Theorems and definitions in linear algebra

This article collects the main theorems and definitions in linear algebra.

Vector spaces

A vector space( or linear space) V over a number field² F consists of a set on which two operations (called addition and scalar multiplication, respectively) are defined so, that for each pair of elements x, y, in V there is a unique element x + y in V, and for each element a in F and each element x in V there is a unique element ax in V, such that the following conditions hold.

  • (VS 1) For all x, y in V, x + y = y + x (commutativity of addition).
  • (VS 2) For all x, y, z in V, (x+y) + z = x + (y+z) (associativity of addition).
  • (VS 3) There exists an element in V denoted by 0 such that x + 0 = x for each x in V.
  • (VS 4) For each element x in V there exists an element y in V such that x + y = 0.
  • (VS 5) For each element x in V, 1x = x.
  • (VS 6) ''For each pair of element a in F and each pair of elements x, y in V, a(x+y) = ax + ay.
  • (VS 7) For each element a in F and each pair of elements x, y in V, a(x+y) = ax + ay.
  • (VS 8) For each pair of elements a, b in F and each pair of elements x in V, (a+b)x = ax + bx.

Vector spaces

Subspaces

Linear combinations

Systems of linear equations

Linear dependence

Linear independence

Bases

Dimension

Linear transformations and matrices

===Linear transformations=== ===Null spaces=== ===Ranges=== ===The matrix representation of a linear transformation=== ===Composition of linear transformations=== ===Matrix multiplication=== ===Invertibility=== ===Isomorphisms=== ===The change-of-coordinates matrix===

Change of coordinate matrix
Clique
Coordinate vector relative to a basis
Dimension theorem
Dominance relation
Identity matrix
Identity transformation
Incidence matrix
Inverse of a linear transformation
Inverse of a matrix
Invertible linear transformation
Isomorphic vector spaces
Isomorphism
Kronecker delta
Left-multiplication transformation
Linear operator
Linear transformation
Matrix representing a linear transformation
Nullity of a linear transformation
Null space
Ordered basis
Product of matrices
Projection on a subspace
Projection on the x-axis
Range
Rank of a linear transformation
Reflection about the x-axis
Rotation
Similar matrices
Standard ordered basis for Fn
Standard representation of a vector space with respect to a basis
Zero transformation
P.S. coefficient of the differential equation,differentiability of complex function,vector space of functionsdifferential operator, ,,auxiliary polynomial]], to the power of a complex number, exponential function.

${\color{Blue}~2.1}$ N(T)&R(T) are subspaces

Let V and W be vector spaces and I: V→W be linear. Then N(T) and R (T) are subspaces of Vand W, respectively. ===${\color{Blue}~2.2}$ R(T)= span of T(basis in V)=== Let V and W be vector spaces, and let T: V→W be linear. If β = v1, v2, ..., vn is a basis for V, then
R(T) = span(T(β)) = span(T(v1),T(v2),...,T(vn)).

${\color{Blue}~2.3}$ Dimension Theorem

Let V and W be vector spaces, and let T: V→W be linear. If V is finite-dimensional, then
nullity(T) + rank(T) = dim (V).

===${\color{Blue}~2.4}$ one-to-one ⇔ N(T)={0}=== Let V and W be vector spaces, and let T: V→W be linear. Then T is one-to-one if and only if N(T)={0}.

===${\color{Blue}~2.5}$ one-to-one ⇔ onto ⇔ rank(T)=dim(V)=== Let V and W be vector spaces of equal (finite) dimension, and let T:V→W be linear. Then the following are equivalent.
:(a) T is one-to-one.
:(b) T is onto.
:(c) rank(T)=dim(V).

${\color{Blue}~2.6}$w1, w2...wn= exactly one T(basis),

Let V and W be vector space over F, and suppose that v1, v2, ..., vn is a basis for V. For w1, w2, ...wn in W, there exists exactly one linear transformation T: V→W such that T(vi) = wi for i = 1, 2, ...n.
Corollary. Let V and W be vector spaces, and suppose that V has a finite basis v1, v2, ..., vn. If U, T: V→W are linear and U(vi) = T(vi) for i = 1, 2, ..., n, then U=T.

${\color{Blue}~2.7}$ T is vector space

Let V and W be vector spaces over a field F, and let T, U: V→W be linear.
:(a) For all aF, aT + U is linear.
:(b) Using the operations of addition and scalar multiplication in the preceding definition, the collection of all linear transformations form V to W is a vector space over F.

${\color{Blue}~2.8}$ linearity of matrix representation of linear transformation

Let V and W ve finite-dimensional vector spaces with ordered bases β and γ, respectively, and let T, U: V→W be linear transformations. Then
:(a)[T+U]βγ = [T]βγ + [U]βγ and
:(b)[aT]βγ = a[T]βγ for all scalars a.

${\color{Blue}~2.9}$ commutative law of linear operator

Let V,w, and Z be vector spaces over the same field f, and let T:V→W and U:W→Z be linear. then UT:V→Z is linear.

${\color{Blue}~2.10}$ law of linear operator

Let v be a vector space. Let T, U1, U2(V). Then
(a) T(U1+U2)=TU1+TU2 and (U1+U2)T=U1T+U2T
(b) T(U1U2)=(TU1)U2
(c) TI=IT=T
(d) a(U1U2)=(aU1)U2=U1(aU2) for all scalars a.

===${\color{Blue}~2.11}$ [UT]αγ=[U]βγ[T]αβ=== Let V, W and Z be finite-dimensional vector spaces with ordered bases α β γ, respectively. Let T: V⇐W and U: W→Z be linear transformations. Then
[UT]αγ = [U]βγ[T]αβ.

Corollary. Let V be a finite-dimensional vector space with an ordered basis β. Let T,U∈(V). Then [UT]β=[U]β[T]β.

${\color{Blue}~2.12}$ law of matrix

Let A be an m×n matrix, B and C be n×p matrices, and D and E be q×m matrices. Then
:(a) A(B+C)=AB+AC and (D+E)A=DA+EA.

(b) a(AB)=(aA)B=A(aB) for any scalar a.
(c) ImA=AIm.
(d) If V is an n-dimensional vector space with an ordered basis β, then [Iv]β=In.

Corollary. Let A be an m×n matrix, B1,B2,...,Bk be n×p matrices, C1,C1,...,C1 be q×m matrices, and a1, a2, ..., ak be scalars. Then
$$A\Bigg(\sum_{i=1}^k a_iB_i\Bigg)=\sum_{i=1}^k a_iAB_i$$ and

$$\Bigg(\sum_{i=1}^k a_iC_i\Bigg)A=\sum_{i=1}^k a_iC_iA$$.

${\color{Blue}~2.13}$ law of column multiplication

Let A be an m×n matrix and B be an n×p matrix. For each j(1≤jp) let uj and vj denote the jth columns of AB and B, respectively. Then
(a) uj = Avj
(b) vj = Bej, where ej is the jth standard vector of Fp.

===${\color{Blue}~2.14}$ [T(u)]γ=[T]βγ[u]β=== Let V and W be finite-dimensional vector spaces having ordered bases β and γ, respectively, and let T: V→W be linear. Then, for each u ∈ V, we have
[T(u)]γ = [T]βγ[u]β.

${\color{Blue}~2.15}$ laws of LA

Let A be an m×n matrix with entries from F. Then the left-multiplication transformation LA: Fn→Fm is linear. Furthermore, if B is any other m×n matrix (with entries from F) and β and γ are the standard ordered bases for Fn and Fm, respectively, then we have the following properties.
(a) [LA]βγ = A.
(b) LA=LB if and only if A=B.
(c) LA+B=LA+LB and LaA=aLA for all a∈F.
(d) If T:Fn→Fm is linear, then there exists a unique m×n matrix C such that T=LC. In fact, C = [LA]βγ.
(e) If W is an n×p matrix, then LAE=LALE.
(f ) If m=n, then LIn = IFn.

===${\color{Blue}~2.16}$ A(BC)=(AB)C=== Let A,B, and C be matrices such that A(BC) is defined. Then A(BC)=(AB)C; that is, matrix multiplication is associative.

${\color{Blue}~2.17}$ T-1is linear

Let V and W be vector spaces, and let T:V→W be linear and invertible. Then T-1: W →V is linear.

===${\color{Blue}~2.18}$ [T-1]γβ=([T]βγ)-1=== Let V and W be finite-dimensional vector spaces with ordered bases β and γ, respectively. Let T:V→W be linear. Then T is invertible if and only if [T]βγ is invertible. Furthermore, [T−1]γβ = ([T]βγ)−1
Lemma. Let T be an invertible linear transformation from V to W. Then V is finite-dimensional if and only if W is finite-dimensional. In this case, dim(V)=dim(W).

Corollary 1. Let V be a finite-dimensional vector space with an ordered basis β, and let T:V→V be linear. Then T is invertible if and only if [T]β is invertible. Furthermore, [T-1]β=([T]β)-1.
Corollary 2. Let A be an n×n matrix. Then A is invertible if and only if LA is invertible. Furthermore, (LA)-1=LA-1.

===${\color{Blue}~2.19}$ V is isomorphic to W ⇔ dim(V)=dim(W)=== Let W and W be finite-dimensional vector spaces (over the same field). Then V is isomorphic to W if and only if dim(V)=dim(W).
Corollary. Let V be a vector space over F. Then V is isomorphic to Fn if and only if dim(V)=n.

${\color{Blue}~2.20}$ ??

Let W and W be finite-dimensional vector spaces over F of dimensions n and m, respectively, and let β and γ be ordered bases for V and W, respectively. Then the function  Φ: (V,W)→Mm×n(F), defined by  Φ(T) = [T]βγ for T∈(V,W), is an isomorphism.
Corollary. Let V and W be finite-dimensional vector spaces of dimension n and m, respectively. Then (V,W) is finite-dimensional of dimension mn.

${\color{Blue}~2.21}$ Φβ is an isomorphism

For any finite-dimensional vector space V with ordered basis β, Φβ is an isomorphism.

${\color{Blue}~2.22}$ ??

Let β and β' be two ordered bases for a finite-dimensional vector space V, and let Q = [IV]ββ. Then
(a) Q is invertible.
(b) For any v V,  [v]β = Q[v]β.

===${\color{Blue}~2.23}$ [T]β'=Q-1[T]βQ=== Let T be a linear operator on a finite-dimensional vector space V,and let β and β' be two ordered bases for V. Suppose that Q is the change of coordinate matrix that changes β'-coordinates into β-coordinates. Then
 [T]β = Q−1[T]βQ.

Corollary. Let A∈Mn×n(F), and le t γ be an ordered basis for Fn. Then [LA]γ=Q-1AQ, where Q is the n×n matrix whose jth column is the jth vector of γ.

${\color{Blue}~2.24}$

${\color{Blue}~2.25}$

${\color{Blue}~2.26}$

===${\color{Blue}~2.27}$ p(D)(x)=0 (p(D)∈C)⇒ x(k)exists (k∈N)=== Any solution to a homogeneous linear differential equation with constant coefficients has derivatives of all orders; that is, if x is a solution to such an equation, then x(k) exists for every positive integer k.

===${\color{Blue}~2.28}$ {solutions}= N(p(D))=== The set of all solutions to a homogeneous linear differential equation with constant coefficients coincides with the null space of p(D), where p(t) is the auxiliary polynomial with the equation.

Corollary. The set of all solutions to s homogeneous linear differential equation with constant coefficients is a subspace of C.

${\color{Blue}~2.29}$ derivative of exponential function

For any exponential function f(t) = ect, f′(t) = cect.

${\color{Blue}~2.30}$ {e-at} is a basis of N(p(D+aI))

The solution space for the differential equation,
y′ + a0y = 0 is of dimension 1 and has {ea0t}as a basis.

Corollary. For any complex number c, the null space of the differential operator D-cI has {ect} as a basis.

${\color{Blue}~2.31}$ ect is a solution

Let p(t) be the auxiliary polynomial for a homogeneous linear differential equation with constant coefficients. For any complex number c, if c is a zero of p(t), then to the differential equation.

===${\color{Blue}~2.32}$ dim(N(p(D)))=n=== For any differential operator p(D) of order n, the null space of p(D) is an n_dimensional subspace of C.

Lemma 1. The differential operator D-cI: C to C is onto for any complex number c.
Lemma 2 Let V be a vector space, and suppose that T and U are linear operators on V such that U is onto and the null spaces of T and U are finite-dimensional, Then the null space of TU is finite-dimensional, and
:::::dim(N(TU))=dim(N(U))+dim(N(U)).

Corollary. The solution space of any nth-order homogeneous linear differential equation with constant coefficients is an n-dimensional subspace of C.

${\color{Blue}~2.33}$ ecit is linearly independent with each other (ci are distinct)

Given n distinct complex numbers c1, c2, ..., cn, the set of exponential functions {ec1t, ec2t, ..., ecnt} is linearly independent.

Corollary. For any nth-order homogeneous linear differential equation with constant coefficients, if the auxiliary polynomial has n distinct zeros c1, c2, ..., cn, then {ec1t, ec2t, ..., ecnt} is a basis for the solution space of the differential equation.

Lemma. For a given complex number c and positive integer n, suppose that (t-c)^n is athe auxiliary polynomial of a homogeneous linear differential equation with constant coefficients. Then the set
β = {ec1t, ec2t, ..., ecnt} is a basis for the solution space of the equation.

${\color{Blue}~2.34}$ general solution of homogeneous linear differential equation

Given a homogeneous linear differential equation with constant coefficients and auxiliary polynomial
(tc1)1n(tc2)2n...(tck)kn,
where n1, n2, ..., nk are positive integers and c1, c2, ..., cn are distinct complex numbers, the following set is a basis for the solution space of the equation:
{ec1t, tec1t, ..., tn1 − 1ec1t, ..., eckt, teckt, .., tnk − 1eckt}.

Elementary matrix operations and systems of linear equations

Elementary matrix operations

Elementary matrix

Rank of a matrix

Matrix inverses

System of linear equations

Determinants

If

A = \begin{pmatrix}

a & b \\ c & d \\ \end{pmatrix} is a 2×2matrix with entries form a field F, then we define the determinant of A, denoteddet(A)or |A|, to be the scalar ad − bc.

*Theorem 1: linear function for a single row.
*Theorem 2: nonzero determinant ⇔ invertible matrix
Theorem 1: The functiondet: M2×2(F)→ F is a linear function of each row of a2×2matrix when the other row is held fixed. That is, if u, v, and w are inF²and k is a scalar, then

$$\det\begin{pmatrix} u + kv\\ w\\ \end{pmatrix} =\det\begin{pmatrix} u\\ w\\ \end{pmatrix} + k\det\begin{pmatrix} v\\ w\\ \end{pmatrix}$$

and

$$\det\begin{pmatrix} w\\ u + kv\\ \end{pmatrix} =\det\begin{pmatrix} w\\ u\\ \end{pmatrix} + k\det\begin{pmatrix} w\\ v\\ \end{pmatrix}$$

Theorem 2: Let A M2×2(F). Then thee deter minant of A is nonzero if and only if A is invertible. Moreover, if A is invertible, then
$$A^{-1}=\frac{1}{\det(A)}\begin{pmatrix} A_{22}&-A_{12}\\ -A_{21}&A_{11}\\ \end{pmatrix}$$

Diagonalization

Characteristic polynomial of a linear operator/matrix

${\color{Blue}~5.1}$ diagonalizable⇔basis of eigenvector

A linear operator T on a finite-dimensional vector space V is diagonalizable if and only if there exists an ordered basis β for V consisting of eigenvectorsof T. Furthermore, if T is diagonalizable, β = v1, v2, ..., vn is an ordered basis of eigenvectors of T, and D = [T]β then D is a diagonal matrix and Djj is the eigenvalue corresponding to vj for 1 ≤ j ≤ n.

===${\color{Blue}~5.2}$ eigenvalue⇔det(AIn)=0=== Let A∈Mn×n(F). Then a scalar λ is an eigenvalue of A if and only if det(AIn)=0

${\color{Blue}~5.3}$ characteristic polynomial

Let A∈Mn×n(F).
(a) The characteristic polynomial of A is a polynomial of degree nwith leading coefficient(-1)n.
(b) A has at most n distinct eigenvalues.

${\color{Blue}~5.4}$ υ to λ⇔υ∈N(T-λI)

Let T be a linear operator on a vector space V, and let λ be an eigenvalue of T.
A vector υ∈V is an eigenvector of T corresponding to λ if and only if υ≠0 and υ∈N(T-λI).

${\color{Blue}~5.5}$ vi to λi⇔vi is linearly independent

Let T be alinear operator on a vector space V, and let λ1, λ2, ..., λk, be distinct eigenvalues of T. If v1, v2, ..., vk are eigenvectors of t such that λi corresponds to vi (1 ≤ i ≤ k), then {v1, v2, ..., vk} is linearly independent.

${\color{Blue}~5.6}$ characteristic polynomial splits

The characteristic polynomial of any diagonalizable linear operator splits.

${\color{Blue}~5.7}$ 1≤dim(Eλ)≤m

Let T be alinear operator on a finite-dimensional vectorspace V, and let λ be an eigenvalue of T haveing multiplicity m. Then 1 ≤ dim (Eλ) ≤ m.

===${\color{Blue}~5.8}$ S=S1∪S2∪...∪Sk is linearly indenpendent=== Let T e a linear operator on a vector space V, and let λ1, λ2, ..., λk, be distinct eigenvalues of T. For each i = 1, 2, ..., k, let Si be a finite linearly indenpendent subset of the eigenspace Eλi. Then S = S1 ∪ S2 ∪ ... ∪ Sk is a linearly indenpendent subset of V.

${\color{Blue}~5.9}$ ⇔T is diagonalizable

Let T be a linear operator on a finite-dimensional vector space V that the characteristic polynomial of T splits. Let λ1, λ2, ..., λk be the distinct eigenvalues of T. Then
(a) T is diagonalizable if and only if the multiplicity of λi is equal to dim (Eλi) for all i.
(b) If T is diagonalizable and βi is an ordered basis for Eλi for each i, then β = β1 ∪ β2 ∪  ∪ βk is an ordered basis2 for V consisting of eigenvectors of T.

Test for diagonlization

Inner Product Spaces

Inner product, standard inner product on Fn, conjugate transpose, adjoint, Frobenius inner product, complex/real inner product space, norm, length, conjugate linear, orthogonal, perpendicular, orthogonal, unit vector, orthonormal, normalizing.

${\color{Blue}~6.1}$ properties of linear product

Let V be an inner product space. Then for x,y,z\in V and c \in f, the following staements are true.
(a) x, y + z⟩ = ⟨x, y⟩ + ⟨x, z⟩.
(b) x, cy⟩ = x, y⟩.
(c) x, 0⟩ = ⟨0, x⟩ = 0.
(d) x, x⟩ = 0 if and only if x = 0.
(e) Ifx, y⟩ = ⟨x, z for all x V, then y = z.

${\color{Blue}~6.2}$ law of norm

Let V be an innner product space over F. Then for all x,y\in V and c\in F, the following statements are true.
(a) cx∥ = |c| ⋅ ∥x.
(b) x∥ = 0 if and only if x = 0. In any case, x∥ ≥ 0.
(c)(Cauchy-Schwarz In equality)|⟨x,y⟩| ≤ ∥x∥ ⋅ ∥y.
(d)(Triangle Inequality)x + y∥ ≤ ∥x∥ + ∥y.
orthonormal basis,Gram-schmidtprocess,Fourier coefficients,orthogonal complement,orthogonal projection

${\color{Blue}~6.3}$ span of orthogonal subset

Let V be an innner product space and S=\{v_1,v_2,...,v_k\} be an orthogonal subset of V consisting of nonzero vectors. If y∈span(S), then
$$y=\sum_{i=1}^n{\langle y,v_i \rangle \over \|v_i\|^2}v_i$$

${\color{Blue}~6.4}$ Gram-Schmidt process

Let V be an inner product space and S={w1, w2, ..., wn} be a linearly independent subset of V. DefineS'={v1, v2, ..., vn}, where v1 = w1 and
$$v_k=w_k-\sum_{j=1}^{k-1}{\langle w_k, v_j\rangle\over\|v_j\|^2}v_j$$ Then S' is an orhtogonal set of nonzero vectors such that span(S')=span(S).

${\color{Blue}~6.5}$ orthonormal basis

Let V be a nonzero finite-dimensional inner product space. Then V has an orthonormal basis β. Furthermore, if β ={v1, v2, ..., vn} and x∈V, then
$$x=\sum_{i=1}^n\langle x,v_i\rangle v_i$$.

Corollary. Let V be a finite-dimensional inner product space with an orthonormal basis β ={v1, v2, ..., vn}. Let T be a linear operator on V, and let A=[T]β. Then for any i and j, Aij = ⟨T(vj), vi.

${\color{Blue}~6.6}$ W by orthonormal basis

Let W be a finite-dimensional subspace of an inner product space V, and let y∈V. Then there exist unique vectors u∈W and u∈W such that y = u + z. Furthermore, if {v1, v2, ..., vk} is an orthornormal basis for W, then
$$u=\sum_{i=1}^k\langle y,v_i\rangle v_i$$. S=\{v_1,v_2,...,v_k\} Corollary. In the notation of Theorem 6.6, the vector u is the unique vector in W that is "closest" to y; thet is, for any x∈W, y − x∥ ≥ ∥y − u, and this inequality is an equality if and onlly if x = u.

${\color{Blue}~6.7}$ properties of orthonormal set

Suppose that S = {v1, v2, ..., vk} is an orthonormal set in an n-dimensional inner product space V. Than
(a) S can be extended to an orthonormal basis {v1, v2, ..., vk, vk + 1, ..., vn} for V.
(b) If W=span(S), then S1 = {vk + 1, vk + 2, ..., vn} is an orhtonormal basis for W(using the preceding notation).
(c) If W is any subspace of V, then dim(V)=dim(W)+dim(W).

Least squares approximation,Minimal solutions to systems of linear equations

${\color{Blue}~6.8}$ linear functional representation inner product

Let V be a finite-dimensional inner product space over F, and let g:V→F be a linear transformation. Then there exists a unique vector y∈ V such that $\rm{g}(x)=\langle x, y\rangle$ for all x∈ V.

${\color{Blue}~6.9}$ definition of T*

Let V be a finite-dimensional inner product space, and let T be a linear operator on V. Then there exists a unique function T*:V→V such that $\langle\rm{T}(x),y\rangle=\langle x, \rm{T}^*(y)\rangle$ for all x, y ∈ V. Furthermore, T* is linear

===${\color{Blue}~6.10}$ [T*]β=[T]*β=== Let V be a finite-dimensional inner product space, and let β be an orthonormal basis for V. If T is a linear operator on V, then
[T*]β = [T]β*.

${\color{Blue}~6.11}$ properties of T*

Let V be an inner product space, and let T and U be linear operators onV. Then
(a) (T+U)*=T*+U*;
(b) (cT)*= T* for any c∈ F;
(c) (TU)*=U*T*;
(d) T**=T;
(e) I*=I.
Corollary. Let A and B be n×nmatrices. Then
(a) (A+B)*=A*+B*;
(b) (cA)*= A* for any c∈ F;
(c) (AB)*=B*A*;
(d) A**=A;
(e) I*=I.

${\color{Blue}~6.12}$ Least squares approximation

Let A ∈ Mm×n(F) and y∈Fm. Then there exists x0 ∈ Fn such that (A*A)x0 = A * y and Ax0 − Y∥ ≤ ∥Ax − y for all x∈ Fn
Lemma 1. let A∈ Mm×n(F), x∈Fn, and y∈Fm. Then
Ax, ym = ⟨x, A * yn

Lemma 2. Let A∈ Mm×n(F). Then rank(A*A)=rank(A).
Corollary.(of lemma 2) If A is an m×n matrix such that rank(A)=n, then A*A is invertible.

${\color{Blue}~6.13}$ Minimal solutions to systems of linear equations

Let A∈ Mm×n(F) and b∈ Fm. Suppose that Ax = b is consistent. Then the following statements are true.
(a) There existes exactly one minimal solution s of Ax = b, and s∈R(LA*).
(b) Ther vector s is the only solutin to Ax = b that lies in R(LA*); that is , if u satisfies (AA*)u = b, then s = A * u.

References

  • Linear Algebra 4th edition, by Stephen H. Friedberg Arnold J. Insel and Lawrence E. spence ISBN7040167336
  • Linear Algebra 3rd edition, by Serge Lang (UTM) ISBN0387964126