Final Review Sheet

Chapter 3: Linear Maps

3.E: Products and Quotient Spaces

Products

product of vector spaces

Suppose V1,...,Vm are vector spaces over F.

  • The product V1××Vm is defined by:
    V1××Vm={(v1,...,vm):i(viVi)}
  • Addition on V1××Vm is defined by:
    (u1,...,um)+(v1,...,vm)=(u1+v1,...,um+vm)
  • Scalar multiplication on V1××Vm is defined by:
    λ(v1,...,vm)=(λv1,...,λvm)
Product of vector spaces is a vector space

Suppose V1,...,Vm are vector spaces over F. Then V1××Vm is a vector space over F.

Dimension of a product is the sum of dimensions

Suppose V1,...,Vm are finite-dimensional vector spaces. Then V1××Vm is finite-dimensional and:
dim(V1××Vm)=dimV1++dimVm

Products and Direct Sums

Products and direct sums

Suppose that U1,...,Um are subspaces of V. Define a linear map Γ:U1××UmU1++Um by:
Γ(u1,...,um)=u1++um
Then U1++Um is a direct sum iff Γ is injective/invertible

A sum is a direct sum iff the dimensions add up

Suppose V is finite-dimensional and U1,...,Um are subspaces of V. Then U1++Um is a direct sum iff:
dim(U1++Um)=dimU1++dimUm

Quotients of Vector Spaces

v+U

Suppose vV and U is a subspace of V. Then v+U is the subset of V defined by:
v+U={v+u:uU}

affine subset, parallel

  • An affine subset of V is a subset of V of the form v+U for some vV and some subspace U of V
  • For vV and U being a subspace of V, the affine subset v+U is said to be parallel to U.

quotient space, V/U

Suppose U is a subspace of V. Then the quotient space V/U is the set of all affine subsets of V parallel to U. In other words:
V/U={v+U:vV}

Two affine subsets parallel to U are equal or disjoint

Suppose U is a subspace of V and v,wV. Then the following are equivalent:

  • vwU
  • v+U=w+U
  • (v+U)(w+U)
addition and scalar multiplication on V/U

Suppose U is a subspace of V. Then addition and scalar multiplication are defined on V/U by:
(v+U)+(w+U)=(v+w)+Uλ(v+U)=(λv)+U
for v,wV and λF.

Quotient space is a vector space

Suppose U is a subspace of V. Then V/U, with the operations of addition and scalar multiplication as defined above, is a vector space.

quotient map, π

Suppose U is a subspace of V. The quotient map π is the linear map π:VV/U defined by:
π(v)=v+U
for vV.

Dimension of a quotient space

Suppose V is finite-dimensional and U is a subspace of V. Then:
dim(V/U)=dim(V)dim(U)

T~

Suppose TL(V,W). Define T~:V/(null(T))W by:
T~(v+null(T))=Tv

Nullspace and range of T~

Suppose TL(V,W). Then:

  • T~ is a linear map from V/(null(T)) to W
  • T~ is injective
  • range(T~)=range(T)
  • V/(null(T)) is isomorphic to range(T).

3.F: Duality

The Dual Space and the Dual Map

linear functional

A linear functional of vector space V is an element of L(V,F).

dual space, V

The dual space of V, denoted V, is the vector space of all linear functionals on V. In other words, V=L(V,F)

dim(V)=dim(V)

Suppose V is finite-dimensional. Then V is also finite dimensional and is the same dimension as V.

dual basis

If v1,...,vn is a basis of V then the dual basis of v1,...,vn is the list φ1,...,φn of elements of V where each ϕj is the linear functional on V such that:
ϕj(vk)={1k=j0kj=χ(k=j)

Dual basis is a basis of the dual space

Suppose V is finite-dimensional. Then the dual basis of a basis of V is a basis of V.

dual map, T

If TL(V,W) then the dual map of T is the linear map TL(W,V) defined by T(φ)=φT for φW.

Algebraic properties of dual maps

  • (S+T)=S+T for all S,TL(V,W)
  • (λT)=λT for all λF,TL(V,W)
  • (ST)=TS for all TL(U,V) and SL(V,W)

The Null Space and Range of the Dual of a Linear Maps

annihilator, U0

For UV the annihilator of U, denoted U0, is defined by:
U0={φV:φ(u)=0uU}

Dimension of the annihilator

Suppose V is finite-dimensional and U is a subspace of V. Then:
dim(U)+dim(U0)=dim(V)

The range of T

Suppose V,W are finite dimensional and TL(V,W). Then:

  • dim(range(T))=dim(range(T))
  • range(T)=(null(T))0
T surjective is equivalent to T injective

Suppose V,W are finite-dimensional and TL(V,W). Then T is surjective iff T is injective.

T is injective is equivalent to T is surjective

Suppose V,W are finite-dimensional and TL(V,W). Then T is injective iff T is surjective.

The Matrix of a Dual of a Linear Map

the matrix of T is the transpose of the matrix of T

Suppose TL(V,W). Then M(T)=(M(T))T.

It's important to note here that M(T,βW,βV) and M(T,βV,βW) are the matrices above.

The Rank of a Matrix

rank

The rank of a matrix AFm,n is the column rank of A.

row rank, column rank

Suppose A is an m×n matrix with entries in F.

  • The row rank of A is the dimension of the span of the rows of A in F1,n.
  • The column rank of A is the dimension of the span of the columns of A in Fm,1.

Chapter 6: Inner Product Spaces

Riesz Representation Theorem

Suppose V is finite-dimensional and φ is a linear functional on V. Then there is a unique vector uV such that:
φ(v)=v,u
for every vV.

Calculating u for Riesz.

To calculate the unique u such that φ(v)=v,u then:

u=j=1mφ(ej)ej

Chapter 7: Operators on Inner Product Spaces

7.A: Self-Adjoint and Normal Operators

Adjoint Operators

adjoint, T

Suppose TL(V,W). The adjoint of T is the function T:WV such that:
Tv,w=v,Tw
for all vV,wW.

The adjoint is a linear map

If TL(V,W) then TL(W,V).

Properties of the adjoint

For all S,TL(V,W) and λF:

  • (S+T)=S+T
  • (λT)=λT
  • (T)=T
  • I=I where I is the identity operator on V.
  • If instead SL(W,U), then (ST)=TS. Here U is an inner product space over F.

The "flippy flippy" theorem:

Null space and range of T

Suppose TL(V,W). Then:

  • null(T)=(range(T))
  • range(T)=(null(T))
  • null(T)=(range(T))
  • range(T)=(null(T))
conjugate transpose

The conjugate transpose of an m×n matrix is the n×m matrix obtained by interchanging the rows and columns and then taking the complex conjugate of each entry.

The matrix of T

Let TL(V,W). Suppose e1,...,en is an orthonormal basis of V and f1,...,fm is an orthonormal basis of W. Then:
M(T,(f1,...,fm),(e1,...,em))
is the conjugate transpose of:
M(T,(e1,...,en),(f1,...,fm))

Self-Adjoint Operators

self-adjoint

An operator TL(V) is called self-adjoint if T=T. In other words, TL(V) is self-adjoint iff:
Tv,w=v,Tw
for all v,wV

Eigenvalues of self-adjoint operators are real

Every eigenvalue of a self-adjoint operator is real

Over C, Tv,v is real for all v only for self-adjoint operators.

Suppose V is a complex inner product space and TL(V). Then T is self-adjoint iff:
Tv,vR
for every vV.

Normal Operators

normal

  • An operator on an inner product space is called normal if it commutes with its adjoint.
  • TL(V) is normal if TT=TT.

T is normal iff Tv=Tv for all v.

An operator TL(V) is normal iff:
Tv=Tv
for all vV.

For T normal, T,T have the same eigenvectors

Suppose TL(V) is normal and vV is an eigenvector of T with eigenvalue λ. Then v is also an eigenvector of T with eigenvalue λ.

Orthogonal eigenvectors for normal operators

Suppose TL(V) is normal. Then eigenvectors of T corresponding to distinct eigenvalues are orthogonal.

Note that these vectors don't have to be unit length, but we'd probably want them to be unit vectors.

Theorem

Suppose TL(V) is normal. Then:
range(T)=range(T)

Theorem

Suppose TL(V) is normal. Then:
null(Tk)=null(T),range(Tk)=range(T)
for all kN+.

7.B: Spectral Theorem

Complex Spectral Theorem

Suppose F=C and TL(V). Then the following are equivalent:

  • T is normal
  • V has an orthonormal basis consisting of eigenvectors of T.
  • T has a diagonal matrix with respect to some orthonormal basis of V.
Real Spectral Theorem

Suppose F=R and TL(V). Then the following are equivalent:

  • T is self-adjoint
  • V has an orthonormal basis consisting of eigenvectors of T.
  • T has a diagonal matrix with respect to some orthonormal basis of V
Self-adjoint operators and invariant subspaces

Suppose TL(V) is self-adjoint and U is a subspace of V that is invariant under T. Then:

  • U is invariant under T.
  • T|UL(U) is self-adjoint
  • T|UL(U) is self-adjoint.

7.C: Positive Operators and Isometries

Positive Operators

positive operator

An operator TL(V) is called positive if T is self-adjoint and:
Tv,v0
for all vV.

Positive operators are required to be self-adjoint. Only really needed for real vector spaces though. The requirement can be dropped for complex V.
square root

An operator R is called a square root of an operator T if R2=T.

Characterization of positive operators

Let TL(V). Then the following are equivalent:

  • T is positive
  • T is self-adjoint and all eigenvalues of T are non-negative
  • T has a positive square root
  • T has a self-adjoint square root
  • RL(V) s.t. T=RR.
Each positive operator has only one positive square root

Every positive operator on V has a unique positive square root.

Isometry

isometry

  • An operator SL(V) is called an isometry if:
    Sv=v
    for all vV.
  • In other words, an operator is an isometry if it preserves norms.

Characterization of isometries

  • S is an isometry
  • Su,Sv=u,v for all u,vV
  • Se1,...,Sen is orthonormal for every orthonormal list of vectors e1,...,en in V
  • an orthonormal basis e1,...,en of V such that Se1,...,Sen is orthonormal.
  • SS=I
  • SS=I
  • S is an isometry
  • S is invertible and S1=S.

Notice that S as an isometry must be normal since SS=I=SS. Thus using spectral theorem will work.

Description of isometries when F=C.

Suppose V is a complex inner product space and SL(V). Then the following are equivalent:

  • S is an isometry
  • There is an orthonormal basis of V consisting of eigenvectors of S whose corresponding eigenvalues all have absolute value of 1.

7.D: Polar Decomposition and SVD

Polar Decomposition

T

If T is a positive operator then T denotes the unique positive square root of T.

Polar Decomposition

Suppose TL(V). Then an isometry SL(V) such that:
T=STT

Singular Value Decomposition

singular values

Suppose TL(V). The singular values of T are the eigenvalues of TT with each eigenvalues λ repeated dim(E(λ,TT)) time.

Singular-Value Decomposition

Suppose TL(V) has singular values s1,...,sn. Then there exist orthonormal bases e1,...,en and f1,...,fn such that:
Tv=s1v,e1f1++snv,enfn

for every vV.

SVD

To do the SVD:

  1. Determine the transformation TT or it's matrix M(TT).
  2. Get the eigenvalues of TT and them. These are the singular values.
  3. Get an ONEB e1,...,en by using the eigenvalues of TT and determining the eigenvectors for each singular-value/eigenvalue.
  4. The fi's are just sifi=T(ei).
Note

To find S for SVD, just do M(S)=M(T)M(TT1) where for the inverse matrix you can just put the recipriocal for each diagonal entry.

Chapter 8: Operators on Complex Vector Spaces

8.A: Generalized Eigenvectors and Nilpotent Operators

Null Spaces of Powers of an Operator

Sequence of increasing null spaces

Suppose TL(V). Then:
{0}=null(T0)null(T1)null(Tk)null(Tk+1)

Equality in the sequence of null spaces

Suppose TL(V). Suppose m is a nonnegative integer such that null(Tm)=null(Tm+1). Then:
null(Tm)=null(Tm+1)=

Null spaces stop growing

Suppose TL(V). Let n=dim(V). Then:
null(Tn)=null(Tn+1)=

V is a direct sum of null(Tdim(V)) and range(Tdim(V))

Suppose TL(V). Let n=dim(V). Then:
V=null(Tn)range(Tn)

Generalized Eigenvectors

generalized eigenvector

Suppose TL(V) and λ is an eigenvalue of T. A vector vV is called a generalized eigenvector of T corresponding to λ if v0 and:
(TλI)jv=0
for some jZ+.

generalized eigenspace, G(λ,T)

Suppose TL(V) and λF. The generalized eigenspace of T corresponding to λ, denoted G(λ,T), is defined to be the set of all generalized eigenvectors of T corresponding to λ, along with the 0.

Note that the definitions above don't require that j=dim(V). However, the lemma below just will use this in a specific case.

Description of generalized eigenspaces

Suppose TL(V) and λF. Then G(λ,T)=null(TλI)dim(V).

Linearly Independent generalized eigenvectors

Let TL(V). Suppose λ1,...,λm are distinct eigenvalues of T and v1,...,vm are corresponding generalized eigenvectors. Then v1,...,vm is linearly independent.

Nilpotent Operators

nilpotent

An operator is called nilpotent if some power of it equals 0.

Nilpotent operator raised to dimension of domain is 0

Suppose NL(V) is nilpotent. Then Ndim(V)=0

Matrix of a nilpotent operator

Suppose N is a nilpotent operator on V. Then a basis of V w.r.t. which the matrix of N has the form:
[000]
so all entries on and below the diagonal are 0's.

8.B: Decomposition of an Operator

Description of operators on complex vector spaces

Suppose V is a complex vector space and TL(V). Let λ1,...,λm be the distinct eigenvalues of T.

  • V=i=1mG(λi,T)
  • Each G(λi,T) is invariant under T.
  • Each (TλiI)|G(λi,T) is nilpotent.
A basis of generalized eigenvectors

Suppose V is a complex vector space and TL(V). Then there is a basis of V consisting of generalized eigenvectors of T.

Algorithm

To get this basis:

  1. Find the basis of G(λi,T) by finding all generalized eigenvectors of each space.
  2. Combine/concatenate the bases together.
multiplicity

Suppose TL(V). The multiplicity of an eigenvalue λ of T is defined to be the dimension of the corresponding generalized eigenspace G(λ,T). In other words, the multiplicity of an eigenvalue λ of T equals dim(null(TλI)dim(V)).

Sum of the multiplicities equals dim(V)

Suppose V is a complex vector space and TL(V). Then the sum of the multiplicities of all eigenvalues of T equals dim(V).

Block diagonal matrix with upper-triangular blocks

Suppose V is a complex vector space and TL(V). Let λ1,...,λm be the distinct eigenvalues of T, with multiplicities d1,...,dm. Then there is a basis of V with respect to which T has a blcok diagonal matrix like seen above:
[A100Am]
where each Aj is a dj×dj upper-triangular matrix:
Aj=[λj0λj]

The idea is each Aj is UT because of the basis of G(λj,T) so then putting them together gives the desired result.

Square Roots

Identity plus nilpotent has a square root

Suppose NL(V) is nilpotent. Then I+N has a square root.

Over C, invertible operators have square roots

Suppose V is a complex vector space and TL(V) is invertible. Then T has a square root.

8.C: Character and Minimal Polynomials

Characteristic Polynomial

characteristic polynomial

Suppose V is a complex vector space and TL(V). Let λ1,...,λm denote the distinct eigenvalues of T with multiplicities d1,...,dm. The polynomial:
(zλ1)d1(zλm)dm
is called the characteristic polynomial of T.

Degree and zeros of characteristic polynomial

Suppose V is a complex vector space and TL(V). Then:

  • the characteristic polynomial of T has degree dim(V)
  • the zeroes of the characteristic polynomial of T are the eigenvalues of T.
Cayley-Hamilton Theorem

Suppose V is a complex vector space and TL(V). Let q denote the characteristic polynomial of T. Then q(T)=0.

Minimal Polynomial

Minimal Polynomial

Suppose TL(V). Then there is a unique monic polynomial p of smallest degree such that p(T)=0.

Make sure it's monic, so the leading coefficient is 1.
Fact

  1. deg(μT)deg(pT)=dim(V)
  2. Any polynomial s with s(T)=0T can only happen iff s is a multiple of μT.
  3. pT is a multiple of μT
  4. The zeroes of μT are precisely the eigenvalues of T.

How to find μT

To get the minimal polynomial μT you:

  1. Find pT using it's eigenvalues and multiplicities
  2. Reduce a degree and see if q(T)=0 where q is your guess.

8.D: Jordan Form

Basis corresponding to a nilpotent operator

Suppose NL(V) is nilpotent. Then v1,...,vnV and m1,...,mnZ0 such that:

  1. Nm1v1,...,Nv1,v1,...,Nmnvn,...,Nvn,vn is a basis of V
  2. Nm1+1v1==Nmn+1vn=0
Jordan Basis

Suppose TL(V). A basis of V is called a Jordan basis for T if w.r.t. this basis then T has a block diagonal matrix:
[A100Ap]
where each Aj is an UT matrix of the form:
Aj=[λj1010λj]

Any complex vector space has a jordan basis.

How to find Jordan basis

To get the jordan basis for a transformation T in complex V:

  1. Get a nilpotent operator N=(TλjI)|G(λj,T).
  2. Concatenate the basis β={Nm1v1,...,Nv1,v1,...,Nmnvn,...,Nvn,vn}
  3. Repeat for all λj

Or try:

In general:

  1. Choose v1V such that Tn1v0 for n=dim(V).
  2. Find a basis for null(Tnk)/null(Tnk1) where k1.
  3. Repeat for growing values of k, moving over the difference in dimensions of our nullspace chain.

Chapter 9: Complexification

9.A: Complexification of a Vector Space

Complexification

complexification of V, VC

Suppose V is a real vector space.

  • The complexification of V, denoted VC, equals V×V. An element of VC is an ordered pair (u,v) where u,vV, but we'll write this as u+iv.
  • Addition on VC is defined by:
    (u1+iv1)+(u2+iv2)=(u1+u2)+i(v1+v2)
    for u1,v1,u2,v2V.
  • Complex scalar multiplication on VC is defined by:
    (a+bi)(u+iv)=(aubv)+i(av+bu)
    for a,bR and u,vV.

Some facts:

complexification of T, TC

Suppose V is a real vector space and TL(V). The complexification of T, denoted TC, is the operator TCL(VC) defined by:
TC(u+iv)=Tu+iTv
for u,vV.

Facts:

Eigenvalues of Complexification

Some facts:

Characteristic Polynomial of Complexification

characteristic polynomial (real vector spaces)

Suppose V is a real vector space and TL(V). Then the characteristic polynomial of T is defined by the characteristic polynomial of TC.

Degree and zeros of characteristic polynomial

Suppose V is a real vector space and TL(V). Then:

  • the coefficients of the characteristic polynomial of T are all real.
  • the characteristic polynomial of T has degree dim(V)
  • The eigenvalues of T are precisely the real zeros of the characteristic polynomial of T.

The only new thing here is that the coefficients are all real now. The other two are referenced in earlier.

Characteristic polynomial is a multiple of minimal polynomial

Suppose TL(V). Then:

  • The degree of the minimal polynomial of T is at most dim(V)
  • The characteristic polynomial of T is a polynomial multiple of the minimal polynomial of T.