Table of Contents
— David Wagner 2009/10/04 14:12
EGR 6013 Formula Sheet for Real Linear Algebra
Definitions
- Remeber it's row x column!
- [A] = [arow,col] = [aij] :: nxn Square Matrix A: row i, column j.
- order(A) = n; r = rank(A) ≤ order(A) ≡ r ≤ n.
- [A] is nonsingular when r = n.
- {x} :: nx1 Column Vector x, elements in rows {xj}.
- <x> = {x}T :: 1xn Row Vector x, elements in columns <xi>.
- [A]{x} = {y} =
. - [A][B] = [P] =[Am x n][Bn x p] = [Pm x p] =
. - [A]T = [aji] when [A] = [aij].
- Symmetric: [A]=[A]T
- Orthogonal: [Q]T = [Q]-1 ⇒ Columns are real mutually orthogonal vecotrs.
- [A][0] = [0].
- [A][I] = [A].
- [I] =
![[delta_{ij}] : delta_ij = lbrace matrix{2}{1}{ {0~when i ne j,} {1~when i=j.}} [delta_{ij}] : delta_ij = lbrace matrix{2}{1}{ {0~when i ne j,} {1~when i=j.}}](http://wiki.waggy.org/dokuwiki/lib/exe/fetch.php?w=&h=&cache=cache&media=cache_mathplugin%3amath_970.5_d9a9fcc79ade8354e9d6058ce03bfc5e.png)
- [M] = [A]-1 : [A][M] = [M][A] = [A][A]-1 = [A]-1[A] = [I] iff [A] is nonsingular.
- |u| = √(u,u) :: Vector length.
- Scalar product: |u||v|cos θ = ({u},{v})= ({v},{u}) = {u}T{v} = {v}T{u} =
. - Square of vector length: l^2(u) = {u}T{u} =
.
.
.
iff (u) is linearly dependent.
Elementary Operations
Permutations and Transdormations
- [A] ≡ [Prowop][A] ≡ [A][Qcolop].
- [A] ≡ [B] iff [B] = [P][A][Q] : P and Q are nonsingular.
- Orthogonal transformation: [Q]T A Q = [Q]-1 A Q : [Q]T = [Q]-1 ≡ [Q]T[Q] = [I].
- Congruence transformation: [Q]T A Q.
- Similarity transformation: [Q]-1 A Q.
Properties
| Addition | Multiplication | |
|---|---|---|
| Associative | [A] + ([B] + [C]) = ([A] +[B]) + [C] | [A]([B][C]) = ([A][B])[C] |
| Distributive | Nope | [A]([B] + [C]) = [A][B] +[A][C] |
| Commutative | [A] + [B] = [B] + [A] | Not generally |
- ([A]T)T = [A].
- ([A]-1)-1 = [A].
- ([A][B])T = [B]T[A]T.
- |A B| = |A||B|.
- |A-1| = |A|-1.
- |{u}T{v}| ≤ √{u}T{u} √{v}T{v}
(-π < θ ≤ π)
Gauss-Jordan Reduction
Real Quadratic Form
≡ A = <x>[A]{x} = {x}T[A]{x} = y.
- Homogenous when y=0.
=
=
=
=y
(i=1,2,…,n)
≡
≡ [A]{x} = {y}
Characteristic Values
λi : [A]{x} = λi{x} or ([A] - λi[I]){x} = 0.
- |A - λI| = 0 =
= 0.
- Positive definite iff [A] is symmetric and all λi > 0.
- Positive semidefinite iff [A] is symmetric and singular, and all λi ≥ 0.
For the quadratic form A = {x}T [A] {x}.
- Orthonormal Modal Matrix of [A] is [Q] = delmi{[}{matrix{4}{4}{ } }{]}
- [Q]-1 = [Q]T.
- [A'] = [Q]T [A] [Q] = [λi δij].
- {x} = [Q] {x'}.
- A = {x'}T [A'] {x'} =
.
Gram-Schmidt Orthogonalization
Handy Formulæ
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.
.
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Mass-spring system





- Assume solution:
= 
- omega =
