#linear-algebra
2 messages · Page 261 of 1
only missing to find how to do it
wait
so if i get roots to be
1, 1, and d
its algebraic multipicity is 3?
an alg mult is something each eigenvalue has
in general here, you'd say the eigenvalue 1 has multiplicity 2, and the eigenvalue d has multiplicity 1
and if d = 1, the eigval 1 has mult 3
so basciailly i have to show that there are 2 possibilities where the matrix is diagonalisable
d=1, a=b=c=0
algebraic multiplicity = gemetric multiplicity
or
d != 1, a=0, b,c=anything
algebraic multiplicity = gemetric multiplicity
but how do i show this
why is U made up of eigenvectors in SVD?
how would i use eigenvectors to solve this question? the answer is in black, just got no clue how that came to be
_b, note that eigenvectors and eigenvalues satisfy that Ax = lambda x
yup got that part
if you arrange all of the eigenvectors into columns of a matrix P, and the eigenvalues as the elements of a diagonal matrix D, then AP = PD
eigen vectors of AA' yes
since multiplying a matrix by a diagonal matrix from the right scales the columns of the matrix
i.e. the product PD scales each column of P by the corresponding element on the diagonal of D
okok, just need to process that for a sec lol
why tho
did u just write the answer without knowing how to solve it?
let _b finish
im trying to grasp these concepts as best as i can, like i want to understand eigenvectors and eigenvalues fully is there a ressource you guys learnt from or just practise and youtube? (and school ofc)
oh im done go ahead
then for beasts question, first simply assume the SVD of A exists
so that A = USV^T
then look at AA^T and A^T A
note that AA^T = USV^TVS^TU^T = U(SS^T)U^T, which is of the form QDQ^T and is then the eigenvalue decomposition of AA^T
i.e. U contains the eigenvectors of AA^T
now rinse and repeat for A^TA
(also recall that U and V are orthogonal [or unitary] matrices)
for given A, yes
yes so you row reduce the matrix to the identity matrix, and make note of the row operations you use
Yeah thanks
since the process of taking a limit is a linear transformation, what would the representative matrix of that transformation look like for a given function and a point?
this needs to be made more precise
first of all, whats your vector space? the space of continuous functions from R to R?
yeah, just like how youre able to construct a differentiation matrix
im only familiar with that being done for the space of real or complex valued polynomials with degree less than or equal to n
it should be possible for an arbitrary continuous function though, right
unless you restrict yourself to a finite dimensional vector space of functions, you wont be able to look at what the matrix representation will look like
like, you need a basis to do this
whats a basis for the space of continuous functions from R to R?
(dont try to find this, lol)
an element of {B : B is a basis of C(R)}
can someone tell what do i need to google to find out how to get rid of xy in conic section formulas?
like this
from what i understand i have to somehow get rid of xy to be able to solve
but idk how
complete the square?
wym
How do you convert expression written in Sum of product(SOP) form to Product of Sum (POS)?
like this one:
AB+ CD
can u simplift it for pos(product of sum)
I need help
can someone explain to me how to solve this question?
In any given linear transformation, if the dimension of the kernal was to be not zero, would 0 be an eigenvalue of T? If so, can someone explain why?
if the kernel is not zero, then there is v != 0 such that Tv = 0 = 0v, so 0 is an eigenvalue
i would start by trying to write any polynomial of degree at most 1 in terms of the given basis
quick question, what is the ground field here? the real numbers?
yes it is real numbers
okay. after you do this
try writing the derivative of a polynomial in terms of the specified basis
then ur pretty much there
oh shit
thank you
that was a very simple explanation
ight thank you
the converse of this is also true
if 0 is an eigenvalue then the kernal cannot be nonzero
and the kernal must be greater than dimension 0
is that what you mean? @teal grotto
0 is an eigenvalue if and only if the kernel is non-trivial
right
since eigenvectors cant be zero
yep
anyone knows how to draw vectors in 3d online?
A is diagonalizable, so there is an eigen-basis {a1, a2, a3} of R^3 consisting of eigen-vectors of A
(that is, for each 1 <= i <= 3, Aai = di * ai for some eigenvalue di of the eigen-vector ai).
for an eigenvalue d of A, we have det(A - dI) = 0.
now evaluate the matrix polynomial at each of the eigen-basis elements
Thanks!
?
i think mathematica let’s u do this
just appeal to cayley-hamilton :^)
A is similar to a diagonal matrix D by A = P D P^{-1} with P being equal to [u1 u2 ... un] and the ith diagonal of D is lambda_i. @empty ibex
matrix multiply Ax = (P D P^{-1})x with x a vector represented in the standard basis
can someone explain how this is the answer
i understand how to get the eigenvectors and eigenvalues, but what calculations do you do to get the matrix, like [-2+i][-1+i]
solving for eigen vectors
what eigenvalues did you come out with?
bc if you didn’t get -3+i and it’s conjugate, you should start there
Hey guys, i have question here. It'd be great if you can take a look at it asap, it's something easy but i couldn't figure how to do.
,w eigen vlaues [[-6, 5],[-2, 0]]
'asap' is sus
A coordinate system K'(x',y') has an origin that is shifted by v(vector) = (2,4) compared to the coordinate system K(x,y) and is rotated by the angle - pi/6.
First i need to make a sketch with the two coordinate systems and then calculate how the coordinates (x,y) of the coordinate system K are calculated from the coordinates (x',y') of the coordinate system K' and vice versa.
it has nothing to do with a test or a quiz i promise
i read the script of the lesson many times and couldn't find sth similar to this question
i know how to rotate a system by an angle, obviously, but it doesnt make sense to shift the origin of a system by a vector. Like, is the new origin the at the point of 2,4 ?
is it that simple, just determine the new origin as the point 2,4 and then rotate that new system by the angle, then sketch them both ?
Hey folks, a positive definite matrix, A, must satisfy the following criteria:
- it's eigenvalues must all be > 0
I want to use this definition to prove that xT A x > 0 for all x (except x=0)
I thought at first that this would be a proof:
lambda v = A v (definition of eigenvalues)
vT lambda v = vT A v (pre multiply by vT)
lambda vT v = vT A v (lambda is a constant scalar so bring it out the front)
lambda | v |^2 = vT A v
Then since lambda > 0 and since |v|^2 > 0 then vT A v > 0
however this proof is only true for v = eigenvector. I need to prove it generally using ANY x (except x = 0). Any ideas on how I can do that from knowing 1) ?
to be fair, A need not be symmetric
idk what definition of definiteness they are using though
I don't think a positive definite matrix needbe symmetric. For example [2,0; 2,2] is positive definite and not symmetric
But even if A was symmetric, I'm unsure how that proves it works for any x. I realize that if it's symmetric then its eigenvectors are all orthogonal, mening that you can write any x = c1 v1 + c2v2 + c3v3 ...
oh wait i think i got it
my b. they arent in general orthogonal
if a matrix A is symmetric, then it's eigenvectors are orthogonal. I just summarized Gilbert Strangs video on youtube here.
yea if the mat is symmetric this is pretty straightforward
i dont think this is true
1 1
-1 1
this is just a modified version of the matrix you gave me
its "positive definite" according to your def
but this has no real eigen values
wait shit
thats backwards
ughh
right, the eigenvalues being real nonnegative is for the symmetric case
i think in general that need not be true
,w eigenvalue decomposition of {{7, -2, -4}, {-17, 40, -19}, {-21, -9, 31}}
positive eigen values
yes and not symmetric
,w multiply {-48, -10, -37}{{7, -2, -4}, {-17, 40, -19}, {-21, -9, 31}}{{-48}, {-10},{-37}}
woah
stolen from here lmao https://math.stackexchange.com/questions/83134/does-non-symmetric-positive-definite-matrix-have-positive-eigenvalues
i just wanted to verify
the converse of what you are trying to show is also not true
idk who gave you this problem, but they need to get their ish together lmao
haha thanks for the counter example!
MIT 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018
Instructor: Gilbert Strang
View the complete course: https://ocw.mit.edu/18-065S18
YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP63oMNUHXqIUcrkS2PivhN3k
In this lecture, Professor Strang continues reviewing key matrices, such as...
yea. would just check with whoever assigned the problem. A being symmetric is kinda important
i'm surpised because at 1:04 in the video he says "each one gives a test for positive definite matrices"
oh fuk

yeh ur right

i feel dum
anybody know how some good resources for calculating the rank of the matrix
pos def is almost always connected to symmetry
is that because if you have xT A x
not necessarily, but it's the most useful
thats why i was surprised when u guys said it didnt have to be symmetric
and you can write A in terms of symmetric parts and non symmetric parts A = A_sym + A_notsym
it doesnt have to be
btw you can turn a non-symmetric matrix to a symmetric matrix that will act the same as a quadratic form
it is true
if A is anti symmetric then A has 0's in the diagonals and a_ij=- a_ji
that cancels out all the xy terms so result is 0
nvm not helpful there
so would i be correct in saying this:
A matrix, A is positive definite (regardless of whether its symmetirc or not) if xT A x > 0
And you can prove that the symmetric component of A (A_sym) will have the eigenvalues > 0
wait, how do you know its anti symmetric? is that like a standard decomposition of square matrices? into its symmetric and anti symmetric parts?
dude what a beast
okay, i believe this now
row reduction/wolfram alpha
ty
SVD lol
i feel like you have had to do this before on a test
i have
you should receive cash compensation for your loss
a 2 part problem where they gave some properties of the kronecker product and ask used 1. to find the general form of the svd of the kronecker product of 2 matrices, and 2. apply it on some 3x3 matrices
the matrices were kinda simple though
i see
then again, you are bound to make mistakes writing out a product of 3 9x9 matrices
tho I had to calculate the zeros of a 5x5 non linear system by hand
and then the eigen values for them
that's some

wanna see the solution?
had to put them here and calculate the EVs and their signs
for the stability
for the stability!
stability of the fixed point
where do you even start tho
set all them equal to 0
what is the dimension of the subspace $S = { AB-BA | A, B \in M_n(\mbb{C}) }$
does AB - BA have any special structure?
like it has trace zero
that already means that dim S <= N^2 - N
why not N^2-1?
yeah so n-1 elements can be arbitrary but the last one has to be -sum
i misread what you wrote
yeah Ik it's <= n^2-1, just don't know what
mhm
is the converse true?
every matrix with trace zero can be written as AB - BA?
that's my question to begin with
um
probably no
whats the dimension of the space of matrices with trace zero
this is like the only property that we have
im gonna run with it lol
um
one thing I have is $\text{char}(AB)=\text{char}{BA}$
characteristic poly
yea
okay lol
that makes more sense
what... whats a basis for this space
i have a hunch that they are the same space
basis of matrix of tr 0 $e_{ij}$ with 1 at the $ij$ th place and (n,n) element is -1 if i=j
something like that
erm
this not nice
what about
um
isnt that just all matrices of the form E_{ij} with i != j and E_{ii} - E_{jj} with i != j?

wait
if you want the basis I can write them out for you
this one
same as this
I was fixing the last element and letting others be arbitrary
we just gotta write each of these bad bois as something in the form AB - BA
lol that's one way to do it
it feels weird that it should be n^2-1
like every tr 0 matrix can be written as AB-BA
i fkn love these dimension counting problems
wait, why dont we need to show that E_{ij} has to be expressed like that
what is a commutator. eff. why is there so much i dont know
cool indeed
[A, B] = AB-BA
the matrix commutator is precisely this expression 😛
commutator has 0 trace is trivial
but the other way around is kinda surprising to me
we are considering E to be basis of Mn, not AB-BA there
wait, so just by knowing that we have a set of AB - BA with trace zero that spans S, we're done?
huh?
we know AB-BA has trace zero
since all trace zero matrix is a commutator, they have same dim, i.e. n^2-1
sry this is redundant
learning something new every day, cool
only if I could focus on abstract part/topology
the topology part >>>

why sad cat for topology
sl(n) is the set of commutators 
sl = [gl, gl]. i wonder if this has any significance in lie theory
sl(n) = lie algebra of SL(n) = trace zero matrices
sl(n) is the tangent space to SL(n) at the identity matrix :^)
you're learning manifold theory so im allowed to use these words
oh i thought u were just being lazy and writing sl(n) instead of SL(n) lol
if A is a matrix and e is a really really super small number, so small that I + eA is still in SL(n), then 1 = det (I + eA) = 1 + e(trace A) + o(e). simplifying and dropping higher order terms you get trace A = 0, so the linear approximation to SL(n) at the identity is just the traceless matrices
not at all a rigorous proof but it's a fun way to see why this should be true (and you can basically make it rigorous using the matrix exponential)
writing uppercase for a lie group and lowercase (fraktur) for its lie algebra is standard notation :^)

e(trace A) and not just trace(A)? sry that was dumb
how do u get that trace(A) = 0 tho, if e —> 0
divide by e and take e to zero. o(e) means something with o(e)/e -> 0 as e -> 0
or just pretend the o(e) is gone and divide
lol
ngl I hv no idea 
not a dumb question, it's actually an important identity. try to show that the derivative at t = 0 of det(I + tA) equals trace A
then use the definition of the derivative
what's next is me falling asleep it's almost 6 am and i have class at 2
i’m in the same situation as u but now i’m calculating derivatives
i have the luxury of being comfortable with failing my courses

i am thriving
here's a hint for the derivative i just gave
if f(t) = det(A - tI) is the characteristic polynomial of A, then write det(I + tA) as t^n det(A - (-1/t)I)
fuck
i had two things in mind and convinced them both incorrectly
combined. autocorrect moment
you get what i mean
okay, so hint is to look at the characteristic polynomial and rewrite it
also: trace = sum of roots of characteristic polynomial
that's the shortest proof i know of the derivative identity

can somebody help me do this, i keep getting that the rank is 2 but im defo doing something wrong

what comes after is the rest of lie theory. but ill stop clogging up the channel now
probably messing up SVD calculations by hand
nah but fr that’s the right answer
look at the rows instead
wait the rank is 2?
third row is a linear combination of the first and second row
wolfram alpha gives me 3
first and second row are lin independent
ah
can’t be
lol
didn't notice this tho
yea. row rank = column rank too
np
?
they add and subtracted u1
I can't figure out how to do this, can someone help me out here? I know I can write x = c1 v1 + c2 v2 where v1 and v2 are orthogonal eigenvectors. But I don't know how I can then prove xT A x > 0
looks like a typo tbh
should be u2 - u1 in the second red underline
it should be pretty obvious
W is closed under scalar multiplication
?
follow the reply I made on myself to see full context 🙂

why don't you just use EVD
as I have told you can take symm part of A, so no harm in considering A is symmetric in the first place
@vocal isle
even you can assume A to be diagonal since every symmetric matrix is diagonalizable and has orthonormal eigen vectors
then assume $A$ has a -ve eigen value, so take the corresponding eigen vector $v$... and your analysis follows
btw you saying 'all eigen values are > 0' must also mean you are taking for granted that 'eigen values exist and are real' right?
thanks Ryu. I don't know what EVD means 😦
and yes, in this case i'm assuming A is symmetric
eigenvalue decomposition
oh i know this! That's just when you diagonalize a matrix by
ok so that means if A is symmetric then I can write
A = E D ET
where E = [v1;v2;v3] (consisting of eigenvectors)
but I don't see how this proves that if eigenvalues are all positive and if A is symmetric then xT A x > 0
I can write A = E D ET
xT A x = xT E D ET x > 0 ???
i also know that
v1T A v1 > 0
v2T A v2 > 0
and i also know since eigenvectors are orthogonal that v1T v2 = 0
@vocal isle you following?
vector*
hmmm
so let q = v2T A v1
if i premulltiply by v1
then i can get v1q = v1 v2T A v1
hmm, that doesn't get me anywhere, i don't know how to simply that 😦
this i agree with though
yep, thats the defintiion of eigenvector and eigenvalue
so $v_2^TAv_1 = v_2^T (\lambda_1 v_1) = \lambda_1 (v_2^Tv_1) = 0$
that's somewhere for you?
ah nice yep i follow that
so for any $v \in V$ you can write it as $v = c_1v_1+c_2v_2$ and so $v^TAv = (c_1v_1)^TA(c_1v_1) + (c_2v_2)^TA(c_2v_2) + (\text{rest are zero})$
which gives you $\lambda_1 c_1^2+\lambda_2 c_2^2$ which is positive as $c_i^2 \geq 0 $ and $\lambda_i > 0$ and $v\neq 0$
inner product = dot product? I know what that is
so your v = c1v1 + c2v2. How did you get the next line?
ppl sometimes distinguish between them, idk what definition you are using so I'm assuming you know what that is
how did you expand that out?
compute v^TAv by hand
they'll distribute componentwise
clear?
let me try and digest this step
the dot product is an example of an inner product
don't make me write the steps 
just use that fact that $[E]^TA[E] = \mqty[\dmat{\lambda_1}{\lambda_2}]$
OH!
$A[E] = [E] \mqty[\dmat{\lambda_1}{\lambda_2}]$
and so $[E]^TA[E] =[E]^T [E] \mqty[\dmat{\lambda_1}{\lambda_2}]=I,\mqty[\dmat{\lambda_1}{\lambda_2}]=\mqty[\dmat{\lambda_1}{\lambda_2}]$
hope all clear now?
woah, what a crazy proof. I can't beleive how easily that comes to you. But for me this is a mindblow moment haha

also I would like to add that any positive definite matrix (symmetric?) induces a inner product on the space by $$\ip{a}{b}_A = b^TAa$$
what you showed $v^TAv > 0$ is just the requirement that $\ip{a}{a} \geq 0$ and $0$ iff $a=0$
I guess I don't know what the inner product is. I've never seen < > brackets before
a would have assumed that meant a dot b
nvm then
but it's kinda like a dot b but with a matrix A inside 😮
you'll prove in again sometime
it is, A is +ve definite symmetric
hey folks, so I've finally finished my adventure into learning the basics of linear algebra. Something I should have done a long time ago. here are my quick summary notes:
if anyone could quickly skim these notes and let me know if there is a wild error, I would be super happy 🙂
yo guys im having trouble understanding multilinear forms
does anybody have a concrete example
of a mapping from like V^n -> F
a typical example is the determinant
This is probably a bit of troubleshooting, but I just can't seem to get it right.
So we've got an function $f(t) = \alpha_1 (t^2 - 1) + \alpha_2 t + \alpha_3$ and 4 sets of points (-1, 0), (0,4), (1,-2), (2,2). I want to find the determinant of $(A^T A)$, which I got to be 80 with my calculations. $ \begin{pmatrix} 4 & 2 & 2 \ 2 & 6 & 6 \ 2 & 6 & 10 \ \end{pmatrix}$. And If I take the inverse of that, I get $\begin{pmatrix} \frac{3}{10} & - \frac{1}{10} & 0 \ -\frac{1}{10} & \frac{9}{20} & -\frac{1}{4} \ 0 & -\frac{1}{4} & \frac{1}{4} \ \end{pmatrix}$. In another assignment question, they say that $(A^T A)^{-1}$ is $(A^T A)^{-1} = \frac{1}{\det(A^T A)} \begin{pmatrix} 20 & -20 & 0 \ -20 & 36 & -8 \ 0 & -8 & 24 \ \end{pmatrix}$, which is not what I get. I've tried to redo the calculations and I don't seem to find that answer sadly. Is there anything I'm missing?
HrJonas
what the hell is A
Ax = b, so A is all the entries from the points and taken the function in consideration.
I've said $A = \begin{pmatrix} 1 & -1 & 0 \ 1 & 0 & -1 \ 1 & 1 & 0 \ 1 & 2 & 3 \end{pmatrix}$
HrJonas
does anbody know some good resources to understand this
cuz the book doesn't have an examples
its a chapter about multilinear forms
^
Yea you get the same as me. The following question asks me to explain why the determinant can be written in the above mentioned format, which I can't get with my calculations
no need to go as far as the determinant
the dot product of 2 vectors is multilinear
(bilinear)
well if they are not the same, how are you supposed to explain why they are same
WTF is that username
No idea, it makes me wonder if I've done a wrong calculation, but I can't seem to find it
Also I probably think what they are referring to is the matrix inversion using the classical adjoint
another example is the sum of the entries of a vector
Hmm. Can I somehow get the "classical adjoint"?
I'll look into it, thanks!
i haven't studied them yet
that's a 1-linear form
sure, even if the vectors are in R^1, T is linear in each argument if the others are kept fixed
i don't understand why this is true
maybe its cuz i have not studied multivariable functions yet
they just applied the definition of linearity to each of the arguments
i.e. it is linear in the first argument, and also in the second
hence bilinear
it's the same as your previous image says
this is a definition, drunk
only some maps satisfy it
those that do are said to be bilinear
in general, you can't just do that
the dot product satisfies these properties, and is therefore bilinear
yes, over R
you can test it yourself by looking at the sum form of the dot product
how do u define the dot product as a linear map
over R, as ryu says.
we talk of eigenspace of each eigenvalue
Kangaskhan Edd
for u and v in R^N
now you can test that D satisfies the definition of linearity both for u and v
ok ty
So I got this question about finding the basis for span but I dont understand whether to make each of the set into a row or a column? is it depends on the question or is there any regulation in the usage of "()" and "[]"?
no standard notation for it, as far as i know. it depends more on how you did it in your lecture
as for the row and column question, it actually doesn't matter, but the procedure is slightly different depending on how you do it
if you set the vectors as rows, you can find a basis directly by keeping the rows after row reducing
if you set them as columns, you row reduce and note the pivot positions, then use those to pick out columns from the original matrix pre-RREF
oh okay thankyou very much
@zinc timber Sorry for ping. I tried quickly to find the adjoint matrix of A^T A, but it did not give the correct one - the numbers were there, but they were in a weird reversed form
This is what the computer gave me as the adjoint.
I found the error. Silly me. Everything was reversed from the beginning. I thought it was how it should be done, but apparently not
guys looking back at the dot product. Is it defined to be a multilinear form by this defintion because if i take any scalar in R and replace it with another scalar which is being used in the dot product (Imagining that we are going from R^2 to R), then it will still remain a linear functional?
also could you give me an example of something that is not a multilinear form? thanks a lot guys
f(x)=1
why?
it's not linear, for one
can't be linear in several arguments if it only has one argument and it's not linear
guess that falls in line with my usual "proof by lmao look at it"
I know you will think im stupid but i don't get any of this multilienar stuff and im going crazy
the way i interpret this
is like this
that's not all
and in one line, T(cx + y) = cT(x) + T(y)
yes
ok
we say T is linear in the first argument if T(cx + y, v) = cT(x,v) + T(y,v)
yes
T could also be linear in the second argument following a similar def
and if it is linear in both, then it is bilinear
ok makes sense up to here
ok, now let's say we have a T(x,y,z,w)
and if it is linear in each of the 4 arguments, it's multilinear
ye
the only thing i don't get is how this relates
to the definition above
are they the same thing?
yes
it's exactly the same thing
your image says "if we pick any of the arguments, T is linear in it"
they call one such argument x_i
hey i have a really random question would cycling 3 rows be classed as an elementary row operation? cuz ik swapping rows are but not sure about that one?
Write with the base 5
5^3 (5^4 + 3)
Anyone mind giving me a helping hand
that's not linalg
hmm okk so it aint?
Really, its in my linear algebra book, what part of math is it?
i'm not sure where that is encountered first tbh
and yeah, it isn't. it's a more general permutation
alright thx m8
maybe #prealg-and-algebra , dany
okk well i got that wrong then lol...Thank you for the help though 🙂
any example of this definition
not really sure what it means to have a vector space of functions?
it's a vector space in which the vectors are functions with a fixed domain and codomain
So rather than just lists its functions mapped to inteveral of whatever S is
S is the domain
as a somewhat silly example, if you have f, g ∈ R^R given by f(x) = x^2 and g(x) = 3x
you have (f+g)(x) = x^2 + 3x
and (10f)(x) = 10x^2
yeah that makes sense i guess, so yeah the domain is S and it holds arbitray functions f(x) etc, that themselves map to elements in F
so any function that does not have the entire domain of S is not define in that vector space ig
its also not in F^S if its codomain isnt F
yeah true
Finally finished the matrix algebra chapters.
Thanks for all your help guys. Hopefully won't have to return back here for another year
here's a solution (and definitely not the only way to do it): if the characteristic polynomial of $A$ factors over $\bC$ as $$\det(A - tI) = (-1)^n(t - \lambda_1)\cdots(t-\lambda_n),$$ then
\begin{align*}
\det(tA + I) &= t^n\det\left(A - \left(-\frac{1}{t}\right)I\right) \
&= (-t)^n \left(-\frac{1}{t} - \lambda_1\right)\cdots\left(-\frac{1}{t} - \lambda_n\right) \
&= (1 + t\lambda_1)\cdots(1 + t\lambda_n) \
&= 1 + t(\lambda_1+\cdots+\lambda_n) + o(t)
\end{align*}
TTerra
i wouldn't be surprised if you can also solve it using the density of diagonalizable matrices over C
that'd be a quick and cool proof
hey, I have a question, what would be the eigen vectors of I subscript 2, so [1,0//0,1]? I get eigen value, 1, multiplicity 2
but what would the eigen vectors be?
you're right. so what vectors v satisfy Iv = 1v? what are the eigenvectors?
so becaus etheir are less eigen values than multiplicity, there is no eigen vector
?
0?
what is $$I_2\begin{pmatrix}v_1 \ v_2\end{pmatrix} = \begin{pmatrix}1 & 0 \ 0 & 1 \end{pmatrix}\begin{pmatrix}v_1 \ v_2\end{pmatrix}$$
TTerra
1
[v_1,0//0.,v_2]
nope
yes
because all vectors v satisfy I_2 v = 1 v
wait according to that definition i sent earlier they say that R^2 for example is considered as function from {1,2} > R, whats all that about
a function {1, 2} -> R is basically the same thing as a pair of real numbers
1 maps to the first element of the pair, 2 to the second
is this from linear algebra done right by sheldon axler?
yes
my condolences
what?
lol it's a good book
yeah i just wanted to fill in shit i didnt know about linear algebra so i decided to go over whole thing from start
so R is a set of functions defined so that the domain of them is {1,2}
i dont get that really though its kinda weird
R^2 ive only though of as pairs of numbers in R like coordinates
and i'm telling you they're the same thing
it's just a funny way of looking at tuples
$$(a_1,\dots,a_n)\in\bR^n$$ is the same thing as the function $${1,\dots,n}\to\bR,\qquad i \mapsto a_i$$
TTerra
your notation there messed me up for a bit
i was like wtf is i, there is no i there

yeah did u mean 1 to i > R?
woul not have ever thought they were dense
crazy fact huh
i'll try to come up with some intuition for it in a moment
i would guess something like: all matrices can be put in JNF over C, now perturb that a bit and you get something diagonal
write down the equations and solve for the blank
Hi I have a question.
If we have a real matrix that has complex eigenvalues with lambda = a +- bi, to create a matrix A = PCP^-1, P and C can be based on a+bi and a-bi or only a-bi?
The book theorem says a-bi but I am also able to setup PCP^-1 based on a+bi
Can anyone explain why this is the case?
Here's the theorem
@charred root There could be more than one solution. But in your problem I think that solution is the only one.
Two eigenvectors can correspond to same eigenvalues , that may be the case here
What do you mean
If a-bi can setup PCP^-1
why not a+bi?
Because the matrix multiplication works out still no?
I didnt say that , I'm saying check if both the eigenvector correspond give same eigenvalues
Idk how to use the bot to create a matrix
So i’ll just send a picture of the problem
$\begin{bmatrix} 1&0\\0&1\end{bmatrix}$
$\begin{bmatrix} 1&-2\1&3\end{bmatrix}$
eswag
Compile Error! Click the
reaction for more information.
(You may edit your message to recompile.)
Just send a photo np
$\begin{bmatrix} 1&-2\1&3\end{bmatrix}$
eswag
Ok
And C has a format of $\begin{bmatrix} a&-b\b&a\end{bmatrix}$ while P has a format of [Real Imaginary]
eswag
so if we take eigenvalue 2-i we get C as $\begin{bmatrix} 2&-1\1&2\end{bmatrix}$ and P as $\begin{bmatrix} -1&-1\1&0\end{bmatrix}$
eswag
if we take eigenvalue 2+i we get C as $\begin{bmatrix} 2&1\-1&2\end{bmatrix}$ and P as $\begin{bmatrix} -1&1\1&0\end{bmatrix}$
oh i messed up the matrix format
Edit message
eswag
yeah that looks about right
The answer keys says that these are the answers
But why cannot this set be an answer?
why does the a-bi eigenvalue form the right answer but not the a+bi
Should work , what problem are you getting
why does the theorem say it as a-bi is my question lol
i guess its wrong?
They must've done only one case
Yeah
considering a+bi is just a-(-b)i
okay i just wanted to make sure that I was right
Thank you sam
it's Sam
right
has anyone seen a proof of cayley hamilton that uses cyclic generating functions
i think that's what they were called
but my prof did that proof today and i highkey did not follow
send the proof maybe?
follow the convo, lol
proof by "scroll up"
Is this for me or...
both are for you
Oh thank you
this is the short proof i was talking about
the convo ryu linked is closely related
Yeah but I think we are supposed to be proving that the "sum of squares" is > 0
this accomplishes your goal
I know but sadly my teacher is a goof
Actually I see now that I could pretty much just copy what he has for a nxn case and just add alot of dots and n's
Why its the same thing isnt it
your goal is to prove this statement right
Yeah but he wants it proved in this specific way for a nxn case
So he literally wants me to write out 2 nxn matrices M and M ^T and then prove it this way
murder thine professor
i want to type more lie group stuff here later
Because hes crazy
Ive had multiple people in here say my teacher is doing problems in the dumbest way possible
Another example of his style of writing out formulas
pls do
i mean, i guess this one is alr
Yeah well , some coding people would say this is a very very very stupid way to write out Big O
oh the big O part yea
not really
to me that's perfectly valid thing to do, for cs ppl, maybe not that much
I think the guy I showed was just mad cause he prefers the way cs majors do it over math
yeah this lmao
a quickie: let $A \in M_{n\times n}(\bR)$ and let $\varepsilon > 0$ be such that $I + \varepsilon A \in O(n)$. then $$I = (I + \varepsilon A)(I + \varepsilon A^T) = I + \varepsilon(A + A^T) + o(\varepsilon)$$ so $A + A^T = 0$. that is, the linear approximation to $O(n)$ at the identity matrix is the set of skew-symmetric matrices
TTerra


I+ϵ A ∈O(n) feels weird
Honestly it kinda pissed me off too cause for our first problem I was like , oh easy 2 loops its 2n. Then we proceeded to spend 30 min doing it the "math flop count " way for a result of 2n
epsilon better 
\varepsilon > \epsilon
ε<0
Thanks tho guys, I think imma just add lots of dots and n's and hope he accepts it
good, it should
so, to get that A + A^T = 0, you have to subtract I from both sides, divde by epsilon, and then you're like, 0 = A + A^T + o(1)
but the o(1) part has to be zero?
u can do it in a savage way, expand everything use every inequality
as epsilon -> 0 yeah
ill expand , add uncessecary white space, and infnite dots
but this is all non-rigorous so i wouldn't think too hard about the technical aspects lol
infinite*
but it's a nice handwavy way to see why some things should be true!
manifolds, lie theory, something like that
c squared is learning manifold theory right now so i'm tempted to dump some rigor on them


im just a child, please lmao
i show no mercy to even children
literally struggling to work out these little o approximations lol

don't think about them too hard
the "proofs" im giving aren't even rigorous
dymn this actually makes sense why dimension of commutators should be n²-1

and for dim of skew symmetric matrices, do I just subtract 1 from dim of O(n)?
the dimension of the set of skew symmetric matrices will equal the dimension of O(n)
not the tangent space?
tangent space has the same dimension as the thing it's tangent to
why is this not o(e^2) instead, sorry for getting caught up on this, i just want it to make sense
oh lol,
$$(I + \varepsilon A)(I + \varepsilon A^T) = I + \varepsilon (A + A^T) + \underbrace{\varepsilon^2 AA^T}_{=o(\varepsilon)}$$
so Sl(n) has dim n²-1 
TTerra
Dont worry totally makes sense
where are the dots?
Oh yeah crap
lemme add those
then its valid
Pretty sure I did my cross multiplication wrong anyway
nah
Or do I fail Linear algebra again
that'll just be $\sum_{i=}^n \sum_{j=1}^n \sum_{k=1}^n
x_i m_{ik}m_{kj} x_j$
what are you trying to do
prove M'M is positive def in a hard way
Yes this
no 
that's what his prof demands
how about x^T M^T M x
then substitute w = M x
so that the original expression is w^T w = 2 norm(w) squared
this is the way i suggested, but their prof apparently hates his students
and the 2 norm is already pos def
ah
so what are they supposed to do
the prof specified a bad method to use?
thye specified to write out the matrix mult
the matrices ur multiplying are wrong btw, you didn't transpose the left one
this one here
that's M^2, not M^T M
Perfect
not aligned
and he better like it
i would honestly show it for 1 element and say the rest follow immediately
Sadly I cant
i mean, you can't show it for all infinitely many 
I also am new to LaTex so this is super fun
so you're doing it at some point
think this should be true no?
Yeah after this step imma just say .. and so on
swap the indices in one of the two ms
Then write > 0 at the end pretending I know what Im talking about
All jokes aside is this how you take the dot product of a 2x2 matrix again I actually forgot lol
the arrows you put there compute the elements 1,1 and 2,1 of the result of M*M
1,1 in red, 2,1 in green
it's also not a dot product, python/numpy just has shitty nomenclature
oh yeah then I need 2,1 2, 2
No I just men I always found the dot and cross product super confusing by hand
sure but it's not the dot product of a 2x2 matrix
Yeah its for nxn, but im being stoopid
wut
there is an inner product for two square matrices
but that is not this
you are simply multiplying 2 matrices
yes
that is not a dot product
oh
it's just multiplication
I have failed again
inner products yield an element of the base field
the inner product would rather be trace(M^TM)
or, well, AN inner product
whats an example of a vector space over a field with an inner product, where the field isnt Q, R, or C
i have no idea :x
hmph
i think like field extensions of Q work
but idk. i dont think you can have one over finite field
what part do you want explained?
Well it seem like you have a popup window ontop of your work, usually this happens when you hover over certian text
honestly most of the problem
it's fine if you cant! imma go to help session tomorrow
do you know what an invertible operator is?
a little bit
this is a yes/no question
you either know what an invertible operator is or you don't, there's no inbetween
well yes but im not the best at applying it
okay, so can you tell me in your own words what we mean when we say "T is invertible"?
@dusty pond ?
nvm...

Lol
why do you use hyenas for your pfp tteppa
@dusty pond so that's a no?
ill post it in ivory edd
is that a "no i can't do that" or a "i don't need your help anymore"
sorry, i can't do it. I dont think. I have T = Id_V or T = 0_V
okay, so let's back up a bit
do you know about invertible functions?
outside the context of linear algebra
(the answer options are "yes", "no" or "i don't need your help anymore stop badgering me")
hello everyone, hm...
I have a math problem that I can't solve
Hope everybody help please
rhombus in the exercise, its meaning is the number when divided (the total number of students) by the number 5.
Eg:
My student ID: 2017478
(2 + 0 + 1 + 7 +4 +7+8 = 29 remainder 4)
so rhombus is number 4.
mom
??
English translation: There exists a matrix X satisfying X^2 = (k - 5)I3
Please explain?
k : is a rhombus.
I know how to do it when k > 5 but don't know how to do it when k < 5
sorry my english seems poor. Because I'm Vietnamese
the "please explain?" part is unclear
are we supposed to prove that it's true for all k?
As far as I know, the remainder when divided by 5 is 0,1,2,3,4
so the left side always has a negative number
???
what do remainders have to do with this?
oh, nevermind, it's the student ID thing
must prove that that X exists a matrix or not? When k < 5
so you're asked to determine whether there exists X such that X^2 = -I
you said k=4 in your case
that right!
Too bad I don't know how to get there.
Thank you so much for helping me
i didn't even begin to help in any way
it's only now that i even know what the problem is
anyway: consider what eigenvalues X might have based on X^2 = -I
I'm so sorry that my English has to use Google Translate
If you refuse to do this, that's okay too. I also really appreciate that enthusiasm.
The hint is already given
😘
yes yes
yes, get's me everytime
oh i see it was M'M
you, mrsystem and tteppa tripping me up with indices

since when did a rhombus mean 'k'?
is it time for me to post my riemannian geometry work again?
indices...
sorry some k < 5 for readability
or you can call it a rhombus.
lol no, next sem maybe
I had a introductory course on tensor calc, have dealt with similar things before
yeah i gotta go back and change this to black once i start writing the new part
dat \blue macro
you said k <5? X²=(-ve)I right?
yes yes
thank you very much
for what? 
determine if there exists any matrix X satisfying the above condition or not? If you please decake because why does the matrix X
can X have complex entries? or only real entries?
real then
interesting notation
ok, so tell me does there exist a real number x with x²<0?
that rhombus is k btw
yes
Hic hic at Vietnam University, that symbol is quite familiar
@zinc timber ||it is important that X is a 3 by 3 matrix. its size affects the answer||
|| don't think so, but u r welcome to correct me if I'm wrong ||
||there exists a 2 by 2 real matrix whose square is -I||
||hmm true||




