Linear Algebra
A gentle introduction
Linear Algebra has become as basic and as applicable
as calculus, and fortunately it is easier.
--Gilbert Strang, MIT
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
1 : “shiv rpi”
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
each dimension: x-, y-, z-axis …
c
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
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
2 : “shiv rpi”
Vector Addition: A+B
A+B
A
A+B = C
(use the head-to-tail method
B to combine vectors)
C
B
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
3 : “shiv rpi”
Scalar Product: av
av a ( x1 , x2 ) (ax1 , ax2 )
av
v
Change only the length (“scaling”), but keep direction fixed.
Sneak peek: matrix operation (Av) can change length,
direction and also dimensionality!
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
4 : “shiv rpi”
Vectors: Dot Product
d
A B AT B a b c e ad be cf
Think of the dot product as
a matrix multiplication
f
2
A AT A aa bb cc The magnitude is the dot
product of a vector with itself
The dot product is also related to the
A B A B cos( )
angle between the two vectors
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
5 : “shiv rpi”
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
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
6 : “shiv rpi”
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
y 0 1 0 xz 0
T
[Sneak peek:
Orthogonal: dot product is zero
Normal: magnitude is one ] z 0 0 1 T
yz 0
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
7 : “shiv rpi”
What is a Matrix?
A matrix is a set of elements, organized into rows and
columns
rows
a b
columns
c d
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
8 : “shiv rpi”
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 Multiply each row
c d g
h ce dg cf dh by each column
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
9 : “shiv rpi”
Matrix Times Matrix
L MN
l11 l12 l13 m11 m12 m13 n11 n12 n13
l l l23 m21 m22 m23 n21 n22 n23
21 22
l31 l32 l33 m31 m32 m33 n31 n32 n33
l12 m11n12 m12 n22 m13n32
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
10 : “shiv rpi”
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)
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
11 : “shiv rpi”
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'
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
12 : “shiv rpi”
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
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
13 : “shiv rpi”
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
[cos, sin]T
rotation
[1,0]T
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
14 : “shiv rpi”
Scaling
P’
r 0 a.k.a: dilation (r >1),
0 r
contraction (r <1)
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
15 : “shiv rpi”
Rotation
P’
cos -sin
sin cos
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
16 : “shiv rpi”
2D Translation
P’
t
P
P’
P ' ( x t x , y t y ) Pt t
ty
P
y
Rensselaer Polytechnic Institute x tx Shivkumar Kalyanaraman
17 : “shiv rpi”
Inverse of a Matrix
Identity matrix:
AI = A
Inverse exists only for square
1 0 0
matrices that are non-singular
Maps N-d space to another
N-d space bijectively
Some matrices have an
I 0 1 0
inverse, such that:
AA-1 = I
Inversion is tricky: 0 0 1
(ABC)-1 = C-1B-1A-1
Derived from non-
commutativity property
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
18 : “shiv rpi”
Determinant of a Matrix
Used for inversion
If det(A) = 0, then A has no inverse
a b
A det( A) ad bc
c d
1 1 d b
A
ad bc c a
http://www.euclideanspace.com/maths/algebra/matrix/functi
ons/inverse/threeD/index.htm
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
19 : “shiv rpi”
Projection: Using Inner Products (I)
p = a (aTx)
||a|| = aTa = 1
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
20 : “shiv rpi”
Homogeneous Coordinates
Represent coordinates as (x,y,h)
Actual coordinates drawn will be (x/h,y/h)
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
21 : “shiv rpi”
Homogeneous Coordinates
The transformation matrices become 3x3 matrices,
and we have a translation matrix!
x’ 1 0 tx x
y’ = 0 1 ty y
1 0 0 1 1
New point Transformation Original point
Exercise: Try composite translation. Shivkumar Kalyanaraman
Rensselaer Polytechnic Institute
22 : “shiv rpi”
Homogeneous Transformations
v M v
vx a1 d1 v x
b1 c1
v a d 2 v y
b2 c2
y 2
vz a3 b3 c3 d 3 v z
1 0 0 0 1 1
vx a1v x b1v y c1v z d1
vy a2 v x b2 v y c2 v z d 2
vz a3v x b3v y c3v z d 3
1 0v x 0v y 0v z 1
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
23 : “shiv rpi”
Order of Transformations
Note that matrix on the right is the first applied
Mathematically, the following are equivalent
p’ = ABCp = A(B(Cp))
Note many references use column matrices to
represent points. In terms of column matrices
p’T = pTCTBTAT
T R M
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
24 : “shiv2rpi”
Rotation About a Fixed Point other than
the Origin
Move fixed point to origin
Rotate
Move fixed point back
M = T(pf) R() T(-pf)
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
25 : “shiv2rpi”
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( )
B
A
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
26 : “shiv rpi”
MAGNITUDE OF THE CROSS
PRODUCT
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
27 : “shiv rpi”
DIRECTION OF THE CROSS
PRODUCT
The right hand rule determines the direction of the
cross product
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
28 : “shiv rpi”
For more details
Prof. Gilbert Strang’s course videos:
http://ocw.mit.edu/OcwWeb/Mathematics/18-06Spring-2005/V
ideoLectures/index.htm
Esp. the lectures on eigenvalues/eigenvectors, singular value
decomposition & applications of both. (second half of course)
Online Linear Algebra Tutorials:
http://tutorial.math.lamar.edu/AllBrowsers/2318/2318.asp
Rensselaer Polytechnic Institute Shivkumar Kalyanaraman
29 : “shiv rpi”