Introduction To Linear Algebra(2) Matrix Algebra

properties of invertible matrix

( A B ) 1 = B 1 A 1 (AB)^{-1}=B^{-1}A^{-1}
( A T ) 1 = ( A 1 ) T (A^T)^{-1}=(A^{-1})^{T}
[ A I ] [ I A 1 ] [A\quad I] \rightarrow[I\quad A^{-1}]
condition number of matrix: c o n d ( A ) = A A 1 cond(A)=||A||*||A^{-1}||
big condition number means the matrix is in ill-condition and it maybe not invertible
Here are some statements either all true or all false:
a.A is an invertible matrix
b.A is row equavalent to n × n n\times n identity matrix
c.A has n pivot positions
d.The equation A x = 0 Ax=0 has only the trivial solution
e.The columns A A from a linear identity set.
f. The linear transform x A x x\rightarrow Ax is one to one
g.The equation A x = b Ax=b has at least one solution for each b b in R n R^n
h.The columns of A A span R n R^n
i.The linear transformation x A x x\rightarrow Ax maps R n R^n onto R n R^n
j.There is an n × n n\times n matrix C C such that C A = I CA=I or A C = I AC=I
i. A T A^T is an invertible matrix

Partitioned Matrices

A matrix of the form A = [ A 11 A 12 0 A 22 ] A=\begin{bmatrix}A_{11}&A_{12} \\0&A_{22} \end{bmatrix} is said to be block upper triangular. Assume that A 11 A_{11} is p × p p\times p , A 22 A_{22} is q × q q\times q and A A is invertible. Then A 1 = [ A 11 1 A 11 1 A 12 A 22 1 0 A 22 1 ] A^{-1}=\begin{bmatrix}A_{11}^{-1}& -A_{11}^{-1}A_{12}A_{22}^{-1}\\0&A^{-1}_{22}\end{bmatrix}

Matrix Factorizations

LU Factorization
A = L U = [ 1 0 0 0 1 0 0 1 0 1 ] [ × 0 × 0 0 0 × 0 0 0 0 × ] A=LU=\begin{bmatrix}1&0&0&0\\*&1&0&0\\*&*&1&0\\*&*&*&1\end{bmatrix} \begin{bmatrix}\times&*&*&*&*\\0&\times&*&*&*\\0&0&0&\times&*\\0&0&0&0&\times\end{bmatrix}
Then the solution of A x = b Ax=b could be get through L y = b Ly=b and U x = y Ux=y

Subspaces of R n R^n

The subspaces of R n R^n is any set H H in R n R^n that has three propoerties:
a.The zero vector in H H .
b.For each u u and v v in H H , the sum u + v u+v is in H H
c.For each u u in H H and each scalar c c , the vector c u cu is in H

The Null space of a matrix A is the set Nul A of all solutions of the homogeneous equation A x = 0 Ax=0
The Null space of a m × n m\times n matrix A is subspace of R n R^n
Basis: A basis for a subspace H of R n R^n is a linearly independent set in H that span H
The pivot columns of a matrix A A form a basis for the column space of A A .

Demension and Rank

Demension of a nonzero subspace H H , denoted by dim H H , is the number of vectors in any basis for H H . The demension of the zero subspace {0} is definded to be zero.
The rank of a matrix A A , denoted by rank A A , is the demension of the column space of A A .
If a matrix A A has n columns, then r a n k A + d i m N u l A = n rank A + dim Nul A = n
Rank and the Invertible matrix theorem
Let A A be n × n n\times n matrix. Then the following statements are each equivalent to the statement that A A is an invertible matrix:
m. the columns of A A form a basis of R n R^n
n. Col A= R n R^n
o. dim Col A=n
p. rank A=n
q. Nul A={0}
r. dim Nul A=0

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