0
which leads to:
(LP1+AP2) + (HP1+LP2) + (HP2) = (invAP1 + invAP2)
probably a better fit for the other channel but oh well 😛 so what's the question
It seems that my assumption about summing the filtering is wrong.
This works as expected:
(LP+HP) + AP*-1 = 0
But when I split into 3 bands, and then use 2 inverted allpass filters set to the same cutoff frequencies and invert the output, I don't get silence in the output.
are you downsampling at each filtering stage?
no.
what are you calling inv AP
I'm doing this:
using Filter = juce::dsp::LinkwitzRileyFilter<float>;
// Fc0 Fc1
Filter LP1, AP2, //band 0
HP1, LP2, //band 1
HP2; //band 2
// Fc0 Fc1
Filter invAP1, invAP2;
in frequency domain these look like you're just multiplying by appropriately shifted rectangle windows (unless you're doing something funky to the phase)
The filtering is accomplished like this, and maybe this is the cause of the problem
- I have an array of 3 filter buffers:
std::array<juce::AudioBuffer<float>, 3> filterBuffers;
- I copy the input buffer into these 3 buffers
for( auto& fb : filterBuffers )
{
fb = buffer;
}
- I process LP1, then AP1 with filterBuffers[0]
I process HP1, then LP2 with filterBuffers[1]
I process HP2 with filterBuffers[2]
auto fb0Block = juce::dsp::AudioBlock<float>(filterBuffers[0]);
auto fb1Block = juce::dsp::AudioBlock<float>(filterBuffers[1]);
auto fb2Block = juce::dsp::AudioBlock<float>(filterBuffers[2]);
auto fb0Ctx = juce::dsp::ProcessContextReplacing<float>(fb0Block);
auto fb1Ctx = juce::dsp::ProcessContextReplacing<float>(fb1Block);
auto fb2Ctx = juce::dsp::ProcessContextReplacing<float>(fb2Block);
LP1.process(fb0Ctx);
AP2.process(fb0Ctx);
HP1.process(fb1Ctx);
LP2.process(fb1Ctx);
HP2.process(fb2Ctx);
I then clear the input buffer, and then add each of the 3 filterBuffers to the input.
For the inverted filters, they get their own buffer:
juce::AudioBuffer<float> invAPBuffer;
it gets it's own copy of the input buffer before it is cleared:
invAPBuffer = buffer;
then the AP filters that'll be multiplied by -1 are processed:
auto invAPBlock = juce::dsp::AudioBlock<float>(invAPBuffer);
auto invAPCtx = juce::dsp::ProcessContextReplacing<float>(invAPBlock);
invAP1.process(invAPCtx);
invAP2.process(invAPCtx);
Then, that invAPBuffer is flipped by multiplying each channels' audio samples by -1:
for( auto ch = 0; ch < numChannels; ++ch )
{
juce::FloatVectorOperations::multiply(invAPBuffer.getWritePointer(ch), -1.f, numSamples);
}
then the invAPBuffer is added to the cleared input buffer, after adding all of the buffers in filterBuffers back to the input buffer.
So, no Downsampling that I know of, @lavish jewel
mhm
Sorry to go so deep into the implementation.
My thought was that if LP+HP - AP = 0, then maybe LP1+AP2+HP1+LP2+HP2 - AP_1 - AP_2 = 0
where LP1+AP2 is the first band of audio
HP1+LP2 is the 2nd band of audio
and HP2 is the 3rd band of audio, and they sum to a flag magnitude response.
are you sure though
because you're cascading the filters
it sounds more like hp1 = lp2 + hp2
what i'd try first is to plot the spectrum of each filter first
yep
after cascading, you're doing something like
hp1 = hp1 lp2 + hp1 hp2
LP2 + HP2 is not all of the spectrum
so lp1 + hp1lp2 + hp1hp2 is the full specturm
oh yes it is
it isn't only AFTER you cascade it with hp1
which is exactly what you drew
Right right. But it is applied AFTER HP1 is filtered.
yep, so the inverse filter needs to consider tht
LP1.process(fb0Ctx);
AP2.process(fb0Ctx);
HP1.process(fb1Ctx);
LP2.process(fb1Ctx);
HP2.process(fb2Ctx);
it makes no sense to think of just lp2 + hp2 as you did, because that's just the full spectrum
What do you mean "As I did"?
I'm splitting into 3 bands, and then summing those bands back together.
Then I'm running a separate copy of the input through 2 other Allpass filters set to the same cutoff frequencies that I used to split the original 3 bands, inverting that output, and summing it with the 3 bands.
here
you'll have to check what exactly ap2 is inverting
presumably h1(l2 + h2)
not just l2 + h2
and not h1 + l2 + h2
ok, maybe that should have said
(LP1 -> AP2) + (HP1 -> LP2) + (HP1 -> HP2) - (AP_1 -> AP_2) = 0
this ^^ shows the order of processing more clearly
these are in freq domain, so it's better if you simply use elementwise products
the filters are multiplied in frequency domain
"elementwise products"?
hadamard products
you're implementing these as FIR filters presumably
I'm using the juce::dsp::LinkwitzRiley implementation. I have no idea what it uses internally.
ok, this is definitely not a good fit for this channel then, since you're not treating the filters as linear transformations
better use the applied comp channel
is this FIR?
template <typename SampleType>
void LinkwitzRileyFilter<SampleType>::update()
{
g = (SampleType) std::tan (MathConstants<double>::pi * cutoffFrequency / sampleRate);
R2 = (SampleType) std::sqrt (2.0);
h = (SampleType) (1.0 / (1.0 + R2 * g + g * g));
}
as far as I understand it, LR filters are just Butterworth filters squared.
literally a pair of 2nd order Butterworth filters in series for both HP and LP sides
so you get 24db/oct cutoff
@lavish jewel it turns out I needed to copy the output of HP1 into the buffer that HP2 will use before LP2 is applied. Once I did that, the output produced silence.
sure, because the filters are concatenated 😛
you only apply hp2 and lp2 AFTER hp1, otherwise it's again an all pass
that's what i had said above
Does anyone know of a good video series to learn linear algebra?
mit OCW gilbert strang's courses
Hi can someone help me with this?
the last one
I found the basis v1,v2 of the plane and to find all the perpendicular vectors to that, I tried doing (c1v1+c2v2)(x y z)'=0 and solve for x y z
which didn't work
because I had the constants c1, c2 in the result and it didnt make sense
Does anyone know how to solve this
the matrix is real so the eigenvalues come in complex conjugate pairs
Thanks and I got the answer using properties of eigenvalues using the the 6 complex and complex Conjugate pair😁
Is the working correct
yep
$Suppose U_1, U_2, ... , U_m are subspaces of a vector space V over the field F. The U_1 + ... + U_m is the smallest subspace of V containing U_1,...,U_m.$
I am trying to understand what this theorem is saying. What does smallest subspace of V containing U_1, ..., U_m even mean? I know sum of subspaces is a set.
Does containing mean every element of each subspace U_1, ..., U_m is in the set of sums?
We mean smaller in the following sense, suppose that $\mathcal{S} \subset V$ is a subspace of $\mathcal{S}$ for which $U_{1} \cup \cdots \cup U_{m}\subset \mathcal{S}$, then $U_{1} + \cdots + U_{m} \subset \mathcal{S}$.
MisterSystem
I.e, if you have another subspace S of V that contains the union of these subspaces U_1, ..., U_m
then U_1 + ... + U_m is a subset of such S
Notice the following
how does this show S is the smallest subspace of V? sorry I am still trying to understand what your saying. I understand what you have written but I still putting it together.
Let $G \subset V$ be any subset of $V$ and denote
$$
S_{G} := {W \subset V , \vert , G \subset W , \text{and W is a subspace of V} }
$$
Then $S_{G}$ is a partially ordered set by inclusion, and has a minimal element, which is called the span of $G$ (I.e, the span of a subset $G$ is the smallest subspace of $V$ that contains $G$). So saying that $U_{1} + \cdots + U_{m}$ is the smallest subspace that contains $U_{1} \cup \cdots \cup U_{m}$ is the same as saying:
$$
U_{1} + \cdots + U_{m} = \text{span}(U_{1} \cup \cdots \cup U_{m})
$$
No, S is not the smallest subspace that contains the union of all the U_i
What I am saying is that
If we hve any other S
that contains the union of such all such U_i
then it must be the case that U_1 + ... + U_m is a subset of S
I.e, if $G = U_{1} \cUp \cdots \cUp U_{m}$, then $U_{1} + \cdots + U_{m}$ is the minimal element of $S_{G}$ in the sense I have described above.
maybe you can prove this using contradiction?
MisterSystem
I.e, if $G = U_{1} \cup \cdots \cup U_{m}$, then $U_{1} + \cdots + U_{m}$ is the minimal element of $S_{G}$ in the sense I have described above.
MisterSystem
So by smallest, we mean this.
ive heard that the trace of an idempotent matrix is equal to its rank
but i haven't been able to come across a nice proof of it
does anyone know of any that I can take a peak at?
trace is the sum of the eigenvalues. what are the eigenvalues of an idempotent matrix?
0 and 1?
yeah
is the first part that trivial
maybe im just really dumb 😔
Notice that every idempotent matrix is diagonalizable
because its minimal polynomial is either x, x-1 or x(x-1)
all of which split into distinct linear factors
so it is similar to a diagonal matrix
with 1s and 0s
what is the rank of such a diagonal matrix?
hot
notice that the rank of a matrix iand its rank are preserved under similarity/conjugacy classes


trace = sum of eigenvalues comes from writing out the char polynomial by definition and by comparing with a product of (t - eigenvalues)
I'm trying to find the determinant of each elementary matrix. This is the row swap matrix. Did I state it and show it correctly? Any improvements?
i really only think you need the last sentence
maybe flesh out the formula a little bit to make it more clear what you’re doing
det(S_ij) = det(e1,…,ej,…,ei,…,en)
= -det(e1,…,ei,…,ej,…,en)
= -det(I_n)
= -1
if i < j
but the pretext you have now doesn’t hurt. it’s just my style to try and make things as concise as possible
When writing a proof for this, would you show the other case?
when i > j you mean?
Oh, I meant i=1 and j=n.
ehh, it’s kinda implied that this covers it. any swap of two arguments of the determinant changes sign by anti symmetry. you could write it like this instead:
det(…, ei,…, ej,…)
since we really only care about i and jth entries
I see. so you chose the first way because most people would understand?
Sometimes I'm confused how to write stuff like this out haha
So I'm trying to figure out how others choose.
uhh, it’s just how i wrote it the first time. you could always add clarification at the end if you feel the need to show the case where i = 1 and j = n
what u wrote is fine. i could understand it clearly
ah, good. Thanks for looking it over and the comments.
Can I ask a question about multi-linear algebra here?
does anyone know any good resources for learning matrix calculus?
i took linear algebra some years ago and would appreciate any resource for beginners
define matrix calculus
I'm not sure how I'm supposed to go about doing this. I was given the hint to use Theorem 1
Am I supposed to go about showing c_1 & c_2 span y(t)?
^^ i was about to ask that problem as well 
LMFAO
how would you check for the 0 vector
would you substitute t for 0? or multiply a scalar 0
Those rules are for showing it's a subspace, no?
yes
a subspace is a vector space
if you can prove it is a subspace
it is automatically a vector space
that is what i would imagine
if c1 and c2 are arbitrary numbers then
if those are 0
then 0 + 0 is 0
i can prove the other conditions
well that solves my question
👍
i suppose when they say use theorem 1 which is the span
c1 {coswt} and c2 {sinwt} so that span{coswt,sinwt} is a vector space
which means that it is a vector space
That seems a lot cleaner
It works out really nicely if you can
Since you can just pull out the variables to get your span
yeah that is true
is there a way of determining if A is positive semi definite?
i started out with the eigenvalues of A
but i got no where with that
as i couldn't find a relationship between the eigenvalues of A and A^T A
@vocal dock What's your definition of positive semi definite?
x^T A x > 0 for all x
@vocal dock Does it also require that $A^T = A$?
IlIIllIIIlllIIIIllll
nope
i think there are conditions on symmetric matrices being positive semidefinite
idk for sure tho
Ok, well we can reduce to the symmetric case easily
Let $B = \frac{A + A^T}{2}$, the symmetric part of $A$.
IlIIllIIIlllIIIIllll
Then $A - B$ is antisymmetric, so $x^T A x = x^T B x$.
IlIIllIIIlllIIIIllll
Since $B$ is symmetric, there is an orthonormal basis of $\mathbb{R}^n$ consisting of eigenvectors of $B$
IlIIllIIIlllIIIIllll
and you can deduce that $x^T B x \geq 0$ for all $x \neq 0$ if and only if all eigenvalues of $B$ are $\geq 0$.
IlIIllIIIlllIIIIllll
mhm
i have a hard time understanding why the eigenvalues are all greater than 0
well im not even sure the eigenvalues ARE greater than 0
for this question
For 2 vectors X, Y, and 1 scalar a,
if X = a*Y,
then (x1-ay1) + (x2 - ay2) + ... (xn - ayn) = 0,
Meaning X and Y cannot be linearly independant, as it breaks the linear independency property of vectors
Therfore, two vectors can only be linearly independant if one is not a scalar multiple of the other.
Is this a good answer?
@vocal dock $\mathbb{R}^n$ has an orthonormal basis ${v_1, \dots, v_n}$ of eigenvectors of $B$. So given $x \in \mathbb{R}^n$, $x = (x, v_1)v_1 + \dots + (x, v_n)v_n$, where $(\cdot, \cdot)$ denotes the dot product.
Thus $Bx = \lambda_1(x, v_1)v_1 + \dots + \lambda_n(x, v_n)v_n$.
so $(Bx, x) = \lambda_1(x, v_1)^2 + \dots + \lambda_n(x, v_n)^2$
IlIIllIIIlllIIIIllll
@tight grail You can't (and don't need to) use coordinates $x_1, y_1$, etc. here.
IlIIllIIIlllIIIIllll
tag me when this question is finished
what do you think I should do instead cause like
that was a similar proof I used for proving two vectors are not linearly independent if one is a scalar multiple of the other one
@tight grail also you didn't explain why that implies $x, y$ are linearly dependent
IlIIllIIIlllIIIIllll
@tight grail and you still have to prove the other direction too
@tight grail that if $x, y$ are linearly dependent, then one is a scalar multiple of the other
IlIIllIIIlllIIIIllll
thanks for the help
I'll have a reattempt at the question (and read theory)
@novel elk ayo I finished, if u wanna pop a question in
So... can someone suggest a good book to learn linear algebra? I barely managed to pass last year (online class/covid was really annoying) and I know barely anything so now I need to study ;-;
@wintry steppe I have "Introduction to Linear Algebra" by Gilbert Strang
which I issued out like 7 months ago from the library but never gave back cause of covid
I felt like it was a pretty good book, teaching everything from the start
in the perspective of someone who might know how to
multiply matrices together, but pretty much nothing else
thanks so much I'll look for that book
ye, other than that tho I'm kind of struggling myself lmao
so see if someone else has something else maybe too
if you want something more theoretical, hoffman kunze, friedberg insel spence, or axler
The book here is good: https://mtaylor.web.unc.edu/notes/linear-algebra-notes/
thanks too
thanks
thanks for the suggestions
so in terms of the definition of linearly independent vectors, I can understand that,
for some scalars, a, b, the two vectors X and Y are considered linearly independent of one another if
aX + bY = 0, as long as at least one of a or b is not 0
but then in the proofs, they just say that "X = (-b/a) * Y", such proving that a != 0
or
Y = (-a/b) * X
proving that b != 0
but doesn't the fact that Y = (-a/b) * X
mean that Y is a scalar product of the vector X
which goes against the original question of "prove two vectors are linearly independent if and only if one is not a scalar multiple of the other"
question and answer circled
they're using different symbols tho
Yeah the solution should be v,w are dependent
can anyone help me with this? I have an equation AB = 0 and i need to find B where B is not equal to 0. so i have matrix A : ```
[
-4 -1 -2
0 -4 -8
2 2 2
]
and the null space i found it to be [1, -2, 1] but im confused to what to do with the null space ?
@nocturne jewel ok I actually fully understand now lmao
thanks for the help
I read "independent" as "dependent" as well so just got even more confused until I read ur comment and re-read notes
independent: only trivial span to 0
dependent: Nontrivial span to 0 exists
how do i make every column of B in null(A) ?
AB = 0
A^(-1) * A * B = A^(-1) * 0
B = A^(-1) * 0
so what about you try to find
the inverse of A?
i need to find B tho
if you find the inverse of A you can equal B
AB = 0
A^(-1) * A * B = A^(-1) * 0
B = A^(-1) * 0
A^(-1) *A is the identity matrix
since B = A^(-1) * 0 ... B can A^(-1) or 0
since he's not 0 he's the inverse of A
I don't know if I explained right my english is very limited ;-;
wait you cant get inverse matrix tho
b is not equal to 0
AB = 0 and B is not equal to 0
i have to make every column of B in null(A) but i dont know how to do that
i found the null space to be [1, -2, 1]
but i got the null space to be that
i need to find 3x3 matrix B
i need to find all matrices of B such that AB = 0
the nullspace is span( [1, -2, 1] )
matrix A is 3x3 and B is also 3x3 so how 0 = 3x1 ?
its not equal to 0 tho
thats just the null space of A
idk how to use that to figure out how to find B
i couldnt find any resources online all of them just explained how to find the null space but not the matrix
I don't know if is right but I found B if 0 = [ 0 0 0 ... ]
how ?
nope
You suggested that already, and it's still flawed
okay ;-;
but the null space is [1, -2, 1] what do i do with this lol
Are you asked for a solution or all solutions B?
if A is a matrix 3x3 and 0 is a matrix 3x1 and you have AB = 0 .... B can't be 3x3
0 isnt a 3x1 lol
null space [1, -2, 1]?
i think ur confused with null space
yeah I'm confused
null(A)=span([1,-2,1]^T)
;-;
I'll use google to translate just a second
but yeah... .
answer this
but do you know what i do with null space ?
just matrix B
3x3 matrix thats it
yeah but all B or a B
all B
So let $v\in\text{span}([1,-2,1]^T)$ then define $B:=vv^T$
Mosh
with of course v being a column vector
its says that B is an inverse of A?
but an inverse doesnt exist for my matrix
yea this is really difficult im not understanding at all
what vector ?
Take any nonzero vector in the null space of $A$
IlIIllIIIlllIIIIllll
then let $B$ be the matrix whose columns are all that vector
IlIIllIIIlllIIIIllll
The main point is $AB = [Ab_1 Ab_2 Ab_3]$, where $b_1, b_2, b_3$ are the columns of $B$.
IlIIllIIIlllIIIIllll
so im multiplying each non zero vector to null space A
so if i have -4 i multiply that with 1 ?
for this matrix
and the null space is [1, -2, 1]
wait nvm im wrong :/
but we dont know the colums for b how are we using null space?
i dont get what you mean by this
still got it wrong 😢
well i give up i been working on this for a week lmao
@sour cloud You want to find $B$ such that $AB = 0$ right
IlIIllIIIlllIIIIllll
yes
Do you agree that $AB = [Ab_1 Ab_2 Ab_3]$?
IlIIllIIIlllIIIIllll
That is, the $j$th column of $AB$ is $A$ applied to the $j$th of column $B$.
IlIIllIIIlllIIIIllll
yes
but we dont know the columns for B
its ok imma just give up i already got it wrong so i struggled too long for this
hi guys <@&286206848099549185>
is the converse of this theorem true?
dont ping helpers right away...
also this isnt LinAl
Harmonic series
A =
1.0000 + 2.0000i 1.0000 + 0.0000i 1.0000 + 0.0000i
1.0000 + 0.0000i 1.0000 - 2.0000i 1.0000 + 0.0000i
1.0000 + 0.0000i 1.0000 + 0.0000i 0.0000 + 1.0000i
>> det(A)
ans =
-0.0000 + 4.0000i
Need help with problem 1
Here's my attempt but I need to somehow show a elation between dim(R(T+S)) and dim(R(T)+R(S))
Given $w \in \text{Im}(T+S)$, then $\exists v \in V$ such that
$$
w = (T+S)(v) = T(v)+S(v)
$$
So $w \in \text{Im}(T) + \text{Im}(S)$, thus we have shown:
$$
\text{Im}(T+S) \subseteq \text{Im}(T) + \text{Im}(S)
$$
And so:
$$
\text{dim}(\text{Im}(T+S)) \leq \text{dim}(\text{Im}(T)+\text{Im}(S))
$$
Notice that we have, by finite dimensionality
\begin{align*}
\text{dim}(\text{Im}(T)+\text{Im}(S))
\
\
\text{dim}(\text{Im}(T) \cap \text{Im}(S)) + \text{dim}(\text{Im}(T)) + \text{dim}(\text{Im}(S))
\end{align*}
And since these are non negative integers, we thus conclude:
$$
\text{dim}(\text{Im}(T)+\text{Im}(S)) \leq \text{dim}(\text{Im}(T)) + \text{dim}(\text{Im}(S))
$$
Thus,
$$
\text{dim}(\text{Im}(T+S)) \leq \text{dim}(\text{Im}(T)) + \text{dim}(\text{Im}(S))
$$
As we wanted to show ; $\square$
MisterSystem
basic question but how would I go about doing part (ii) here
managed to determine a linear combination of the transformations and turn it into a single matrix for the overall transformation. is it enough to show that that matrix has linearly independent vectors?
Can someone please help me with number 30
I kind of get how he got to line 3
But does anyone have a proper explanation?
Where P_theta(x) is a projection onto line L
and H_theta(x) is symettry about line L
i know i should row reduce this matrix, but i’m not sure what to do from there
like how to find the row and column spaces
Is the null space of A the same as null(A)?

could you write down the definitions of "null space of A" and "null(A)"
i am 100 - epsilon percent sure they are
@wintry steppe thx
If $$(u,v)=u^{T}Bv$$ is an inner product then why must B be invertible?
CottonBall
Because if that is a real inner product, then B must be positive definite. And positive definite matrices are invertible, since they have strictly positive eigenvalues, thus they have non zero determinant as well (since it is the product of all its eigenvalues).
How could you show that without having B being positive definite? Because the follow up question to that is why must B be positive definite
So in my case i dont think i can say thats it positive definite first
Sure
Suppose that $\exists v \in \mathbb{R}^{n}$ for which $Bv = 0$. Then, $v^{t} B v = 0$. Since $B$ is an inner product, it must be the case that $v=0$. Thus, $B$ has trivial null space and as such is invertible.
MisterSystem
Just suppose Bv = 0 and multiply by v^t on the left on both sides
Use the fact that uBv^t is an inner product, thus a positive definite bilinear form.
And this means that if v^tBv = 0, then v=0
So B has trivial null space/kernel
And is invertible
why is the row space of A = row space of the upper triangle reduced matrix
but the column spaces aren’t =
ahh ok thanks
Suppose that you have a matrix
$$
A = [ u_{1} , \cdots , u_{n}]
$$
That is given by rows $u_{1}, \cdots, u_{n}$. Then, the row space of $A$ is defined as
$$
\text{Row}(A) = \text{span}(u_{1}, \cdots, u_{n})
$$
Now, the reduced row form of $A$ is obtained by applying elementary row operations to $A$. I.e by either switching two rows or for $i \neq j$ substituiting the $i-th$ row of $A$ by $u_{i} + \lambda u_{j}$ for some scalar $\lambda \in \mathbb{K}$ in your field.
\
\
Now, it is clear that the span of vectors is not changed if we just permute them. What we have to verify tho, is that the following equality holds:
$$
\text{span}(u_{1}, \cdots, \underbrace{u_{i}}{\text{i-th position}}, \cdots, u{n}) = \text{span}(u_{1}, \cdots, \underbrace{u_{i}+ \lambda u_{j}}{\text{i-th position}}, \cdots, u{n})
$$
For any given $i,j$ with $i \neq j$.
\
\
This is indeed the case, and I would encourage you to verify this by proving the following:
\
\
Let $u,v \in V$ vectors in a vector space $V$ over a field $\mathbb{K}$ and $\lambda \in \mathbb{K}$ a given scalar then:
$$
\text{span}(u,v) = \text{span}(u,v+\lambda u)
$$
Giving Aldium a run for his money god damn
Well, is this channel free now? 
You seem to really enjoy Linear Algebra
Is it your favorite topic?
MisterSystem
or course
The same argument hold if you want to prove that the column space is preserved by applying column operations.
No lmao
It's just the only topic I am currently comfortable with in giving actual explanations 
I mostly study topology actually
I do like yr preamble setup, it's nice
I am studying diff top, symp geo and a bit of riemann surfaces at the moment.
But I don't want to go on #point-set-topology rn

Yeah, it is. Why?
Have you taken differential geometry ?
It depends. For instance, I haven't formally studied classical differential geometry (say of curves and surfaces in R^3) in the usual way, say via Do Carmo or other introductory books.
But I have background on Smooth Manifolds
Via Lee and Tu's book
I know a bit of diff top from Hirsch, which is the reference I am using rn.
Manifolds are just curved spaces rifht ?
And Symplectic Geometry
Well have fun with that
Manifolds are generalization of curves and surfaces to higher dimensions, yes.
Oh nice
I took number theory instead of diff topo
The idea is that a smooth manifold is locally modeled on euclidean space. Meaning that at each point it "looks like" a piece of n-dimensional euclidean space.
Yeah ok I get that
So it generalizes the idea that smooth surfaces "close" look like a plane.
Oh right
I dont' attend the classes anyway
, kind of regret taking it tbh
Yeah, Riemannian Geometry (or to be more precise, Pseudo-Riemannian Geometry) is pretty much the basic mathematics behind General relativity. Symplectic Geometry was pretty much conceived at the time to study problems in Hamiltonian mechanics and dynamical systems and so on...
There's also computational diff geometry, which is a meme????
Jk
It is actually useful to model stuff in computer graphics
Will you continue math in grad school?
Nope
He was one of the major Differential Topologists in the last century (He proved the h-cobordism theorem). But he also dedicated himself to apply these techniques in other fields. He made some research in the protein folding problem, for instance, using techniques of diff topology, also has done some stuff with algorithms which is very cool.
IMPA 60 Anos - Immunology and Protein Folding
Steve Smale (University of California) - Immunology and Protein Folding
Página do evento: http://www.impa.br/opencms/pt/eventos/store_old/evento_1212
Download dos videos: http://video.impa.br/index.php?page=2012---impa-60-anos
The Instituto de Matemática Pura e Aplicada (IMPA) in Rio de Janeiro i...
Smale at IMPA
I hope so 
Idk lol
But anyway, I hope you don't mind if I send my qeustion here
I just want to do math research, teach a little bit and don't worry about these things so much
If I end up actually doing some major work
It would be cool
But not something that I am thinking on rn
Sure
How did my teacher get to line 3 here? Where P_theta(x) is a projection of vector x onto line L. And H_theta(x) is symmetry of vector x about line L.
God damnit, why am I ranting in the linear algebra channel of all places 
I mean it makes sense what my teacher did kind of
Like I could see how LHS = RHS there
but that's just intuition, whats the actual logical reason?
By symmetry you mean reflection?
By line three you mean what exactly? Could you highlight it?
the equation with green underline
In a sense, your teacher is arguing by pictures here.
You could make all of this precise
I figured
OK so it's not something that's on there then
Oh wait it kind of makes sense
though
By actually constructing the projection matrix and the reflection matrix (which is called a householder matrix) and doing all of these computations explicitly.
Yeha I get it
In linear algebra, a Householder transformation (also known as a Householder reflection or elementary reflector) is a linear transformation that describes a reflection about a plane or hyperplane containing the origin. The Householder transformation was used in a 1958 paper by Alston Scott Householder.Its analogue over general inner product spac...
Ah thanks
I don't really like wikipedia math articles, to be honest
they are always filled with jargon
and I get easily lost
but I will give it a try
ty
This is just if you really want to make this argument precise
Like, you could just argue by picture
And I think it would be fine
@languid scarab https://math.stackexchange.com/questions/4126189/proof-of-cayley-hamilton-using-krylov-subspaces?rq=1
You might like the proof given by levap in the comments.
The downside of this proof is that it heavily uses the fact that we are working over a field (we are using the fact that F[X] is a PID here)
But the Cayley-Hamilton theorem works for unital commutative rings, which Atiyah-McDonald proves in more generality.
Quick question: this means that the domain and codomain are the same finite dimensional vector space right?
No I meant when we say an injective linear map on a finite dimensional vector space, we assume that the domain and codomain are the same right?
on a finite dimensional vector space makes me think T : V —> V
I'm just thinking that a function on a set S means that its a function from S to S
yes. it's not true if the spaces are different
this is what the word "operator" is for and im angry theyre not using it
*have different dimension
Wait I'm confused
Is this true or false?
I'm grading hw and a bunch of people have said false which is making me question my sanity
If I read that, I would say that it is true
Because a linear map on something means that that something is both the domain and codomain
I am not quite sure but I think that you can't say that a linear map alsways has the same domain as codomain
under your interpretation it's correct. if the domain and codomain are different, it's still true if they're of the same dimension. otherwise, it's false
you should probably ask the prof you're grading for
A linear map can map values from 2 to one dimension for example (correct me if I am wrong), then domain and codomain are different
since your concern is more of a linguistic one than a mathematical one
Yes ask the prof definitely
this is not linear algebra
this is #prealg-and-algebra or #precalculus
@daring ingot
aight
How do i approach this problem
Just apply the definition of matrix multiplication/how a matrix acts on a vector.
You will see that the dot product will appear
We want to find the matrix of T with respect to the basis B_0, right?
So all we need to do is to find how to write e_1 in the basis (b_1,b_2,b_3). The coordinates of e_1 with respect to such a basis will give you the first column of the matrix of T wrt basis B_0.
Analogously, finding the coordinates of e_2 wrt B_0 will give you the second column of this matrix, and the coordinates of e_3 wrt B_0 will give you the third column.
would you mind explaining why basis (b_1,b_2,b_3) and not basis (e1, e2, e3) when we want matrix T with respect to B0
idk if a slight change of working might make it clearer. you know the transformation T in the basis B, but want to find out what the transformation is for vectors in the basis B_0
so you can compose the transformation T in the basis B with a transformation that changes the a vector in the basis B_0 to the basis B
given a vector in the basis B_0, find its representation in the basis B, and then apply the transformation T to it
If M is a matrix, $\lambda$ eigenvalues, and $\vec{v}$ is an eigenvector, is the following true?
$$(\bf{M}\vec{v}=\lambda\vec{v})^{}$$
$$\bf{M}^{}\vec{v}^{}=\lambda^{}\vec{v}^{*}$$
june
taking the complex conjugate distributes over products and sums, so it looks ok
Ok perfect thank you!
I know to find the inverse of a 2 * 2 matrix A you take 1/det(a) * adj(A), but how this generalise to matrices of higher dimensions? Does it even generalise?
If not how would i find the inverse of some arbitrary n * n matrix?
if u take the matrix [ A I ] and turn the A into I with row operations the I will have turned into A^-1
assuming its invertable
in the real world, one doesn't usually try to invert matrices directly
but yeah, gauss jordan works if you need it explicitly
or decompositions that yield easy-to-handle matrices
wow looks like i need to learn la pretty soon
my knowledge is not at the level yet to understand this
but ty all anyways
If I'm given 3 vectors (1x3) and I need to find out if those vectors are an basis for R^3.
Would the best way first to setup homogenous equations and find the RREF - or would there be an easier, or more obvious way?
that works, but you can also rref without augmenting the matrix
I'll do that instead and see what it brings! Thanks!
If I get something like
1 0 0
0 1 0
0 0 1
It would probably suggest that we have 3 linear independant vectors, where x1, x2 and x3 must be 0, right?
a matrix's rref is the identity if and only if the matrix is invertible. so the columns (and rows) you started with have to be linearly independent and spanning
what
if u row reduce a square n by n matrix and you get the identity matrix, the columns (and separately the rows) of the original matrix form a basis for R^n
Which it does, but how can I interpret the results? If the system needs to linear independent, x1, x2, x3 in v= v1x1 +v2x2 + v3x3 = 0, right? So x1,x2,x3 = 0 for them to be linear independent? Or am I missing something
sure, this happened implicitly
remember there was an extra column of 0s
those are still "there"
this is telling you that each one of the x_i = 0 is the only solution
meaning the v_i are linearly independent
we ignored the column of 0s because any row operations will anyway yield a 0 column
Just to make sure I understand what you are saying. Is this how you meant it?
$\begin{bmatrix} 1 && 0 && 0 \\ 0 && 1 && 0 \\ 0 && 0 && 1 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \\x_3 \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix}$
Edd
I see
This seems like an easier solution (above), but what would happen if there was a 2 or 3 in one of the 0's from the right side? Would that cause them to be dependant and therefore not an basis for the R^3?
Any hint on how to do this
Could someone walk me through and explain this? I'm not sure what to do - thanks so much!
If lambda is an eigenvalue and v is it’s eigenvector, then T(v) = lambda v. Now apply the assumption of a)
Then for b), think about what the determinant of T can be
@dusty pond (b) is not true
@dusty pond (b) is true if $V$ is finite dimensional though
IlIIllIIIlllIIIIllll
any clues on this?
@winged prairie Show $P \cap (M + N) \subset M + (P \cap N)$, then show $M + (P \cap N) \subset P \cap (M + N)$.
IlIIllIIIlllIIIIllll
i did the first part but im struggling to do the second part
why?
Let $x \in M + (P \cap N)$ be arbitrary.
IlIIllIIIlllIIIIllll
There exist $m \in M$, $v \in P \cap N$ such that $x = m + v$.
IlIIllIIIlllIIIIllll
Now use the fact that vector spaces are closed under addition
Yes, $m \in P, v \in P \implies x = m + v \in P$
IlIIllIIIlllIIIIllll
Now you have to show that $x \in M + N$.
IlIIllIIIlllIIIIllll
ok ty
is it enough to say that since m belongs to M and v belongs to N, x belongs to M + N?
Anyone know any good sites to practice Solving Sytems of Equations with graphs?
Can someone help me with c
This should be in #real-complex-analysis
I posted it here since I’m taking this in linear algebra 😅
Use the fact that $|z|^{2} = z \cdot \overline{z}$ and apply (b)
MisterSystem
When finding the null space of matrix, why is it that x_3 = 1?
I've found $\begin{pmatrix}
x_1 \
x_2 \
x_3 \
\end{pmatrix} =
t_3 \begin{pmatrix}
-1 \
-2 \
t_3 \
\end{pmatrix}$
HrJonas
Because your equations would be $$x_{1}+x_{3}=0 \text{ and } x_{2}+2x_{3}=0$$
CottonBall
And so if you set $$t_{3}=x_{3}$$ then when you plug $$x_{1}, x_{2}, x_{3}$$ into the vector and factorise $$t_{3}$$ out of it you get 1
CottonBall
Sorry for bad formatting lol
$\begin{pmatrix}
x_1
x_2
x_3
\end{pmatrix} =
\begin{pmatrix}
-1t_3
-2t_3
t_3
\end{pmatrix}$
CottonBall
Can someone explain to me how they got [1, 1] on the bottom row??
subtract the first row from the second
it seems they did the first step of gaussian elimination early for some reason
Oh I see, thanks!
hint: bases must be linearly independent.
in particular, this means you cant have more basis elements than the dimension of your space
so take another look at (1)
Hello, can someone help me with this question. Here is the translation: Let S1, S2,... be infinite subspaces of a vectorial space V, such that: (I hope the notation is clear). Let S= U Si (again, hope the notation is clear). Prove that S is a subspace of V
have you heard of zorn's lemma?
no
thats... a problem since i think this statement relies on it
oh wait
never mind
im just being dumb
just run the standard subspace checks:
- show that S is nonempty
- pick any u, v in S. show u + v is also in S
- pick any u in S and any scalar k. show ku is also in S
are you having trouble with any of those checks?
mmm
S1, S2 and blablabla are all subspaces of V
V is a vectorial space, so it cant be empy, and thus the subspaces of V cannot be empty
The union of non empty sets must be not empty
Does that make sense?
Now, Idk how to put that (if correct) in a more formal language is my problem
even thats a bit roundabout
just say that S_1 is a subspace, so it must be nonempty
and so any union containing S_1 is nonempty
(since, as you said, the union of nonempty sets is nonempty)
thats enough
oh, makes sense
you had the right idea but you didnt need to talk about V at all
now lets try the next step
pick vectors u, v in S. can you prove u + v is in S?
(as a hint: since u is in S, it must have come from some S_i, and similarly v must have come from some S_j. but note that if u is in S_i, then its also in S_(i+1), and S_(i+2), and so on. what does this mean?)
Si has strictly less elements than S_(i+1). So, the union of infinite subspaces of V, all being strictly bigger as i increases, must be V, and V is a vectorial space, so given any u, v in S, u+v is in S
I feel something doesnt add up, but its the best I could think of and I dont want to waste much of your time
oh, wait
I think i did other unnecesary roundabout xD
Is fourier space a thing?
Ie the subspace of functions which can be written as a linear combination of sines and cosines? Professor for modern physics mentioned it but didnt go into detail
I'd assume it's just a space with basis {1,sin(t),cos(t),sin(2t),cos(2t),...,sin(nt),cos(nt),...} or some other collection of n values
The theory of fourier transforms is deeply related to the study of L^2 functions on S^1 (which is a vector space), maybe that can give you a bit of insight.
in simple terms.
and what are you referring to is commonly called a hilbert basis, in contrast to the common definition of Hamel/algebraic basis we use in linear algebra.
$\mathbb{S}^{1}$ is just the unity circle, i.e the space:
$$
\mathbb{S}^{1} = { z \in \mathbb{C} , \vert , |z| = 1 }
$$
Now, given a subset $X \subseteq \mathbb{R}^{n}$, we can define what is called the space of square-integrable functions over $X$, which is commonly denoted by $L^{2}(X)$. It is defined as:
$$
L^{2}(X) = \left{f : X \subseteq \mathbb{R}^{n} \rightarrow \mathbb{R} , \vert , \int\limits_{X} |f(x)|^{2} dx < + \infty\right}
$$
This space is in fact a vector space over the reals and, when $X \subset \mathbb{R}^{2n}$ it can be endowed with the structure of a complex vector space. Now, it turns out that studying fourier series and fourier transforms of real periodic functions on the real line is most fruitful when viewing these as functions $f : \mathbb{S}^{1} \rightarrow \mathbb{R}$, i.e functions defined on the unity circle. And turns out that when restrict ourselves to studying square-integrable functions, the theory of fourier transforms is much more well behaved.
MisterSystem
Just a really brief description lol
that isnt brief.
And the answer to my question was just "L^2 is the space of square integrable functions and S^1 is the unit circle in C"
everything else is fluff
Studying fourier series and fourier transforms is deeply related to studying square-integrable functions on the unity circle, and a lot of nice stuff that comes from fourier analysis comes directly from nice properties of L^2(S^1) as a vector space (like it being a reflexive space and so on)
I don't really know much analysis myself
Can someone help me with solving the mateiz
I also originally asked a yes or no but anyway

You have 2 questions on that ss, which one?
5
Maybe this has better explanations than the ones I am trying to give
let x, y and z be the weight of the top, medium, and low quality cereals respectively
can you form the 3 equations that the preamble (the question text) gives in words interms of x y and z?
Yes
Bundles 
:D
ok, what are they?
I don’t know how to use the bot :( but I will try
that's fine
just
write them
like this
(you also shouldn't need the bot for this btw)
yes
Awesome!
so that's the system of linear equations they asked for, how do you turn that into an augmented matrix?
The matrix should be
3 2 1 39
2 3 1 34
1 2 3 29
Yep exactly
Now after that I can’t do
right so bit of notation, when I say [A|b] that means augmented matrix with coefficient matrix A and constant vector b
What you now want to do is perform row operations (EROs) to get [A|b] to something of the form [I|c] where the coefficient matrix is now the identity matrix (or as close as you can get to it) and c is the transformed b vector
I’m trying but its not working :(
can you post your working then?
I apologize:(
however, the tried and true algorithm is:
Make 1 in the (1,1)-entry then make all entries beneath it 0
Make 1 in the (2,2)-entry then make all entries beneath it 0
Same for (3,3)-entry.
You now have the "pivots" and an upper triangular coefficient matrix
Next part of the algorithm is:
Make all entries above the (3,3)-entry 0
and make all entries above the (2,2) entry 0
and this generalizes for nxn systems
Then unfortunately it's your arithmetic
How can I prove them
i would recommend to view this as a matrix-vector problem Ax = b, and then think about the null space and column space (range) of the matrix
maybe not by name
you've done RREF/gauss jordan, most likely
and seen cases where you get 1+ rows of all zeros
Yeah!
right, it's the same thing
Wait +1 rows of all zero ?
do you know what happens when you get a row of all zeros in gauss jordan?
No
i doubt that's really the case cuz otherwise you don't know enough to solve the problem :x
Can you give me a small example
Maybe I have seen it but can’t remember since its 7am ;-;
maybe you know them as "free variables"?
i don't think you can solve the problem, then
Oh
you need to have seen systems with no solution, 1 solution, and infinitely many solutions to solve this, and it seems you haven't
Since you said subspace, I'm inclined to think you're looking for the space of functions which are a finite linear combination of those things. Am I right?
What have you tried? Have you used any definitions?
I tried to prove p(x) isn't empty but I'm confused
Is proving p(x) isn't empty supposed to prove S isn't empty?
I had similar problem where p(0) is 0, but it didn't work out for this one
Proving p(x) isn't empty doesn't make sense
The statement "p(x) isn't empty" doesn't make sense
yeah i meant S isn't empty, sorry
no actually im struggling with that part
Hmm a common method for showing a set is nonempty is to show an example of an element in the set
no like to prove the set is nonempty I tried to show that the set contains 0 vector
Did you actually prove the set doesn't contain the 0 vector instead?
so it's not a subspace?
try adding two elements in S together. note that the constant coefficient has to be 1 if a polynomial is in S.
alternatively, any subspace has to contain 0. 0 just….isn’t in that set. by definition
That's something else you could do if you approached the problem by testing the linearity condition first
Can someone explain these 2. I'm very stuck. Thanks
so for two, if AP = PD for some diagonal matrix D, try showing that the columns of P form an eigen basis consisting of eigen vectors of A.
then you can do some nice computations to show that the eigen values of A are exactly the diagonal entries of D
for three, just show that those sets are closed under scalar multiplication and vector addition
@granite kraken
this is actually an equivalent condition for when a matrix is diagonalizable, that is, if and only if A admits an eigen basis
Hey folks I want to find an equation that governs the position of a point of light bouncing around a closed 2D reflective surface. The surface is defined in cylindrical coordinates.
f(r,theta) = 1
I know I can use a mirror matrix to calculate the ray of light reflected from a point of a surface.
Mirror matrix shown in red where (n1,n2) is the unit normal to the surface
Say the ray of light starts at some position inside the surface P0 and has the direction V0. How can I find an analytical expresit for Pn and Vn (after n reflections)
Hey can someone help me with a solution to this pls, I have no clue where to start
Find a parametric equation for the line L through the points A(1, 2, 1) and B(2, 1, 2). Compute the distance between line L and the point C(2, 3, 4).
have you found parametric equations of lines before?
Pamaretric equation of a line going through 2 distinct points $A$ and $B$ is given as: $c(t) = A + t (B-A)$. The distance between a point $P$ and a line $c(t)$ is the distance of the orthogonal vector from $P$ to $c$. Project $P-A$ onto $c$: $c\left(\frac{(P-A) \cdot (B-A)}{ |B-A|^2}\right) = A + \frac{(P-A) \cdot (B-A)}{|B-A|^2} (B-A)$, then the length of the orthogonal vector is: $\left|P-A - \frac{(P-A) \cdot (B-A)}{|B-A|^2} (B-A)\right|$.
criver
Thank you
any clue on how to do part (i)
show that even and odd functions in V are orthogonal, and that any generic function in V can be found as a linear combination of an even and an odd function
and i suppose that, to begin with, you'd have to show even and odd functions form subspaces, which you can do by checking closure under addition and scalar multiplication
ok ty
For a symmetric matrix M, the passage matrix P is orthogonal, because the eigenvectors form an orthogonal basis right? So then is it true that the inverse of P is equal to the transpose of P, where P is comprised of the normalised eigenvectors in the columns?
Yup, that is correct. Indeed, that's precisely how we define an orthogonal matrix to begin with.
Perfect thank you!
$O(n) = {A \in \mathcal{M}{n}(\mathbb{R}) , \vert , AA^{t} = A^{t} A = I{n} }$
MisterSystem
This is the definition of the set of all orthogonal matrices.
Which is also a subgroup of the space of invertible matrices, and so is commonly called the orthogonal group.
Can someone please explain to me the following sentence
What does it mean "the component of x in v"?
Like say the ONB is {u1,u2...} and it contains v
and if we want to express x then that would be x = au1 + bu2+ ... + kv+ ..
how does the inner product come into play?
it's telling you that, using your notation, a = <x, u1>
an easy way to see this is as follows
say x is given in the canonical basis I
and we want the coordinates of x in a new basis that is orthonormal, let's call it B
then the coordinates of x in the basis B are some other vector w so that Bw = x
and if you want to find w, you'd need to do w = B^-1 x
since B is orthonormal, B^-1 = B^T
so w = B^T x
now notice that each component w_i of w is one row of B multiplied by x
i.e. w_i = b_i^T x
and b_i^T x is precisely <x, b_i>
and so substituting this back into w in the expression Bw = x, you can see that each coordinate is given by the dot prod
BB^T = 1 right ? so B^-1 = B^T
if by 1 you mean the identity matrix, yeah
BB^T = B^TB = I for orthonormal matrices, as mistersystem explained just a few messages above
Bx = w right?
yes
and the columns of B are the vectors that form the orthonormal basis
now multiply both sides of the eq by B^T
B^T B w = B^T x
but B^T B = I because B is orthonormal
so w = B^T x
Thanks Edd!
Given the set $V=[(x,y); x, y \in \mathbb{R}]$
and $(x_1,y_1)$ and $(x_2,y_2) \in V$,
$\lambda \in \mathbb{R}$,
$(x_1,y_1)\oplus(x_2,y_2)=(x_1+x_2, 0)$,
$\lambda\odot(x_1,y_1)=(\lambda x_1, \lambda y_1)$
why isn't V a vector space?
i mean we could have y1+y2=0 why not?
i'm really stuck on that
how can i prove it's not a vector space???
leonardomoura
Basically because $(V, \oplus)$ is not an abelian group, for the solely reason that it does not have an additive Identity.
MisterSystem
More precisely, prove that $\not\exists u = (x_{2}, y_{2}) \in V$ such that $\forall v = (x_{1},y_{1}) \in V$ we have:
$$
v + u = u + v = v
$$
MisterSystem
Just think about any element in V for which its second coordinate is non zero
Like (1,1)
leonardomoura
It doesn't matter, because (0,0) is not the identity of $(V, \oplus)$ in the first place (it doesn't have one, it's a commutative semigroup without an identity). To talk about inverse elements in a semigroup we have to have the notion of an identity element in the first place, and you are using the naive intuition that (0,0) should be the identity of this operation, when it isn't.
MisterSystem
Nada pô 
You consider the matrix whose columns are given by the linearly independent eigenvectors you have found
P will surely be invertible
And to verify A = PDP^-1
It is enough to verify AP = PD
Which is considerably easier
When finding basis for column and row vectors, do you do it from the matrix of A or the RREF of A?
Also called C(A) and C(A^T)
RREF is needed for sure but the basis are from the original matrix
If you are doing elementary row operations and finding the basis for the row space, then use the RREF form. You can use the original matrix, but if you swap rows at any point, it makes it hard to figure out which to use. Elementary row operations preserves the row space, so you can just use the rows from RREF
When you are finding the basis for the column space, then you need to use the original matrix
Because row operations do not preserve the column space
Ahh okay, I'll keep that in mind thanks!
One last question. I am unsure why the final vector for N(A) is (-1, -2, 1)^T, when I've got this RREF and where I get that last 1 from
parametric form
Whats that?
due to the fact that x_3 is the free variable
But if x_3 = b_3 and b_3 = 0, x_3 needs to be 0 as well for it to work?
x3 is not = b3 though
you don't enough enough about x3 to even find it, actually. the best you can do is say x3 = t, some parameter
Yea we usually denote our free variables as t_3 or something like that but I just don't see why it needs to be 1
it doesn't, that's the point
find all of the x_i in terms of t
and then any scaled version of that vector is still in the null space, by linearity
including the same vector scaled by 1/t
exactly as phymath has done it
there are 2 pivot columns and 1 free variable column in A so you can use 1 parameter and one vector to represent the null space.
free variable column in RREF has the equivalence meaning to non-pivot column in RREF
if i have two bases B, C, does [I]^B_C = [I]^E_B x [I]^E_C ?
idk how to use the texit bot eh
$$[I]^B_C = [I]^B_E * [I]^E_C $$
is this correct?
or uhm sorry
ischelle
kinda weird that you compose from the left
wdym?