Vector Spaces Lect

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    Vector spaces

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    Numbers (Reals)Real numbers, , are the set of numbers that we

    express in decimal notation, possibly with infinite,

    non-repeating, precision.

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    Numbers (Reals)Example: T=3.141592653589793238462643383279502884197

    Completeness: If a sequence of real numbers getsprogressively tighter then it must converge to areal number.

    Size: The size of a real numbera is the squareroot of its square norm:

    2aa !

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    Numbers (Complexes)

    Complex numbers, , are the set of numbers that we

    express as a+ib, where a,b and i= .

    Example: eiU=cosU+isinU

    1

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    Numbers (Complexes)

    Let p(x)=xn+an-1xn-1++a1x

    1+a0 be a polynomial

    with ai.

    Algebraic Closure:

    p(x) must have a root, x0 in :

    p(x0)=0.

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    Numbers (Complexes)Conjugate: The conjugate of a complex numbera+ib

    is:

    Size: The size of a real numbera+ib is the square

    root of its square norm:

    ibaiba !

    22)()( baibaibaiba !!

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    GroupsA group G is a set with a composition rule + thattakes two elements of the set and returns anotherelement, satisfying:

    Asscociativity: (a+b)+c=a+(b+c) for all a,b,cG. Identity: There exists an identity element 0G such that

    0+a=a+0=a for all aG.

    Inverse: For every aG there exists an element -aGsuch that a+(-a)=0.

    If the group satisfies a+b=b+a for all a,bG, thenthe group is called commutative.

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    GroupsExamples:

    The integers, under addition, are a commutative group.

    The positive real numbers, under multiplication, are a

    commutative group. The set of complex numbers without 0, under

    multiplication, are a commutative group.

    Real/complex invertible matrices, under multiplicationare a non-commutative group.

    The rotation matrices, under multiplication, are a non-commutative group. (Except in 2D when they arecommutative)

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    (Real) Vector Spaces

    A real vector space is a set of objects/vectors that can be

    added together and scaled by real numbers.Formally:

    A real vector space Vis a commutative group with a scaling operator:

    (a,v)av,

    a, u,v,wV, such that:

    1.1v=v for all vV.

    2.a(v+w)=av+aw for all a, v,wV.

    3.(a+b)v=av+bv for all a,b, vV.4.(ab)v=a(bv) for all a,b, vV.

    5.v+w=w+v for all v,wV.

    6.u+(v+w)=(u+v)+w for all, u, v,wV.

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    (Real) Vector SpacesExamples:

    The set of n-dimensional arrays with real coefficients is a

    vector space.

    The set of mxn matrices with real entries is a vector space.

    The sets of real-valued functions defined in 1D, 2D,

    3D, are all vector spaces.

    The sets of real-valued functions defined on the circle,

    disk, sphere, ball, are all vector spaces.

    Etc.

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    (Complex) Vector Spaces

    A complex vector space is a set of objects that can beadded together and scaled by complex numbers.

    Formally:

    A complex vector space V is a commutative group with a scaling

    operator:

    (a,v)av,

    a, vV, such that:

    1.1v=

    v for all vV.2.a(v+w)=av+aw for all a, v,wV.

    3.(a+b)v=av+bv for all a,b, vV.

    4.(ab)v=a(bv) for all a,b, vV.

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    (Complex) Vector SpacesExamples:

    The set of n-dimensional arrays with complex coefficientsis a vector space.

    The set of mxn matrices with complex entries is a vectorspace.

    The sets of complex-valued functions defined in 1D, 2D,3D, are all vector spaces.

    The sets of complex-valued functions defined on the

    circle, disk, sphere, ball, are all vector spaces. Etc.

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    (Real) Inner Product SpacesA real inner product space is a real vector space V

    with a mapping V,V that takes a pair of vectors

    and returns a real number, satisfying:

    u,v+w=u,v+ u,w for all u,v,wV.

    u,v=u,v for all u,vVand all .

    u,v=v,u for all u,vV.

    v,vu0 for all vV, and v,v=0 if and only if v=0.

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    (Real) Inner Product SpacesExamples:

    The space ofn-dimensional arrays with realcoefficients is an inner product space.If v=(v1,,vn) and w=(w1,,wn) then:

    v,w=v1w1++vnwn IfMis a symmetric matrix (M=Mt) whose eigen-

    values are all positive, then the space ofn-dimensional

    arrays with real coefficients is an inner product space.If v=(v1,,vn) and w=(w1,,wn) then:

    v,wM=vMwt

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    (Real) Inner Product Spaces

    Examples:

    The space ofmxn matrices with real coefficients is an

    inner product space.

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    (Real) Inner Product Spaces

    Examples:

    The spaces of real-valued functions defined in 1D,

    2D, 3D, are real inner product space.Iffand gare two functions in 1D, then:

    The spaces of real-valued functions defined on the

    circle, disk, sphere, ball, are real inner productspaces.

    Iffand gare two functions defined on the circle, then:

    g

    g! dxxgxfgf )()(,

    !T

    UUU2

    0)()(, dgfgf

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    (Complex) Inner Product Spaces

    A complex inner product space is a complex vector

    space Vwith a mapping V,V that takes a pair of

    vectors and returns a complex number, satisfying:u,v+w=u,v+ u,w for all u,v,wV.

    u,v=u,v for all u,vVand all .

    for all u,vV.

    v,vu0 for all vV, and v,v=0 if and only if v=0.

    uv,vu, !

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    (Complex) Inner Product SpacesExamples:

    The space ofn-dimensional arrays with complexcoefficients is an inner product space.

    If v=(v1,,vn) and w=(w1,,wn) then:

    IfMis a conjugate symmetric matrix ( ) whoseeigen-values are all positive, then the space ofn-dimensional arrays with complex coefficients is an

    inner product space.If v=(v1,,vn) and w=(w1,,wn) then:

    v,wM=vMwt

    nn11 wv...wvwv, !

    tMM !

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    (Complex) Inner Product Spaces

    Examples:

    The space ofmxn matrices with real coefficients is an

    inner product space.

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    (Complex) Inner Product Spaces

    Examples:

    The spaces of complex-valued functions defined in

    1D, 2D, 3D, are real inner product space.Iffand gare two functions in 1D, then:

    The spaces of real-valued functions defined on the

    circle, disk, sphere, ball, are real inner productspaces.

    Iffand gare two functions defined on the circle, then:

    g

    g! dxxgxfgf )()(,

    !T

    UUU2

    0)()(, dgfgf

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    Inner Product Spaces

    IfV1,V2V, then Vis the direct sum of subspaces V1,V2, written V=V1V2, if:

    Every vectorvVcan be written uniquely as:

    for some vectors v1V1 and v2V2.21 vvv !

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    Inner Product Spaces

    Example:

    IfVis the vector space of 4-dimensional arrays, then

    Vis the direct sum of the vector spaces V1,V2Vwhere:

    V1=(x1,x2,0,0)

    V2=(0,0,x3,x4)

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    Sub

    space

    A subspace is a subset of a vector space whichis a vector space itself, e.g. the plane z=0 is a

    subspace of R3 (It is essentially R2.).

    A subspace S of a vector space V is

    nonempty set of vectors in Such that:

    1. If a, b S, then a+bS.2. If aS, c , a.c S.

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    Linear system & subspaces

    Null space: {(c,c,-c)}

    !

    0

    0

    0

    31

    32

    01

    vu

    !

    0

    0

    0

    431

    532

    101

    z

    y

    x

    The set of solutions to Ax = 0 forms a subspacecalled the nullspace of A.

    Null space: {(0,0)}

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    6.837 Linear Algebra Review

    Orthonormal Basis Basis: a space is totally defined by a set of

    vectors any point is a linear combination

    of the basis

    Ortho-Normal: orthogonal + normal

    Orthogonal: dot product is zero

    Normal: magnitude is one

    Example: X, Y, Z (but dont have to be!)

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    6.837 Linear Algebra Review

    Orthonormal Basis

    0

    0

    0

    !

    !

    !

    zy

    zx

    yx? A

    ? A

    ? AT

    T

    T

    z

    y

    x

    100

    010

    001

    !

    !

    !

    X,Y, Z is an orthonormal basis. We can describe any 3D

    point as a linear combination of these vectors.

    How do we express any point as a combination of a new basis

    U, V,N, given X,Y, Z?

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    6.837 Linear Algebra Review

    Orthonormal Basis

    -

    !

    -

    -

    ncnbna

    vcvbva

    ucubua

    nvu

    nvu

    nvu

    c

    b

    a

    333

    222

    111

    00

    00

    00

    (not an actual formula just a way of thinking about it)

    To change a point from one coordinate system to

    another, compute the dot product of each coordinate rowwith each of the basis vectors.