Part IA - Vectors and Matrices: Theorems With Proof
Part IA - Vectors and Matrices: Theorems With Proof
Part IA - Vectors and Matrices: Theorems With Proof
Michaelmas 2014
These notes are not endorsed by the lecturers, and I have modified them (often
significantly) after lectures. They are nowhere near accurate representations of what
was actually lectured, and in particular, all errors are almost surely mine.
Complex numbers
Review of complex numbers, including complex conjugate, inverse, modulus, argument
and Argand diagram. Informal treatment of complex logarithm, n-th roots and complex
powers. de Moivre’s theorem. [2]
Vectors
Review of elementary algebra of vectors in R3 , including scalar product. Brief discussion
of vectors in Rn and Cn ; scalar product and the Cauchy-Schwarz inequality. Concepts
of linear span, linear independence, subspaces, basis and dimension.
Suffix notation: including summation convention, δij and εijk . Vector product and
triple product: definition and geometrical interpretation. Solution of linear vector
equations. Applications of vectors to geometry, including equations of lines, planes and
spheres. [5]
Matrices
Elementary algebra of 3 × 3 matrices, including determinants. Extension to n × n
complex matrices. Trace, determinant, non-singular matrices and inverses. Matrices as
linear transformations; examples of geometrical actions including rotations, reflections,
dilations, shears; kernel and image. [4]
Simultaneous linear equations: matrix formulation; existence and uniqueness of solu-
tions, geometric interpretation; Gaussian elimination. [3]
Symmetric, anti-symmetric, orthogonal, hermitian and unitary matrices. Decomposition
of a general matrix into isotropic, symmetric trace-free and antisymmetric parts. [1]
1
Contents IA Vectors and Matrices (Theorems with proof)
Contents
0 Introduction 4
1 Complex numbers 5
1.1 Basic properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Complex exponential function . . . . . . . . . . . . . . . . . . . . 5
1.3 Roots of unity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 Complex logarithm and power . . . . . . . . . . . . . . . . . . . . 6
1.5 De Moivre’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.6 Lines and circles in C . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Vectors 8
2.1 Definition and basic properties . . . . . . . . . . . . . . . . . . . 8
2.2 Scalar product . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.1 Geometric picture (R2 and R3 only) . . . . . . . . . . . . 8
2.2.2 General algebraic definition . . . . . . . . . . . . . . . . . 8
2.3 Cauchy-Schwarz inequality . . . . . . . . . . . . . . . . . . . . . . 8
2.4 Vector product . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.5 Scalar triple product . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6 Spanning sets and bases . . . . . . . . . . . . . . . . . . . . . . . 9
2.6.1 2D space . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6.2 3D space . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6.3 Rn space . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6.4 Cn space . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.7 Vector subspaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.8 Suffix notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.9 Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.9.1 Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.9.2 Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.10 Vector equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3 Linear maps 12
3.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
3.1.1 Rotation in R3 . . . . . . . . . . . . . . . . . . . . . . . . 12
3.1.2 Reflection in R3 . . . . . . . . . . . . . . . . . . . . . . . 12
3.2 Linear Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
3.3 Rank and nullity . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
3.4 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.4.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.4.2 Matrix Algebra . . . . . . . . . . . . . . . . . . . . . . . . 13
3.4.3 Decomposition of an n × n matrix . . . . . . . . . . . . . 13
3.4.4 Matrix inverse . . . . . . . . . . . . . . . . . . . . . . . . 13
3.5 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.5.1 Permutations . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.5.2 Properties of determinants . . . . . . . . . . . . . . . . . 14
3.5.3 Minors and Cofactors . . . . . . . . . . . . . . . . . . . . 16
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Contents IA Vectors and Matrices (Theorems with proof)
7 Transformation groups 26
7.1 Groups of orthogonal matrices . . . . . . . . . . . . . . . . . . . 26
7.2 Length preserving matrices . . . . . . . . . . . . . . . . . . . . . 26
7.3 Lorentz transformations . . . . . . . . . . . . . . . . . . . . . . . 26
3
0 Introduction IA Vectors and Matrices (Theorems with proof)
0 Introduction
4
1 Complex numbers IA Vectors and Matrices (Theorems with proof)
1 Complex numbers
1.1 Basic properties
Proposition. z z̄ = a2 + b2 = |z|2 .
Proposition. z −1 = z̄/|z|2 .
Proof.
∞ X
X ∞
amn = a00 + a01 + a02 + · · ·
n=0 m=0
+ a10 + a11 + a12 + · · ·
+ a20 + a21 + a22 + · · ·
= (a00 ) + (a10 + a01 ) + (a20 + a11 + a02 ) + · · ·
X∞ X r
= ar−m,m
r=0 m=0
Proof.
∞ X ∞
X z1m z2n
exp(z1 ) exp(z2 ) =
n=0 m=0
m! n!
∞ X
r
X z1r−m z2m
=
r=0 m=0
(r − m)! m!
∞ r
X 1 X r!
= z1r−m z2m
r=0
r! m=0
(r − m)!m!
∞
X (z1 + z2 )r
=
r=0
r!
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1 Complex numbers IA Vectors and Matrices (Theorems with proof)
Proof.
∞ n
X i n
eiz = z
n=0
n!
∞ ∞
X i2n 2n X i2n+1 2n+1
= z + z
n=0
(2n)! n=0
(2n + 1)!
∞ ∞
X (−1)n 2n X (−1)n 2n+1
= z +i z
n=0
(2n)! n=0
(2n + 1)!
= cos z + i sin z
Proof. First prove for the n ≥ 0 case by induction. The n = 0 case is true since
it merely reads 1 = 1. We then have
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1 Complex numbers IA Vectors and Matrices (Theorems with proof)
z w̄ − z̄w = z0 w̄ − z̄0 w.
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2 Vectors IA Vectors and Matrices (Theorems with proof)
2 Vectors
2.1 Definition and basic properties
2.2 Scalar product
2.2.1 Geometric picture (R2 and R3 only)
2.2.2 General algebraic definition
|x · y| ≤ |x||y|.
|x − λy|2 ≥ 0
(x − λy) · (x − λy) ≥ 0
λ |y| − λ(2x · y) + |x|2 ≥ 0.
2 2
|x + y| ≤ |x| + |y|.
Proof.
|x + y|2 = (x + y) · (x + y)
= |x|2 + 2x · y + |y|2
≤ |x|2 + 2|x||y| + |y|2
= (|x| + |y|)2 .
So
|x + y| ≤ |x| + |y|.
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2 Vectors IA Vectors and Matrices (Theorems with proof)
d · d = d · [a × (b + c)] − d · (a × b) − d · (a × c)
= (b + c) · (d × a) − b · (d × a) − c · (d × a)
=0
Thus d = 0.
2.6.2 3D space
Theorem. If a, b, c ∈ R3 are non-coplanar, i.e. a · (b × c) 6= 0, then they form
a basis of R3 .
Proof. For any r, write r = λa + µb + νc. Performing the scalar product
with b × c on both sides, one obtains r · (b × c) = λa · (b × c) + µb · (b × c) +
νc · (b × c) = λ[a, b, c]. Thus λ = [r, b, c]/[a, b, c]. The values of µ and ν can
be found similarly. Thus each r can be written as a linear combination of a, b
and c.
By the formula derived above, it follows that if αa + βb + γc = 0, then
α = β = γ = 0. Thus they are linearly independent.
2.6.3 Rn space
2.6.4 Cn space
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2 Vectors IA Vectors and Matrices (Theorems with proof)
LHS: Summing over i, the only non-zero terms are when j, k = 6 i and p, q 6= i.
If j = p and k = q, LHS is (−1)2 or (+1)2 = 1. If j = q and k = p, LHS is
(+1)(−1) or (−1)(+1) = −1. All other possibilities result in 0.
Proposition.
a · (b × c) = b · (c × a)
Proof. In suffix notation, we have
a × (b × c) = (a · c)b − (a · b)c.
Proof.
2.9 Geometry
2.9.1 Lines
Theorem. The equation of a straight line through a and parallel to t is
(x − a) × t = 0 or x × t = a × t.
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2 Vectors IA Vectors and Matrices (Theorems with proof)
2.9.2 Plane
Theorem. The equation of a plane through b with normal n is given by
x · n = b · n.
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3 Linear maps IA Vectors and Matrices (Theorems with proof)
3 Linear maps
3.1 Examples
3.1.1 Rotation in R3
3.1.2 Reflection in R3
y = f (α1 e1 + α2 e2 + · · · + αn en ),
Then
f (αm+1 em+1 + · · · + αn en ) = 0.
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3 Linear maps IA Vectors and Matrices (Theorems with proof)
αm+1 em+1 + · · · + αn en = α1 e1 + · · · + αm em .
3.4 Matrices
3.4.1 Examples
3.4.2 Matrix Algebra
Proposition.
(i) (AT )T = A.
x1
x2
(ii) If x is a column vector . , xT is a row vector (x1 x2 · · · xn ).
..
xn
3.5 Determinants
3.5.1 Permutations
Proposition. Any q-cycle can be written as a product of 2-cycles.
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3 Linear maps IA Vectors and Matrices (Theorems with proof)
Proof. Take a single term Aσ(1)1 Aσ(2)2 · · · Aσ(n)n and let ρ be another permuta-
tion in Sn . We have
since the right hand side is just re-ordering the order of multiplication. Choose
ρ = σ −1 and note that ε(σ) = ε(ρ). Then
X
det(A) = ε(ρ)A1σ(1) A2σ(2) · · · Anσ(n) = det(AT ).
ρ∈Sn
Proof. Each term in the sum is multiplied by λ, so the whole sum is multiplied
by λn .
Proposition. If 2 rows (or 2 columns) of A are identical, the determinant is 0.
Proof. wlog, suppose columns 1 and 2 are the same. Then
X
det(A) = ε(σ)Aσ(1)1 Aσ(2)2 · · · Aσ(n)n .
σ∈Sn
Now write an arbitrary σ in the form σ = ρ(1 2). Then ε(σ) = ε(ρ)ε((1 2)) =
−ε(ρ). So X
det(A) = −ε(ρ)Aρ(2)1 Aρ(1)2 Aρ(3)3 · · · Aρ(n)n .
ρ∈Sn
But columns 1 and 2 are identical, so Aρ(2)1 = Aρ(2)2 and Aρ(1)2 = Aρ(1)1 . So
det(A) = − det(A) and det(A) = 0.
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3 Linear maps IA Vectors and Matrices (Theorems with proof)
det(a1 · · · ai · · · aj · · · an ) = det(a1 · · · ai + aj · · · aj · · · an )
= det(a1 · · · ai + aj · · · aj − (ai + aj ) · · · an )
= det(a1 · · · ai + aj · · · − ai · · · an )
= det(a1 · · · aj · · · − ai · · · an )
= − det(a1 · · · aj · · · ai · · · an )
Alternatively, we can prove this from the definition directly, using the fact that
the sign of a transposition is −1 (and that the sign is multiplicative).
Proposition. det(AB) = det(A) det(B).
P
Proof. First note that σ ε(σ)Aσ(1)ρ(1) Aσ(2)ρ(2) = ε(ρ) det(A), i.e. swapping
columns (or rows) an even/odd number of times gives a factor ±1 respectively.
We can prove this by writing σ = µρ.
Now
X
det AB = ε(σ)(AB)σ(1)1 (AB)σ(2)2 · · · (AB)σ(n)n
σ
X n
X
= ε(σ) Aσ(1)k1 Bk1 1 · · · Aσ(n)kn Bkn n
σ k1 ,k2 ,··· ,kn
X X
= Bk1 1 · · · Bkn n ε(σ)Aσ(1)k1 Aσ(2)k2 · · · Aσ(n)kn
k1 ,··· ,kn σ
| {z }
S
Now consider the many different S’s. If in S, two of k1 and kn are equal, then S
is a determinant of a matrix with two columns the same, i.e. S = 0. So we only
have to consider the sum over distinct ki s. Thus the ki s are are a permutation
of 1, · · · n, say ki = ρ(i). Then we can write
X X
det AB = Bρ(1)1 · · · Bρ(n)n ε(σ)Aσ(1)ρ(1) · · · Aσ(n)ρ(n)
ρ σ
X
= Bρ(1)1 · · · Bρ(n)n (ε(ρ) det A)
ρ
X
= det A ε(ρ)Bρ(1)1 · · · Bρ(n)n
ρ
= det A det B
AAT = I
det AAT = det I
det A det AT = 1
(det A)2 = 1
det A = ±1
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3 Linear maps IA Vectors and Matrices (Theorems with proof)
Proof.
n
X n
X
det A = Aj i i εj1 j2 ···jn Aj1 1 Aj2 2 · · · Aji i · · · Ajn n
ji =1 j1 ,··· ,ji ,···jn
Let σ ∈ Sn be the permutation which moves ji to the ith position, and leave
everything else in its natural order, i.e.
1 · · · i i + 1 i + 2 · · · ji − 1 ji ji + 1 · · · n
σ=
1 · · · ji i i + 1 · · · ji − 2 ji − 1 ji + 1 · · · n
1 · · · · · · j¯i · · · n
ρ=
j1 · · · j¯i · · · · · · jn
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4 Matrices and linear equations
IA Vectors and Matrices (Theorems with proof)
17
4 Matrices and linear equations
IA Vectors and Matrices (Theorems with proof)
or
A1j C1k
A2j Xr C2k
.. = vkj .
. ..
k=1
Amj Cmk
So every column of A can be written as a linear combination of the r column
vectors ck . Then the column rank of A ≤ r, the row rank of A.
Apply the same argument to AT to see that the row rank is ≤ the column
rank.
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5 Eigenvalues and eigenvectors
IA Vectors and Matrices (Theorems with proof)
where cj ∈ C and cm 6= 0.
Then p(z) = 0 has precisely m (not necessarily distinct) roots in the complex
plane, accounting for multiplicity.
Theorem. λ is an eigenvalue of A iff
det(A − λI) = 0.
Proof. (⇒) Suppose that λ is an eigenvalue and x is the associated eigenvector.
We can rearrange the equation in the definition above to
(A − λI)x = 0
and thus
x ∈ ker(A − λI)
But x 6= 0. So ker(A − λI) is non-trivial and det(A − λI) = 0. The (⇐) direction
is similar.
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5 Eigenvalues and eigenvectors
IA Vectors and Matrices (Theorems with proof)
tr B = Bii
= Pij−1 Ajk Pki
= Ajk Pki Pij−1
= Ajk (P P −1 )kj
= Ajk δkj
= Ajj
= tr A
(iii)
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5 Eigenvalues and eigenvectors
IA Vectors and Matrices (Theorems with proof)
The first sum is summing over all eigenspaces, and the second sum sums over
the basis vectors in Bi . Now apply the matrix
Y
(A − λk I)
k=1,2,··· ,K̄,··· ,r
(K)
Since the xj are linearly independent (BK is a basis), αKj = 0 for all j. Since
K was arbitrary, all αij must be zero. So B is linearly independent.
Proposition. A is diagonalizable iff all its eigenvalues have zero defect.
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5 Eigenvalues and eigenvectors
IA Vectors and Matrices (Theorems with proof)
Hv = λv.
v† Hv = λv† v (∗)
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5 Eigenvalues and eigenvectors
IA Vectors and Matrices (Theorems with proof)
We take the Hermitian conjugate of both sides. The left hand side is
(v† Hv)† = v† H † v = v† Hv
(λv† v)† = λ∗ v† v
So we have
v† Hv = λ∗ v† v.
From (∗), we know that λv† v = λ∗ v† v. Since v 6= 0, we know that v† v =
v · v 6= 0. So λ = λ∗ and λ is real.
Theorem. The eigenvectors of a Hermitian matrix H corresponding to distinct
eigenvalues are orthogonal.
Proof. Let
Hvi = λi vi (i)
Hvj = λj vj . (ii)
λi vj† vi = λj vj† vi .
Since λi 6= λj , we must have vj† vi = 0. So their inner product is zero and are
orthogonal.
B 0 = {v1 , v2 , · · · , vr , w1 , w2 , · · · , wn−r }
B̃ = {v1 , v2 , · · · , vr , u1 , u2 , · · · , un−r }.
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5 Eigenvalues and eigenvectors
IA Vectors and Matrices (Theorems with proof)
Now write
↑ ↑ ↑ ↑ ↑
P = v1 v2 ··· vr u1 ··· un−r
↓ ↓ ↓ ↓ ↓
We have shown above that this is a unitary matrix, i.e. P −1 = P † . So if we
change basis, we have
P −1 HP = P † HP
λ1 0 ··· 0 0 0 ··· 0
0 λ2 ··· 0 0 0 ··· 0
.. .. .. .. ..
.. ..
.
. . . . . . 0
0 0 ··· λr 0 0 ··· 0
=
0
0 ··· 0 c11 c12 ··· c1,n−r
0
0 ··· 0 c21 c22 ··· c2,n−r
. .. .. .. .. .. .. ..
..
. . . . . . .
0 0 ··· 0 cn−r,1 cn−r,2 ··· cn−r,n−r
with other entries 0. (where we have a r × r identity matrix block on the top
left corner and a (n − r) × (n − r) with columns formed by wj )
Since the columns of Q are orthonormal, Q is unitary. So Q† P † HP Q =
diag(λ1 , λ2 , · · · , λr , λr+1 , · · · , λn ), where the first r λs are distinct and the re-
maining ones are copies of previous ones.
The n linearly-independent eigenvectors are the columns of P Q.
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6 Quadratic forms and conicsIA Vectors and Matrices (Theorems with proof)
25
7 Transformation groups IA Vectors and Matrices (Theorems with proof)
7 Transformation groups
7.1 Groups of orthogonal matrices
Proposition. The set of all n × n orthogonal matrices P forms a group under
matrix multiplication.
Proof.
0. If P, Q are orthogonal, then consider R = P Q. RRT = (P Q)(P Q)T =
P (QQT )P T = P P T = I. So R is orthogonal.
1. I satisfies II T = I. So I is orthogonal and is an identity of the group.
2. Inverse: if P is orthogonal, then P −1 = P T by definition, which is also
orthogonal.
3. Matrix multiplication is associative since function composition is associative.
So (P x)T P y = xT y.
(iii) ⇒ (iv): (P vi )T P vj = viT vj = δij . So P vi ’s are also orthonormal.
(iv) ⇒ (v): Take the vi ’s to be the standard basis. So the columns of P , being
P ei , are orthonormal.
(v) ⇒ (i): The columns of P are orthonormal. Then (P P T )ij = Pik Pjk =
(Pi ) · (Pj ) = δij , viewing Pi as the ith column of P . So P P T = I.
26