Linear Algebra
A gentle introduction
Linear Algebra has become as basic and as applicable
as calculus, and fortunately it is easier
What is a Vector ?
• Think of a vector as a directed line
segment in N-dimensions! (has “length”
and “direction”) a
• Basic idea: convert geometry in higher v b
dimensions into algebra!
– Once you define a “nice” basis along c
each dimension: x-, y-, z-axis …
– Vector becomes a 1 x N matrix!
– v = [a b c]T y
– Geometry starts to become linear v
algebra on vectors like v!
x
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
Vector Addition: A+B
w ( x1 , x2 ) ( y1 , y2 ) ( x1 y1 , x2 y2 )
vA+B
A
A+B = C
(use the head-to-tail method
B to combine vectors)
C
B
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
Scalar Product: av
av a( x1 , x2 ) (ax1 , ax2 )
av
Change only the length (“scaling”), but keep direction fixed.
Sneak peek: matrix operation (Av) can change length,
direction and also dimensionality!
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
Inner (dot) Product: v.w or wTv
v
w v.w ( x1 , x2 ).( y1 , y2 ) x1 y1 x2 . y2
The inner product is a SCALAR!
v.w ( x1 , x2 ).( y1 , y2 ) || v || || w || cos
v.w 0 v w
If vectors v, w are “columns”, then dot product is wTv
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
Inner (dot) Product: v.w or wTv
v
w v.w ( x1 , x2 ).( y1 , y2 ) x1 y1 x2 . y2
The inner product is a SCALAR!
v.w ( x1 , x2 ).( y1 , y2 ) || v || || w || cos
v.w 0 v w
If vectors v, w are “columns”, then dot product is wTv
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
Bases & Orthonormal Bases
• Basis (or axes): frame of reference
vs
Basis: a space is totally defined by a set of vectors – any point is a linear
combination of the basis
Ortho-Normal: orthogonal + normal
x 1 0 0 x y 0
T
[Sneak peek: y 0 1 0 x z 0
T
Orthogonal: dot product is zero
z 0 0 1 yz 0
T
Normal: magnitude is one ]
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
What is a Matrix?
• A matrix is a set of elements, organized into
rows and columns
rows
a b
c d
columns
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
Basic Matrix Operations
• Addition, Subtraction, Multiplication: creating new matrices (or functions)
a b e f a e b f
c d g
h c g d h
Just add elements
a b e f a e b f
c d g
h c g d h
Just subtract elements
a b e f ae bg af bh
c d g Multiply each row
h ce dg cf dh by each column
MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra
Multiplication
• Is AB = BA? Maybe, but maybe not!
a b e f ae bg ... e f a b ea fc ...
c d g
h ... ... g
h c d ... ...
• Matrix multiplication AB: apply transformation B first, and
then again transform using A!
• Heads up: multiplication is NOT commutative!
• Note: If A and B both represent either pure “rotation” or
“scaling” they can be interchanged (i.e. AB = BA)
MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra
Matrix operating on vectors
• Matrix is like a function that transforms the vectors on a plane
• Matrix operating on a general point => transforms x- and y-components
• System of linear equations: matrix is just the bunch of coeffs !
a b x x'
=
• x’ = ax + by
• y’ = cx + dy
c d y y'
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
Direction Vector Dot Matrix
ax bx cx d x vx
a by cy d y v y
v M v y
az bz cz d z vz
0 0 0 1 1
vx vx ax v y bx vz cx
vy vx a y v y by vz c y v v x a v y b v z c
vz vx az v y bz vz cz
MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra
•
Matrices: Scaling, Rotation, Identity
Pure scaling, no rotation => “diagonal matrix” (note: x-, y-axes could be scaled differently!)
• Pure rotation, no stretching => “orthogonal matrix” O
• Identity (“do nothing”) matrix = unit scaling, no rotation!
r1 0
0 r2
[0,1]T [0,r2]T
scaling
[1,0]T [r1,0]T
cos -sin
sin cos
[-sin, cos]T
[0,1]T
rotation [cos, sin]T
[1,0]T
MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra
Rotation About a Fixed Point other
than the Origin
Move fixed point to origin
Rotate
Move fixed point back
M = T(pf) R(θ) T(-pf)
MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra
Vectors: Cross Product
• The cross product of vectors A and B is a vector C which is
perpendicular to A and B
• The magnitude of C is proportional to the sin of the angle between
A and B
• The direction of C follows the right hand rule if we are working in a
right-handed coordinate system
A×B A B A B sin( )
MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra
MAGNITUDE OF THE CROSS PRODUCT
MA8352/Linear Algebra and PDE/1.1 Introduction to Linear Algebra
DIRECTION OF THE CROSS PRODUCT
• The right hand rule determines the direction of
the cross product
MA8352/Linear Algebra and PDE/1.1
Introduction to Linear Algebra
THANK YOU
MA8352/Linear Algebra and PDE/1.1 Introduction
to Linear Algebra