Lect-VI Vector Space

Lect VI Vector Space/ Linear Algebra Compiled by Dr. Abhijit Kar Gupta, kg.abhi@gmail.
com
Lecture on Vector Space: Lecture Set VI

Let us consider a vector space in finite dimension: is a linear operator in is the matrix representation of For a triangular matrix, ( The characteristic polynomial, ( ) | | ( )( ) ( ) )
Invariant Subspace:
Formal Definition For a linear operator, element , we have The subspace THEOREM: If is an invariant subspace of under the mapping by a linear operator, then has got a block matrix representation like 0 Example: Consider the following rotation matrix in xy-plane around z-axis, 0 0 1 . , is called , a subspace ( ) , i.e., maps -invariant. is said to be invariant if for each onto itself.
The xy-plane is the invariant subspace of the xyz-space under Here, . /, . /, ( ).
Lect VI Vector Space/ Linear Algebra Compiled by Dr. Abhijit Kar Gupta, kg.abhi@gmail.com
Any vector (
) in the xy-plane remains in the xy-plane due to the operation of
( xy-plane.
Kernel and Image:
)( )
( )
another vector in
For Kernel: Image:

The subspace
* * is
| | + -invariant.
Set of all vectors for which is also -invariant.
Kernel and Image for Projection Operator:
Projection Operator (or Projector) is defined, If and are subspaces of , then * For the direct sum, i.e., , When we have two subspaces for which complementary. Let For , then ( and ( ) ) * + , |
if
. +
* +, they are called
Further, suppose some , for some ( * + Thus and are complementary subspaces. , ) and also
It follows that for any
Also, note that if ( )
is a projector, (
) (
is also a projector. ) ( ( ) )
The projectors and (
) are called complementary projectors.
Consider the following direct sum: So, for any vector in , , where Now consider, subspaces, Now the operator can be written as for each is the direct sum of -invariant
is a linear operator and now , ( ) ,
also can be written as the direct sum of operators. , where denotes the restriction of to , .
Example: , , Consider two bases in the two subspaces, * Also, + and * +
And
Thus we write,
/,
Primary Decomposition:
Consider the linear operator, If is the direct sum of
. .
-invariant subspaces,
We have the min. polynomial ( ) ( ) ( ) ( ) , where , where ( ) is the minimum polynomial of to .
denotes the restriction of
NILPOTENT: is nilpotent if of nilpotency of Example: Theorem: If is the nilpotent operator of some index , then has a block diagonal matrix . . /, , for some positive integer but , index
representation, where the diagonal blocks are of the following form
Block
There is at least one
of order
and all other blocks are of orders
Jordon Canonical Form:
is a linear operator where characteristic and min. polynomials are
( ) ( ) s are distinct scalars. In this case, the form:
( (
) )
( (
) ) ,
has a block-diagonal matrix representation
whose diagonal entries are of
1. There is at least one of order , all other s are of the order 2. The sum of the orders of the s is . 3. The number of s equals to the geometric multiplicity of [Note: is the multiplicity of and so on.]
Example: ( ) Here, ( , ) ( ; ) , ( ) , ( ) ( )
2 0
1 2 2 0 1 2 3 0 1 3 3
A 7 7 matrix, for two independent eigenvectors belonging to 2. Or
2 0
1 2 2 2 3 0 1 3 3
A 7 7 matrix, for three independent eigenvectors belonging to 2.
More on Jordon Canonical Form:
A matrix (
) is diagonalizable if it has ( )
-linearly independent eigenvectors.
Consider a matrix, | |
) (
Investigation shows that we have only 3 linearly independent eigenvectors, but the matrix is . Therefore, the matrix is not diagonalizable!
But the matrix in this case, can be made nearly diagonal. Consider the following,
)(
Jordon form
Theorem: For every matrix there exists an invertible matrix where is a canonical matrix. The matrix such that ,
consists of columns of eigenvectors or generalized eigenvectors. ) . ) , and ( ) .
For an eigenvector, (
For a generalized eigenvector, ( In the above example,
)( )
, (
)(
, (
)(
They are independent eigenvectors. And
)( )
but (
) ( )
Generalized eigenvector.
Decomposition of a square Matrix:
(LU Decomposition)
Consider ,
to be an
matrix. Upper Triangular matrix
Lower Triangular matrix, matrix:
For example, consider a
)(
Here we have 9 equations and 12 unknowns. So this can NOT be solved by ordinary method. Instead, the matrix equation is solved by a trick! ( First solve, ) ( )
[Consider,
This is done by forward substitution.
)( )
( )
, [
for
]
.
for
(1)
Next solve,
This is called back substitution.
,
[ ] for (2)
These algorithms (1) and (2) are implemented in Computational methods.
Matrix Diagonalization: Eigen Decomposition
Consider a decomposition of a square matrix If has non-degenerate eigenvalues , , , where ,
. , and corresponding independent
eigenvectors,
, ( Then we construct ) ( )
and so on.
And find, ( )
and
are similar.
This is called eigenvalue decomposition. [Nothing but similarity transformation] We write, (

Similarly, Also, [putting ]
)(
Exponential of a matrix:
( )
APPENDIX
Matrix representation of a matrix in a basis, * ( ) ( ) .. ( Matrix representation of Example: . / . /, . / ( ) ) .
+: ( )
is the transpose of
In the basis,
( ) ( ) , For be the . / . /
. .
/. / /. /
. / . /
-invariant subspace of + of
In the basis of * + of
and for the extended basis *
( (
) )
.. ( And ( ) ... ( ) )
, -*
==================

Lect-VI Vector Space

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Lect-VI Vector Space

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Lect VI Vector Space/ Linear Algebra Compiled by Dr. Abhijit Kar Gupta, kg.abhi@gmail.

Lecture on Vector Space: Lecture Set VI

The xy-plane is the invariant subspace of the xyz-space under Here, . /, . /, ( ).

) in the xy-plane remains in the xy-plane due to the operation of

For Kernel: Image:

Set of all vectors for which is also -invariant.

Kernel and Image for Projection Operator:

* +, they are called

It follows that for any

Also, note that if ( )

The projectors and (

) are called complementary projectors.

is a linear operator and now , ( ) ,

Example: , , Consider two bases in the two subspaces, * Also, + and * +

Consider the linear operator, If is the direct sum of

We have the min. polynomial ( ) ( ) ( ) ( ) , where , where ( ) is the minimum polynomial of to .

denotes the restriction of

representation, where the diagonal blocks are of the following form

There is at least one

and all other blocks are of orders

Jordon Canonical Form:

is a linear operator where characteristic and min. polynomials are

( ) ( ) s are distinct scalars. In this case, the form:

has a block-diagonal matrix representation

whose diagonal entries are of

A 7 7 matrix, for two independent eigenvectors belonging to 2. Or

A 7 7 matrix, for three independent eigenvectors belonging to 2.

More on Jordon Canonical Form:

-linearly independent eigenvectors.

consists of columns of eigenvectors or generalized eigenvectors. ) . ) , and ( ) .

For a generalized eigenvector, ( In the above example,

They are independent eigenvectors. And

Decomposition of a square Matrix:

matrix. Upper Triangular matrix

Lower Triangular matrix, matrix:

For example, consider a

This is done by forward substitution.

This is called back substitution.

These algorithms (1) and (2) are implemented in Computational methods.

Matrix Diagonalization: Eigen Decomposition

Consider a decomposition of a square matrix If has non-degenerate eigenvalues , , , where ,

. , and corresponding independent

This is called eigenvalue decomposition. [Nothing but similarity transformation] We write, (

Matrix representation of a matrix in a basis, * ( ) ( ) .. ( Matrix representation of Example: . / . /, . / ( ) ) .

and for the extended basis *

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