Gram-Schmidt Process
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Mathematics/Linear Algebra
OrthogonalDefinition 1. Let (V,,)(V,,) be an inner product space. Let x,yVx,yV, and let SVSV. Then(a) xx and yy are orthogonal (or perpendicular) if x,y=0x,y=0.(b) SS is orthogonal if any two distinct vector in SS are orthogonal.고등학교 시절 내적을 배웠다면, 내적의 정의를 xy=|x||y|cosθxy=|x||y|cosθ로 기억하고 있을 것이다. 이 경우 θ=90θ=90일 때 두 벡터가 ..
Norm
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Mathematics/Linear Algebra
NormDefinition 1. Let VV be a vector space over F=R or C. A norm is a function ||||:VR such that x,yV,aF, the following hold:(a) ||x||0, and ||x||=0x=0.(b) ||ax||=|a|||x||.(c) ||x+y||||x||+||y||.Then (V,||||) is called a normed space. 복소수의 크기를 절댓값을 씌워서 알..
Adjoint of Matrix
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Mathematics/Linear Algebra
Adjoint of Matrix Definition 1. Let AMm×n(F). We define the adjoint or conjugate transpose of A to be the n×m matrix A such that (A)ij=¯Aji for all i,j. Theorem 1 Theorem 1. Let A,BMm×n(F), and let CMn×p. Then (a) (A+B)=A+B (b) (cA)=¯cA,cF. (c) $(AC)^* = C^*A^*..
Inner Product Space
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Mathematics/Linear Algebra
이 포스트에서 VF-벡터공간으로 취급한다.Inner ProductDefinition 1. An inner product on V is a function ,:V×VF, such that x,y,zV and cF, the following hold:(a) x+z,y=x,y+z,y.(b) cx,y=cx,y.(c) $\overline{ \langle x, y \rangle..
The Cayley-Hamilton Theorem
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Mathematics/Linear Algebra
The Cayley-Hamilton Theorem Theorem 1. (The Cayley-Hamilton Theorem) Let TL(V), and let f(t) be the characteristic polynomial of T. (V is finite-dimensional) Then f(T)=T0, the zero transformation. Proof. We need to show that f(T)(v)=0,vV. If v=0, it is clear. Suppose that v0. Let W be the T-cyclic subspace of ..
The Cyclic Subspace
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Mathematics/Linear Algebra
The Cyclic SubspaceDefinition 1. Let TL(V), and let a nonzero vector xV. The subspace W=x,T(x),T2(x),... is called the T-cyclic subspace of V generated by x.Theorem 1Theorem 1. Let TL(V), and let W be the T-cyclic subspace of V generated by 0xV. Then(a) W is T-invariant.(b) Any T-invariant su..
The Invariant Subspace
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Mathematics/Linear Algebra
The Invariant SubspaceDefinition 1. Let TL(V). Then WV is called a T-invariant subspace of V if T(W)W.    W의 image가 다시 W에 포함될 때 WT-불변 부분공간이라고 부른다. 자명하게 {0},V,R(T),N(T),EλT-불변 부분공간임을 알 수 있다.The restriction of a Linear OperatorDefinition 2. Let TL(V), and let W be a T-invariant subspace of V. T..
How to Diagonalize a Linear Operator
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Mathematics/Linear Algebra
어떤 선형 연산자 T가 주어졌을 때 대각화가능한지 결정하고, 가능하다면 대각화하도록 고유벡터들로 이루어진 기저 β를 찾는 것이 우리의 목표이다. T의 고유값은 특성 다항식 f(t)=det(TtI)를 풀어서 구할 수 있다. 만약 이를 통해 서로 다른 고유값 λ1,...,λk를 구했을 때, 이 고유값들에 대응되는 고유벡터들은 vEλ을 이용해서 구할 수 있다. 이제 이 고유벡터들로 기저를 구성해야 하고, 그 방법을 아래의 정리들이 제시해준다. Theorem 1Theorem 1. Let TL(V), and let λ1,...,λk be distinct ei..
The Algebric Multiplicity and Geometric Multiplicity
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Mathematics/Linear Algebra
The MultiplicityDefintion 1. Let TL(V), and let λ be an eigenvalue of T with characteristic polynomial f(t). Then (a) The algebric multiplicity of λ is the largest positive integer k for which (tλ)k is a factor of f(t).(b) The geometric multiplicity of λ is dim(Eλ) where Eλ is the eigenspace of T corresponding to..
The Eigenspace
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Mathematics/Linear Algebra
The EigenspaceDefinition 1. Let TL(V), and let λ be an eigenvalue of T. The eigenspace of T corresponding to λ is the set Eλ=N(TλIV)={xV|T(x)=λx}. Analogously, we define the eigenspace of a square matrix A to be the eigenspace of LA.    즉 주어진 고유벡터 λ에 대응하는 고유공간 Eλλ에 대응하는 고유벡터들과 영..