m 52 Summary
m 52 Summary
Rich Schwartz
September 2, 2009
High School Algebra Revisited: Suppose you want to solve the linear
system
3x + 4y = 2
7x − 3y = 5
1
It doesn’t hurt to multiply both sides of the first equation by 3 and both
sides of the second equation by 4. This gives
9x + 12y = 6
28x − 12y = 20
37x = 26 =⇒ x = 26/37.
A similar trick will get y. Continuing with the example above, the only thing
really important is the 3 × 2 array of numbers
3 4 | 2
.
7 −3 | 5
You can simplify this array by adding multiples of the first column to the
second column or vice versa. After some effort, you get down to an array
that looks like 26
1 0 | 37
0 1 | −137
This final array tells us that x = 26/37 and y = −1/37.
The same idea works for systems of equations with more variables. You
might have an equation like
where a11 etc. and b1 etc are numbers and the variables x1 , x2 , x3 , x4 are the
unknowns. The important thing in solving this system is the 5 × 4 array
You can solve this system (or see that it has no solutions) by adding multiples
of one row to another until you have simplified the thing as much as possible.
The first main thing you learn in M52 is an algorithmic way to do this, called
2
Gaussian elimination. This is really nothing more than a systematization of
what you already knew how to do.
Higher dimensional space: Here’s another view of our first example above.
Each of the two equations specifies a line in the plane, and then we are find-
ing the point where these lines intersect. What about the second example?
If there were just 3 variables, then each of the equations would specify a
plane in space, and we would be looking for the point where the 3 planes
intersect. Incidentally, one can see geometrically why such systems might
not have solutions. For instance, the lines and planes might be parallel. In
the actual second example, we could say that each of the equations in 4
variables specifies a copy of 3-dimensional space sitting inside 4-dimensional
space, and we are looking for the quadruple intersection point.
In M52 you learn that n-dimensional Euclidean space is nothing more
than the set of all n-tuples (x1 , ..., xn ) where these variables can take on any
real number. Some people find this to be quite exhilarating. Most people
are mystified by four dimensional space, and here you can think about a
billion dimensional space without really sweating. Otjer people find this to
be a letdown, because the concrete description we’ve just given completely
demystifies higher dimensional space.
Once you have the underlying space, you can talk about distances between
points. The distance between (x1 , ..., xn ) and (y1 , ..., yn ) is
q
(x1 − y1 )2 + ... + (xn − yn )2 .
3
They are known as linear functions.
n-dimensional Euclidean space is denoted by Rn . To generalize the notion
of a function, we could say that a map from Rn to Rm is a gadget that takes
a point in Rn as input and spits out a point in Rm . For instance
x
a14 1
a11 a12 a13 a11 x1 + a12 x2 + a13 x3 + a14 x4
x
a21 a22 a23 a24 2 = a21 x1 + a22 x2 + a23 x3 + a24 x4 .
x3
a31 a32 a33 a34 a31 x1 + a32 x2 + a33 x3 + a34 x4
x4
We took m = 3 and n = 4 just to make the notation easier, but the general
case is essentially the same. Inspecting this last equation, we see that our
4 × 3 matrix sets up a map from R4 to R3 . The input is (x1 , x2 , x3 , x4 ) and
the output is the right hand side of the equation. This map turns out to be
linear, and all linear maps have this form.
In calculus, you learned about composing functions, and perhaps about
composing maps. (Remember the chain rule.) When linear maps are rep-
resented as matrices, the composition of linear maps corresponds to an op-
eration called matrix multiplication. The example we gave above illustrates
how the products of 3 × 4 matrix and a 4 × 1 matrix is a 3 × 1 matrix. In
general, the product of an m × n matrix and an n × p matrix is an m × p
matrix. The complete correspondence between linear maps and matrices is
worked out in M54.
4
Vector Spaces: A real vector space is a set V of elements called vectors.
This set has two operations on it, addition and scaling by real numbers. The
addition is denoted by (+) and the scaling is written without an intermedi-
ate symbol: rx means scale x by the real number r.. These rules obey the
following axioms.
• (v1 + v2 ) + v3 = v1 + (v2 + v3 ) for all v1 , v2 , v3 ∈ V .
• v1 + v2 = v2 + v1 for all v1 , v2 ∈ V .
• There exists an element, called 0, such that 0 + v = v + 0 for all v ∈ V .
• For any v ∈ V there exists w ∈ V such that v + w = 0.
• r(sx) = (rs)x.
• r(v1 + v2 ) = rv1 + rv2 .
Here are some examples of vector spaces.
• The space Rn is a vector space. When considered as a vector space,
the points in Rn are called vectors. The addition and scaling of vectors
are the obvious ones.
• Let Pn denote the space of real polynomials of degree n. Polynomials
in Pn are added and scaled in the obvious way, e.g.
3(1 + 2x + 7x2 ) = 3 + 6x + 21x2 .
5
Otherwise, the set is called independent. A set of independent vectors is
called a basis if it is maximal: The inclusion of any new vector creates a
dependent set. One foundational result is this: If a vector space has a finite
basis, then all of the bases have the same number of elements. This common
number is called the dimension of the vector space.
Linear maps between vector spaces are defined just as for Rn . A linear
map T : V → W between vector spaces is called an isomorphism if T is
one-to-one and onto. In this case, V and W are said to be isomorphic. In-
tuitively, this means that V and W are really the same vector space, up to a
different convention for naming the elements. One standard result in M52 is
that an n-dimensional vector space is isomorphic to Rn . For instance, a basis
for the vector space of quadratic polynomials is given by {1, x, x2 }, and so P2
is isomorphic to R3 . An isomorphism is given by T (ax2 + bc + c) = (a, b, c).
Our third example of a vector space is infinite dimensional. It is not isomor-
phic to Rn for any n.
6
Eigenvalues and Eigenvectors: Let T : V → V be a linear transfor-
mation from V to itself. An eigenvector of T is a vector v such that
T (v) = λv,
for some real λ. The number λ is called the eigenvalue associated to the
eigenvector. In M52 you learn the significance of eigenvalues and eigenvec-
tors, as well as methods for computing.
An example will illustrate some of the significance of these concepts.
Suppose that you have two kinds of cells, Type A and Type B. Each day, a
Type A cell mutates to a Type B cell. At the same time, each Type B cell
splits into a Type A cell and a Type B cell. Starting with, say, a single cell
of Type A, one might wonder roughly how many cells one has after N days.
One can think of the growth of these cells as a linear transformation on R2 .
The point (x, y) represents a population of x cells of Type A and y cells of
Type B. Then
T (x, y) = (y, x + y),
represents the population the next day.
Let √
1+ 5
φ= = 1.618...
2
be the famous golden ratio. It turns out that T has a basis of eigenvectors,
given by
v1 = (φ, 1); v2 = (−φ, 1),
with corresponding eigenvalues
λ1 = φ; λ2 = −1/φ.
Since {v1 , v2 } is a basis, and other vector will be a combination of these. For
such a combination, of the form a1 v1 + a2 v2 , we compute
In general, we have
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Note that |λ1 | > 1 and |λ2 | < 1. So, for large n, the second term is negligible.
That is
T n (a1 v1 + a2 v2 ) ≈ φn × (a1 v1 ).
This tells us that we can expect an exponential growth of cells, with the
growth rate being φ. That is, after many days have passed, the population
of cells just about grows by a factor of φ each day.
In general, studying the eigenvalues and eigenvectors of a linear transfor-
mation gives you a lot of information about what happens when this linear
transformation is applied over and over again. Our example is a prototypical
application of linear algebra to fields such as tumor growth or population
genetics.