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) ≡ rn.
    • [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_{ik}][x_{k}] = lbrace y_i rbrace = lbrace { sum{k=1}{n}{a_{ik} x_{k}} } rbrace.
  • [A][B] = [P] =[Am x n][Bn x p] = [Pm x p] = [a_{ik}][a_{kj}] =[p_{ij}] = [ sum{k=1}{n}{a_{ik} a_{kj}} ].
  • [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.}}
  • [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} = u_1 v_1 + u_2 v_2 + cdots +u_n v_n.
  • Square of vector length: l^2(u) = {u}T{u} = {u_1}^2 + {u_2}^2 + cdots + {u_n}^2.
  • delim{|}{ matrix{2}{2}{a b c d} }{|} = ad-bc. delim{|}{ matrix{3}{3}{a b c d e f g h i} }{|} = aei + bfg  + cdh − afh − bdi − ceg.
  • Gramian({u_1}, cdots, u_m) = delim{|}{matrix{4}{4}{
{{u_1}^2} {{u_1}^T u_2} cdots {{u_1}^T u_m}
{{u_2}^T u_1} {{u_2}^2} cdots {{u_2}^T u_m}
 vdots vdots ddots vdots
{{u_m}^T u_1} {{u_m}^T u_2} cdots {{u_m}^2}
}
}{|} =0 iff (u) is linearly dependent.

Elementary Operations FIXME

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}
  • cos theta = {{u^T v}/{sqrt{u^T u} sqrt{v^T v}}} (-π < θ ≤ π)

Gauss-Jordan Reduction

FIXME

Real Quadratic Form

a_11{x_1}^2 +a_22{x_2}^2 + cdots+a_{nn}{x_n}^2
 + 2(a_12 x_1 x_2 + a_13 x_1 x_3 + cdots +a_{n-1,n} x_{n-1} x_{n})

≡ A = <x>[A]{x} = {x}T[A]{x} = y.

  • Homogenous when y=0.

= < matrix{1}{4}{x_1 x_2 cdots x_n} >
delim{[}{ matrix{4}{4}{ 
{a_11} {a_12}  cdots {a_1n} 
{a_21} {a_22}  cdots {a_{2n}} 
 vdots vdots ddots vdots
{a_{n1}} {a_{n2}}  cdots {a_{nn}} 
 } }{]}
delim{lbrace}{ matrix{4}{1}{x_1 x_2 cdots x_n} }{rbrace} =y

= < matrix{1}{4}{x_1 x_2 cdots x_n} >
delim{lbrace}{ matrix{4}{1}{ 
{a_11 x_1 + a_12 x_2 + cdots + a_{1n} x_n} 
{a_21 x_1 + a_22 x_2 + cdots + a_{2n} x_n} 
  vdots
{a_{n1} x_1 + a_{n2} x_2 + cdots + a_{nn} x_n} 
 } }{rbrace} = y

= < matrix{1}{4}{ 
{(a_11 x_1 + a_21 x_2 + cdots + a_{n1} x_3)}
{(a_12 x_1 + a_22 x_2 + cdots + a_{n2} x_3)}
 {cdots}
{(a_{1n} x_n + a_{2n} x_n + cdots + a_{nn} x_n)}
 } >
delim{lbrace}{ matrix{4}{1}{x_1 x_2 cdots x_n} }{rbrace}=y

y_i = {1/2}{{partial A}/{partial x_i}} (i=1,2,…,n) ≡ delim{}{matrix{4}{1}{
{a_11 x_1 + a_12 x_2 + cdots + a_{1n} x_n = y_1,}
{a_12 x_1 + a_22 x_2 + cdots + a_{2n} x_n = y_2,}
vdots
{a_{1n} x_1 + a_{2n} x_2 + cdots + a_{nn} x_n = y_n,}
}
}{rbrace} ≡ [A]{x} = {y}

Characteristic Values

λi : [A]{x} = λi{x} or ([A] - λi[I]){x} = 0.

  • |A - λI| = 0 = delim{|}{ matrix{4}{4}{
{(a_11 - lambda)} a_12 cdots a_{1n}
a_21 {(a_22 - lambda)} cdots a_{2n}
 vdots vdots ddots vdots
a_{n1} a _{n2} cdots {(a_{nn} - lambda)} 
} }{|} = 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'} = sum{i=1}{n}{lambda_i {x prime_i}^2 }.

Gram-Schmidt Orthogonalization

FIXME

Handy Formulæ

a x^2 + bx +c = 0 right x = {-b pm sqrt{b^2-4ac}}/{2a}.

  • (a+b)^2 = a^2 + 2ab + b^2. (a+b)^3 = a^3 + 3 a^2 b + 3 ab^2 + b^3.
  • (a-b)^2 = a^2 - 2ab + b^2. (a-b)^3 = a^3 - 3 a^2 b + 3 ab^2 - b^3.

Mass-spring system

  • m u prime prime + k u = 0
  • E_k = {1/2} sum{}{}{m u_i prime^2}
  • E_p = {1/2} sum{}{}{ k {Delta u_i}^2 }
  • E_k + E_p = E_constant
  • E_k prime + E_p prime = 0
  • Assume solution: u = c e^{i omega t} = c(cos omega t + i sin omega t)
  • omega = sqrt{k/m}

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