#linear-algebra
2 messages · Page 251 of 1
Try doing some more examples and you get all of it right.
Linear Algebra Problems and Solutions. Popular topics in Linear Algebra are Vector Space Linear Transformation Diagonalization Gauss-Jordan Elimination Inverse Matrix Eigen Value Caley-Hamilton Theorem Caley-Hamilton Theorem
If you want some problems in linear algebra to try out, take a look at the problems at yutsumura.
there's a bunch of them related to trying to find the matrix of a linear map wrt to given basis.
We verify that given vectors are eigenvectors of a linear transformation T and find matrix representation of T with respect to the basis of these eigenvectors.
Some problems you may try out.
-2 4
1 -2
so i have this 2x2 matrix above and i found the basis vector for the column space of it which i found was
1
-1/2
but the TA marked it wrong and told me the answer is supposed to be
-2
1
aren't they both right?
Do you happen to have a pic of the work you did? Ill see if i see any errors. I got -2, 1 too.
There are two methods but if you choose to take the transpose route then the column space of A is equivalent to the row space of the transpose of A so regardless of transpose or not the answer would still be -2,1. The column Space has to be found by using the ORIGINAL columns of A that correspond to the pivot positions of the row echelon form of A. And that would be the equivalent of the transpose of A thenn reducing it and as you can see when you reduced the transpose of A then the first row would be the only valid one. So then you go back to the ORIGINAL transpose of A and select the first row which is still -2,1. Im not sure if I explained that well but tell me if you need clarification. The main thing is that it needs to be from the original matrix when dealing with column spaces. If the question was only asking from row spaces from the start of A^T then ur answer would be correct since the basis for row spaces correspond to the rows starting with 1’s aka the pivots. I do see sometimes when doing row spaces after the reduced form that you still have to use the original matrix for the row space but personally i never ever did that in my class, it was always the reduced rows for a row space. Anyways, since the objective was a basis for a column space and you were finding the row space for A^T then it for sure still has to be for the original row of A^T
hmm
but if it's a basis vector wouldn't [1 -1/2]^T span the column space just as well as [-2, 1]^T
after all, they're just a constant multiple of the other
but yes i do understand what you mean about using the pivots to go back to the original matrix, that is the second method listed in my book
thanks for your answer though
which matrix to do with (0,1) and (1,0) exactly? and why we need to do something with (0, 1) and (1,0)?
Technically yes. The way i learned it is that if you start with column and do the transpose then it will be the original row of the transpose in order to preserve the original operation of columns. But if you start with row spaces then you can do either the original row or the reduced row. But yes how i said above that some professors do it differently and even books with contradicting rules and since thats how the book did it, (especially if the book is assigned by the class) you can dispute it with the TA or prof because sometimes they dont know it or any of the technicalities and they’re simply just following the answer key. Even if they did know it and the actual prof wrote -2,1 then they still have to follow what the answer key says so talk to them about it if it was a test or something to not hurt your grade. My profs had made mistakes on my exams and id always dispute it while backing up why my answer is correct. Worked every time so def talk to them 👌🏼
it is indeed the same thing, nick
and as you noted, you can prove that you can get those vectors from the one you chose by simply scaling
in R^n, subspaces other than the 0 vector have infinitely many bases, and the one you chose is just fine
you can speak to the prof if the TA won't listen to reason
Hi community help please!
I have a overdetermined system with full column rank of linear quations of the form Ax=b ( A is long matrix)
I have A_1x = b1 which is composed of rows of Ax=b but height is smaller than A.( A_1 is Wide matrix)
I want a least squares solution of Ax=b but such that A_1x = b1 strictly holds.
i'm assuming this means the overdetermined system is inconsistent
you can try lagrange multipliers
you'd want to do $J = \Vert Ax - b \Vert_2^2 + \lambda^\text{T}(A_1x - b_1)$
Edd
and then find the stationary point of that (i say point because if A has full column rank, the 2-norm squared term is strictly convex and should have a unique minimizer, if it exists)
the gradient w.r.t. x, assuming $J: \mathbb{R}^n \to \mathbb{R}$, should be $\nabla J = 2 A^\text{T}(Ax - b) + A_1^\text{T} \lambda$
Edd
set that equal to 0 and see if you can come up with something
the reasonable thing would be to substitute the constraint in. if A_1 is wide though, using the constraint gets annoying
@lavish jewel no it is not inconsistent
@lavish jewel solving Ax= b as a least square will ensure A1x = b1?
if it is consistent, sure
projecting onto the row space of A will give an exact solution
not only for A_1, but all of A
(i was aski g whether Ax=b is consistent btw, not A_1x=b_1)
@lavish jewel wait may be I am confusing b/w inconsistent and indeterminate?
Are they the same thing?
inconsistent is that it has no solution
indeterminate is that it has infinitely many
for example, since you have a tall matrix A, it can be that satisfying all of the equations is impossible
but satisfying a small subset A_1x = b_1 can be done exactly
then since A_1 is wide, it has a nontrivial kernel, and so A_1x = b_1 is indeterminate, and Ax = b can be inconsistent
that's the scenario i thought you were describing, but i could be wrong
please help me with this one
so do I need to multiply the matrix a b c d with the matrix 1 0 0 1?
@lavish jewel ;okay I messed up with the definitions
Yeah you were correct A_1x = b_1 is indeterminate but Ax = b is inconsistent for my case
For this i shall use langrange multipliers right?
@lavish jewel one more thing so a indeterminate system is always consistent?
can anybody help>
do I need to check if the first vector is a linear combination of these three?
why exactly 0,1
ok i solved it and all scalars in [0,1] but i dont understand why
wait
no
one of them negative
The box formed by those is kinda defined as the set of linear combinations with scalars in [0,1]. I'm having trouble giving a technical motivation as to why but for me its all intuitive in terms of visualising it.
https://www.geogebra.org/3d/qbbb7ssa shows the situation. I could try give an explanation as to why its defined that way in terms of those vectors forming a basis, but I don't know enough linalg to be able to give that confidently sorry.
@urban magnet Try to prove that ker A is a subspace of ker A^2
and then use the fact that both subspaces have same dimensions
Yes.
If U is a subspace of V and dimU=dimV, then U=V.
(true for finite dimensional vector spaces, not sure about infinite-dimensional)
any other info given?
other question can be done but im having trouble showing dim kerA^3 = 4
Okay so have you seen the fundamental theorem of linear maps?
Or that yeah
sec i messed something up
Kind of a weird question, but is there a way to show that 2 norms in R^d are topologically equivalent without showing they're lipschitz?
yeah im stuck as well
but if we somehow prove dim(kerA^3) = dim(kerA), then n=13(the second question you said) can be shown easily by the rank-nullity theorem
because n = 4 + 9
can someone explain me linear transformations and change of basis vectors. having trouble understanding it
Hi! Could somebody help me solve this problem? Find the span of a set {(a,b,c): a=2b; a, b and c are real numbers} Thanks
so, can you tell what will be dimension if your resulting subspace?
you can for example view C as either a circulant matrix (with scalar generating symbol) or as a block Toeplitz (with 2x2 blocks, and matrix valued generating symbol) So either A is a diagonal matrix or a block diagonal matrix
(and the block Toeplitz view is also circulant by the way)
(and the matrix can be diagonalized by for example https://en.wikipedia.org/wiki/DFT_matrix )
Sorry, I am not sure.
@wintry steppe You can write all vectors of the form (a,b,c) = (2b,b,c) as a linear combination of two vectors.
Since we have two free parameters here, namely b and c.
Hint: (2b,b,c) = (2b + 0c, 1b + 0c, 0b + 1c). Recall how we add two vectors.
@quasi vale mate can you explain matrix transformation and change of basis vectors. its hard to visualize
@wintry steppe Do you mean change of basis matrices
yes yes
But yeah anyways no I can't I'm not an expert on this topic. But I can advise you to read the book "No bullshit guide to linear algebra", it explains it well
Or atleast for me
ok thanks
or prolly watch videos
didnt help 😦
i have doubts
cuz im confused
(2b, 1b, 0b) + (0c, 0c, 1c) = (2b + 0c, 1b + 0c, 0b +1c)
Thank you, @quasi vale
I am still confused.
Our set consists of infinite number of elements. For example, (6, 3, 7), (62, 31,4), (12, 6, 0), (-2pi, -pi, e)... I do not understand how to tell span when we do not have a finite number of elements. It seems that I can write any vector in R^3 as a linear combination of elements of our set.
@wintry steppe No you can't write any vector in R^3 as a linear combination of (2,1,0) and (0,0,1). We need 3 linearly independent vectors to span R^3.
The linear combination of the vectors (2,1,0) and (0,0,1) forms a plane and so only the vectors in that plane can be written as a linear combination of (2,1,0) and (0,0,1).
And yes this plane consists of infinitely many vectors.
@quasi vale I understand. All vectors from our set are in the same plane. Thank you very much! You are great. :)
First image is The question and seconds is how Im trying to solve it
But Im stuck
Any ideas?
you are done, the matrix polynomial p(x)=c where c is a scalar just means p(A)=c*I where I is the identity of same size as A
Oh okay then thanks
some problems from the MIT OCW courses keep emphasizing the computational time (in terms of # of operations / big O notation) for solving various situations. i.e. problem 1 here: https://nbviewer.org/url/web.mit.edu/18.06/www/Fall17/1806/psets/pset4.ipynb ... but none of the examples I've seen or read about have really involved matrices THAT big where optimization would matter. what's the motivation for this? what field has huge matrices? economics / financial modeling?
anybody know how to get started on 4c
Discretizations of PDE/FDE/SDE, unless you use residual based or matrix-free solvers. And what do you mean by huge? I regularly work with matrices over 100kx100k
thanks. I guess I just mean larger than the 5x5 examples we keep working with by hand. it feels silly to talk about computation time mattering without giving actual examples. I assume time complexity matters with 100kx100k
yes, a full double precision matrix of that size takes about 80GB just to store it in memory
so complexity of the algorithms you use is important
I agree that it must be symmetric, but doesn't this contain a typo? why did the B^2 turn into BA after the first equals sign?
A and B are symmetric (but not related) in this problem. (from https://nbviewer.org/url/web.mit.edu/18.06/www/Fall17/1806/psets/pset4-sol.ipynb#Solution)
How would I go about finding the linear trans-matrix of a double transformation?
h(x) = g(f(x))?
Is it just multiplying F * G
Where
xF = f(x)
and
xG = g(x)?
Matrix multiplication corresponds to linear function composition
But I'm not sure why you're writing xF = f(x)
That's... Very nonstandard
Typically we write matrix representations of linear transformations via left-multiplication
f(x) = Fx
And then composition corresponds to multiplication as g(f(x)) = GFx
If you do xF instead (which maybe your class is doing, but is very very uncommon), yeah you'll have to swap the order
When I say
xF, I mean vector matrix multiplication for x*F
that works and all, but you'll find that considering vectors as column vectors is much more widespread
so that you would rather find that in books as x^T F^T
Idk about that, but x*F is fine for me and my class
I will clarify a notation now for what I am about to say then;
iFe means, that a vector with base in e multiplied with iFe will result a linear transformation into a space with the basis of i.
your notation seems to imply the opposite since you put your vectors on the right
Okay that's unusual but fine
but sure, all good
Then f(g(x)) = xGF
Say that the first linear transformation matrix is on the form of
wFe
and the second is eGw.
I am asked to find the linear transformation matrix for h(x) with a basis in e.
I.e eHe
Do I have to convert both of the transition matrices to e(Matrix)e?
Everybody else says so, but I do not understand why.
Surely I go:
e -> w ->e?
The entire point of the way we define matrix multiplication is to make it agree with function composition
Wait I don't understand what you're doing
Then we're two 🙂
Are you saying that your matrices are the wrong size to multiply?
No
Then you can't compose them as functions either
Wrong basis
Basis shouldn't matter
?
I have to find the transformation matrix for H
with regards to standard basis e in R^4
f: R^4 (basis in e) -> R^3 (basis in w)
g: R^3 (basis in w) -> R^4 (basis in e)
I am asked to find a function such that
h:R^4 (Basis in e) -> R^4 (basis in e).
If it were a matrix it would be
eHe.
What I am wondering about, is whether or not
eHe = eGw * wFe
Or if I would have to do
eHe = eGe * eFe?
If so, why?
eGw * wFe works fine
if you were to change the basis in between, you would need to put two matrices that are inverse to each other
you can if you want to, but if you associate the matrix products, you get an identity matrix
say some matrix wBe
you'd get eGw wBe (wBe)^-1 wFe
Ah
But we've actually been given
eFe also, but I felt like it was an uneccary step
unessecary
not needed
that's what wBe^-1 does
Oh, but they give the identity matrix in your example?
that's exactly the point
changing basis from w to e is achieved with the inverse of the matrix that changes from e to w
(i'm using inverse loosely here, since your case is rank deficient)
Right, and that would cancel each other out?
So that it is the same as just not doing it?
precisely
should be doable in your case because the gramian of the change of basis matrix should yield a 3x3 identity
(Do not mind me replying)
But, then my next question is;
Since I am going from standard basis to standard basis, I would be using both vector coordinates and just the vector itself on the matrix, right?
Gramian is not a word, I have heard before 🙂
i'm not sure i understood what you meant
i do have to get going tho, so i leave it to nami or someone else to follow up :x
my friend is telling me you first need to make a under triangle matrix and then do it is that true ?
and laplace expansion i get that but in this example the last row has a zero which number do i need to take then
because you need a row with zeros right? and then take that number in the row for the laplace
I would do it that way too. Do row operations till you get an upper triangular matrix and multiply diagonal elements
matrix-vector product = application of linear transformation to a vector in coordinates

mistersystem will answer you
for i cannot do so satisfactorily
Basically, the correspondence between n x m and linear maps f : F^m -> F^n is given by the ''matrix-vector produt somehow''.
To make this more precise, yesterday we did the direction where given a linear map f : F^m -> F^n and basis, we define a matrix. Now, what we can do is, given an n x m matrix A; is to define a linear map:
f_A : F^m - > F^n and takes a collumn vector x = (x_1, ..., x_m) and sends it to Ax.
So that, as TTerra pointed out before, the matrix-vector product is basically applying a linear map to a vector, but wrt to coordinates.

👉 👈
For the dot product part, I'd recommend you reading this.
This post describes a pattern of abstraction that is common in mathematics,
which I haven't seen described in explicit terms elsewhere. I would appreciate
pointers to any existing discussions. Also, I would appreciate more examples of
this phenomenon, as well as corrections and other insights!
Note on prerequisites for this post: in the opening...
determinant
is it time to start exterior algebra posting?
Ofc that the dot product also shorthands notation 
But historically, it exists because people started playing around with coordinate geometry.
And they noticed that the dot product basically encodes the geometry of the plane R^2 and of the space R^3
In the sense that angles and length are all encoded in the dot product
Which were notions taken as primitives in say, classical euclidean geometry.
LEARN LATEX
What is funny is that nowadays, we don't take the notion of angles and lenght to be primitives
But the notion of inner product instead
Which is a generalization of the dot product
For other vector spaces
And we define length and angles in terms of the inner product
And not the other way around
The determinant is somewhat more difficult to explain, because you can interpret it in a bunch of ways.
Basically, you can think about the determinant as a certain monoid homomorphism det : M_n(F) -> F which restricts to a group homomorphism det : Gl_n(F) -> F^x which satisfies certain universal properties and basically encodes ''multiplicative information about matrices''.
Or
You can think about it as a certain alternating multilinear form
And that somehow represents ''signed volume'' (this interpretation makes more sense if we think about it over reals).
I'm having a hard time understanding what I'm being asked to do here. Can I get some pointers, please?
Yeah, that's a good way to view it.
And this basically comes from the fact that the determinant is alternating.
Btw
If you want to derive the formula for the matrix product from composition of linear maps.
Wait, so the change of coordinates matrix is just the B given to me?
Try thinking about the matrix associated to a linear map wrt to basis like this.
It makes things easier I guess.
You need to find how to write (1,0) and (0,1) in terms of the basis vectors in B, which is basically trying to find the matrix (wrt to the standard basis) associated to the linear map dank just described.
Sorry, I can't seem to wrap my head around this
So it'd be something like 1[x_1 x_2] + 1[y_1 y_2]?
And what is x?
You need to find a matrix that takes a vector written in the old basis and sends it to this same vector written in the new basis, right?
Okay, I'm following
Nice
So basically
We need to see how this matrix
acts on {(1,0),(0,1)}
Because basically
the collumns of this matrix
will be given by the values associated to how it acts on (1,0) and (0,1)

that's alright tho
anyways
we need to find
how we can write the vectors (1,0) and (0,1) in the new basis
i.e
find numbers a,b
for which (1,0) = a*(-2,-9) + b* (1,8)
this amounts to solving a system of linear equations
can you see?
we have the system
\
\
\begin{cases}
1 = -2 a + b \
0 = -9 a + 8b
\end{cases}
MISTERSYSTEM
Compile Error! Click the
reaction for more information.
(You may edit your message to recompile.)
yup
and notice that
the solutions of this linear system
will be the collumns of your matrix
Well, I could say ''ah, that's how the change of basis matrix is defined
'' but I will try to give a more intuitive view.
(It is defined like this tho)
anyways
Intuitively
what we have is a linear map T : (old) R^2 -> (new) R^2
which takes a vector in the old basis
which in this case is {(1,0),(0,1)}
and sends it to its coordinates in the new basis
Ohhhh
which is {(2,-9),(1,8)}
But since it's to the same dimension
So then it's the same thing for this one, right?
Because it doesn't give me a new dimension
And this is the change of basis matrix.
As long as it's in the same dimension using standard basis, the change-of-coordinates matrix will just be the column vectors of the matrix given, right?
Idk exactly what you mean by that
But in any case
notice that the change of basis linear map T : (old) R^2 -> (old) R^2 is completely determined on how it acts in the old basis
meaning that if we have another vector x* (1,0) + y * (0,1) we have that T(x * (1,0) + y *(0,1)) = x * T(1,0) + y * T(0,1)
And that's what I said before by ''the change of basis matrix is completely determied on how it acts on (1,0) and (0,1)''
we basically just need to know what are the coordinates of (1,0) and (0,1) in the new basis
to write any other vector in the new basis
Damn, I was doing fine in this class until we started to have to understand the theories 🥲
Do the new & old basis' change if you're still in the same dimension?
wdym by that tho?
Well, standard basis doesn't change if you don't move dimensions, right?
Standard basis for R^2 is always (1,0) & (0,1), yeah?
oh
Same for R^3, standard basis is always (1,0,0),(0,1,0),(0,0,1), right?
So using the explanation you gave me
The answer for 10 would also just be the same columns, right?

Unless I am interpreting this incorrectly
if we are taking as ''old basis'' B and finding how to write it in terms of the standard basis
then yeah
that is correct
But that would be a weird exercise lol
Ye, that's what the question is asking, right?
There's nothing to do
If that's the question, then sure.
That's why I was confused lmfao
Aww, I was overcomplicating it

I actually understand it now, though
In any case, try to find how you would do the opposite tho
If it wasn't to the standard basis, I'd have to set up the given matrix equal to each column of the basis I need to find the change-of-coordinates matrix of
And row reduce
Sick, tysm!

It's okay XD
Your thing looks like you can solve the same problem via matrix multiplication?
Dank, do you have background in another area of mathematics/physics or?
Good thing you are learning LA, probably one of the most useful things to learn as a computer scientist.
I'm not quite sure what linear algebra actually is, though I guess I've been learning it. So what's that? What do you learn in it
Can anyone help me?
Linear algebra w/ computer science yeesh
There was something that we went over in class that was the only way you could program a computer to find
I think it was determinants or inverses?
Was uber nasty
Took forever to do by hand
what does the L((2,0,1)^t, (-1,1,0)^t) notation mean?
is L like, a notation for ''span''?
Well, you basically want to find another subspace, say $W \subseteq \mathbb{R}^{3}$, of $\mathbb{R}^{3}$ for which:
$$
\mathbb{R}^{3} = \text{ker}(A^{2}) \oplus W
$$
MISTERSYSTEM
That's what they mean by complementary subspace
One for which R^3 is a direct sum of ker(A^2) and this, so called, complementary subspace
Are you following up until now?
No
Because direct sum
also means that ker(A^2) and the span of (1,0,0)^t have trivial intersection
i.e
the intersection of (1,0,0) and ker(A^2) is only the 0 vector
and here's why they chose (1,0,0)^t
first
they needed to check that (1,0,0) is not in the kernel of A^2
which I guess you can check yourself (idk what A is)
and then
they also needed to check that the complementary subspace of ker(A^2) has dimension 1
and this is easy
because the dimension of the kernel of A^2 is 2
and the dimension of R^3 is 3
and the dimension of the direct sum of subspaces is exactly the sum of their dimensions
so 3 = 2 + 1
and the complementary subspace of ker(A^2) is spanned by only one vector
and there you have it
with this information
we know that all we have to do in order to find the complementary of ker(A^2)
is just to find a vector in R^3
which is not in the kernel of A^2
and take the span of this vector
they chose (1,0,0) because it was an easy choice I guess

Suppose that you have linear maps f : V - > W and g : W -> U between finite dimensional vector spaces
and you take a basis B = {e_1, ..., e_n} for V, a basis B' ={b_1, ..., b_m} for W and a basis B'' = {u_1, ..., u_l} for U.
so the thing is that we want to write the linear map g ° f wrt to the basis B and B''
First
Let's remember how to find the matrix of a linear map
Here
Basically
To find the matrix of a linear transformation wrt to given basis
in this case B and B''
We need to find how it acts wrt to these basis
more specifically
let's suppose we want to find the matrix of f : V -> W wrt B and B'
what we want to do
is find how to write f(e_j) in the basis B'
For each e_j in the basis B
so that for each $j \in {1, \cdots, n}$ we have that $\exists \alpha_{1,j}, \cdots, \alpha_{m,j} \in \mathbb{F}$ for which:
$$
f(e_{j}) = \sum\limits_{i=1}^{n} \alpha_{i,j} b_{i}
$$
and we define the $(i,j)$-th entry of $[f]^{\mathcal{B}}{\mathcal{B'}}$ to be $\alpha{i,j}$.
MISTERSYSTEM
is that good so far?
notice that the matrix of f wrt to B and B' is an mxn matrix
now
let's try to find the matrix of g wrt to B' and B''
Is that a notation for the vector f(e_j) wrt B'?
if so, that's the correct idea
nice!
so ok
now we need to find [g(b_k)]_B''
we will denote it by:
We will write
$$
g(b_{k}) = \sum\limits_{j=1}^{l} \beta_{j,k} u_{j}
$$
for each $k \in {1, \cdots, m}$
MISTERSYSTEM
where the b_j,k will be the coefficients of the matrix of g wrt to B' and B''
i.e, the entry (j,k) of this matrix is given by b_(j,k)
notice that this matrix has size (should be) l x m
wait I'm trying to make myself sure of the sizes and indices 
yeah
it should be right
the matrix of g wrt B' and B'' has size l x m
and the matrix of f wrt B and B'' has size m x n
There should be an ''m'' at the top of the summand, not an ''n'' btw.
this is because W has dimension m
thus f(e_j) which is an element of W is written as a combination of m vectors
this is what was bugging me
but in any case
so far, so good
now
Idk what you mean by this
but the thing is
oh
I guess I know what you mean
the values for b_(j,k) and a_(i,j) are generally different
so that's why I am denoting these differently
anyways
now we want to find the matrix of g ° f wrt B and B''
You might already know how to do that, right?
how would you do that?
we need to know how g ° f acts on the basis B
exactly!
but notice
Am I going crazy? How come I have opposite signs of what I need?
we have already f(e_j) wrtten as a certain linear combination
of the basis vectors in B'
let's use that
.
maybe you mean this?
yeah
b_k is not f(e_j)
b_k is a basis vector in B'
and f(e_j) is the image of e_j under f
which is not generally a basis vector in B'
but a linear combination of those
which is what the first equation gives us
So,
$$
g(f(e_{j})) = g \left(\sum\limits_{i=1}^{m} \alpha_{i,j} b_{i} \right)
$$
But g is a linear map, thus:
$$
g \left(\sum\limits_{i=1}^{m} \alpha_{i,j} b_{i} \right) = \sum\limits_{i=1}^{m} \alpha_{i,j} g(b_{i})
$$
MISTERSYSTEM
can we see what we can do now?
g(b_i) is also written in terms of vectors in B''
yup, in the end this should give us this:
We should get these as coefficients in the end
Which is how we define the product of two matrices

Oh, that's correct.
OH you were referring to this?
I don't exactly understand your question tbh
Where did I denote something differently?
Yeah, in any case, you wrtie g(b_i) = b_j,k u_j and then you reorder the sums
you will get exactly a sum of the form a_i,j b_j,k
you only need to get the indices right lol
Yeah, I am also using sloppy notation now lol
I need to get these indices right
Oh yeah
right
yeah, I am a bit pissed off I am getting the damn transpose for the product 
it should be u_i there (or whatever index lol)
Anyways
Now I get what I was doing
It was ok
We will just get a different notation than that of Serge Lang's book
notice that we can write
$$
g(b_{i}) = \sum\limits_{k=1}^{l} \beta_{k,i} u_{k}
$$
Then,
$$
\sum\limits_{i=1}^{m} \alpha_{i,j} g(b_{i}) = \sum\limits_{i=1}^{m} \alpha_{i,j} \left(\sum\limits_{k=1}^{l} \beta_{k,i} u_{k} \right)
$$
and so, by rearranging the summation, we have that:
$$
\sum\limits_{i=1}^{m} \alpha_{i,j} \left(\sum\limits_{k=1}^{l} \beta_{k,i} u_{k} \right) = \sum\limits_{k=1}^{l} \left(\sum\limits_{i=1}^{m} \beta_{k,i} \alpha_{i,j} \right) u_{k}
$$
MISTERSYSTEM
and we are done lol
You see what we just did?
notice that we wrote:
$$
(g \circ f)(e_{j}) = \sum\limits_{k=1}^{l} \left(\sum\limits_{i=1}^{m} \beta_{k,i} \alpha_{i,j} \right) u_{k}
$$
MISTERSYSTEM
This means that
we actually wrote for each e_j in the basis B
how g o f acts on e_j
wrt the basis B''
it
we found a linear combination of (g o f)(e_j)
in terms of the u_k
i.e, the basis vectors in B''
this actually tells us
that the (k,j)-th entry of the matrix of g o f wrt to B and B''
is given by this sum:

$$
\sum\limits_{i=1}^{m} \beta_{k,i} \alpha_{i,j}
$$
MISTERSYSTEM
So yeah
That is precisely what we would get for the (k,j)-th entry
if we did the matrix product of [g] with [f]
and that's the formula for the matrix product
of an l x m matrix with an m x n matrix
I actually wanted a formula for m x n and l x m, but I didn't plan ahead and messed up the indices 
It doesn't really matter anyway
I'd recommend you doing these computations again
You should get this
in the end
up to like, ordering of the indices lol
and I know what I messed up with the indices now
you should actually work with g : U -> V and f : V -> W where U has dimension l, V has dimension dimension n and W has dimension m.
and compute (i,k)-th entry of f o g
This should be enough
In fact, I will do this now
dim(V) = n
dim(U) = l
and dim(W) = m
Write
\begin{equation}
g(u_{k}) = \sum\limits_{j=1}^{n} \beta_{j,k} e_{j}
\end{equation}
and
\begin{equation}
f(e_{j}) = \sum\limits_{i=1}^{m} \alpha_{i,j} b_{i}
\end{equation}
Then, from equation (1)
$$
f\left(g(u_{k})\right) = f\left(\sum\limits_{j=1}^{n} \beta_{j,k} e_{j} \right)
$$
Then, by linearity of f
$$
f\left(\sum\limits_{j=1}^{n} \beta_{j,k} e_{j} \right) = \sum\limits_{j=1}^{n} \beta_{j,k} f(e_{j})
$$
and from equation (2), we get (after rearranging the terms):
$$
\sum\limits_{j=1}^{n} \beta_{j,k} f(e_{j}) = \sum\limits_{i=1}^{m} \left(\sum\limits_{j=1}^{n} \alpha_{i,j} \beta_{j,k}\right) b_{i}
$$
and this tells us precisely that the $(i,k)$-th entry of the matrix product
$$
[f] \cdot [g]
$$
wrt the appropriate basis is precisely given by:
$$
\sum\limits_{j=1}^{n} \alpha_{i,j} \beta_{j,k}
$$
Here
MISTERSYSTEM
oof
anyways, just made the right index choices now
in order to get the formula from Lang's textbook
the basis are still the same
{e_1, ..., e_n} is still the basis for V
notice that I basically just changed the order of the arrows
and that's it
I just wanted to get the corrected formula with the indices at the end lol
but the idea is still the same
Yeah, I am all this time avoiding talking about ''coordinate maps''
and instead talking about the basis explicitly
by a coordinate map I mean an isomorphism from a vector space V to F^n for some n.
Lang's goes through this
he proves that there exists a unique determinant map det : M_n(F) -> F with these properties
Yeah, nobody bothers to go around computing determinants
hey guys why a set of divergent sequence is not a vector space? Because I think that it satisfy all the axiom, while my teachers said that it does not contain 0
consider the sequence f = (1,2,...) given by f(n) = n
if this sequence were to be closed under addition
then f - f = (0,0,...) were to be an element of V
but (0,0,...) is a convergent sequence
ohhhhhhhhhhhhhhh
Your prof is correct, (0,0,...) is convergent.
Hey guys,
I'm taking a course on Khan Academy for Linear Algebra for fun (Yes Ik that's weird) and I am confused how I would find the angle between the vector and the x-axis I was never taught this concept.
I would assume I can find the magnitude using the Pythagorean theorem, right?
Cheers,
Tom
@golden kindle
Can you find theta?
For the magnitude, $||-4v|| = |-4| ||v|| = 4 ||v||$
Sup?
@keen flame
do something similar for $\langle u+v, u+v\rangle$ and $\langle u-v, u-v\rangle$
Edd
then see if you can notice a way to get rid of unneeded terms
Does linear programming come under this channel or another?
hmm somewhere here, in multivar calc, or applied computational math. the line is blurry
you can try here and we see
Ok so I’ve just started the linear programming half of a linear algebra and linear programming module and I’m just wondering what is meant by this proposition because if we have a finite optimal solution, How can we have infinite solutions? Is the wording of this proposition implying there’s either possibly 1 unique optimal solution or infinite sub optimal solutions? The theorem is below
Proposition If the linear programming problem has a finite optimal
solution, then it has either a unique solution or infinitely many solutions.
I’m just a bit confused because the wording is implying to me even though there’s a finite optimal solution, there’s also infinite optimal solutions? Which doesn’t make sense
it means there is a possibility there are many solutions, and all of them are equally good
if you're familiar with convexity, you can use that to show that if a minimizer exists, it is global, but this doesn't mean it is unique
So what does the finite optimal solution bit mean, if the prop is then saying there could be infinitely many such solns
the thing is that, without constraints, a linear program deals with an expression of the form $c^\text{T}x$, yeah?
Edd
and in general you can make the result of such an expression be arbitrarily large
Yep I’m with you so far
after adding in the constraints, it might be that the feasible set does not allow that anymore
and so the feasible values of x can only yield results that are so large
so there could exist some optimal x* such that c^T x* yields the smallest result possible, considering the constraints
the constraints don't always enforce this, though. it could be that one could still just set all the entries of x to -inf
aside from that, c^T is a rank 1 linear transformation, and so it has a nontrivial null space
so it could be there exist values y such that c^T y = 0
and so if c^T x* yields the minimum value, then c^T (x* + y) = c^T x* + 0 also yields the same optimal result
the constraints may or may not restrict this
Ahhhhh that kinda makes sense now, thank you 😁
this might be a stupid question but
why does the determinant not readily extend to quaternion matrices? Diudonné has generalised the concept of the determinant but I don't see why the sum_sigma permutation sign(sigma) a_sigma(1..n) doesnt immediately work with quaternions
also theres the nth exterior algebra which is one dimensional for which you get that the determinant is equal to the scalar factor but this shouldnt readily generalise as at least to my knowledge you need your associative algebras to be over a commutative ring
quaternion multiplication is noncommutative
yeah that's kind of my whole question: why doesn't the definition of the determinant readily extend to noncommutative rings
you lose some nice properties
im not even sure if the determinant ends up being multilinear in the noncommutative case
very heuristic but if we require the det to be a homomorphism into the quaternions then wed need to have det(AB) = det(A)det(B) but on the LHS the terms are products of terms ab whereas on the RHS the terms are products of products of terms of A and products of terms of B and there is no immediate way to mix the terms on the RHS
also you can apparently use homotopy theory to show that no nice determinant function exists
Does anyone mind giving me a hint on how to approach this? I can't think of any clever way to prove this.
I know that rank(A) ≤ min(m, n), but I am not sure if that is helpful here.
rank-nullity surely?
i mean this is basically equivalent
as a hint, the vectors are orthonormal
how did you figure that out.
and if it is ortho. i just have to find adj?
the third column is ortho to the other 2. for the others, i guess cuz i've seen them before and i recognize it's a rotation mat
i mean ik that det of ortho 1
ohh ok
@lavish jewel sir i have one que
to find adjoint, you have to multiply (-1)^(i =j) with its minor?
If I'm really struggling with this class do any of u tutor? I'm willing to pay?
you have so many basic questions, i think you should go back and review the last few sections/chapters
is this correct or am i wrong
looks ok
yeah?
😩
im self learning
you are spamming.
sorry from now i wont
If one of its eigenvalues of P is 0, then P is non invertible.
Which implies what about its determinant?
cant understand this msg
To return to my previous question, is this the same because if I calculate all my matrices, I do not get the right one?
that is correct, then X=A'B'-I
I cannot follow you there
X=(BA-I)'
X=(BA)'-I'
X=A'B'-I
i follow you there but what is '
yes
you need to multiply A' and B' and then subtract I, then you get X
but then you don't get a matrix w fractions bcs my friend has a lot of fractions in his matrix
I'm bit confused on how to prove the following:
For c a scalar and vec(a), prove that if
c.vec(a) = 0 then c =0 or vec(a) = vec(0). I have proven it for if the scalar is different fromzero and used the inverse element following from the field axioms but idk how to do it if the vector is different from zero to prove that the scalar is zero
Think of it like this ```
X'*inv(A)+inv(A)=B
(X'+I)*inv(A)=B
X'+I=BA
X'=BA-I
Compute BA-I in the last line and then transpose it (since BA-I is equal to X'). Do you see any fractions in the elements of X? no.
then my friend is wrong right? and thank you very much for the help I appreciate that
My last question and then I’m done but do I need to transpose matrix B and A first and then multiple or do I need to multiple first and then transpose?
and that is the same outcome ok ty
see property 3 https://en.wikipedia.org/wiki/Transpose#Properties
Can anyone walk me through this?
my prof doesnt do a great job of explaining dynamical systems, any advice is appreciated.
If that is the case, the idea is to diagonalize M.
And in this way
You can easily compute the powers M^k
And study the convergence.
why does diagonalizing allow this?
If M = P D P^(-1) for some diagonal matrix D and P invertible, then M^k = P D^k P^(-1).
For every k ≥ 1
But computing powers of diagonal matrices is really easy
And like
Notice that the k-th term of this sequence is given by M^k (x_0)
i wish the professor had actually just walked through an example for this
correct
@winter harbor so after i diagonalize, do i just find D^inf?
You take the limit, yes.
so lim of k-> inf for (3/10) ^k and 1^k
Yes, you need to find the matrix P of the eigenvectors of M too.
I guess my biggest issue after that is putting everything together
I have P and D, and i did the limit of each value in D, but then what
I mean...
You did everything by now
Like, matrix product is a continuous function
So if you want to know the limit of M^k
And you know M = P D P^(-1)
All you need to do is calculate the limit of D^k
And then compute P (lim D^k) P^(-1)
This gives you lim M^k
okay, that makes sense. So i just need to multiply everything together at the end
Yeah, and apply it to the initial vector.
When describing a plane in planar equation form (Ax + By + Cz + D = 0) are A, B and C the unit normal vector?
Or does it hold true for a normal of any magnitude so long as it is in that direction? I.E does it really matter?
you do math in greek? god help you
hahaha yh cause a greek but i wrote it in english
if someone has the time I would appreciate it
Props to you, I can't even imagine what it'd be like to do math if all the symbols were in my spoken alphabet... Maybe it would kill some of the mystique and fun of it... Maybe it would just converge with normal words and make alphabet soup in my brain.
Anyhow, I am completely unqualified to answer your question so I'll just bow out. Good luck.
^
I'll try to be of help, but I'm not sure how much I'll be.
(Also, this was assuming that the numbers are 9s, if not then just replace all the 9s in this with the number that it is (2?))
So the first one, A⋂B is asking for the numbers in both A and B, so any numbers that are both multiples of 9 and divisors of 18 in the range 1 <= x <= 19.
The second asks for everything that is in both, so any numbers in the range that are either multiples of 9 or divisors of 18, so they only have to satisfy one of them.
The third part is asking for everything that is not in the second part, and so that should be everything that's in omega but not in your answer for the second part.
The fourth is asking for everything that isn't in A, but is in B. So all divisors of 18 that are not multiples of 9
I hope that may have been of some help
I can't figure out if it's a 9 or a 2
In both cases, listing the elements of A and B will make it much simpler and less abstract
Yeah, they are both significantly smaller subsets of omega, which only has 19(?) elements
i solved it but thenks anyway for the intrest
No problem. Just out of curiosity, was it a 9 or a 2?
Ah nice, OK. It was a 2 then
How can i show that the rank of the matrix A doesnt change, when its multiplied by elementary matrix (S, T)
rk SAT = rk A
When determining the basis for an eigenspace, if i have an eigenvalue with multiplicity 2 for example, I should find exactly 2 free variable when looking for the basis vector corresponding with that specific eigenvalue right?
By multiplicity you mean algebraic multiplicity, right?
If that's the case, then no, because the dimension of the eigenspace associated to an eigenvalue (which is called its geometric multiplicity) is less than or equal to the algebraic multiplicity.
So like
If you know that the algebraic multiplicity of an eigenvalue is 2.
You know that the dimension of the eigenspace associated to it is at least 2 (could be 1 or 2).
So you are looking for either 1 free variable or exactly 2.
elementary matrix always have full rank. Say E be our elementary matrix and S be our original matrix. Now we know that rank(MS) <= min{rank(M), rank(S)} = rank(S) as M is of full rank.
to show that rank(MS) = rank(S), assume they are not equal, i.e. there is a vector v st MS(v) = 0 but S(v) =/=0. this cannot happen as M(S(v)) cannot be zero as M is of full rank. So we must have rank(ES) = rank(S)
also I wrote M instead of E, correct that
okay, so I can't have more free variables than the algebraic multiplicity associated with the eigenvalue im working with.
Yup
google it
try an example of each type, that may give you an idea
there are only a couple types of them. do you know what they are
no 🥲
im very new to LA
there are three matrices that swap rows. the one that swaps rows one and two is
$$E_{12}=\begin{bmatrix}0 & 1 & 0\ 1 & 0 & 0 \ 0 & 0 & 1\end{bmatrix}$$
the one that swaps rows two and three is
$$E_{23}=\begin{bmatrix} 1 & 0 & 0\0 & 0 & 1\ 0 & 1 & 0\end{bmatrix}$$
c squared
try and recognize the pattern here
the other is 1 & 3 swap?
yea. can you figure out what swapping 1 and 3 is?
yea
okay, great. these are the only ones in the space of three by three elementary matrices that you need to know. the one that doesnt swap any rows is the identity matrix, but, its not really a swapper. these are all invertible because they have non-zero determinant
do you have access to or are aware of the properties of the determinant?
oh nvm
i missed the question
you need to find inverses for them
whats the inverse for the matrix that swaps rows 1 and 2?
swap rows 2 and 1 👀
its the same..
so it is its own inverse
nice
thats true for any elementary matrix that swaps rows
so E_ij is its own inverse, if E_ij denotes the elementary matrix that swaps rows i and j
that all make sense?
yea
okay. the matrix that multiplies row 2 by a non-zero scalar $c$ is given by
$$E_{2,c}=\begin{bmatrix}1 & 0 & 0\ 0 & c & 0\ 0 & 0 & 1\end{bmatrix}$$
c squared
ok...
what is the matrix that multiplies row three by a non-zero scalar?
mutliply the row with c by 1/c?
yea. so $(E_{k,c})^{-1}=E_{k,1/c}$
or replace c with 1/c? 👀
c squared
but the inverse again gives identity matrix right?
wdym by that?
{{1,0,0}, {0,1,0},{0,0,c}}
inverse of this...?
{{1,0,0}, {0,1,0},{0,0,c*(1/c)}}
?
get rid of the first c
you can check this by multiplying E_{k,c} with E_{k, 1/c} to make sure you get the identity matrix back
yea now im gettting it nice
so the final one is Ri - k*Rj ?
i mean inverse of the final type elementary matrix 👀
yea
yo man thanks for the help
yw
😁
the inverse of R_i - kR_j should be R_i + kR_j (please check tho)
better notation might be L_{ij}(k), add k times row j to row i
then the inverse of this is L_{ij}(-k), add negative k times row j to row i
😮
see pins
a function f applied to some number x.
this isnt the place to ask about function notation; try a questions channel (see #❓how-to-get-help )
If I want to look at det(A_n) where A_n = (a_(ij)) and a_(ij) = (i - 1)n + j, why is it n needs to be n > 2?
what do you mean by "needs to be"?
you can take that determinant for any positive integer n
It says I need to explain det(A_n) = 0 for n>2
well, its trivial for n = 1 and n = 2
so presumably they want you to check the nonobvious cases
and not worry about the obvious ones
I know if n=3 I get a bottom row of zeros, but if I didn't do any calculations, I wouldn't know
So my TA wrote back to me that there is another reason for we assume n>2
This is what I've got for A_n
oh, i see what youre saying
if you have at least 3 rows, then:
- row3 = row3 - 2 * row2
- row3 = row3 + row1
note what row3 is now.
n > 2 is necessary so you have a third row to work with
so that you can apply these operations to it
(for n = 1 and n = 2 you can check manually)
I did this
you can show that the rows from 3 on are linearly dependent on the first 2 rows
Hmm how would you do that?
well, nami already showed you how to do this for n = 3
you should be able to see it from there
e.g. the 3rd row is the 2nd row times 2 minus the 1st row
try a couple more rows and see if you pick up on the general pattern
You guys are really sweet. I don't see the pattern, but I'll try and fiddle with it a bit and see if I'll pick it up, thanks a lot 🙂
How / what would be a general way of setting it up?
i'd probably do something like this. the nth row r_n, with n >= 3, is given by a linear combination of rows 1 and 2, which we will call x and y, as follows. r_n = (n-1)y - (n-2)x
I wonder if this is true in general, that is is d^2/dx^2 a self adjoint operator on C^2([-π,π])
is it true that <f'', g> = <f, g''>?
well there you have it
Can anyone help with understanding eigenvalue decomposition / SVD ?
what about it
So i was reading this right
then on like maths exchange i found this question
I was confused as to what this even means i cant lie
the notation in the last image, or?
How would you read the first line Ive heard its an inner product space or sumn but not sure what that means
inner product indeed, but since you're working with matrices, the inner product is the dot product
so $\langle Ax, y \rangle = y^\text{T}Ax$
Edd
do you know what it means for a matrix to be symmetric?
where its tranpose is the same matrix
precisely
in general it is true that $\langle Ax, y \rangle = \langle x, A^\text{T} y \rangle$ because $\langle x, A^\text{T} y \rangle = (A^\text{T} y)^\text{T} x = y^\text{T} A x$
Edd
later on in the proof they also go on to use that A^T = A for other stuff
so wait for the first line they have used the idea that A is symettric basically
from the original question being asked
no, not yet
i misguided you by asking that too early. it's used later on
in the first line it's not needed yet
wait so you have shown the statement of the first line works
because the dot of x and A^Ty = y^TAx
how does that show anything though
it doesn't, it's just the first step. more stuff is written below
ngl, i think you might be too early for this :x
especially for the svd
wdym too early
you're struggling with taking transposes
uh i can take a tranpose wdym im confused with how you have notated it out
them angle brackets are confusing
acc wait lookin a bit more its calm
so you have just worked on the rhs using teh dot product to get to the original lhs which is y^TAx
i understand that and then what about the part after
they use the definition of a symmetric matrix and of eigenvalues
yeah why does the lambda / mu eigenvalues apply only to x / y in the product space thing
write out the dot product as a sum and see for yourself
or maybe it's easier if you start from <Ax,y>
then if x is an eigenvector of A, Ax = lambda x
so <Ax,y> = <lambda x, y>
then write the dot product as a sum $\langle \lambda x, y \rangle= \sum_{n_1}^N \lambda x_n y_n = \lambda\sum_{n_1}^N x_n y_n = \lambda \langle x,y \rangle$
Edd
right yeah
thats clear but what exactly is the relation between the eigenvalue and the eigenvector to only apply to x / y in product space
like i have seen how eigenvectors and values are calculated as such
what?
so they say x and y are eigenvectors of A
found via the eigenvalues lambda and mu
why is it not $\lambda \langle x, y \rangle = \langle x, \lambda y \rangle$
shriller44
that's also valid, but useless for the proof
because lambda is not the eigenvalue associated to y
so lambda y is not A y
whereas lambda x is also A x
oh yeah i guess that makes sense
fair
so after the what is this deducing
so it ends up being the dot of x and y is 0 so they are orthogonal eigenvectors
but what about the first bit
(lambda -mu)<x,y> =0
because <Ax,y> = <x, A^T y> = <x, Ay>
and Ax = lambda x, and Ay = mu y
so lambda <x,y> = mu <x,y>
oh yeah okay
it's on the line just above 😛
exactly the opposite of that
acc not equal like
lambda is not mu
yeah ofc ofc
so the lambda - mu bit they just brush as non zero
but the important part is that dot of eigenvectors is orthornormal
he doesnt seem to fully explain it though tbf
the explanation is pretty clear
okay fist off
what is an eigenspace
i guess its just a load of the same eigenvector with different scales on them
acc no it says the same eigenvalue acc nvm
the subspace spanned by the eigenvectors associated to an eigenvalue
so these 2 eigenspaces are mutually orthogonal as shown from the last line above i guess
mhm
im confused as to what
they say these vectors together give an orthonormal subset of R^n
what does this mean exactly
could you explain this a bit
they have unit norm and are mutually orthogonal
idk what else to say, that's a definition
none of these should be new if you're studying eigen-stuff, which is what i meant when i said you're too early
you skipped something in the middle
its not new new its like
a bit different
so they make an orthogonal set which contains the vectors of eich eigenspace from which we know are not equal, therefore the inner product space of evaluates to 0
and diagonalizable part relating to basis I think that makes sense ill have to check on that
like a basis only affects one dimension so logically i guess it does
each part of the basis i mean column
i have no idea what you mean
yeah ignore that bit
so yeah if its diagonalizable we have got the basis n shit
so back to my thing
how does this basis we showed show this then
i strongly recommend you review old topics
what topics you on about
this book simply isnt a maths book tbf its for computer graphics
its not necessarily important to understand it all really but it seems random atm
like i know orthonal matrices/ transposes/ symettric matrices n stuff
jsut trying to think how they combined it
so, assume you know for a fact your matrix of size n x n has n linearly independent eigenvectors
watch this
in your case where you were looking at a symmetric matrix with distinct eigenvalues, you also just now showed that the eigenvectors are orthogonal to each other
you also know that the definition of an eigenvector with its associated eigenvalue is that Ax = lambda x
what you can do is put all of the eigenvectors as columns of a matrix, call it Q
and put the eigenvalues on the main diagonal of a matrix D
then AQ = QD
it's the equivalent of Ax = lambda x, but done for all of the eigenvectors at the same time
now, if the columns of Q are linearly independent, you can take its inverse
so that A = QDQ^-1
or also Q^-1 A Q = D
the latter is known as diagonalization, because there exists a matrix Q that makes A into a diagonal matrix D
the only extra step is that, in the case of a symmetric matrix with distinct eigenvalues, you just showed that the eigenvectors in Q are orthonormal
this means that Q^-1 = Q^T
so A = QDQ^T, and Q^T A Q = D
this can be done for any matrix for which the geometric multiplicity of each eigenspace matches the algebraic multiplicity of each eigenvector
otherwise, the matrix is a so-called "defective matrix" that cannot be diagonalized
yeah i was looking into that tbf with the null space span thing
yeah i was watching a video on diagnoalization that mentioned it
for geometric multiplicity
ah looking at A - lambda I, sure
yeah anyway that reasoning does make it clearer tbf
for singular values though this is weird part xd
i think ill look into them more before questioning here again though if i get confused
you should follow ryuzaki's suggestion and watch that video series. it does seem like youe course is skipping a lot of important stuff
its not necessarily a course
its like base linear algebra for CG
the applications being more important
that's why I specifically recommended it
ill watch them definitely then for sure
this book is fine but it does as you said not contain every single detail in math you need
I am to find the basis of this system. I've noticed that it's the null space w/ pivots in each row & column, but how does that lead to it having no basis?
show what have u written.
also, you'll always have a basis, could be empty but there will be a basis
that was a dumb question.
yeah so you see that the matrix is of full rank
so only possible point is (0,0,0)
i.e. the subset will contain only one element, 0
it means that the basis is the empty set ∅
Ahhh, gotcha
u can't/don't say that the basis doesn't exist
I wasn't comprehending that it's literally just 0's lmao
every VS has a basis, be it empty or non empty

