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STUDY GUIDE LINEAR ALGEBRA AND ITS APPLICATIONS THIRD EDITION UPDATE

David C. Lay University of Maryland – College Park

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Reproduced by Pearson Addison-Wesley from electronic files supplied by the author. Copyright © 2006 Pearson Education, Inc. Publishing as Pearson Addison-Wesley, 75 Arlington Street, Boston, MA 02116. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher. Printed in the United States of America. ISBN

0-321-28066-0

1 2 3 4 5 6 BB 08 07 06 05

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Brief Contents INTRODUCTION HOW TO STUDY LINEAR ALGEBRA CHAPTER 1

LINEAR EQUATIONS IN LINEAR ALGEBRA

CHAPTER 2

MATRIX ALGEBRA

CHAPTER 3

DETERMINANTS

CHAPTER 4

VECTOR SPACES

CHAPTER 5

EIGENVALUES AND EIGENVECTORS

CHAPTER 6

ORTHOGONALITY AND LEAST SQUARES

CHAPTER 7

SYMMETRIC MATRICES

APPENDICES

TECHNOLOGY INDEX OF PROCEDURES AND TERMS INTRODUCTION TO MATLAB NOTES FOR THE MAPLE COMPUTER ALGEBRA SYSTEM NOTES FOR THE MATHEMATICA COMPUTER ALGEBRA SYSTEM NOTES FOR THE TI-83+/86/89 GRAPHIC CALCULATORS

NOTES FOR THE HP-48G GRAPHIC CALCULATOR Copyright © 2006 Pearson Addison-Wesley. All rights reserved.

Contents INTRODUCTION Technology Support

vii vii

Review Materials on the Web

viii

HOW TO STUDY LINEAR ALGEBRA Strategies for Success in Linear Algebra

CHAPTER

1

ix

ix

LINEAR EQUATIONS IN LINEAR ALGEBRA 1.1

Systems of Linear Systems

1-1

1.2

Row Reduction and Echelon Forms

1.3

Vector Equations

1.4

The Matrix Equation Ax = b

1-7

1-10 1-15

Mastering Linear Algebra Concepts: Span 1.5

Solution Sets of Linear Systems

1-20

1.6

Applications of Linear Systems

1-25

1.7

Linear Independence

1-29

Mastering Linear Algebra Concepts: Linear Independence 1.8

Introduction to Linear Transformations

1-33

Mastering Linear Algebra Concepts: Linear Transformation 1.9

Matrix of a Linear Transformation

1-37

Mastering Linear Algebra Concepts: Existence and Uniqueness 1.10 Linear Models in Business, Science, and Engineering Supplementary Exercises Glossary Checklist

1-46

1-47

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1-42

CHAPTER

2

MATRIX ALGEBRA 2.1

Matrix Operations

2-1

2.2

The Inverse of a Matrix

2.3

Characterizations of Invertible Matrices

2-4

Expanded Table for the IMT

2-9

2-10

Mastering Linear Algebra Concepts: Reviewing and Reflecting 2.4

Partitioned Matrices

2-14

The Principles of Induction 2.5

Matrix Factorizations

2-20

2-20

Permuted LU Factorizations

2-24

2.6

The Leontief Input-Output Model

2.7

Applications to Computer Graphics

2.8

Subspaces of Rn

2-28 2-30

2-33

Mastering Linear Algebra Concepts: Subspace, Column Space, Null Space, Basis 2.9

Dimension and Rank

2-38

Expanded Table for the IMT

2-39

Mastering Linear Algebra Concepts: Dimension and Rank Supplementary Exercises Glossary Checklist

CHAPTER

3

3.1

Introduction to Determinants

3.2

Properties of Determinants

3.3

Cramer’s Rule, Volume and Linear Transformations

Glossary Checklist

4

2-42

DETERMINANTS

A Geometric Proof

CHAPTER

2-42

3-1 3-5 3-8

3-12 3-13

VECTOR SPACES 4.1

Vector Spaces and Subspaces

4-1

4.2

Null Spaces, Column Spaces, and Linear Transformations

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4-4

Mastering Linear Algebra Concepts: Vector Space, Subspace, Col A and Nul A 4.3

Linearly Independent Sets; Bases

4-7

Mastering Linear Algebra Concepts: Basis 4.4

Coordinate Systems

4-11

Isomorphic Vector Spaces

4-12

4.5

The Dimension of a Vector Space

4.6

Rank

4-16

4-19

Expanded Table for the IMT

4-21

Mastering Linear Algebra Concepts: Major Review of Key Concepts 4.7

Change of Basis

4.8

Applications to Difference Equations The Casorati Test

4.9

4-24

4-31

Applications to Markov Chains Glossary Checklist

CHAPTER

5

4-27

4-32

4-35

EIGENVALUES AND EIGENVECTORS 5.1

Eigenvectors and Eigenvalues

5.2

The Characteristic Equation Factoring a Polynomial

5.3

Diagonalization

5-1 5-5

5-8

5-9

Mastering Linear Algebra Concepts: Eigenvalue, Eigenvector, Eigenspace 5.4

Eigenvalues and Linear Transformations

5.5

Complex Eigenvalues

5.6

Discrete Dynamical Systems

5.7

Applications to Differential Equations

5.8

Iterative Estimates for Eigenvalues Glossary Checklist

CHAPTER

6

5-16

5-19 5-22 5-26 5-29

5-34

ORTHOGONALITY AND LEAST SQUARES 6.1

Inner Product, Length, and Orthogonality

6.2

Orthogonal Sets

6-1

6-2

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6.3

Orthogonal Projections

6-5

6.4

The Gram-Schmidt Process

6.5

Least-Squares Problems

6.6

Applications to Linear Models

6-9

6-12 6-16

The Geometrey of a Linear Model

6-19

6.7

Inner Product Spaces

6-20

6.8

Applications of Inner Product Spaces

6-22

The Linearity of an Orthoganal Projection Glossary Checklist CHAPTER

7

6-25

6-26

SYMMETRIC MATRICES 7.1

Diagonalization of Symmetric Matrices

7.2

Quadratic Forms

7-1

7-6

Mastering Linear Algebra Concepts: Diagonalization and Quadratic Forms 7.3

Constrained Optimization

7.4

The Singular Value Decomposition Computing an SVD

7.5

7-10

7-11

Applications to Image Processing and Statistics Supplementary Exercises Glossary Checklist

APPENDICES

7-8

7-16

7-19

7-19

TECHNOLOGY INDEX OF PROCEDURES AND TERMS Technology Index of Procedures and Terms

TECH-1

INTRODUCTION TO MATLAB Getting Started with Matlab Script M-Files

ML-1

ML-3

Index of Matlab Commands

ML-5

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NOTES FOR THE MAPLE COMPUTER ALGEBRA SYSTEM Getting Started with Maple Study Guide Notes

MP-1

MP-4

Index of Maple Commands

MP-22

NOTES FOR THE MATHEMATICA COMPUTER ALGEBRA SYSTEM Getting Started with Mathematica Study Guide Notes

MM-1

MM-5

Index of Mathematica Commands

MM-24

NOTES FOR THE TI-83+/86/89 GRAPHIC CALCULATORS Getting Started with a TI-83+ Calculator

TI-1

Getting Started with a TI-86 Calculator

TI-2

Getting Started with a TI-89 Calculator

TI-3

Study Guide Notes

TI-4

Index of TI Calculator Commands

TI-29

NOTES FOR THE HP-48G GRAPHIC CALCULATOR Getting Started with an HP-48G Calculator Study Guide Notes

HP-1

HP-2

Index of HP Calculator Commands

HP-18

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