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Title: Algebra - Vector Inner product spaces
Description: Notes directly for the University of Bath 2nd year IPS and vector space course. As it is maths, will be similar to any course on IPS or Vector spaces. Includes marks of common exam questions here at bath. There will be similar to most other notes. Notes cover: Vector subspaces, sums and intersections, complementary subspaces, quotient spaces. Dual spaces, transpose of a linear map, annihilators. Inner product spaces over R and C. Cauchy-Schwarz inequality. Gram-Schmidt orthonormalization. Orthogonal subspaces and complements. Linear operators on inner product spaces. Orthogonal and unitary groups. Properties of eigenvalues and eigenspaces. Finite dimensional spectral theorem. Bilinear forms, relation with dual spaces, nondegeneracy. Tensor products and applications. Multilinear forms, alternating forms. Alternating bilinear forms, classification. Quadratic forms, relation to symmetric bilinear forms. Sylvester's law
Description: Notes directly for the University of Bath 2nd year IPS and vector space course. As it is maths, will be similar to any course on IPS or Vector spaces. Includes marks of common exam questions here at bath. There will be similar to most other notes. Notes cover: Vector subspaces, sums and intersections, complementary subspaces, quotient spaces. Dual spaces, transpose of a linear map, annihilators. Inner product spaces over R and C. Cauchy-Schwarz inequality. Gram-Schmidt orthonormalization. Orthogonal subspaces and complements. Linear operators on inner product spaces. Orthogonal and unitary groups. Properties of eigenvalues and eigenspaces. Finite dimensional spectral theorem. Bilinear forms, relation with dual spaces, nondegeneracy. Tensor products and applications. Multilinear forms, alternating forms. Alternating bilinear forms, classification. Quadratic forms, relation to symmetric bilinear forms. Sylvester's law
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MA20216 ALGEBRA 2A
Taught By:
Notes By:
David Calderbank
Robert Howie
Written December 2015
Contents
Preface
...
3
Useful definitions and Core concepts
...
5
Homomorphisms and Isomorphisms and linear maps
...
6
Subspace
...
7
Freely generated (free over)
...
7
Dual space and linear forms
...
8
Transpose of a linear map
...
9
Sums and Direct sums
...
10
Inner product spaces
...
11
Gram-Schmidt Process
...
12
Eigenvectors
...
13
The rest
...
14
Tensor product
...
15
Quadratic forms
...
16
Signature of quadratic forms:
...
16
Exam cheat sheet
...
Most people I
know still have no idea what an indexed set π actually IS let alone what being βfree over πΏβ is supposed to
mean or what the difference is between annihilators and solutions spaces is
...
To his credit he does occasionally draw pictures, but only really
in problems classes where people have already been confused for a week on a topic
...
It is then followed by explanations of key concepts in the course
using pictures and examples, and finally ends with a couple of pages of βexam cheat sheetβ for cramming key
things for the exam
...
}
β
β
β€
β
β
π½
π πΓπ (π½)
πβg
iff
πΏ π½ (π, π)
πβ
β¨
Μ
π
Definition
Shorthand for:
βthere existsβ
Shorthand for:
βthere exists a uniqueβ
Shorthand for:
βfor allβ
Shorthand for:
βIs defined asβ or βis defined equal toβ
Shorthand for:
βWith respect toβ
A set with β¦
...
Think of it like a mathematics box into which you put
mathematical things, like numbers or equation
...
}
The set with every whole number in, including zero and
below:
{β¦,-2,-1,0,1,2,β¦}
The set with all rational numbers in:
π
( π |π β β€ , b β β)
The set of every number you can write as a decimal, which
is all numbers which you might actually want to write in
real life
...
g
...
Shorthand for βIf and only ifβ
If you are asked to prove X iff Y you must show XβY and
YβX
...
The dual space of a vector space π
Direct sum (see below)
Complex conjugate
...
Used
Across Maths
Across Maths
Across Maths
Across Maths
Across Maths
Sets and group theory
Sets and group theory
Across Maths
Across Maths
Across Maths
Across Maths
When proving that
something is true, not just
for a specific field (e
...
β)
but for all fields
...
Also written Μ π
π
Inner product of π with π
Subspace orthogonal to π
Tensor product of π and π
Shorthand for:
βis subset ofβ or βis contained withinβ
Shorthand for:
βis subspace ofβ
Matrixβs
Complex vectors
Inner product spaces
Inner product spaces
Multilinear algebra
Set theory
Vector spaces
Useful definitions and Core concepts
Field
...
(see below)
Field Axioms
...
Notation!!! If a set called π½ obeys the field axioms for addition then it is written (π½,+) which reads βπ½, a
field over additionβ
...
This is found more in text books, and occasionally pops up in his notes
...
A morphism is βA structure preserving mapβ
...
You will just be told that a map is a homomorphism or βlinearβ in exams or in the notes, but knowing what it
means allows you to prove things
...
Linear map:
This is a homomorphism, but for vector spaces
...
So for a map π to be linear, it needs to satisfy
the homomorphic criterion
...
A vector space is simply a field which obeys the field axioms, with field multiplication being valid for scalars
and a vector and field additions being valid for two vectors
...
If your vector space is β2 (2D space - a sheet of paper) you canβt move to β3 by addition or multiplaction
Vector are elements of a vector spaces
...
g
...
E
...
ππ
π1 π2 β¦ π π ) = π1 π1 + π2 π2 + β― + π π π π where π π₯ represents the π₯th baisis
...
g
...
This can be confusing for higher dimensions, but trying to work something out
thinking about a 2d or 3d example can be very helpful
In proofs he talks about the βvector spaces of functionsβ and a couple of other quite abstract vector spaces,
which can be very confusing, because they donβt seem to contain vectors
...
If it does
(for example if he rambles on about vector spaces of functions) donβt worry! Just treat them exactly like you
would a normal vector
...
A subspace is a vector space which is contained within another vector space
...
E
...
βprove differentiable
functions is a subspace of the space of real
Z
functions
...
X,Y differentiable d/dx (aX+bY) = a d/dx (X)
X
+ b d/dx (Y) by rules of differentiation
...
Category theory
...
We have already seen how all functions are maps and all maps
can be represented as matrices which in turn link to vector spaces
...
Itβs all very boring and very unexaminable
...
Index Set
...
It is a simple concept which is poorly explained within the
notes
...
Or in laymanβs terms, how many βthingsβ
you need to know to define something
...
If we think about this in terms of a basis of 3d
space: π1 , π2 , π3 , we see these are βlabelledβ by {1,2,3} therefore the index set of 3d space (β3 ) is {1,2,3}
...
How do you define a sequence? You need to know what every term
is: {π‘πππ1 , π‘πππ2 , π‘πππ3 , β¦ , π‘πππ π } Since in a sequence there are an infinite number of terms, to βlabelβ
every term we need β βlabelsβ
...
You can use the same logic to think about how maps from an interval [π, π] are indexed by the interval
itself, since you need to know where every point goes to define a map
Freely generated (free over)
...
If we have the same index set
indexing two lists of vectors in down different vector spaces
...
g
...
{π’1 , π’2 , π’3 } β
π, {π£1 , π£2 , π£3 } β π, are two lists of vectors in each vector space indexed by π β {1,2,3}
...
Saying something is βfree over πβ is essentially equivalent to saying it has a basis
...
It is difficult to understand and there isnβt much he can
ask other than regurgitate the definition from his notes
...
Linear independence
...
For example in β2 :
Y
Y
π£2
π£1
π£1
X
X
π£2
As shown in the diagram the diagram the first example is not linearly independent since π£1 = ππ£2 where
π is a scalar
...
To show that a large set π of vectors are all linearly independent to each other you just need to show that
π
β π=1 π π π£ π = 0 βΉ π π = 0 β π
Exam tip: this may look tricky but if you are given, for example 3 vectors in β3 : π£1 , π£2 , π£3 multiply them
each by an unknown and equate to zero: ππ£1 + ππ£2 + ππ£3 = 0, then substitute the vectors in and solve
each line row of the resulting vector like a simulations equation
...
Dual space and linear forms
...
Example: a map from β3 to β, such as the magnitude: ||π£|| is a linear form
...
For example β2β = β14
3
A dual space of a vector space is the space of all linear forms
...
The important thing to note
about dual spaces is that any equation within a dual space can be written as an βaction on a basisβ
...
g
...
Important note: If there are is a finite number of basies, then: dimπ = dimπ β
...
If you have a vector space called π, and a set of homogeneous linear forms from the dual space called πΈ,
the solution space is the subspace in π, which solve the set of linear equations πΈ
...
Take the x-y Cartesian coordinates (e
...
β2 ) as an
example
...
This is our set
πΈ
...
The
diagram above is again helpful in demonstrating this
...
This again is a simple thing made complicated
...
Its transpose is the transpose of its matrix
...
They are available on the solutions of 1b 2014 and 1b 2012 (like clockwork)
Annihilator
...
Unfortunately this means that
it becomes one of those things which if you βgetβ it youβre like βohhh thatβs obviousβ and you kick yourself
for not seeing the difference
...
Hence
why he spend so much time in problems classes half way through the year trying to explain the concept
...
For a solution space we pick a set of equations, and
find what they all send to zero
...
π = π + π and π = π β π
π=0
Here is the equations
in their homogenous
β=0β form
π= π
Here is the subspace I
am referring to
π=0
Find the SPACE in β2 , in which the equations
intersect
...
In this case all points on that line go to zero when
the equation looks like π = π β π
Exam tip: learn a method to differentiate between these two so you donβt confused them on the exam
...
If you have two spaces called π and π
...
Example: β3
...
Take a unit
vector along each line
...
Here is an attempt at a stereoscopic
3D drawing:
π
π
Of π β π
If the intersection (shared elements) of π and π is the zero element (π β π = {0}) we call their sum, the
βdirect sumβ denoted by β
...
So we are βdirectly summingβ the basis
...
Hence itβs not a βdirectβ sum of basies, itβs a more complicated process
...
The affine spaces define a quotient space, so bear with this
...
The blue plane is parallel to the green space
...
π π
Quotient spaces are harder to get your head round, so make sure you have a good understanding of affine
subspaces before you venture into this! Also I find the notes very hard to visualize, so I will be adding a
picture
...
Confusing huh? In
π
the notes the definition π β {π£ + π|π£ β π} is possibly even worse
...
It might also be useful to look
at alg 1A equivalence classes
...
There are two ways to think about this, one algebraic
and one topological
...
First of all we take our subspace π, work out all of the affine
subspaces
...
Generally πππ π = ππππ β ππππ
...
g
...
This
creates a set of points in the line directed along the lines with infinity signs at the end on the diagram
...
I have stuck to referencing a space β3 in all of this, the same applies to any space, although itβs extremely hard
to visualise this for say a dual space, or other exotic space; although the same principles apply
...
An inner product space (IPS) is simply a vector space, with a defined inner product
...
An inner product is anything that
follows these 3 rules:
β¨π’|π£β© = Μ Μ Μ Μ Μ Μ Μ
β¨π£|π’β©
β¨π’|ππ£ + ππ€β© = πβ¨π’|π£β© + πβ¨π’|π€β©
β¨π£|π£β© β₯ 0 (equality only if π£ = 0)
Conjugate symmetric
Linear in second variable
Positive definite
Algebra of IPS, RULES:
Cauchy-Schwarz inequality
...
Pythagoras theorem
If β¨π’|π£β© = 0 (the angle is a right angle)
βπ’ + π£β2 = βπ’β2 + βπ£β2 (you can apply pythag)
βπ’ + π£β β€ βπ’β + βπ£β
βπ’ + π£β2 + βπ’ β π£β2 = 2(βπ’β2 + βπ£β2 )
β¨π£|π€β© = 0βπ€ β π βΉ π£ = 0
βΏ inequality
Parallelogram identity
Non-degeneracy lemma
Riesz representation of an IPS:
The dual space is a set of maps mapping from the vector space to a scalar
...
g
...
An inner product maps two vectors from the vector space to a scalar
...
g
...
These are already very similar, and in fact if we write an inner product like β¨π£| ββ© with the dot standing for βput
any vector from π into hereβ
...
This is therefore in the dual space
...
Try to learn the proofs of the IPS rules
since they come up periodically, as well as the Riesz representation of an IPS, since this appears most years
...
Two (non zero) elements of a vector space π’ and π£ are orthogonal if β¨π’|π£β© = 0
...
Two elements are normalized if they are length one
...
g
...
Two elements are orthonormal if they are both orthogonal and normalized
...
Two subspaces π and π are orthogonal if β¨π’|π£β© = 0 for all elements π’ β
π, π£ β π
...
Gram-Schmidt Process
You just need to know how to apply it, the theory behind it is rather useless to the exam, although Kahn
academy has a really good video explaining it
...
The definition is in the notes or as an answers in the exam past papers
...
The best worked examples are past exams 2012 and 2011
...
It has always been 3 marks state then 4 marks βdoβ
...
Adjoints
...
I have tabled them to make it easier to read and learn
...
The rules are less examinable although a proof could come up with them in it
...
Eigenvectors are what they always have been π(π£) = ππ£ for eigenvector π£, eigenvalue π
...
The only new thing is invariance
π invariant means that applying π to any element of a subspace, keeps the result within the subspace
...
Another table of adjoint βfactsβ (there are millions of these (sorry!))
If π is π invariant, π β₯ is π β invariant
π β (π£) = ππ£ and π(π’) = ππ’
βΉ (π β πΜ )β¨π’|π£β© = 0
β (π£)
π
= ππ£ and π(π£) = ππ£
βΉ π = πΜ
π β πβ = πβ β π
βΉ π β (π£) = ππ£ β π(π£) = πΜ π£
Eigenvalues are purely real
Eigenvalues have no real part (are just made of πβ²π )
Adjoint invariance
Adjoint eigenvalues
Adjoint conjugate eigenvalues
Normal adjoint rules
π self adjoint
π skew adjoint
Exam tip: donβt stress about memorizing all million βadjoint factsβ that he put in
...
Spectral theorem
...
Also, self adjoint and symmetric and just real
cases for normal and Hermitian matrixβs so you donβt need to learn them specifically
...
It is by far the most confusing and non-routine part
IMO
...
Another note is that his lecture notes on this part are actually decent compared to the rest
...
Bilinearity and degeneracy
...
For example you could have a map called β³ which βmultipliesβ
matrixβs
...
Now β³(π΄, π΅) β πΆ β π πΓπ (π½)
...
E
...
πΌ(ππ₯ + ππ¦, π§) = ππΌ(π₯, π§) +
ππΌ(π¦, π§) is βlinear in the first variableβ
...
Written out it full it looks
complicated, but in reality it is just an extension of linearity:
Let π, π, π, π be vector spaces over π½
...
Let πΌ, π½, πΎ, πΏ β π½
...
E
...
some π΄ β 0 which sends
β³(π΄, π΅) = 0 βπ΅ β π is βdegenerate in the first variableβ and similarly if there is a π΅ β 0 that nullifies the
bilinear map then it is called βdegenerate in the second variableβ
...
In the same way that we fix π£ to create a linear map from an inner product by writing it as β¨β |π£β©, we can do
the same to any bilinear map β± by writing it as β±(β, π΄) or β±(π΄,β), this fixes the variable in the place of π΄ and
allows it to vary over π΅ where the β is
...
The
bilinear map is non-degenerate in its variable if πππβ± = {0}
...
Imagine a multilinear map with 10 or 15 variables
...
We donβt want this, we want to work in linear algebra,
and therefore its nice to have a way to turn multilinear algebra INTO linear algebra
...
Say we have vector spaces π and π over a field π½
...
A really good analogy is β2
...
The space β2 gives all possible pairings of two real numbers
...
Example linear map: π adds together two numbers so π(π, π) = π + π
...
Exam tip: learn to regurgitate the proof in the notes/answer to βdefine a notion of a bilinear map/tensor
product/quadratic form from the notes, this always comes up and is easy marks
...
So if π’1 β¦ π’ π is a basis for π, and π£1 β¦ π£ π
is the same for π, the basis for πβ¨π is β ππππ π β ππ΄ππ π(π’ π β¨π£ π )
Bilinear Forms and parallels to linear maps
Almost all terminology about linear maps is translatable into bi and multi-linear maps
...
ππππ = ππππβ± + β²ππ’ππβ²β±
ππππ = ππππβ± + πππ πππβ±
Quadratic forms
...
Remember a bilinear form maps from a vector space to
the scalar the vector space is over
...
A quadratic form fixes it so the variables are no longer independent
...
g
...
Since we know both variables are the same we just write it
π(π£) β β±(π£, π£)
...
H
...
H
...
So π is βnegative definiteβ on π if βπ is positive definite
...
For
example is 4 β 5π positive or negative??
Signature of quadratic forms:
Often π on π can vary and be neither positive nor negative definite, such that πππ = β, or similar
...
E
...
π(π’) is positive definite π
...
Hence we can find the smallest and biggest subspaces that satisfy π(π’) is positive or negative definite
...
Sylvesterβs Law of intertia for Quadratic forms
...
ππππβ± = π + π, and the diagonal matrix representing β± has π positive entries and π negative entries along
the diagonal
...
Theory over
...
Structure
...
(Do all Qβs if you
have time!)
~50% of marks are βrepeat definitions and solutions from notesβ ~50% are solving things and doing βunseen
proofsβ Learn the stuff below
...
Question 1
...
Regular Qβs
ο·
ο·
ο·
ο·
Define annihilator and Solution space
Define transpose of linear map
Write down proof of ππππ = π ππ(πππ π )
Prove (set of vectors) linearly independent
Question 2
...
β Adjoints and Eigenβs
Linear operators, adjoints, spectral (πβ1 π΄π) theorem, eigenvectors and spaces, more IPSβs
Regular Qβs
ο·
ο·
ο·
ο·
Define adjoint π β of π (or other subclass of adjoint, e
...
self adjoint)
Define orthogonal complement π β₯ of π
State spectral theorem
Show πβ1 π΄π is true and/or find π for some matrix
...
β Multilinear things
Bilinear maps, quadratic forms, signatures, tensor product and quotient spaces
Regular Qβs
ο·
ο·
ο·
Define Bilinear map or quadratic form and/or prove *** is one
Title: Algebra - Vector Inner product spaces
Description: Notes directly for the University of Bath 2nd year IPS and vector space course. As it is maths, will be similar to any course on IPS or Vector spaces. Includes marks of common exam questions here at bath. There will be similar to most other notes. Notes cover: Vector subspaces, sums and intersections, complementary subspaces, quotient spaces. Dual spaces, transpose of a linear map, annihilators. Inner product spaces over R and C. Cauchy-Schwarz inequality. Gram-Schmidt orthonormalization. Orthogonal subspaces and complements. Linear operators on inner product spaces. Orthogonal and unitary groups. Properties of eigenvalues and eigenspaces. Finite dimensional spectral theorem. Bilinear forms, relation with dual spaces, nondegeneracy. Tensor products and applications. Multilinear forms, alternating forms. Alternating bilinear forms, classification. Quadratic forms, relation to symmetric bilinear forms. Sylvester's law
Description: Notes directly for the University of Bath 2nd year IPS and vector space course. As it is maths, will be similar to any course on IPS or Vector spaces. Includes marks of common exam questions here at bath. There will be similar to most other notes. Notes cover: Vector subspaces, sums and intersections, complementary subspaces, quotient spaces. Dual spaces, transpose of a linear map, annihilators. Inner product spaces over R and C. Cauchy-Schwarz inequality. Gram-Schmidt orthonormalization. Orthogonal subspaces and complements. Linear operators on inner product spaces. Orthogonal and unitary groups. Properties of eigenvalues and eigenspaces. Finite dimensional spectral theorem. Bilinear forms, relation with dual spaces, nondegeneracy. Tensor products and applications. Multilinear forms, alternating forms. Alternating bilinear forms, classification. Quadratic forms, relation to symmetric bilinear forms. Sylvester's law