#linear-algebra
2 messages · Page 315 of 1
Yea
Can you use the fact that the transpose of a matrix has the same eigenvalues as the original?
I'm pretty sure this is induction
it didn't show up in our text yet but maybe?
Maybe it’s just induction indeed as Max notes
If the row sums are the same then I do think there’s a simple vector for the nxn case
Like 99% sure... I can show u what I mean if ur still not sure later
I.e. a vector such that Av = sv
Nvm I don't think it's induction as the induction hypothesis is really tricky
I know how to do it
@little crater hint: you need to use the fact the det(A-sI)=0 if s is an eigenvalue
Write out a general matrix of this form (using $x_{ij}$ notation) and remember the different operations you can do that don't change the determinant
Max..
yeah I think I am going to do that
I can give a further hint if u get stuck
thanks!
nyann gave me a hint about taking the performing a row operation such that you you add all the rows above the last row to the last row
since we had (A-sI) and we knew that the columns summed to s
this results in the row entries in the bottom after performing the row operation
of s-s
=0
per entry
and since the row is now all zero we can get the conclusion the matrix isn't full rank .... non pivot columns ... (A-sI)x= 0 has non trival solutions... s is an eigen value for A
Yea I mean I added all the rows to the top row ( doesn't change the determinant ) and realised it makes the top row all 0s. So expansion via the top row gives you 0×all the minor determinants so = 0
Talking bout rank is also a good way nice job 👍
Anyone got some really useful or interesting facts about Eigenvalues, could be anything like Cayley Hamilton type stuff... or a lemme / q that was interesting
minimal polynomial stuff is alright
ty had a little read just now seems interesting, any other stuff is greatly appreciated
is there such that as a transpose matrix (for nxn matrices) such that BA=A^T and BA^T=A . I am going out on a limb and saying no but I am not sure. Maybe special cases but idk about in general. If we called A^T = C. We then have BA=C and BC=A. If we assme A!=C then I can't imagine that such a B would exist as these would evoke row operations and we would need both a row and column operations I would assume?
and I guess what I would be after a permutation matrix but I don'
t think that can exist in such a way
This would require both a row and column operation
so no I guess
does there exist a matrix that can always transpose an arbitrary nxn matrix or for that matter an mxn matrix?
Basically BA^T=A and BA=A^T
Anyways I don't believe there is such a matrix
Basically is it possible in general to construct a matrix that will transpose a given matrix.
I am trying to learn linear algebra for machine learning but all the books that are saying linear algebra for beginners are not for beginners at all, any book recommendation?
no, there is no such matrix
it would help if you wrote down what books you didn't like so people don't recommend them to you
There was mathematics for machine learning from marc peter, linear algebra and optimization for machine learning. The other ones I am not sure I dont have them on my phone anymore.
Oh and Introduction to linear algebra 5th edition by Gilbert Strang
Maybe take it as a course or you lack the prerequisites?
I wanna show that two homogenous systems of linear equations with two unknowns that have the same solutions are EQUIVALENT, but I’m dealing w a gap in logic
can I use the fact that they have the same solutions as basis for selecting scalars so that I can express any eq in one system as the linear comb. Of the eqs in the other system ?
That would complete the proof but idk if the fact that they “ have the same solutions “ works, and I’m not sure what does if so
for this question
do they just mean this
I know there are really only 3 distinct eigenvalues but the polynomial must have some sort of (x-1)^2 situation
or maybe it is this
okay sorry looking at the book it seems that both are okay
why is it that the minimal polynomial of a symmetric matrix is the following product: (x-l^1)* (x-l_2) ...*(x-l_s) with l_1, l_2, ... l_s the different eigenvalues of the matrix?
(real) symmetric matrices are diagonalizable, and the minimal polynomial of a diagonalizable matrix is the product of (t - c) as c ranges over the distinct eigenvalues
okay but why is the minimal polynomial of a diagonalizable matrix this product?
the shortest explanation is that the multiplicity of an eigenvalue as a root of the minimal polynomial is the size of the largest jordan block present in the matrix's jordan form, and in this case they're all just 1 x 1 blocks
Is this really the shortest explanation?
it's the shortest i could come up with
without just saying "'minimal polynomial splits into ... iff diagonalizable' is a standard result in most books"
okay well thx for your help
it's the shortest, but maybe not the most elementary
i'll type the easy proof in a moment
the polynomial $$p(t) = (t - \lambda_1) \cdots (t - \lambda_k)$$ ($\lambda_1,\dots,\lambda_k$ the distinct eigenvalues) divides the minimal polynomial $m(t)$. by picking a basis of eigenvectors, you can check that $p(A) = 0$, where $A$ is your matrix. by the uniqueness of the minimal polynomial, $p(t) = m(t)$.
TTerra
In Axler's Linear Algebra Done Right, the proof that dim U is <= dim V where U is a subspace of V is "Suppose V is finite-dimensional and U is a subspace of V. Think of a basis of U as a linearly independent list in V. Now use the fact that the length of a linearly independent list is <= the length of a spanning list to conclude that dim U <= dim V. But wouldn't it be reasonable to interchange the roles, i.e. think that U is a spanning list and V is a linearly independent list? And wouldn't that suggest the opposite?
the converse is also true (if the minimal polynomial takes this form, then the matrix is diagonalizable), but the proof is a little trickier
what do you mean by "U is a spanning list and V is a linearly independent list"? these are subspaces, not finite lists of vectors
be a little more precise
thx
right but I'm just going by his logic
he defined a subspace U to be a finite list of vectors in the proof
no
he took a basis of U
the proof goes as follows: if $\beta$ is a basis of $U$, then it is a linearly independent set in $V$, so its size $|\beta| = \dim U$ is less than or equal to the length of any spanning set in $V$, hence $\dim U \leq \dim V$.
TTerra
oh o kthanks
So, for this: "A vector space A is infinite dimensional iff A has some infinite LI subset". Is the forward direction possible without choice or some equivalent? I see how to do it by well ordering theorem I think since I can pick x_{k+1} to be the least elt of A not in span{x_1,...,x_k} and build up my LI set that way.
Which definition of "infinite-dimesional" do you have to start from?
This is from Friedberg, Insel, Spence. They define a vector space V as finite dimensional if it has a basis consisting of a finite number of vectors. A vector space V is then infinite dimensional if it is not finite dimensional.
Hmm, yeah, then I think you do need some form of choice.
Part of my curiosity is because the next section after the section containing this exercise covers Hausdorff Maximal Principle, so my worry here is that either the exercise can't be done without some equivalent to choice, or there's any easy way I'm overlooking. 
https://math.stackexchange.com/a/1587031 gives a very rough outline of a forcing model of ZF with a vector space that has neither a basis (so in particular it's not finite-dimensional) nor any infinite linearly independent set.
That's really weird and kinda cool lol 
yo chat chat
so ummm
explain why det(A) is the product of the n eigenvalues of A
but you already did
that is what I thought but my prof wanted me to mention I guess something about the fundamental theorem of algebra I believe.
it's not like it asked you to prove that you can write det(A - \lambda I) like that
but if you want to prove you can, then the fundamental theorem of algebra is what you need
okay yeah I guess so
do you need lebesuge integrals to properly define a hilbert space?
the definition of a hilbert space is "a complete inner product space" that's it right?
you don't need integrals at all to define a hilbert space
just the basic theory of vector spaces and metric spaces
however, for the specific hilbert space L^2 you need lebesgue integration
ah okay
like
the hilbert space of square lebesgue integrable functions or something?
@waxen minnow

thats what L^2 is yeah lol
ic

yeah
What does M_n mean in the picture?
square n times n matrices over the field F i guess
yeah, but just wondering if the M stands for matrix in general. Then do I read it as some matrix algebra over the field in this case n x n matrices?
that would be my guess
there are a bunch of different notations for this kind of thing
ahh confusing)
We will then have in the corollary when choosing n x n matrices A that if A is diagonalizable then this reduces down to a special case of Jordan normal form where we end up with just the eigenvalues on the diagonal. Also C would not be unique here as there are many choices.
In this context just looking at it as a standard nxn matrix would make sense
jordan bases aren't unique so that's fine
in the process of computing it you choose certain vectors out of certain kernels/subspaces
but for the algorithm to give you your jordan form it doesn't matter which ones you choose so you can end up with different change of basis matrices
understood, thanks

Anyone here ? I have a question

@dim epoch also wondering about what the notation [T]_epsilon means for the corresponding theorem?
I guess it means the matrix representation of T with respect to \epsilon
yeah, I was thinking about that I was just afraid I was missing something with the brackets notation. I have never seen it used
yup should be just eps* T *eps^-1
so the condition means nothing but the characterisc polynomial splits on the field F?
i mean the theorem seems weird to me
since the jordan form would just be a diagonal matrix
unless im getting something really wrong here
in cases where F is the complex number field the theorem coincides with the usual Jordan normal form theorem
F doesn't have to be the complex numbers for that does it?
if you have a splitting polynomial over R that works as well
just that over C polynomials generally split
you need the char poly to split to have an upper triangular representarion, aka schur decomposition
no, but the condition that P splits on F is more general
as C is algebraiclly closed, every polynomial over C splits
more polynomials split over C like x^2+1 = 0
yes but the polynomial splitting is already given as an assumption
yeah
so you don't need C for it to split
yeah, but only a subfield of C which is suffienctly large so that the given polynomail splits over it
hmm
im just confused on why the splitting polynomial is given as an assumption when going towards jordan forms
since the jordan form is usually used to get a form that's as pretty as possible if the polynomial does not split
hence we don't get a diagonal form
because if the polynomial doesn't splits, you cannot choose n many eigenvalues as they're the number of the roots of the char polynomial. Without that many eigenvalues, the proof cannot go on
Dont we need it in order for the basis to exist? Thats why we assume the polynomial exist?
sorry meant splits
to make it digonal, one need 'Jordan blocks of size 1', or say, roots of char polynomial with no multiplicity.
Can someone Help explain how to solve this problem
hm i guess we went about jordan forms differently
But if there's multiplicity, in general you get no diagonal ones but only those with 1 over them
precisely speaking it's because in the proof , first we fix an eigenvalue, then we choose a vector to build the basis. but if the eigenvalue we get is less then n, then we cannot get a basis but only 'independent set of k vectors' where k is less than n.
yeah, if u get diagonal entries this reduces down to the trivial case aka the square matrix is
.
diagonalizable
@spice field thanks
another viewpoint to check if this is correct: it's well-known that every complex matrix has a Jordan form. So if Jordan form is diagonal, then every complex matrix can be diagonalized. That's obviously, incorrect.
@spice field I'm also wondering about positive symmetric matrices which I know contain real eigenvalues. There is a proof where they show if lambda is the greatest eigenvalue then lamba > 0.
how can they just take the trace of A in this case?
yeah i got confused with some terminology and prerequisites
Shouldn't it be the trace of D in A = X D X^-1 since its diagonalizable?
this isn't linear algebra, try one of the help channels
Thanks
it's a good exercise to give a non-diagonalizable matrix. Try it?
For example, over C, size 2x2.
cool thing is trace is invariant under similarity transform so it does not matter
so, you are assuming multiplying with an invertible vector?
your matrix is diagonalizable
so you have a matrix B such that B* A * B^-1 is diagonal
with the eigenvalues being on the diagonal
ye that I know
then you can take the trace of that diagonal form
since traces are invariant under changes of bases
but the matrices B, B^1 implied or they dont effect the trace?
yes they don't
ahh, that clears things up
yep
traces are nothing but the sum of all eigenvalues.
like ryu said, traces are invariant under changes of bases
yes, I understand now. thanks again.
so if the greatest one is even negative, then the trace can only be negative. Which is contrast to the condition.
was this an exercise for me or fredrik 
what example did you have in mind with that hint
I would've taken the standard example ((0,1),(0,0))
for a n-dimensional space you take a basis consisting of n vectors. Then consider any non-identity permutation of the n-vectors as a set. Try to represent this permutation as a matrix with respect to the basis. Show that this matrix is not diagonalizable.
oh that's interesting
I will think about that
my example is basically that one for n =2
Because matrices that can be diagonalized, are intuitively 'stretching' the plane (if n=2) in two directions. Any permutation of the two directions can never be a 'strecthing', because it disordered the space orientation. think about this.
@spice field [0,1 ; 1,0] is actually diagonalizable so I don't understamd your example
that doesn't represent a permutation tho
why not?
I mean, not all of such permutations are 'non-diagonalizable'. maybe I shall try to make some editting. I mean some of them are. In perticular, those changed the orientation are.
can you elaborate
For example, in plane. There are two axies, x and y. Consider a permutation that reverse x but keeps y. What's the matrix of it?
? [-1, 0; 0, 1]?
also reverses x is not a permutation term
I hope you know the definition of permutation matrix
And how it reserved the orientation? (in fact this is a notion from differential geometry)
you mean when sign is -1?
yeah I know that. So basically I was thinking not 2x2 matrix but 3x3
also works as CE
in 3x3 case, you have some ways to change the orientation by only the permutation.
I don't see why a permutation matrix can't be diagonalized. After re labeling you can always find boock of a n-cycle (123..n) with mini poly xⁿ-1=0 which is diagonalizable in ℂ
As in 2x2 case, any permutation is trivial, because there are only 2 of them.
was wrong, mb 
orientation reversing 3-perms are as follows (12),(13),(23) all of which are very well diagonalizable
Need help with this one
what's troubling you?
If A,B,C were real numbers, how would you go on with solving this equation? Then think how to apply that to matrices
maybe i'm thinking something stupid...
but I was thinking the permutation is related to some property. Maybe not diagonalization though
same thoughts. I do want to claim that perm matrices are diagonalizable in ℂ
the algebra going on here because of left and right distribution laws I would say is tripping me up.
you don't need to distribute
remember A'A=I
Probably cuz I got rid of the initial Identity term
A' is the inverse of A
how about you do CC'(A+X)B'=CI=C so (A+X)B'=C?
that's the first step
$(A+X)B^{-1}=CI_n =C$
i feel stupid lmao
Here a movie of how it works
an easier but not-so-interseting example is rotation matrices, or in general, anti-symmetric matrices.
I was assuming they are related to permutation (in fact not) so I was doing an incorrect generalization.
(over R)
I mean, non-trivial
they are diagonalizable over ℂ btw
Corollary: a trivial element satisfies all properties.
an obeservation: say if A is diagonalizable. If x is such that Ax is non-zero, then A^2 x is again non-zero.
So if some M is such that M^n=0 for some n, but M is not 0, then M cannot be diagonalized.
and one type of such M can be given by upper triangular matrices with diagonal entriss all zero.
for such M of size nxn, we have M^n =0. But M is not necessarily 0.
this is because after being diagonalized Ax is basically x with its coordinates scaled
Does there exist a symmetric version of a stochastic matrix?
hint: consider 1/n for an n \times n stochastic matrix
yeah if all entries are 1/n then its symmetric
also trivially ||identity||
what if both columns and rows sum to one. I believe this is a matrix i.e both left and right stochastic matrix
yup, doubly stochastic
oh, ok thx
is it possible to figure out A if you only know
$A\left(\begin{matrix}1\-1\3\end{matrix}\right)=\left(\begin{matrix}1\0\0\end{matrix}\right)$
Vince Tafea
where A is a 3x3 matrix
there might not be a unique A, but you can definitely find one.
You could construct an A of many :v
one example is $$A = \begin{pmatrix} 1 & 0 & 0 \ 0 & 0 & 0 \ 0 & 0 & 0 \end{pmatrix}.$$
TTerra
TTerra I know about the standard matrix representation but can you use any arbitrary basis and figure out the corresponding matrix A for a given transformation T or must we use the e1,e2,...en vectors?
for some transformation T
each basis will give you a matrix representation
the matrix representations corresponding to two different bases are related via conjugation by the change-of-basis matrix
"e_1, ..., e_n" and "standard matrix representation" are not well-defined things in general vector spaces
if you're in R^n, it's fine
Oh I guess standard matrix representation is implicit that the vectors input follow the standard basis of columns of the identity matrix?
I see
when I have a repeated eigen value in my matrix (say it is triangular) does that guarantee that it must be a root with a power of ^n for however many times it shows up?
like say I have the eigen value 5 repeated twice
does that mean my characteristic polynomial has (5-λ)^2 in it
ye
Yeah pretty sure that’s the definition for a repeated eigenvalue
Note that this definiton applies to any nxn matrix, not just triangular ones
why is it that for rotating in a 2D plane, we use
M = { cosθ -sinθ . {x
sinθ cosθ } y}
If I want to rotate vector v0 15 degrees, and given that x0 = cosθ, y0 = sinθ, is it not the case that vector v1 the translated vector has coordinates of x1 = cosθ + 15, y1 cosθ + 15 ?
"translation" is not linear
by "translate 15 degrees" do you mean rotate 15 degrees?
no
in landaus second volume, he defines axail and polar vectors, but with his definition I do not understand how an axial vectors components dont change sign under reflections, as the third cartesian basis vector can be obtained by crossing the two polar basis vectors e_1 e_2 and its coords def change under reflection
you cannot represent translation by matrix multiplication, it is not a linear map
rotating $(\cos\theta,\sin\theta)$ by some $\theta_0$ (in radians, because we don't use degrees in math) amounts to multiplying by that matrix with $\theta_0$ in it: $$\begin{pmatrix}\cos\theta_0&-\sin\theta_0\\sin\theta_0&\cos\theta_0\end{pmatrix}\begin{pmatrix}\cos\theta\\sin\theta\end{pmatrix} = \cdots = \begin{pmatrix} \cos(\theta+\theta_0) \ \sin(\theta+\theta_0)\end{pmatrix}.$$
TTerra
the ... are for you to fill out
it's just matrix multiplication and trig identities
I can do the multiplication!
Let me find the identities now
from multiplying it, it would be
x = xcosθ - ysinθ
y = xsinθ + ycosθ
theta_0, but yeah
now plug in x = cos θ and y = sin θ and use the "angle addition formula" or something
I'm not sure what you mean
I'm trying to simplify it down to
hmm I see formulas for Cos(A+B) = cosAcosB - sinAsinB
and similar for sin(A+B)
$(x, y) = (\cos \theta, \sin \theta)$ was your assumption. you have
\begin{align*}
\begin{pmatrix}\cos\theta_0&-\sin\theta_0\\sin\theta_0&\cos\theta_0\end{pmatrix}\begin{pmatrix}x \ y\end{pmatrix} &= \begin{pmatrix} x \cos\theta_0 - y\sin\theta_0 \ x \sin\theta_0 + y \cos\theta_0 \end{pmatrix} \&= \begin{pmatrix} \cos\theta\cos\theta_0 - \sin\theta\sin\theta_0 \ \cos\theta\sin\theta_0 + \sin\theta\sin\theta_0 \end{pmatrix}
\end{align*}
TTerra
you assumed that (x, y) = (cos θ, sin θ) here
just because I thought it does when using a magnitude of 1
you could of course write (x, y) = (r cos θ, r sin θ), factor out the r, and do the same computation i just wrote
i'm just clarifying what i meant here since you were confused
how are you making this simplification
you should do this without a calculator
is the square root of a matrix a thing?
Like we had a question to come up with a method for it but it was specifically for the case of a diagonalizable matrix and having non-negative eigenvalues
but I just mean in general
@wintry steppe and so given that this
equals (cos60, sin60), for theta = 60
is it not always the case?
if theta is 60 and theta_0 is 15 then no
also, please work with radians
nobody uses degrees
yes I'm sorry I got no clue about radians really
but the point I'm making is
why do we represent the matrix as such
when we can do x = cos(A+B)
y = sin ( A + B)
because we like to write linear transformations as matrices
this is one of the main objectives of linear algebra
a lot cleaner to have a form T(X) that takes in a vector and outputs some vector
which i guess will encode the same stuff but in a nice package
it's definitely a thing. you may not always be able to find one, but figuring out when you can (plus what properties a root has, and so on) is one part of linear algebra
usually you study square roots of operators when looking at operators on inner product spaces
So is the approach I took different from the standard notion of square root on a matrix or is it more of a specific case?
wtf does "standard notation of square root on a matrix" mean
okay
a square root of a matrix A is a matrix B with B^2 = A
okay
well on one question I applied it like the following (assume the matrix was diagonalizable)
M^k=PD^kP^-1
so M^(1/2) = PD^(1/2)P^(-1)
and defined D^(1/2) as taking the square roots on the main diagonal entries
but idk what the approach would be in general for something that can't be diagonalized
you should be more careful than just plugging in k = 1/2
we assumed eigenvaleus were non-negative
"M^k = PD^kP^{-1}" is something that holds for positive integer k
please be more careful than just plugging in something that's not an integer
anyways
I know
making sure.
My point is we were told to come up with a method (question on assigment)
well "conjecture"
(c)
I was able to verify (for B^2 = A)it worked but was more so curious is if there is a general way of computing roots of a matrix as this seems to be a specific case
i don't know if there's a nice general method
square roots of operators are usually looked at when you study inner product spaces and their operators (e.g., a positive operator has a square root), but i don't think you get much more than just a coordinate-free version of what you've done here
if i am doing a proof and I am using the fact that because two subspaces are the same, then their dimension is as well, do I need a sub-proof (or just include a proof) of the dimensions being equal because their subspaces are as well
Yeah we have not touched inner product stuff yet (next week) but we won't eve be doing inner product spaces
that's so trivial you should just say it and leave it
okay good lol
thanks!
and also the euclidean subspace R5 has dimension 5 right
yes, R^5 has dimension 5
(1, 0, 0, 0, 0), (0, 1, 0, 0, 0), (0, 0, 1, 0, 0), (0, 0, 0, 1, 0), (0, 0, 0, 0, 1) is a basis
tbf this was a 6 week course and we lost 2 days + this is a first course in linear algebra (Still seems what we covered vs how much the book has is a big gap)
i should remark that a matrix need not have a square root, and if it does, it doesn't have to be unique
you have to impose some conditions to be able to find a root, let alone a unique one
@wintry steppe Last thing I promise. Just in summary is the reason we wouldn't just do x1 = cos(A+B), y1 = sin(A+B) because we basically want things in matrix form to comply with the rules of linear algebra and all the reasons surrounding why that's useful for linear algebra and that wouldn't be understood without actually looking deeper into linear algebra or is there a simple(r) explanation?
"comply with the rules of linear algebra" makes linear algebra sound like a ruthless dictator lol
but pretty much
you could just write the result like that, but it's more illuminating if you write the operator (of angle addition) itself as a matrix and study that
for then you can apply all the usual linear algebra stuff to study it
Thank you for your help, I'll keep working on my understanding of this stuff
Our dear and beloved supreme leader, Linear Algebra
So given a Matrix A, I get how to find the Column space, you just row reduce and the pivot spaces, are the column space, how do I find the null space?
it says its the solutions to Ax=0 so does that mean I put it into another matrix, basically adding the zero vector to the end of A?
The column space is the span of your pivot columns in your matrix A. You determine your pivot columns in a matrix by row reducing and finding the columns that have have pivots (ie pivot columns).
The null space is is solving Ax=0. We can get a basis of the null space by row reducing our matrix a and finding the non-pivot columns. These non-pivot columns will be the free variables. We then can interrupt this matrix as a linear system and write out the non pivot column variables in terms of the free variables. Once you do that you have parametrized your vectors in terms of your free variables. You then just take the vector themselves and place them in your set and call it a basis of the null space of A. it is possible there are no free variables and hence your null space is zero dimensional with no basis vectors. @wintry steppe
right! thank you.
It happens that since we are looking for Ax=0 then row reducing doesn't have any downsides with regards to solving this as the row operations don't change the null space (basically if we have matrix U that is row equivalent to A such that it is the row reduced version Ux=0 and Ax=0 have the same solution set)
would you mind helping me with 23? I am having trouble with the answer they provide
This isn't true for Ax=b as row reducing will impact that arbitrary b . So Ax=b and Ux=b will have different solution sets even if they have the same dimensionality
oh! so I dont use the RREF matrix
well you do
but the original entries?
it is just you use your orginal vectors
yes its 3x4
right
are you confused on the size or the actual basis?
the actual basis
right
it is also important to by able to recall what this matrix is saying
so
looking on the right
4x1+5x2+9x3-2x4=0?
yeah that type of hting
thing*
but also realzing by looking at the pivot columns and non pivot columns
it tells you the free variables
right
Looking at the row equivalent matrix we can see we have 2 pivot columns and 2 nonpivot columns
okay
those non pivot columns tell us that x_3 and x_4 are free variables
and x_1 and x_2 are basic variables?
ohhh okay.
I see that x_1 has x_2 in it.
so I just put what x_2 is equal to into that space?
rewrite that matrix in terms of a system of equations
it would also be better if you completely row reduced the matrix to rref as it is easier
or else you need to do back subbing
x_1+2x_2+6x_3-5x_4=0
x_2+5x_3-6x_4=0
well actually you should probably finish row reducing before this step
x_1=4x_3-7x_4
x_2=-5x_3+6x_4
yeah I remember now thanks a lot!
its actually really simple once you get it
Completely row reduce, and write into a system of equations. then youll get x number of vectors for how many basic variables you have...and like you said parameterize it 😄
here is one example I had that shows more so what exactly happens or maybe truly what you are doing
mainly the last bit
all you did was just rewrite your basic variables in terms of the free variables and then you split up your solution into those indivual vectors for however many free variables you have
the #freevariables also tells you how many basis vectors you have
and you can get the basis just by taking those two parameterize vector
yes thank you!
Learning it on your own is pretty tough. I took a class and that was hard on its own
I do have to ask what is the significance of the col space and null space?
"this is not an equation"
Col space tells you the span of you matrix column vectors which gives you know of if every Ax=b has a solution or not
And for it to have an inverse (assuming it is square) you need to know the col space spans that entire vector space
And there is a whole relationship between the column space and null space
At least regarding their dimensions and the number of columns a matrix has
Speaking about spaces
Linear Algebra Done Wrong is great
Is it bad my class never went over the row space or left null space
We only did null space and column space
And while you just apply transpose and carry out similar computation it just seems strange
So, when you have a linear transformation and you want to determine it's corresponding matrix, you just apply the standard basis vectors to the transformation and the output is basically the columns of the matrix right?
So if you have another basis and you want to determine a matrix for that basis for a linear transformation, can you similarly just apply the basis vectors to the transformation to get the matrix?
I think I asked a similar question and I believe the answer was yes. But then that matrix would only make sense with vectors who use the relative coordinates of those basis vectors as well
The normal approach is standard matrix representation with e_i vector which are as you said the standard basis vectors
Okay because the reason I ask is this question
I was not too sure how to do this but is the approach mentioned above okay?
like applying the basis vectors given to a projection onto the y axis to build a matrix
ye it seems good so far and is it a good start to read just by itself or best used to supplement another course?
Oh I'm not familiar with the projection stuff so I don't think I can help much
Haven't gotten to that
It's alright, I've asked all my friends and they all have given a different answer to this question lol
What does on the y axis mean (0,y,0)?
I think you can read it by itself
So the 2nd entry in this case
Of course you can always use other books and keep building up
Like the y-axis in R3 so yes you are correct in (0, y, 0)
however y can be anything (not only one)
at least that is my interpretation
If anyone can help with this question, that'd be great!
projection onto the y-axis is given by sending (x, y, z) to (0, y, 0). figure out what this does to the basis vectors, express the results as linear combinations of the elements of your basis, and throw the coefficients into a matrix accordingly
By basis vectors you mean standard basis right? And then express the result of the projection by elements of the basis given to use in the matrix
no, you're asked in the question to work with a specific basis
i mean that basis. the basis β.
β is not the standard basis
okay sorry its late here, but just to confirm, use the given basis vectors and apply the projection to them. Then the result of the projection needs to be expressed by the basis vectors whose coeffcients need to go in a matrix
something along those lines, yes
if you don't know how exactly, here's how the matrix representation of a linear operator is defined
if $T\colon V \to V$ is a linear operator on a vector space $V$ with an ordered basis $\beta = (v_1, \dots, v_n)$ (i use $v$ instead of $e$ so as not to make you think of the standard basis), then $$T(v_j) = \sum_{i=1}^n a_{ij}v_i$$ for some scalars $a_{ij}$. the matrix $(a_{ij}){1 \leq i, j \leq n} =: [T]\beta$ is the matrix representation of $T$ with respect to $\beta$.
TTerra
(the standard basis is only a thing in R^n. linear operators make sense in more general contexts.)
use this definition to complete the problem
(a more general definition would involve a linear map between two vector spaces and bases of each, but i didn't want to write this much)
alright thx
Im learning vector space now, and I understand that we can apply different concepts of linear algebra to other vector space. What I dont understand is that why we define inner product with a weighting function, but there's no such analog in dot product
it's a bit hard to rationalize it, so im looking for an intuitive way of understanding it
Can you explain "define inner product with a weighting function" more? The usual definition of what it means to be an inner product has nothing in it I would call a "weighting function".
this is one of the definition i foound
a lot of other sources also include the weighting function
some dont
they are useful when you study Hilbert spaces and complete basis. Legendre polys, Chebyshev polynomials etc
projection, normality, gauusian quadrature, approximations use these immer products extensively
i see isee
but is there an origin as to why we include the weighting function in these scenarios but not the others
yeah pops out of sturm-liouville theory
icic, thanks a lot
Hi. I was reading about HHL algo in quantum comp, the one used for solving system of linear equations. I think I understand it all but for this statement in the green circle. Could someone explain it to me?
Thank you
Don't know what's HHL but it seems that they just wrote the vector b in that spectral basis
Since it is a basis, there exist coordinates b_j such that b = (that sum)
(the motivation of choosing that basis being the last equation)
Thank you very much!
can someone explain how a transformation can have several right inverses, but can only have a single left inverse, or even no left inverse at all?
-a map can have multiple right inverses (existence is equivalent to surjectivity, uses choice if you care about foundational issues), and there's a unique one when the map is injective. an example of a map with multiple right inverses is R^2 -> R, (x, y) -> x. two right inverses are given by x -> (x, 0) and x -> (x, 2x).
-similarly, a map can have multiple left inverses (existence is equivalent to injectivity), and there's a unique one when the map is surjective.
-to find a map with no left inverse, simply find one that isn't injective
to answer your questions in order @somber loom
Say you have an Ax=b and you can't solve for that b with that given system, is there such thing as minimizing the system so that it is close to each value in that b vector as possible?
basically if Ax=b doesn't exist, how do I find the next best solution Ax=b' where b' tries to stay as close to the original b as possible
although at the moment I can't thing of a clear definition for "as close to original b as possible" but maybe you understand what I mean
so you'd want to find the vector in the subspace im(A) which minimizes the distance to b
hmm
something like that I assume I didn't have clear definition of this b' but that seems logical
the orthogonal projection of b onto im(A) will be the closest vector to b in im(A)
if b' denotes that orthogonal projection, then Ax = b' is certainly solvable
but after solving this, you might ask what you could infer about the original system
is this at all related to least squares by chance? (don't know anything about it other than my lin alg class is going to dicuss it sometime next week)
i don't know, but i was actually about to bring it up
since i know that has to do with systems and minimizing something
I didn't think of it, i was gonna say make the calcul but its much more elegant that way X)
dually you might ask what the minimal solutions x to a consistent system Ax = b are
i don't remember exactly how to compute it, but i know they exist and use inner product shenanigans. it should be in friedberg's book as an appendix somewhere
oh i remember covering that in my numerics class
okay i dug it out and we only did that for normed vector spaces
Well thanks, I'll have a look around these topics. I feel like the approach will depend on how I define "closeness"
hmm i feel like you might need some more structure to rigorously speak of distance
but maybe i'm just not aware of some other way of doing it
maybe a %error on each b entry is to be minimized when that cumulative %error is the least?
although % is weird depending on the direction taken (i guess you say you are up or down % from the original b entry value.)
i'm assuming brandon's working with real-entried matrices
so there's already inner products to work with
but in generality, you need to be in a normed space or an inner product space to rigorously speak of distances and angles and what not
("normed space" is distances, "inner product space" is distances plus angles)
Well tbh I am not working with anything but sure we can say real-entried matrices. The thought just occurred to me when watching a video and I was just curious if there was a name or topic on that issue.
if it's about R^n i can give you a method
uuh let me try to find the english word for "Lineares Ausgleichsproblem"
let me make sure that i'm not spouting bullshit first, is something along the lines of this what you're looking for? @little crater
ngl I am not sure what this means.
Oh
if Ax = b is a consistent system, then it's the (a?) smallest solution to Ax = b ignore this, i misinterpreted argmin.
but if it is not a consistent system, then it merely minimizes |Ax - b|
yeah, this concerns itself with systems that aren't solvable exactly
and minimize in this context refers to what exactly? The size / length of that vector x*?
such that it would be a close to zero in length as possible
it minimizes the distance
okay
you get a vector that sends your approximate solution to the one you want and takes the norm of that
hmm my class assumed that A is of full rank for the solution to that problem tho
just saw that
actually nvm
this is the equation that solves it
is it possible that you end up with multiple solutions?
if A is of full rank your solution is unique
if it isn't it might not be unique
didn't think i'd ever use something from my numerics class
neat
"didn't think i'd ever use that" is something i've said to myself a lot on this server
simply assume we speak german

I think it follows by just taking the derivative and setting it to 0
let me look it up in the numerics bible
okay so basically it's about wanting Ax-b to be orthogonal on Im(A)
then it follows fairly easily
Bild(A) is Im(A)
yeah what I said can't work I'm assuming positive (semi?) definite lol so would only give a special case
btw one thing to note is that this picture assumes using the 2-norm
since it gives a nice geometrical and significant statistical meaning
but generally you can use other norms on R^n for that as well
Well I will put that on the list of "things to look up". Thanks for the insight
you're welcome 
So, I need to show for T a linear transform from V to V, W a subspace of V and T_W the restriction of T to W, that W being T-invariant implies T_W is linear. But I don't understand why we need the T-invariance assumption? Given any x,y in W and c a scalar we know cx+y is in W also by closure. Since, T is linear we already know T(cx+y)=cT(x)+T(y), where T(x)=T_W(x),T(y)=T_W(y) and T(cx+y)=T_W(cx+y) by definition of T_W. Am I missing something?
It seems like this ought to guarantee us that T_W is linear regardless of whether W is T-invariant. 
you need to be able to restrict T to a map from W to W
you can obviously just restrict it to W and get a linear map W -> V. but you care about linear operators, so you want to know whether or not this map has its image contained in W.
once you know that, you can also restrict the codomain and get a true map from W to W
Sorry if this is silly but why do we need T to be restricted to W?
Actually wait 
Okay, so in my set theory book the restriction of f to a subset A of the domain of f didn't actually have any restrictions on the codomain of f (besides being a subset of the codomain of f obv). But in FIS the restriction of T to W is a map from W to W.
Is this just a convention difference? Lol
you're right, restricting the domain of functions usually doesn't affect the codomain
FIS is abusing the terminology a little, and calling the map W -> W obtained by restricting both the domain and codomain of T the "restriction"
when it is actually the restriction of T to W, with its codomain restricted afterwards
I see 
I think I was also reading it kinda too sloppily. FIS only even defines the restriction of T to W when W is a T-invariant subspace of V.
Are you asking how they got the bottom line? It's from doing vector addition and scalar multiplication.
(1-t)(1)+t(2)=1+t and so on for the other two components.
thanks :333333
how would you verify that the example of a linear map from R3 to R2 is linear?
How would you show additivity and homogeneity?
Show T(av + bw) = aT(v) + bT(w) for scalars a and b and v,w in R^3.
For sanity check let v = (v_1, v_2, v_3), same with w.
Also it’s R^3 to R^2, not what you said.
name of book
Thank you
Axler’s linear algebra done right
hey! anyone got a second about subspace/basis problem?
I got the right answer, but the book gives it as a 2D vector, and I have 3D?
And I just don't understand why?
no one can tell you why if you don't tell us what you actually did
oh my bad
on #5 I put into a matrix and RREF it
I got a row of all 0s on the bottom
what's the goal here
To find the B coordinate vector of x
,rccw
is <0.25, -1.25,0> the same as <0.25,-1.25>?
no, it is not.
let's doublecheck your arithmetic just to be sure
,w rref {{1,-3,4},{5,-7,10},{-3,5,-7}}
I used a rref calculator tbh lol
okay
thats pretty cool you can do that though
oh okay
you are solving a linear system of three equations in two unknowns.
since there are two unknowns, the solution will be a vector of size two, not three.
the two unknowns are the coefficients on b_1 and b_2, yes.
Thanks! Im still learning! going over the stuff a second time really helps
how is this row reduced
isnt it by definition that any row with one non zero term has all other terms as 0
can you write down the definition of "row reduced matrix"?
an mxn matrix is row reduced if: 1) the first non zero entry in each non zero row of the matrix is 1. 2) each column of the matrix which contains the leading non zero entry of some row has all its other entries as 0.
oh
yep
sorry fr clogging the chat with what seems 2 be a misunderstanding 😛
thx tterra
don't worry
we all mess up definitions sometimes
I am not sure how to calculate it for matrix n>=3
it looks pretty obvious that the answer is somewhat a^n+b but i am not sure
Induction should work
$D = aI - B$ where $B$ is the matrix with $1$'s on the subdiagonal and $-b$ in the top right corner.
Ann
$B$ is the companion matrix for the polynomial $x^n + b$.
Ann
Here as well you can expand along the top row, since you just get two triangular matrices whose determinants are easy to compute
or that 
lol I just realized that it is a triangular matrix and for some reason I thought its hard to calculate cuz its not a diagonal matrix
but its the same determinant as a diagonal matrix
thanks
it isn't strictly a triangular matrix
But all the minors corresponding to nonzero elements of the first row are triangular.
yes, I was talking about the minors
Though I suppose the minimal polynomial method is pretty nice too!
Well it's easy enough to see (i guess) that the minimal polynomial of B with 1 on the subdiagonal and -b in top right hand corner is x^n + b by considering the successive images of e1 under x -> Dx and then by Cayley Hamilton and degree reasons that must coincide w the char poly up to signs I guess?
Nice
For this question, to get the dimension of a subspace, I need to find a basis for the subspace and then see how many vectors are in the basis. To obtain a basis, would I just row reduce this matrix?
That's one way.
You can also, less systematically, consider whether there are any non-trivial choices of a,b,c,d that lead to a zero vector.
Due to the last row we must have d = 0.
Then due to the second row we must have a = 0 too.
Then there's just -3b+6c = 0 and b-2c = 0 left. But both of these are clearly satisfied as long as b=2c. So we can exclude one of the "b" and "c" vectors from the basis.
okay, but if we just row-reduced, the dimension would've just been the number of free variables right?
Yes, that should give the same result.
Can someone please translate this to english?
When its aids “set of continuous real-valued functions” does it mean that it literally a collection of continuous functions that map values from 0 -> 1 to 0->1?
Also I never seen the notation R^[0,1] only R^n, so I’m not entirely sure what the hell that means either
Given sets A and B, by A^B we mean the set of functions B-> A. R^[0,1] is a special case of this notation (and indeed so is R^n if we view n-tuples as maps from an n element set into R, but I digress...)
I'm not sure how to "translate it to English" besides expanding it - we're talking about the set of (all) continuous functions [0,1] -> R
Not just "a" collection and what you suggest is the set of continuous maps [0,1]->[0,1], whereas here they mean continuous maps [0,1] -> R
A^B basically means if a function f(x) maps a element in set A to set B it is consider to be in A^B?
No, it's the set of functions B -> A, not the other way round.
so for example $R^{[0, 1]}$ can be thought of a function $f$ that takes elements in $[0, 1]$ to some real number $R$?
ModernNoob
pls dont give up on me
No, R^[0,1] is the set of all such functions.
It is a vector space if we take the "obvious" ways to add functions (f+g is the function that maps x to f(x)+g(x)) and multiply functions by constans (c·f is the function that maps x to f(x)·c).
The sentence you originally quoted says that the subset consisting of those function that are also continuous, is a subspace.
so $R^{[0, 1]}$ is a set of function $f$ that maps $[0, 1]$ to $R$? and so that set of functions can be considered a subspace of $R$?
ModernNoob
Yes to the first part. No to the second.
The vector space here is $\bR^{[0,1]}$ itself. \ The subspace is ${ f \in \bR^{[0,1]} \mid f\text{ is continuous} }$.
Troposphere
oh so $R^{[0, 1]}$ is a sets of function $f$ that maps $[0, 1]$ to $R$ and the set of continuous function $f$ includes only those function in $R^{[0, 1]}$ that are continuous
ModernNoob
also, is it possible to graph a vector of $R^{[0, 1]}$ like how we can put a vector of $R^2$ in a coordinate plane or is it just an abstract object (not sure how to put it)?
ModernNoob
graph a function from [0,1] to R
that's a vector in this vector space
so literally just f(x) = x, {0 < x < 1}
I want to go back to what potato said in the parenthesis. So $R^n$ also can be a considered the set of functions $f$ that maps $[a_0, ..., a_n] \rightarrow R$?
ModernNoob
More precisely $\bR^n$ can be considered to be the set of all functions ${1,2,\ldots,n} \to \bR$. Note that the domains of these functions consist only of the integers from $1$ through $n$.
Troposphere
first I had no idea \mathbb is interchangeable with \mbb, now I see \b works as well. wtf?
most likely it's macros
$\bR^n$
Renegade
i stand corrected i suppose
im there sometimes
it is
it's part of the default texit preamble
it worked for @wintry steppe because presumably their preamble is set to the default
,preamble
No custom user preamble set, using the default preamble.
% Required to support mathematical unicode
\usepackage[warnunknown, fasterrors, mathletters]{ucs}
\usepackage[utf8x]{inputenc}
% Always typeset math in display style
\everymath{\displaystyle}
% Use a larger font size
\usepackage[fontsize=14pt]{scrextend}
% Standard mathematical typesetting packages
\usepackage{amsfonts, amsthm, amsmath, amssymb}
\usepackage{mathtools} % Extension to amsmath
% Symbol and utility packages
\usepackage{cancel, textcomp}
\usepackage[mathscr]{euscript}
\usepackage[nointegrals]{wasysym}
% Extras
\usepackage{physics} % Lots of useful shortcuts and macros
\usepackage{tikz-cd} % For drawing commutative diagrams easily
\usepackage{color} % Add some colour to life
\usepackage{microtype} % Minature font tweaks
% Common shortcuts
\def\mbb#1{\mathbb{#1}}
\def\mfk#1{\mathfrak{#1}}
\def\bN{\mbb{N}}
\def\bC{\mbb{C}}
\def\bR{\mbb{R}}
\def\bQ{\mbb{Q}}
\def\bZ{\mbb{Z}}
% Sometimes helpful macros
\newcommand{\func}[3]{#1\colon#2\to#3}
oh, perhaps. forgot I customized my preamble haha
,preamble
No custom user preamble set, using the default preamble.
% Required to support mathematical unicode
\usepackage[warnunknown, fasterrors, mathletters]{ucs}
\usepackage[utf8x]{inputenc}
% Always typeset math in display style
\everymath{\displaystyle}
% Use a larger font size
\usepackage[fontsize=14pt]{scrextend}
% Standard mathematical typesetting packages
\usepackage{amsfonts, amsthm, amsmath, amssymb}
\usepackage{mathtools} % Extension to amsmath
% Symbol and utility packages
\usepackage{cancel, textcomp}
\usepackage[mathscr]{euscript}
\usepackage[nointegrals]{wasysym}
% Extras
\usepackage{physics} % Lots of useful shortcuts and macros
\usepackage{tikz-cd} % For drawing commutative diagrams easily
\usepackage{color} % Add some colour to life
\usepackage{microtype} % Minature font tweaks
% Common shortcuts
\def\mbb#1{\mathbb{#1}}
\def\mfk#1{\mathfrak{#1}}
\def\bN{\mbb{N}}
\def\bC{\mbb{C}}
\def\bR{\mbb{R}}
\def\bQ{\mbb{Q}}
\def\bZ{\mbb{Z}}
% Sometimes helpful macros
\newcommand{\func}[3]{#1\colon#2\to#3}
oh yeah, it's the common shortcuts
I want to get better at Linear Algebra, I have an elementary linear algebra course I took back in 2019 but to be honest I don't remember most of it ( for example, I forgot what a basis vector is). Anyone have any good recommendation for online sources/courses or a textbook (I remember the one I used back then was not that great).
Thanks in Advance.
Note: I am interested in Deep Learning and Computer Vision which is where I will apply all my Linear Algebra knowledge in!
you can always check out linear algebra done wrong, which has the virtue of being free and pretty good: https://www.math.brown.edu/streil/papers/LADW/LADW.html
among conventionally published books, the one by friedberg, insel and spence is probably the best introduction for most purposes
There’s a list of common linalg recommendations (and a brief review) in #book-recommendations too
If one wants to take the largest coordinate of a vector such as an eigenvector does one typically use infinity norm for this?
What do you mean by largest coordinate?
element in the vector which is the maximum
Well I guess infinity norm work then
thanks
and if it is an eigenvector, then the actual maximum value depends on your scaling of the vector.
yes, in this case its a symmetric matrix then there must exist an orthonormal basis.
There's the caveat the the infinity-nor might also be giving you the magnitude of the smallest coordinate.
@fringe fjord could you elaborate?
The infinity-norm of (0.6, -0.8) is 0.8 even though the largest coordinate is 0.6.
(This may or may not be a problem for you in the context you're going to use it in).
oh, right thats true. good point. Actually, that clear things up quite a bit as one may take the infinity norm then take the absolute value of that value to construct a largest element in a given vector.
If −7<x≤6
determine a and b for the inequality :
a<3x+8≤b
Can anyone help me out with this?
I don't think this is the appropriate channel for your question, try #prealg-and-algebra
Okay mate
guys I'm having a hard time verifying that $U = {(x_{1}, x_{2}, x_{3}, x_{4}) \in \bR^{4}: x_{3} = 5x_{4} + b}$ is a subspace of $\bR^{4}$ if and only if $b = 0$. how does this work?
texaspb
$b \in \bR$
texaspb
Is it the "if" or "only if" direction that's giving you trouble?
tbh both because I don't know how to start it 😢
do you know in general how to verify that something is a subspace?
Okay, then start with the "if" direction.
well I have to see if 0 \in U, and if it's closed under addition and scalar multiplication right?
Yes.
yes
ok but how do I get a confirmation of that when he gave me this rule
x3 = 5x4 + b
is what I don't get
can you write out what the zero vector is?
yeah it's like (0, 0, 0, 0)
is it ""like"" (0,0,0,0) or is it exactly that?
no, that is not the zero vector.
my last question may be considered somewhat of a trick question by some; all i wanted was for you to be more precise in your wording.
the zero vector is indeed (0,0,0,0). and what happens when you plug that vector into the equation x_3 = 5x_4 + b?
note however that this is going in the opposite direction to what tropo suggested
namely we proved that if U is to be a subspace of R^4, then b has to be 0
ok that's the if part
no, it's the only if part.
wait really
it may be somewhat confusing.
that's why personally i prefer to speak of directions in an iff as => and <=
and we proved the => direction
now I should suppose that b = 0
ok that's perfect, thanks for the help
I think it's gonna be tricky to check if it's a subspace
supposing b = 0
how so
it should not be tricky
it’s pretty clear
just walk thru all three parts of the definition
okie
Linear algebra is DUMB

This means that B^-1 = (1/8)A.
Notice that B is the coefficient matrix in the system you're being asked to solve so the equation is BX=[4,9,1]^T.
Sure, if you call [4,9,1]^T C.
??
Yeah.
Thank you so much dude ;)
am i allowed to ask a linear algerbra question here or should i only use a helper room?
you are allowed to ask here
A trader has two types of coffee, one coffee costs SEK 13.50 / kg and the other coffee costs SEK 10.50 / kg. Of these two coffees, he wants to make a coffee blend that weighs 50 kg and can be sold for SEK 11.30 / kg. How much coffee should he take from each variety to meet this?
what are your thoughts
what have you tried to begin with?
easy
he might just be asking for us to do it for him
100% Lindvalls
why not ping them and ask
if it's their homework, they should do it themselves
(Just because the ingredients cost 11.30 kr per kg of finished product doesn't necessarily mean it can be sold for that price.)
ah it's the exercises from das kapital
this is what I’ve tried so far
I know I need to show c1=c2=c3=c4=0
or that the matrices are linearly independent
but I have no idea how to do that because they are matrices
For this particular purpose, a matrix can be thought of as a 4-element vector written funnily.
Because you're here viewing the spaces of matrices as a vector space, meaning that you remember how to add matrices and how to multiply a matrix by a scalar, but you're not caring about multiplication of two matrices.
If you have a set of vectors (v1,v2,v3…vn) if you prove a part of it like (v1,v2,v3) are linearly dependent would that mean the entire set is linearly dependent?
Cause if the first three have non trivial solutions then the rest could all have solutions = to 0
And since the first 3 are non trivial it wouldn’t matter for the rest
?
misusing the word "solutions" here
but yes, any superset of a linearly dependent set is also linearly dependent
I think you can prove it directly without needing induction
Think about how the transpose operations behaves with respect to sums and products of matrices
alternatively, you can show that Ax = 0 for all x ∈ R^n
what is the determinant of a block matrix if all the component matrices have determinant 0?
Doesn't tell us anything. Let (e1, e4, e3, e2) be the 4x4 matrix with the standard unit vectors as columns. Then each 2x2 block matrix has determinant 0 but the matrix is invertible.
On the other hand for example for the zero matrix every determinant is 0
@versed parrot are you dealing with an arbitrary block matrix or maybe a block triangular one or something
Hi! are there any online courses on linear algebra?
what level? Introductory?
mit ocw has one iirc, there should also be a lecture series to go with strang's 'Linear Algebra and its Applications', and there's textebooks everywhere
Yup
I don't think I can use a textbook, I will try the mit ocw
I used Khan academy, myself
I tried that too! They have 114 videos it was a bit intimidating
I agree
are you learning for a particular purpose or wanting to learn thoroughly?
there's a lot less material here, but it gives you the basics
Oh
3Blue1Brown also has a great series on linear algebra, but its more of an overview than something to learn from
I think this will be sufficient
I think Khan academy's course is more aimed towards HS students
I'm starting on a couple books currently (one after the other, not both consecutively) as part of a reading list a youtuber I know of put out. First one is Linear Algebra Done Right, which has corresponding videos
although for a first dive into LA, its probably a bit much tbh
Yeah
@nimble kiln Just to be clear this linear algebra course is similar to an introductory LA course in undergrad right?
Oh
its enough that you can move on, unless you need some quite abstract stuff
Thank you! I appreciate your help
if you do ever want to go deeper, LADR
LADW is better
LADW is a thing
What is that?
What is LADR
I’m honestly struggling on how to even begin this one
so I can let T be a linear operator on V
then the chain of transformations are as follows
W -> U^-1 -> V -> T -> V -> U -> W
Prove bijection
Also note that we’re looking at a function that sends an operator to an operator
The objects are the operators themselves
I believe I got it now thanks for the help guys
as long as you're okay getting the strangest possible treatment of anything even vaguely related to determinants
determinants are EEEEEEEVVVIIIIILLLLLLL tho arent they

no determinants are not evil
unless you think change of variables for integrals is evil
and exterior algebra
tell that to axler ¯_(ツ)_/¯
yes I think it's good to introduce det as a multilinear map
it makes it clear where the formula comes from
axler doesnt seem to do that
@velvet moss $\omega_i(e_i) = 1$, $\omega_i(e_j) = 0$ for $j \neq i$.
IlIIllIIIlllIIIIllll
If you apply $\omega_i$ to a vector $v$, it picks out the component of $v$ associated with $e_i$.
IlIIllIIIlllIIIIllll
ok I think I get it
I think of the dual basis as the simplest choice of basis you could pick
"take your basis vectors, put them in a matrix, ok now what's the inverse matrix to that look like..."
I see
The dual basis gives you a way to write down components of vectors
I guess it is the default basis used for the dual space
if a triple scalar product is not zero for three R^3 vecors does that mean they are linearly independent?
I'm stuck with the basis for the range on this one.
I decomposed the right matrix as follows:
I then thought that this would be a basis for the range which is the same span as the standard bases for R^2 so I just said that the standard bases for R^2 would suffice for the range of T. Does that make sense or should I have looked at it differently?
I know this was already answered, but the triple scalar product gives a volume, so if you imagine there being 0 for the triple scalar product it kind of begs the question, "how can the vectors be situated such that the volume can be zero"
on the same line through the origin?
That's possible. You may also get 2 vectors that span out a surface, but if even 1 of your vectors is solely lying on the surface, you could end up with no volume regardless
like a sheet of paper. Some surface area, but still no volume
i see
yes - the third adds no new information to the span so you might as well represent it as a vector in R^2
yeah because in that case you would be able to set up a 3x3 matrix with each vector being a respective column and some combination of two vectors would be able to make the third zero
The norm of a matrix A is the maximum eigenvalue of A?
||A|| = max(v_i) if v_i are the eigenvalues of A?
||A|
$$\begin{pmatrix} 0 & 1 \ 0 & 0 \end{pmatrix}$$ has $0$ as its only eigenvalue, but its operator norm is $1$. you need to assume something like "$A$ is symmetric"
TTerra
for if A is symmetric, you may assume it is diagonal after picking an orthonormal basis of eigenvectors
in which case the computation is straightforward, and you have what you want
@glacial terrace
Interesting, thank you!!
Okay I am going to be honest I don't have any clue how to approach this other than it being a theorem in my book :/
the lecture was all over the place so it wasn't well explained
I'd start here $(Ux)\cdot (Uy) =x^TU^TUy = \cdots$
Merosity

