SUMMARY Linear Algebra and Its Applications 3ed

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STUDY GUIDE
LINEAR ALGEBRA
AND ITS APPLICATIONS
THIRD EDITION UPDATE
David C. Lay
University of Maryland College Park
Copyright 2006 Pearson Addison-Wesley. All rights reserved.
lay_28066_TTL.qxd
5/24/05
12:38 PM
Page 2
Reproduced by Pearson Addison-Wesley from electronic files supplied by the author.

Copyright 2006 Pearson Education, Inc.
Publishing as Pearson Addison-Wesley, 75 Arlington Street, Boston, MA 02116.
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or
transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or
otherwise, without the prior written permission of the publisher. Printed in the United States of
America.
ISBN
0-321-28066-0
1 2 3 4 5 6 BB 08 07 06 05
Brief Contents
INTRODUCTION
HOW TO STUDY LINEAR ALGEBRA
CHAPTER 1
LINEAR EQUATIONS IN LINEAR ALGEBRA
CHAPTER 2
MATRIX ALGEBRA
CHAPTER 3
DETERMINANTS
CHAPTER 4
VECTOR SPACES
CHAPTER 5
EIGENVALUES AND EIGENVECTORS
CHAPTER 6
ORTHOGONALITY AND LEAST SQUARES
CHAPTER 7
SYMMETRIC MATRICES
APPENDICES
TECHNOLOGY INDEX OF PROCEDURES AND TERMS

INTRODUCTION TO MATLAB
NOTES FOR THE MAPLE COMPUTER
ALGEBRA SYSTEM
NOTES FOR THE MATHEMATICA COMPUTER
ALGEBRA SYSTEM
NOTES FOR THE TI-83+/86/89
GRAPHIC CALCULATORS
NOTES FOR THE HP-48G GRAPHIC CALCULATOR

Contents
INTRODUCTION
Technology Support
vii
vii
Review Materials on the Web
viii
HOW TO STUDY LINEAR ALGEBRA

Strategies for Success in Linear Algebra
CHAPTER
ix
ix
LINEAR EQUATIONS IN LINEAR ALGEBRA

1.1
Systems of Linear Systems
1-1
1.2
Row Reduction and Echelon Forms
1.3
Vector Equations
1.4
The Matrix Equation Ax = b
1-7
1-10
1-15
Mastering Linear Algebra Concepts: Span

1.5
Solution Sets of Linear Systems
1-20
1.6
Applications of Linear Systems
1-25
1.7
Linear Independence
1-29
Mastering Linear Algebra Concepts: Linear Independence

1.8
Introduction to Linear Transformations
1-33
Mastering Linear Algebra Concepts: Linear Transformation

1.9
Matrix of a Linear Transformation
1-37
Mastering Linear Algebra Concepts: Existence and Uniqueness

1.10 Linear Models in Business, Science, and Engineering
Supplementary Exercises
Glossary Checklist
1-46
1-47
1-42
CHAPTER
MATRIX ALGEBRA
2.1
Matrix Operations
2-1
2.2
The Inverse of a Matrix
2.3
Characterizations of Invertible Matrices
2-4
Expanded Table for the IMT
2-9
2-10
Mastering Linear Algebra Concepts: Reviewing and Reflecting

2.4
Partitioned Matrices
2-14
The Principles of Induction

2.5
Matrix Factorizations
2-20
2-20
Permuted LU Factorizations
2-24
2.6
The Leontief Input-Output Model
2.7
Applications to Computer Graphics
2.8
Subspaces of Rn
2-28
2-30
2-33
Mastering Linear Algebra Concepts: Subspace, Column Space, Null Space, Basis
2.9
Dimension and Rank
2-38
2-39
Mastering Linear Algebra Concepts: Dimension and Rank

Glossary Checklist
CHAPTER
3.1
Introduction to Determinants
3.2
Properties of Determinants
3.3
Cramers Rule, Volume and Linear Transformations
Glossary Checklist
2-42
DETERMINANTS
A Geometric Proof
CHAPTER
2-42
3-1
3-5
3-8
3-12
3-13
VECTOR SPACES
4.1
Vector Spaces and Subspaces
4-1
4.2
Null Spaces, Column Spaces, and Linear Transformations
4-4
Mastering Linear Algebra Concepts: Vector Space, Subspace, Col A and Nul A
4.3
Linearly Independent Sets; Bases
4-7
Mastering Linear Algebra Concepts: Basis

4.4
Coordinate Systems
4-11
Isomorphic Vector Spaces
4-12
4.5
The Dimension of a Vector Space
4.6
Rank
4-16
4-19
4-21
Mastering Linear Algebra Concepts: Major Review of Key Concepts

4.7
Change of Basis
4.8
Applications to Difference Equations

The Casorati Test
4.9
4-24
4-31
Applications to Markov Chains

Glossary Checklist
CHAPTER
4-27
4-32
4-35
EIGENVALUES AND EIGENVECTORS

5.1
Eigenvectors and Eigenvalues
5.2
The Characteristic Equation

Factoring a Polynomial
5.3
Diagonalization
5-1
5-5
5-8
5-9
Mastering Linear Algebra Concepts: Eigenvalue, Eigenvector, Eigenspace

5.4
Eigenvalues and Linear Transformations
5.5
Complex Eigenvalues
5.6
Discrete Dynamical Systems
5.7
Applications to Differential Equations
5.8
Iterative Estimates for Eigenvalues

Glossary Checklist
CHAPTER
5-16
5-19
5-22
5-26
5-29
5-34
ORTHOGONALITY AND LEAST SQUARES

6.1
Inner Product, Length, and Orthogonality
6.2
Orthogonal Sets
6-1
6-2
Mastering Linear Algebra Concepts: Orthogonal Basis

6.3
Orthogonal Projections
6-5
6.4
The Gram-Schmidt Process
6.5
Least-Squares Problems
6.6
Applications to Linear Models
6-9
6-12
6-16
The Geometrey of a Linear Model
6-19
6.7
Inner Product Spaces
6-20
6.8
Applications of Inner Product Spaces
6-22
The Linearity of an Orthoganal Projection

Glossary Checklist
CHAPTER
6-25
6-26
SYMMETRIC MATRICES
7.1
Diagonalization of Symmetric Matrices
7.2
Quadratic Forms
7-1
7-6
Mastering Linear Algebra Concepts: Diagonalization and Quadratic Forms

7.3
Constrained Optimization
7.4
The Singular Value Decomposition

Computing an SVD
7.5
7-10
7-11
Applications to Image Processing and Statistics

Glossary Checklist
APPENDICES
7-8
7-16
7-19
7-19
TECHNOLOGY INDEX OF PROCEDURES AND TERMS

Technology Index of Procedures and Terms
TECH-1
INTRODUCTION TO MATLAB
Getting Started with Matlab
Script M-Files
ML-1
ML-3
Index of Matlab Commands
ML-5
NOTES FOR THE MAPLE COMPUTER

ALGEBRA SYSTEM
Getting Started with Maple
Study Guide Notes
MP-1
MP-4
Index of Maple Commands
MP-22
NOTES FOR THE MATHEMATICA COMPUTER

ALGEBRA SYSTEM
Getting Started with Mathematica
Study Guide Notes
MM-1
MM-5
Index of Mathematica Commands
MM-24
NOTES FOR THE TI-83+/86/89

GRAPHIC CALCULATORS
Getting Started with a TI-83+ Calculator
TI-1
Getting Started with a TI-86 Calculator
TI-2
Getting Started with a TI-89 Calculator
TI-3
Study Guide Notes
TI-4
Index of TI Calculator Commands
TI-29
NOTES FOR THE HP-48G GRAPHIC CALCULATOR

Getting Started with an HP-48G Calculator
Study Guide Notes
HP-1
HP-2
Index of HP Calculator Commands
HP-18
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SUMMARY Linear Algebra and Its Applications 3ed

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lay_28066_TTL.

Copyright 2006 Pearson Addison-Wesley. All rights reserved.

Reproduced by Pearson Addison-Wesley from electronic files supplied by the author.

Copyright 2006 Pearson Addison-Wesley. All rights reserved.

LINEAR EQUATIONS IN LINEAR ALGEBRA

EIGENVALUES AND EIGENVECTORS

ORTHOGONALITY AND LEAST SQUARES

TECHNOLOGY INDEX OF PROCEDURES AND TERMS

NOTES FOR THE HP-48G GRAPHIC CALCULATOR

Review Materials on the Web

HOW TO STUDY LINEAR ALGEBRA

LINEAR EQUATIONS IN LINEAR ALGEBRA

Systems of Linear Systems

Row Reduction and Echelon Forms

The Matrix Equation Ax = b

Mastering Linear Algebra Concepts: Span

Solution Sets of Linear Systems

Applications of Linear Systems

Mastering Linear Algebra Concepts: Linear Independence

Introduction to Linear Transformations

Mastering Linear Algebra Concepts: Linear Transformation

Matrix of a Linear Transformation

Mastering Linear Algebra Concepts: Existence and Uniqueness

Copyright 2006 Pearson Addison-Wesley. All rights reserved.

The Inverse of a Matrix

Characterizations of Invertible Matrices

Expanded Table for the IMT

Mastering Linear Algebra Concepts: Reviewing and Reflecting

The Principles of Induction

The Leontief Input-Output Model

Applications to Computer Graphics

Dimension and Rank

Expanded Table for the IMT

Mastering Linear Algebra Concepts: Dimension and Rank

Cramers Rule, Volume and Linear Transformations

Vector Spaces and Subspaces

Null Spaces, Column Spaces, and Linear Transformations

Copyright 2006 Pearson Addison-Wesley. All rights reserved.

Linearly Independent Sets; Bases

Mastering Linear Algebra Concepts: Basis

Isomorphic Vector Spaces

The Dimension of a Vector Space

Expanded Table for the IMT

Mastering Linear Algebra Concepts: Major Review of Key Concepts

Applications to Difference Equations

Applications to Markov Chains

EIGENVALUES AND EIGENVECTORS

Eigenvectors and Eigenvalues

The Characteristic Equation

Mastering Linear Algebra Concepts: Eigenvalue, Eigenvector, Eigenspace

Eigenvalues and Linear Transformations

Discrete Dynamical Systems

Applications to Differential Equations

Iterative Estimates for Eigenvalues

ORTHOGONALITY AND LEAST SQUARES

Inner Product, Length, and Orthogonality

Mastering Linear Algebra Concepts: Orthogonal Basis

The Gram-Schmidt Process

Applications to Linear Models

The Geometrey of a Linear Model

Inner Product Spaces

Applications of Inner Product Spaces

The Linearity of an Orthoganal Projection

Diagonalization of Symmetric Matrices