lectures.alex.balgavy.eu

Lecture notes from university.
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     10 
     11 <div id="Introduction"><h2 id="Introduction">Introduction</h2></div>
     12 <div id="Introduction-Linear Equations"><h3 id="Linear Equations">Linear Equations</h3></div>
     13 <p>
     14 "the study of linear equations"
     15 </p>
     16 
     17 <p>
     18 a linear equation in the variables \(x_1, \dots, x_n\) has the form \(a_1 x_1+\dots+a_n x_n = b\), with \(a_1, \dots, a_n\) being the <em>coefficients</em>
     19 </p>
     20 
     21 <p>
     22 geometric interpretation:
     23 </p>
     24 
     25 \[
     26 \begin{alignat*}{3}
     27 &amp;n=1\qquad &amp;&amp;a_1 x_1 = b \longrightarrow x_1 = \frac{b}{a_1}\qquad &amp;&amp;\text{(point on a line in $\Re$)}\\
     28 &amp;n=2\qquad &amp;&amp;a_1 x_1 + a_2 x_2 = b \longrightarrow x_2 = \frac{b}{a_2} - \frac{a_1}{a_2}\qquad &amp;&amp;\text{(line in a plane in $\Re^2$)}\\
     29 &amp;n=3\qquad &amp;&amp;a_1 x_1 + a_2 x_2 + a_3 x_3 = b\qquad &amp;&amp;\text{(planes in 3D space, in $\Re^3$)}
     30 \end{alignat*}
     31 \]
     32 
     33 <p>
     34 in general, \(n-1\)-dimensional planes in n-dimensional space
     35 </p>
     36 
     37 <p>
     38 system of linear equations \(x_1, \dots, x_n\) is a collection of linear equations in these variables.
     39 </p>
     40 
     41 <p>
     42 \(x_1 - 2x_2 = -1\)
     43 </p>
     44 
     45 <p>
     46 \(-x_1 + 3x_2 = 3\)
     47 </p>
     48 
     49 <p>
     50 If you graph them, you get this:
     51 </p>
     52 
     53 <p>
     54 <img src="img/graph-example.png" alt="System of equations graph" />
     55 </p>
     56 
     57 <p>
     58 the solution is the intersection.
     59 </p>
     60 
     61 <p>
     62 a system of linear equations has:
     63 </p>
     64 <ol>
     65 <li>
     66 no solutions (inconsistent) -- e.g. parallel lines
     67 
     68 <li>
     69 exactly 1 solution (consistent)
     70 
     71 <li>
     72 infinitely many solutions (consistent) - e.g. the same line twice
     73 
     74 </ol>
     75 
     76 <p>
     77 two linear systems are "equivalent" if they have the same solutions.
     78 </p>
     79 
     80 <div id="Introduction-Matrix notation"><h3 id="Matrix notation">Matrix notation</h3></div>
     81 <table>
     82 <tr>
     83 <th>
     84 Equation
     85 </th>
     86 <th>
     87 (Augmented) coefficient matrix notation
     88 </th>
     89 </tr>
     90 <tr>
     91 <td>
     92 \(\begin{alignat*}{6} &amp;x_1 &amp;&amp;-&amp;&amp;2x_2 &amp;&amp;+&amp;&amp;x_3 &amp;&amp;= 0\\ &amp; &amp;&amp; &amp;&amp;2x_2 &amp;&amp;-&amp;&amp;8x_3 &amp;&amp;= 8\\ &amp;5x_1 &amp;&amp; &amp;&amp; &amp;&amp;-&amp;&amp;5x_3 &amp;&amp;= 10\end{alignat*}\)
     93 </td>
     94 <td>
     95 \(\begin{bmatrix} 1 &amp; -2 &amp; 1 &amp; 0\\ 0 &amp; 2 &amp; -8 &amp; 8\\ 5 &amp; 0 &amp; -5 &amp; 10 \end{bmatrix}\)
     96 </td>
     97 </tr>
     98 </table>
     99 
    100 <p>
    101 the strategy to solve is to replace the system with an equivalent system that is easier to solve.
    102 </p>
    103 
    104 <p>
    105 elementary row operations:
    106 </p>
    107 <ol>
    108 <li>
    109 replacement: add rows
    110 
    111 <li>
    112 scaling: multiply by constant (non-zero scalar)
    113 
    114 <li>
    115 interchange: swap two rows
    116 
    117 </ol>
    118 
    119 <p>
    120 all of these are reversible &amp; don't change the solution set.
    121 </p>
    122 
    123 <p>
    124 Matrices A and B are equivalent (\(A \sim B\)) if there is a sequence of elementary operations to transform A to B.
    125 </p>
    126 
    127 <p>
    128 If augmented matrices of two systems are row-equivalent, then the systems are equivalent.
    129 </p>
    130 
    131 <p>
    132 Matrix A is in echelon form if:
    133 </p>
    134 <ol>
    135 <li>
    136 zero rows are below non-zero rows
    137 
    138 <li>
    139 the leading entry of a row is contained in a column that is to the left of the leading entry of the row below it.
    140 
    141 </ol>
    142 
    143 <p>
    144 A is in reduced echelon form if:
    145 </p>
    146 <ol>
    147 <li>
    148 A is in echelon form
    149 
    150 <li>
    151 all leading entries are 1
    152 
    153 <li>
    154 the leading entry is the only non-zero entry in that column
    155 
    156 </ol>
    157 
    158 <div id="Introduction-Reducing a matrix"><h3 id="Reducing a matrix">Reducing a matrix</h3></div>
    159 <p>
    160 The reduced echelon form of a matrix is unique.
    161 </p>
    162 
    163 <p>
    164 every matrix is row-equivalent to a unique reduced echelon matrix.
    165 </p>
    166 
    167 <p>
    168 the positions of the leading entries in an echelon matrix are unique
    169 </p>
    170 
    171 <p>
    172 \(\begin{bmatrix} \textbf{1} &amp; * &amp; * &amp; *\\ 0 &amp; 0 &amp; \textbf{1} &amp; *\\ 0 &amp; 0 &amp; 0 &amp; 0\\ 0 &amp; 0 &amp; 0 &amp; 0 \end{bmatrix}\)
    173 </p>
    174 
    175 <p>
    176 the values in bold are pivot positions. the columns containing those values are pivot columns.
    177 </p>
    178 
    179 <p>
    180 Row reduction algorithm:
    181 </p>
    182 <ol>
    183 <li>
    184 Start with leftmost non-zero column (pivot column)
    185 
    186 <li>
    187 Select a non-zero entry as pivot and move it to the pivot position.
    188 
    189 <li>
    190 Create zeros below the pivot position.
    191 
    192 <li>
    193 Ignore the row containing the pivot position &amp; repeat steps 1-3 until solved. The matrix will be in echelon form.
    194 
    195 <li>
    196 Make pivot positions equal to 1, create zeros in all pivot columns. Start with the rightmost column. The matrix will be in reduced echelon form.
    197 
    198 </ol>
    199 
    200 <p>
    201 Side note: a computer chooses as pivot the entry that's smallest in absolute value to minimize the round-off error.
    202 </p>
    203 
    204 <p>
    205 Basic variables correspond to pivot columns. Free variables correspond to non-pivot columns. You solve the equation by expressing basic variables in terms of free variables.
    206 </p>
    207 
    208 <p>
    209 The matrix can be written in parametric form, example with \(x_3\) being a free variable:
    210 </p>
    211 
    212 <p>
    213 \(\binom{x_1}{x_2} = \big\{ \binom{1}{4} + \binom{5}{-1} x_3 \;\rvert\; x_3 \in \Re \big\}\)
    214 </p>
    215 
    216 <p>
    217 if there are any free variables, there are infinite solutions.
    218 </p>
    219 
    220 <div id="Introduction-Vectors"><h3 id="Vectors">Vectors</h3></div>
    221 <p>
    222 A vector is a line. If you have a vector in the form \(\begin{bmatrix} a\\b\end{bmatrix}\), you can draw it as an arrow from the origin ending at the point \((a,b)\).
    223 </p>
    224 
    225 <p>
    226 To add vectors, add the individual cells together.
    227 </p>
    228 
    229 <p>
    230 A vector equation \(a_1 x_1 + a_2 x_2 + \dots + a_n x_n = b\) has the same solution set as \(\begin{bmatrix} a_1 &amp; a_2 &amp; \dots &amp; a_n &amp; b \end{bmatrix}\).
    231 </p>
    232 
    233 <p>
    234 When asked whether \(b\) is in \(\text{Span} \{v_1, \dots, v_p\}\), you have to check whether the augmented matrix \(\begin{bmatrix} v_1 &amp; \dots &amp; v_p &amp; b \end{bmatrix}\) has a solution.
    235 </p>
    236 
    237 <p>
    238 \(b\) is a linear combination of \(A\) if \(Ax = b\) has a solution.
    239 </p>
    240 
    241 <p>
    242 The span is the set of all linear combinations of the vectors.
    243 </p>
    244 
    245 <p>
    246 To calculate \(Ax\), if the number of columns in A is the same as the number of rows in x, you can follow the definition:
    247 </p>
    248 
    249 \[
    250 Ax = \begin{bmatrix} a_1 &amp; a_2 &amp; \dots &amp; a_n \end{bmatrix} \begin{bmatrix} x_1 \\ \dots \\ x_n \end{bmatrix} = x_1 a_1 + x_2 a_2 + \dots + x_n a_n
    251 \]
    252 
    253 <p>
    254 You also have the rules (matrix A,  vectors u and v, scalar c):
    255 </p>
    256 <ul>
    257 <li>
    258 \(A(u+v) = Au + Av\)
    259 
    260 <li>
    261 \(A(cu) = c(Au)\)
    262 
    263 </ul>
    264 
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