From 1e3c434c8b108a5abd9f6810d629c3ae83face98 Mon Sep 17 00:00:00 2001 From: Holden Rohrer Date: Tue, 31 Aug 2021 17:06:06 -0400 Subject: added notes for math classes and the first non-computing homework --- li/03_inverse | 94 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 94 insertions(+) create mode 100644 li/03_inverse (limited to 'li/03_inverse') diff --git a/li/03_inverse b/li/03_inverse new file mode 100644 index 0000000..8ba7887 --- /dev/null +++ b/li/03_inverse @@ -0,0 +1,94 @@ +f : X -> Y +g : Y -> X +if inverse exists, g = f^{-1} +g(f(x)) = x for all x \in X +f(g(x)) = y for all y \in Y + +For simplicity's sake, we will require bijectivity to define the +inverse, although degenerate cases (i.e. non-injective) can be defined. + + Matrix Inverse +A := mxn matrix. + +Ax where a is nx1 matrix. A can be considered as a function from R^n to R^m. + +Definition: +nxn matrix A is invertible iff there exists B nxn such that AB = BA = +I_n. A^{-1} := B. + +Thm: If A, B are inverses s.t. AB = I_n, BA = I_n. + +A = [ a1 | a2 | ... an ] +B = [ b1 | b2 | ... bn ] + +AB = [Ab1 | Ab2 | ... Abn ] + +Let e_i = [ 0 0 ... 1 ... 0 ] where 1 is in the ith position. +This gives systems Ab1 = e1, Ab2 = e2 ... +Each can be solved like a standard augmented matrix. +However, we can solve like + +[A | e1 | e2 | e3 ... ] (*) +Two possibilities: +- n pivots (every column has pivot) + Reduced echelon form is I_n + Right matrix = B = A^{-1} +- A_j where j > i to solve +[ A | I_n ], +we get [ U | L^{-1} ] + +U is invertible <=> all diagonal elements of U are non-zero +<=> every column of U has a pivot column +L is always invertible, so iff U is invertible, A = LU is invertible. + + Transpose + +A := mxn matrix. +A^T = B +B := nxm where b_ji = a_ij + +A : R^n -> R^m +B : R^m -> R^n (Not inverse properties) + +If A is invertible, then A^T is invertible, and +(A^{-1})^T = (A^T)^{-1} +But why? +(1) +If A, B are invertible, AB is invertible, and: + (AB)^{-1} = B^{-1}A^{-1} [why??] [this should verify the previous + identity] +(2) +(AB)^T = B^T A^T [could be proved by brute calculation] + +Definition: nxn matrix A is symmetric if A = A^T + +If A is symmetric and invertible, A = LU = LDL^T (Thm!) +Then, D would be invertible. If A not invertible, U not invertible, and +D doesn't need to be invertible. +This is Cholesky decomposition. "Keeps the symmetry" (?) +D is a diagonal (and therefore symmetric) matrix. + + +Chapter 2 +--------- + +Vector space is a collection V of objects called vectors, a binary +addition operator, and an operator to multiply a vector and a scalar +(defined in R or C) + +(u + v) + w = u + (v + w) +a(u + v) = au + av ++ Some more rules (probably commutative?) + (a+b)u = au + bu. Gives existence of 0 vector. + ++, * must be closed under V. + +Ex: Let V = polynomials degree <= 2. +Ex: Upper-diagonal 2x2 matrices +Ex: R^2 +Ex: Subspace of R^2 +Not ex: Line in R^2 not containing origin. -- cgit