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LU

Gram-Schmidt QR

Householder Curve Fitting

Singular Value Decomposition


(SVD)

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Jordan canonical form

CayleyHamilton Rayleigh's quotient

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1
2

1-1

1-2

14

27

2-1

28

2-2

31

2-3

41

2-4

50

2-5

60

LU

69

3-1

70

3-2

71

3-3

LU

81

91

4-1

4-2

105

4-3 Norm

114

92

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4-4 Gram-Schmidt QR

5
6

138

5-2

151

171

6-1

172

6-2

196

6-3

Householder

211

216

231

7-1

232

7-2

248

7-3

258

7-4 Singular Value Decomposition (SVD)

137

5-1

6-4 Curve fitting

117

267

283

8-1

284

8-2

297

8-3

312

8-4

322

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337

9-1

338

9-2

355

9-3

364

9-4

Cayley-Hamilton

368

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1-1
1-2

I think, therefore I am!


Descartes

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1-1

Q
A

A = PQ = |A|eA

|A| A eA A eA

1A eA A eA |A|

A = B A B
A A

(A + B)

A + B
A

(A

B)

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A
A

(AB)
AB = |A||B|cos
=

|A|2 = AA
A
B

|A|cos = AeBA eB
=

AB = 0

(A B)
=
A B |A||B|sin
AB

|B|sin

B
A

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AB
B
A
= |A B|

Lagrange Identity|A B| =

AA BB

AB

A 2 B 2 sin2 =

|A B| = |A||B||sin | =

A2B2

AA BB

= cos

A2B2 1

cos2

A 2 B 2 cos2
AB

AB
= cos
A B

AB
AA BB

= cos

(eAeB)

A, B
|A + B|

|A| + |B|

|A + B|2 = (A + B)(A + B) = |A|2 + |B|2 + 2AB


|A|2 + |B|2 + 2|A||B| = (|A| + |B|)2
Cauchy-Schwartz inequalityA, B arbitrary vector
|AB|

|A||B|

|AB| = ||A||B|cos | = |A||B||cos |

|A||B|

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a, b, c, a, b,

c2 = a2 + b2
c2 = cc = (B
2

c = a + b

2abcos

A)(B

A) = BB + AA

2AB

2abcos

a, b, c, b, c
a, c b, a
sin
sin
sin
=
=
c
a
b
1
1
1
1
= |A B| = |A||B|sin = |B C| = bc sin
2
2
2
2
1
1
= |C A| = ca sin
2
2
sin
sin
sin
=
=
abc
c
a
b

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

i 1 x j 1 y k
1 z 3-D
z
p (x, y, z)

z
y

i
x
y
x

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jk=i

j i =k

k j =i

ki=j

ij=k

k i =j

P = (x, y, z)

P = x i + y j + z k
P = |P|ep
|p| = x2 + y2 + z2 =

ep =

pp

xi +yj +zk
p
=
p
x2 + y2 + z2

p x p y p z
z
P

y
x

|p|cos = x, |p|cos = y, |p|cos = z


or

x
x = p i = x2 + y2 + z2cos
2
2
x +y +z
y
cos =
y = p j = x2 + y2 + z2cos
2
2
2
x +y +z
z
cos =
z = p k = x2 + y2 + z2cos
2
x + y2 + z 2
cos =

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p
= cos i + cos j + cos k
p

ep =

p
cos2 + cos2 + cos2 = 1

y1) j + (z2

x1) i + ( y2

A = PQ = (x2

z 1) k

z
A

Q (x2, y2, z2)

P (x1, y1, z1)


y

|A| =

x1 2 + y2

x2

y1 2 + z2

z1 2 = |PQ|

|A| P Q

A = xa i + ya j + za k

B = xb i + yb j + zb k

A=B

xa = xb, ya = yb, za = zb

kA = kxa i + kya j + kza k

A + B = (xa + xb) i + (ya + yb) j + (za + zb) k


AB = xa xb + ya yb + zazb = BA

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i
A B = xa

j
ya

k
za

xb

yb

zb
yb za) i + (za xb

= ( ya zb

ya xb) k = B A

xa zb) j + (xa yb

A(k1 B + k2 C) = k1 (AB) + k2 (AC)


A (k1 B + k2 C) = k1 (A B) + k2 (A C)

A B = |A||B|sin n

n A, B

A(B C)

xc yc
yb zb

zc

xa
= xb
xc
xc
= xa
xb

k
zb

j
yb

i
A(B C) = (xa i + ya j + za k ) xb
ya za

xb

y b z b = xc

yc

zc = B(C A)

yc
yc

ya

za

zc
zc

xa

ya za = C(A B)
yb zb

[A B C]
A, B, C

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BC

A
C

B C = en|B C|
A(B C) = |A|cos |B C| =

A, B, C A, B, C
A(B C) = 0

A, B, C C C = m1 A + m2 B
A(BC) = A(B (m1 A + m2 B)) = 0
A(B C)

(a)A, B, C
(b)A, B, C linear independent
(c)A, B, C basis

A (B C) = (AC)B

(AB)C
82 81

A (B C) A B, C
Let A (B C) = B + C
A(A (B C)) = AB + AC = 0
=

=
AC

AB

A (B C) = [(AC)B

(AB)C]

A= i + j + k

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Let B = j

C= k

=1

A (B C)

(A B) C

(A B)(C D) = C(D (A B)) = C[(BD)A


= (BD)(A

C)

(AD)B]

(AD)(BC)

E = A B
(A B)(C D) = E(C D) = C (D E)
= C(D (A B))
= C[(BD)A
= (AC)(BD)

(AD)B]
(AD)(BC)

(A B) (C D) = [A B D]C
=

[A B C]D

(C D) (A B)

= [A C D]B

[B C D]A

E = A B
(A B) (C D) = E (C D)
= (ED)C

(EC)D

= [A B D]C

[A B C]D

F = C D
(A B) (C D) = (A B) F = [A C D]B

[B C D]A

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A, B C, D

A, B C, D

0 A, B C, D
A, B , C, D
1

Without using the components, but just using vector operations


(i.e. vector, scalar products), solve for J in terms of k, E, B
J=E

kJ B

Case 1k = 0
Case 2k

J=E

BJ = BE

k{B(J B)} = BE

B J = B E kB (J B)
1
(J E) = B E k{(BB)J
k
E = kB E

J=

(BJ)B}

k2 (BB)J + k 2 (BE)B

E + kB E + k 2 BE B
1 + k 2 BB

Let F, G, H be any three linearly independent vectors in R3, Let V


be any vector in R3, show that
V=

VGH
VHF
VFG
F+
G+
H
FGH
FGH
FGH

F, G, H F(G H) = [F G H]
0
F, G, H bases
F, G, H
i.e.,

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V = aF + bG + cH

a, b, c

V(G H) = [V G H] = a [F G H] + b [G G H] + c [H G H]
= a [F G H]
a =

VGH
FGH

b =

VHF
VFG
c =
FGH
FGH

(a)a vector V makes an angle cos


k, and V a has elements

1
with the vector b = i
3

j+

2i + j + k, where a is the vector

i + 2j, find the vector V and the angle between them


(b)Find the vector X which satisfies the equations X a = b,
Xc = p in which p is a given scalar and ac

0, i.e. X can be

represented by p, a, b, c

(a) V = v1 i + v2 j + v3 k

v2 = 2v1

k
v3 = 2v3 i + v3 j + (2v1

j
v2

i
V a = v1

v 2) k = 2 i + j + k

2 z0
1, v3 = 1

Vb = v1 v2 + v3 = |V||b|cos
1
= v1 + v22 + v23 3
3
v3 = 1, v2 = 2v1 1

V = i + j + k or V = 5 i 11 j + k
15
5
5
=
cos =
or = cos 1
7
7
3 147
(b) X a = b c (X a) = c b = (ca)X
(ca)X

(cX)a =

pa

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X =

pa + c b
ac

Let P3 [t] be the real vector space of polynomials of degree strictly


less than 3; define the inner product between the polynomials f and
g in P3 [t] by
f, g=

1
0

f t g t dt

Find the angle between t and t2


t t2

t + 1

t, t2 t + 1
cos =
=
t t2 t + 1
5
12

= cos

95

t + 1.

1
7
3
10
5 5
.
2 42

1
1 2
t dt
0

0
1
2

t t2

t + 1 dt
1

t2

t + 1 2 dt

1
2

5 5
2 42

Given vectors u = (1, 0, 0), v = (1, 2, 3) and w = (0, 1,

1), solve

each of the following.


(a)3v(w + 2u)

(b) u v + v w

(c)(u v) w
95

(a)3v(w + 2u) = (3, 6, 9)(2, 1,

1) = 3

(b) u v + v w = (1, 2, 3) + 14(0, 1,


i j k
(c) 1 0 0 = 3j + 2k
1 2 3
u v = (0, 3, 2)

1) = (1, 2 + 14, 3

14)

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i
0
0

1-2

k
2 = i

3
1
1
(u v) w = ( 1, 0, 0)

Position vector

r = x i + y j + z k , x, y, z

r0 (x0, y0, z0)

l = a i + b j + c k

x0

x
a

y0
b

z0
c

l=ai +bj +ck

r0

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r0

l = a i + b j + c k

r = x i + y j + z k

r0 (r

r0) l = a i + b j + c k

(r

r0) l = 0

r1 = x1 i + y1 j + z1 k r2 = x2 i + y2 j + z2 k r r1
r1 r2 (r

r1)(r1

r2)

(r

r1) (r2

r1) = 0

P r1 r2

r1
d

r2

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P r1 P
d
d = |p

r1|sin

r1 r1 r2 sin
r1 r2
p r1 r2 r1
=
r1 r2

d (p

r1)(r2

| (P
| (r2

r1) d
r1) (r2

r1)|

r1)|

r1 r2 l1 l2

L1 r

r1 l1 = 0

L2 r

r2 l2 = 0
l1

d
r1

r2
l2

L1 L2
l1 l2 (r2

r1)

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r1|cos =

r2

r1 l1 l2

r1 l1 l2

r2

d = |r2

l1 l2

cos

l1 l2

d (r2

r1), l1 , l2

(r2

r1), l1 , l2

l1 , l2

r1 = x1 i + y1 j + z1 k N = a i + b j + c k
r r1 (r

r1)

(r
a (x

r1)N = 0

x1) + b ( y

y1) + c (z

z1) = 0

or
ax + by + cz = ax1 + by1 + cz1

r3
r1

r2

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r1, r2, r3
(r2
(r3

r2)i.e., (r2

r1)

r1) (r3

r1)

r1, r2, r3
(r

r1)[(r2

r1) (r3

r1)] = 0

N [(r2

r1) (r3

r1)]

p r1 p
p
d = |p
=

r1|cos
r1 N cos
N
r1 N

N
= | (p r1)eN|

r1
d

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d (P

r1)

a1x + b1 y + c1z = d1 , i.e. N1 = a1 i + b1 j + c1 k

a2x + b2 y + c2z = d2 , i.e. N2 = a2 i + b2 j + c2 k

= cos

N1N2
N1 N2

N2
N1

Two lines are defined as follows


x = 1 + 2t
x=t
L1 y = 1 + 3t L2 y = 2t
z=2 t
z = 3t
(a)Find the shortest distance between L1 and L2
(b)Find the equation of the plane which passes through (1, 0, 1) and
parallel lines L1 and L2

(a)L1 = 2 i + 3 j

L2 = i + 2 j + 3 k

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L1 L2

11 i

L1 L2

n =

7j + k
171

6
[(1, 1, 2) (0, 0, 0)] n =
171
(b)

[r

(1, 0, 1)] n = 0
11 (x
11x

1)

7y + (z

1) = 0

7y + z = 12

L1x1 = 1 + 6t, y = 2
L2x = 4

4t, z = 8t

3t, y = 2t, z = 3 + 4t

(a)(b)(c)
2 z+1
=
=t
6
4
8
x 4 y z 3
L2
= =
=s
3
2
4
1 + 6t = 4 3s
2 4t = 2s
1 + 8t = 3 + 4s
1
s = 0, t =
2
(4, 0, 3)

(a)L1

(b) = cos

1 y
=

L1L2

= cos

L1 L2

3
29

1) + 3 ( y

2j +4k) ( 3i+2j +4k)

k ))[(3 i

2 (x

(i+2j

(r

(c)(3 i

2 j + 4 k ) ( 3 i + 2 j + 4 k )] = 0

2) + 0 (z + 1) = 0

2x + 3y = 8

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.
., 2012.11

I S B N: 978-957-11-6898-2
1.
313.3

101022157

5BG0

Linear Algebra-Fundamentals and Applications

106 339 4

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