26 visualizações

Enviado por puhumight

- Pauli Matrices: Classication and Joint Higher Rank Numerical Range
- Solution of the State Equations - MIT
- homewk10Sols
- Course Info
- Amt-142 (Matrices) Unit 1
- Syllabus
- chapindxf9
- A Primer on Linear Algebra
- Finite Volume Code for Compressible Flow
- MED13 Notions of Equivalence for Linear Multivariable Systems
- Eigenvalues and Eigen Vector Slides
- System of Linear Equations
- MAT115-Difference Differential Eqns
- Prelims Introductory Calculus 2012MT
- Fisher-LDA
- CoupleLoadSystemAnalysisTheory_CraigBamptonMethod.
- análise da estabilidade global de edifícios
- jafar2005.pdf
- AM2415_Final_2011
- Lecture Robust Zhou

Você está na página 1de 12

1

REVIEW ON LINEAR ALGEBRA ESSENTIALS

Dr.Ilkay Yavrucuk

VECTOR SPACES

Def: A vector space V is a set of objects, called vectors, for which operations of vector

addition and scalar multiplication are defined.

e.g.

R

1

is a vector space line

R

2

is the usual x-y plane

R

3

is the 3-D space

In a vector space the following has to be satisfied (for x and y being vectors,

c

1

and

c

2

being

scalars):

1) x+y = y+x

2) x+(y+z) = (x+y)+z

3) There is a unique zero vector that satisfies x+0 = x, for all x

4) For each x there is a unique vector x such that x+(-x) = 0

5) 1x = x

6)

(c

1

c

2

)x c

1

(c

2

x)

7)

c(x y) cx cy

8)

(c

1

c

2

)x c

1

x c

2

x

e.g.

V R

n

is a vector space

Def: A subspace of a vector space is a non-empty subset that satisfies two requirements:

1) if we add two vectors in the subspace, their sum x+y remains in the subspace;

2) if we multiply any vector x in the subspace by any scalar c, the multiplication cx

is still in the subspace.

Def: Let V be a vector space and

.

1)

with at least one non-zero scalar, for which

(1)

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

2

We say

be linearly dependent one of them must be a linear combination of the others.

2) If the only solution for eqn.(1) is

3) Def:

choice of scalars

, for which

This implies that

are independent.

Def: If such a basis exists, then V is called a finite dimensional, otherwise it is

infinite dimensional.

If V is a vector space with a basis

exactly m vectors. The number m is called the dimension of V.

MATRICES AND LINEAR SYSTEMS

Def: Matrices are rectangular arrays of real or complex numbers; in general matrix of order

has a form:

A matrix of order n is shorthand for square matrix of order.

Def:

1) Let A and B be of order , then the sum of A and B is the matrix C = A+B of

order ,

2) Let be a scalar. Then the scalar multiplication is of order and

3) Let

and

such that

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

3

4) Let

. The transpose

Some properties of square matrices:

1) A+B = B+A

2) (A+B)+C = A+(B+C)

3) A(B+C) = AB+AC

4) A(BC) = (AB)C

5)

6)

Def: A zero matrix of order has all its entries equal to zero, and is denoted by

or simply O.

For any

, A+O = O+A = A.

Def: The identity matrix of order n is defined by

, for all , .

For all matrices

and

, AI = A, IB = B.

Def: Let A be a square matrix of order n. If there is a square matrix B of order n, for which

AB = BA = I, then we say A is invertible. It can be shown that matrix B is unique, but might

not always exist. It is denoted as

exists.

Remark: If A and B are invertible, then

Def: A matrix A is called symmetric if

Def: Let matrix A be of order . The row-rank of A is the number of linearly

independent rows. The column-rank of A is the number of linearly independent columns.

Theorem: Let

be a square matrix with elements from R and let the vector space be

1) Ax = b has a unique solution for any

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

4

2) Ax = 0 has a unique solution x = 0

3)

exists

4)

5) full rank

Def: The nullspace of a matrix A consists of all vectors x such that Ax = 0 and . It is

denotes by N(A). The nullspace is a subspace.

DETERMINANTS

Def: The determinant of matrix A is a combination of row i and the cofactors of row i:

The cofactor

is the determinant of

Some Properties of Determinants:

1) det(tA) = tdet(A)

2) det(I) = 1

3) If two rows are equal, det(A) = 0

4) Elementary matrix operations do not change determinants

5) If A has a zero row, det(A) = 0

6) If

is a triangular matrix,

7) If det(A) =0, then A is called singular matrix.

8) det(AB) = det(A) det(B)

9)

EIGENVALUES AND EIGENVECTORS

Def: The number , complex or real, is an eigenvalue of the square matrix A if there is a

vector

, such that

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

5

The vector x is called an eigenvector corresponding to the eigenvalue .

Example:

Consider the following initial value problem:

This is an initial value problem. The unknown are specified at time t = 0, and not at both

points of the interval.

In a matrix form the system can be written as:

,

.

Where u is the unknown vector,

In this notation, the system becomes a vector equation

Note that it is a first-order linear equation with constant coefficients; the matrix A is time

independent.

Rewrite this equation in a scalar form:

The solution is:

Thus the initial condition and the equation are both satisfied.

for , the system is unstable;

for , the system is stable;

for , the system is neutrally stable.

If is a complex number, ,

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

6

then the stability is associated with the real part ; the complex part produces oscillations.

Going back to the solution of the system of ODEs, assume the solution in the form:

or in the vector notation

,

where

.

Substituting

and

Eliminate

:

In the matrix form this equation can be written as:

(*)

Equation (*) is the fundamental equation. It involves two unknowns: and x.

The number is called an eigenvalue of matrix A, and the vector x is the associated

eigenvector. The goal is to find eigenvalues and eigenvectors.

The problem reduces to:

1) Find the vector x that is in the nullspace of matrix ;

2) The number needs to be chosen so that has a nullspace.

We want to find a nonzero eigenvector x. The goal is to build u(t) out of exponentials

,

and we are interested only in those particular values of for which there is a nonzero

eigenvector x.

must be singular the number is an eigenvalue if and only if

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

7

This is the characteristic equation, and each solution has a corresponding eigenvector x:

or .

In our example

Its solution gives two eigenvalues:

and

.

For

.

The solution (first eigenvector) is any multiple of

.

For

.

The second eigenvalue is any multiple of

and

.

These two special solutions give the complete solution. They can be multiplied by any

numbers

and

, and they can be added together to form the General Solution. Thus

.

The constants

and

or

.

The constants are

and

and

.

Def: The multiplicity as the root of the characteristic equation of an eigenvalue is called its

algebraic multiplicity.

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

8

Example:

,

.

Algebraic multiplicity is 3.

Def: The maximum number of eigenvectors associated with that eigenvalues called its

geometric multiplicity.

Example:

,

.

Geometric multiplicity is also 3.

Def: Let A and B be square matrices of the same order. Then A is similar to B if there is a

non-singular matrix P for which

.

Note that this is a symmetric relation, since

Remark: If

corresponds to an eigenvector

of B.

Proof:

Remark: The determinants of similar matrices are the same.

Proof:

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

9

THE DIAGONAL FORM OF A MATRIX

Suppose a square matrix A has n linearly independent eigenvectors. Then if these vectors are

chosen to be the columns of a matrix S, it follows that

.

Remark 1: If A has no repeated eigenvalues, eigenvectors are independent. Therefore any

matrix with distinct eigenvalues can be diagonalized.

Remark 2: Not all matrices are diagonalizable. We need n independent eigenvectors for a

matrix A of dimension n.

Note: If eigenvectors

Example: Recall example from the previous section.

Its general solution is:

,

also

or

replace A with

:

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

10

If A can be diagonalized:

,

then

has the solution:

.

SIMILARITY TRANSFORMATIONS (Canonical Forms)

A transformation of matrix A does not always have to be in the form of

, with

eigenvectors as columns for the matrix S, that results in a diagonal matrix.

We might want to transform A into a special form, or A might not have independent

eigenvectors. So, we will call it a transformation of

properties of similar matrices, except the resulting matrix might not be diagonal anymore.

Example:

Consider the matrix

,

.

If

, then

triangular matrix with eigenvalues

.

If

, then

.

The Schur Form of a Matrix

For any square matrix A, there is an invertible matrix M = U such that

is upper

triangular. The eigenvalues of A are shared with the matrix T, and appear in its main

diagonal:

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

11

* There is no easy way to find T for U, but the Schur form is used in many theoretical proofs.

The Singular Value Decomposition (SVD)

Let A be of order . Then there exist matrices U and V of order m and n, respectively,

such that

The numbers

, ,

are called singular values of A. They are real and positive and

can be arranged such that

.

* r is the rank of matrix A.

The Jordan (Canonical) Decomposition

The Jordan form allows any matrix A to transform to a matrix that is nearly diagonal as

possible.

If A has a full set of independent eigenvectors, we arrive at

coincides with the diagonal . However, this is not possible for defective matrices.

But the Jordan form allows a near diagonal similarity transformation even for defective

matrices.

Theorem:

If A has s independent eigenvectors, it is similar to a matrix with s-blocks:

, ,

Each of the Jordan block,

, and one

eigenvector,

AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering

12

When the block has an order , the eigenvalue

1s above the diagonal. The same eigenvalue

corresponds to several different eigenvectors.

Remark: Two matrices are similar if they share the same Jordan form J.

Example 1: Consider a matrix with the following eigenvalue and eigenvector

properties:

1) A double eigenvalue

2) A triple eigenvalue

Since there are only 3 independent eigenvectors, it is a not full rank matrix defective

matrix.

.

Example 2:

,

eigenvector.

- only one Jordan block.

- Pauli Matrices: Classication and Joint Higher Rank Numerical RangeEnviado porWarren Smith QC (Quantum Cryptanalyst)
- Solution of the State Equations - MITEnviado porUjjwal Karki
- homewk10SolsEnviado porSongya Pan
- Course InfoEnviado porkevin
- Amt-142 (Matrices) Unit 1Enviado porVishal Gupta
- SyllabusEnviado porAzima Tarannum
- chapindxf9Enviado porJuan Perez
- A Primer on Linear AlgebraEnviado porSAIKAT KUMAR JANA ee14d208
- Finite Volume Code for Compressible FlowEnviado pormafrisbe
- MED13 Notions of Equivalence for Linear Multivariable SystemsEnviado porNikos Karampetakis
- Eigenvalues and Eigen Vector SlidesEnviado porMayur Ghatge
- System of Linear EquationsEnviado porAmir Nasaruddin
- MAT115-Difference Differential EqnsEnviado poravnishgarg96
- Prelims Introductory Calculus 2012MTEnviado porMaose
- Fisher-LDAEnviado porRandy Lin
- CoupleLoadSystemAnalysisTheory_CraigBamptonMethod.Enviado porysape
- análise da estabilidade global de edifíciosEnviado porVitor
- jafar2005.pdfEnviado porYasser Naguib
- AM2415_Final_2011Enviado porjackandjill2
- Lecture Robust ZhouEnviado porSangeetha Veera
- 881512014 Functions List 2 ColsEnviado porAhmed Elsayed
- PhysRev.65.117Enviado porDileep Kumar
- List1Enviado porFrancisco Quinga
- gravityEnviado portia
- Ch6_presN.pdfEnviado porAlee López
- Structural Diagnostic of Building and Materials Handling Machines by Application of Experimental Modal AnalysisEnviado porPápai Ferenc, Dr.
- Chapt_10Enviado porLátex Estrada Vázquez
- Verlin de 1988Enviado porMaiman Lato
- Multivariate Statistics - An Introduction 8th EditionEnviado porsharingandnotcaring
- ijma12222013Enviado porwarse1

- Optimization Design Study of Low-Reynolds-number High-lift Airfoils for the High-efficiency Propeller of Low-dynamic Vehicles in StratosphereEnviado porpuhumight
- Introduction to Tosca StructureEnviado porpuhumight
- ME518 syllabus metuEnviado porpuhumight
- HierarchyEnviado porpuhumight
- Transport Phenomena 2nd Ed by Bird Stewart Lightfoot (Solution Manual)Enviado porAdibah Hani Azit
- AE172_LectureNotesEnviado porpuhumight
- ME 503 - Advanced Gas Dynamics-syllabusEnviado porpuhumight
- 10.1.1.931.8254Enviado porpuhumight
- Lecture 1Enviado porSowjanya K Rids
- ElasticityPolars_04_BodyForcesRotatingDiscsEnviado porpuhumight
- AE372 Fligh Mechanics 2012 Lecture NotesEnviado porpuhumight
- Substantial DerivativeEnviado porAhmed Adel Ibrahim
- syllabus505_SP2014Enviado porpuhumight
- JAM_1 (1)Enviado porpuhumight
- ME521 2015 HW4Enviado porpuhumight
- durukanEnviado porpuhumight
- ME518 syllabus metuEnviado porpuhumight
- HierarchyEnviado porpuhumight
- Transport Phenomena 2nd Ed by Bird Stewart Lightfoot (Solution Manual)Enviado porAdibah Hani Azit
- 2008_hw1Enviado porpuhumight
- ME518_hw1Enviado porpuhumight
- ME518_hw1Enviado porpuhumight
- Divergence TheoremEnviado porStavros Pitelis
- 7 Min ExercisesEnviado porpuhumight
- Ginsberg AnswersEnviado porpuhumight
- 2005_final vibrationEnviado porpuhumight
- ch16Enviado porpuhumight
- An Introduction to Fluid Dynamics - BatchelorEnviado porpvbaev
- ae483 Metu automatic control projectEnviado porpuhumight
- Fundamental of Composite Fluid MechanicsEnviado porShahrul Iznan

- Your Virtual SuccessEnviado porcoollover
- Topic5aEnviado porShuhada Samsudin
- copy of unit 1 wk2 mathEnviado porapi-330071649
- ICT Trends in EducationEnviado porBenni Lim
- Chapter 6 E Marketing ResearchEnviado pormukhriz
- Friction Models Conveyor PptEnviado porodnanref00
- 1926-01Enviado porBuchi Reddy
- TVEMS Time Table Final for May June Exams 2013Enviado porLelia Julie Martin
- b1 Acceptable Solutions and Verification Methods 22 (1)Enviado pornigel omalley
- COMSOL MultiphysicsEnviado porRAHMON RAUF OYEDOKUN
- Will is 1983Enviado poreddisonfh
- datasheet (4)Enviado porseloca
- EVALUATING SOFTWARE MAINTENANCE TESTING APPROACHES TO SUPPORT TEST CASE EVOLUTIONEnviado porInternational Journal of New Computer Architectures and their Applications (IJNCAA)
- Steps for Creating Conditional Filter BlocksEnviado porCheyenne Guillois
- FIRE_PWC_2009Enviado poruntung_susilo
- Claims ManagementEnviado porDon Don
- Datasheet (1)Enviado porLuis Cordeiro
- GL200_SMS_Protocol_V102_decrypted.100130920.pdfEnviado porCezary
- JUNO-DS_ParamGuide_e01_W.pdfEnviado porDave80
- Driver Circuits _ PowerGuru - Power Electronics Information PortalEnviado pordevchandar
- A Brief Comparison of ANT & MAVENEnviado porJegadeesh Chandrabose
- UpperPrimary ICSEEnviado porManisha Bhavsar
- Open ClozeEnviado porIgor Popovski
- Frank HansenEnviado porsandia_docs
- HIGH STRENGTH STRUCTURAL BOLT ASSEMBLIES TO AS/NZS 1252Enviado porJosh Maizidian
- Selection and Reselection Parameters in UmtsEnviado porEngr Ali
- [Ms Odrawxml]Enviado porSebiMihai
- EASA Booklet2010 v4_spreadedEnviado porMuhammad Haris Baig
- BugEnviado poranantjha
- SPSS Modeler BookEnviado porHenry Grimes