Linear algebra

Linear algebra

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Linear algebra is a branch of mathematics
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...

 that studies vector space
Vector space
A vector space is a mathematical structure formed by a collection of vectors: objects that may be added together and multiplied by numbers, called scalars in this context. Scalars are often taken to be real numbers, but one may also consider vector spaces with scalar multiplication by complex...

s, also called linear spaces, along with linear functions that input one vector and output another. Such functions are called linear maps (or linear transformations or linear operators) and can be represented by matrices
Matrix (mathematics)
In mathematics, a matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements isMatrices of the same size can be added or subtracted element by element...

 if a basis
Basis (linear algebra)
In linear algebra, a basis is a set of linearly independent vectors that, in a linear combination, can represent every vector in a given vector space or free module, or, more simply put, which define a "coordinate system"...

 is given. Thus matrix
Matrix (mathematics)
In mathematics, a matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements isMatrices of the same size can be added or subtracted element by element...

 theory is often considered as a part of linear algebra. Linear algebra is commonly restricted to the case of finite dimensional
Dimension (vector space)
In mathematics, the dimension of a vector space V is the cardinality of a basis of V. It is sometimes called Hamel dimension or algebraic dimension to distinguish it from other types of dimension...

 vector space
Vector space
A vector space is a mathematical structure formed by a collection of vectors: objects that may be added together and multiplied by numbers, called scalars in this context. Scalars are often taken to be real numbers, but one may also consider vector spaces with scalar multiplication by complex...

s, while the peculiarities of the infinite dimensional case are traditionally covered in linear functional analysis
Functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure and the linear operators acting upon these spaces and respecting these structures in a suitable sense...

.

Linear algebra is central to modern mathematics and its applications. An elementary application of linear algebra is to find the solution of a system of linear equations in several unknowns. More advanced applications are ubiquitous in areas as diverse as abstract algebra
Abstract algebra
Abstract algebra is the subject area of mathematics that studies algebraic structures, such as groups, rings, fields, modules, vector spaces, and algebras...

 and functional analysis
Functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure and the linear operators acting upon these spaces and respecting these structures in a suitable sense...

. Linear algebra has a concrete representation in analytic geometry
Analytic geometry
Analytic geometry, or analytical geometry has two different meanings in mathematics. The modern and advanced meaning refers to the geometry of analytic varieties...

 and is generalized in operator theory
Operator theory
In mathematics, operator theory is the branch of functional analysis that focuses on bounded linear operators, but which includes closed operators and nonlinear operators.Operator theory also includes the study of algebras of operators....

 and in module theory. It has extensive applications in engineering
Engineering
Engineering is the discipline, art, skill and profession of acquiring and applying scientific, mathematical, economic, social, and practical knowledge, in order to design and build structures, machines, devices, systems, materials and processes that safely realize improvements to the lives of...

, physics
Physics
Physics is a natural science that involves the study of matter and its motion through spacetime, along with related concepts such as energy and force. More broadly, it is the general analysis of nature, conducted in order to understand how the universe behaves.Physics is one of the oldest academic...

, natural science
Natural science
The natural sciences are branches of science that seek to elucidate the rules that govern the natural world by using empirical and scientific methods...

s, computer science
Computer science
Computer science or computing science is the study of the theoretical foundations of information and computation and of practical techniques for their implementation and application in computer systems...

, and the social sciences
Social sciences
Social science is the field of study concerned with society. "Social science" is commonly used as an umbrella term to refer to a plurality of fields outside of the natural sciences usually exclusive of the administrative or managerial sciences...

 (particularly in economics
Economics
Economics is the social science that analyzes the production, distribution, and consumption of goods and services. The term economics comes from the Ancient Greek from + , hence "rules of the house"...

). Nonlinear mathematical model
Mathematical model
A mathematical model is a description of a system using mathematical concepts and language. The process of developing a mathematical model is termed mathematical modeling. Mathematical models are used not only in the natural sciences and engineering disciplines A mathematical model is a...

s can often be approximated by linear ones.

History


The subject first took its modern form in the first half of the twentieth century. At this time, many ideas and methods of previous centuries were generalized as abstract algebra
Abstract algebra
Abstract algebra is the subject area of mathematics that studies algebraic structures, such as groups, rings, fields, modules, vector spaces, and algebras...

. Matrices
Matrix (mathematics)
In mathematics, a matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements isMatrices of the same size can be added or subtracted element by element...

 and tensors were introduced in the latter part of the 19th century. The use of these objects in quantum mechanics
Quantum mechanics
Quantum mechanics, also known as quantum physics or quantum theory, is a branch of physics providing a mathematical description of much of the dual particle-like and wave-like behavior and interactions of energy and matter. It departs from classical mechanics primarily at the atomic and subatomic...

, special relativity
Special relativity
Special relativity is the physical theory of measurement in an inertial frame of reference proposed in 1905 by Albert Einstein in the paper "On the Electrodynamics of Moving Bodies".It generalizes Galileo's...

, and statistics
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....

 did much to spread the subject of linear algebra beyond pure mathematics.

The origin of many of these ideas is discussed in the articles on determinants and Gaussian elimination
Gaussian elimination
In linear algebra, Gaussian elimination is an algorithm for solving systems of linear equations. It can also be used to find the rank of a matrix, to calculate the determinant of a matrix, and to calculate the inverse of an invertible square matrix...

.

Main structures


The main structures of linear algebra are vector space
Vector space
A vector space is a mathematical structure formed by a collection of vectors: objects that may be added together and multiplied by numbers, called scalars in this context. Scalars are often taken to be real numbers, but one may also consider vector spaces with scalar multiplication by complex...

s and linear maps between them. A vector space is a set whose elements can be added together and multiplied by the scalars
Scalar (mathematics)
In linear algebra, real numbers are called scalars and relate to vectors in a vector space through the operation of scalar multiplication, in which a vector can be multiplied by a number to produce another vector....

, or numbers. In many physical applications, the scalars are real number
Real number
In mathematics, a real number is a value that represents a quantity along a continuum, such as -5 , 4/3 , 8.6 , √2 and π...

s, R. More generally, the scalars may form any field
Field (mathematics)
In abstract algebra, a field is a commutative ring whose nonzero elements form a group under multiplication. As such it is an algebraic structure with notions of addition, subtraction, multiplication, and division, satisfying certain axioms...

 F—thus one can consider vector spaces over the field Q of rational number
Rational number
In mathematics, a rational number is any number that can be expressed as the quotient or fraction a/b of two integers, with the denominator b not equal to zero. Since b may be equal to 1, every integer is a rational number...

s, the field C of complex number
Complex number
A complex number is a number consisting of a real part and an imaginary part. Complex numbers extend the idea of the one-dimensional number line to the two-dimensional complex plane by using the number line for the real part and adding a vertical axis to plot the imaginary part...

s, or a finite field
Finite field
In abstract algebra, a finite field or Galois field is a field that contains a finite number of elements. Finite fields are important in number theory, algebraic geometry, Galois theory, cryptography, and coding theory...

 Fq.

In a vector space, the operations of addition and scalar multiplication must behave similarly to the usual addition and multiplication of numbers: addition is commutative and associative, multiplication distributes
Distributivity
In mathematics, and in particular in abstract algebra, distributivity is a property of binary operations that generalizes the distributive law from elementary algebra.For example:...

 over addition, and so on. More precisely, the two operations must satisfy a list of axioms chosen to emulate the properties of addition and scalar multiplication of Euclidean vectors in the coordinate n-space Rn. One of the axioms stipulates the existence of a zero vector, which behaves analogously to the number zero with respect to addition.

Elements of a general vector space V may be objects of any nature, for example, functions
Function (mathematics)
In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...

 or polynomials
Polynomial ring
In mathematics, especially in the field of abstract algebra, a polynomial ring is a ring formed from the set of polynomials in one or more variables with coefficients in another ring. Polynomial rings have influenced much of mathematics, from the Hilbert basis theorem, to the construction of...

, but when viewed as elements of V, they are frequently called vectors.

Given two vector spaces V and W over a field F, a linear transformation
Linear transformation
In mathematics, a linear map, linear mapping, linear transformation, or linear operator is a function between two vector spaces that preserves the operations of vector addition and scalar multiplication. As a result, it always maps straight lines to straight lines or 0...

 (or "linear map") is a map
Map (mathematics)
In most of mathematics and in some related technical fields, the term mapping, usually shortened to map, is either a synonym for function, or denotes a particular kind of function which is important in that branch, or denotes something conceptually similar to a function.In graph theory, a map is a...




that is compatible with addition and scalar multiplication:


for any vectors u,vV and a scalar rF.

Other fundamental notions in linear algebra include: linear combination
Linear combination
In mathematics, a linear combination is an expression constructed from a set of terms by multiplying each term by a constant and adding the results...

, span, linear independence
Linear independence
In linear algebra, a family of vectors is linearly independent if none of them can be written as a linear combination of finitely many other vectors in the collection. A family of vectors which is not linearly independent is called linearly dependent...

 of vectors, a basis
Basis (linear algebra)
In linear algebra, a basis is a set of linearly independent vectors that, in a linear combination, can represent every vector in a given vector space or free module, or, more simply put, which define a "coordinate system"...

 of a vector space, and the dimension of a vector space.

Given a vector space V over a field F, an expression of the form


where v1, v2, …, vk are vectors and
r1, r2, …, rk are scalars, is called the linear combination of the vectors v1, v2, …, vk with coefficients r1, r2, …, rk. The set of all linear combinations of vectors v1, v2, …, vk is called their span. A linear combination of any system of vectors with all zero coefficients is zero vector of V. If this is the only way to express zero vector as a linear combination of v1, v2, …, vk then these vectors are linearly independent. A linearly independent set of vectors that spans a vector space V is a basis of V. If a vector space admits a finite basis then any two bases have the same number of elements (called the dimension
Dimension (vector space)
In mathematics, the dimension of a vector space V is the cardinality of a basis of V. It is sometimes called Hamel dimension or algebraic dimension to distinguish it from other types of dimension...

 of V) and V is a finite-dimensional vector space. This theory can be extended to infinite-dimensional spaces.

There is an important distinction between the coordinate n-space Rn
and a general finite-dimensional vector space V. While Rn has a standard basis
Standard basis
In mathematics, the standard basis for a Euclidean space consists of one unit vector pointing in the direction of each axis of the Cartesian coordinate system...

 {e1, e2, …, en}, a vector space V typically does not come equipped with a basis and many different bases exist (although they all consist of the same number of elements equal to the dimension of V). Having a particular basis {v1, v2, …, vn} of V allows one to construct a coordinate system
Coordinate system
In geometry, a coordinate system is a system which uses one or more numbers, or coordinates, to uniquely determine the position of a point or other geometric element. The order of the coordinates is significant and they are sometimes identified by their position in an ordered tuple and sometimes by...

 in V: the vector with coordinates (r1, r2, …, rn) is the linear combination


The condition that v1, v2, …, vn span V guarantees that each vector v can be assigned coordinates, whereas the linear independence of v1, v2, …, vn further assures that these coordinates are determined in a unique way (i.e. there is only one linear combination of the basis vectors that is equal to v). In this way, once a basis of a vector space V over F has been chosen, V may be identified with the coordinate n-space Fn. Under this identification, addition and scalar multiplication of vectors in V correspond to addition and scalar multiplication of their coordinate vectors in Fn. Furthermore, if V and W are an n-dimensional and m-dimensional vector space over F, and a basis of V and a basis of W have been fixed, then any linear transformation T: VW may be encoded by an m × n matrix
Matrix (mathematics)
In mathematics, a matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements isMatrices of the same size can be added or subtracted element by element...

 A with entries in the field F, called the matrix of T with respect to these bases. Therefore, by and large, the study of linear transformations, which were defined axiomatically, may be replaced by the study of matrices, which are concrete objects. This is a major technique in linear algebra.

Some main useful theorems

  • (AC) Every vector space has a basis
    Basis (linear algebra)
    In linear algebra, a basis is a set of linearly independent vectors that, in a linear combination, can represent every vector in a given vector space or free module, or, more simply put, which define a "coordinate system"...

    .
  • (AC) Any two bases of the same vector space have the same cardinality. Equivalently, the dimension
    Dimension (vector space)
    In mathematics, the dimension of a vector space V is the cardinality of a basis of V. It is sometimes called Hamel dimension or algebraic dimension to distinguish it from other types of dimension...

     of a vector space is well-defined
    Well-defined
    In mathematics, well-definition is a mathematical or logical definition of a certain concept or object which uses a set of base axioms in an entirely unambiguous way and satisfies the properties it is required to satisfy. Usually definitions are stated unambiguously, and it is clear they satisfy...

    .
  • A matrix is invertible, or non-singular, if and only if the linear map represented by the matrix is an isomorphism
    Isomorphism
    In abstract algebra, an isomorphism is a mapping between objects that shows a relationship between two properties or operations.  If there exists an isomorphism between two structures, the two structures are said to be isomorphic.  In a certain sense, isomorphic structures are...

    .
  • Any vector space over a field F of dimension n is isomorphic to Fn as a vector space over F.
  • Corollary: Any two vector spaces over F of the same finite dimension are isomorphic to each other.

Generalizations and related topics


Since linear algebra is a successful theory, its methods have been developed in other parts of mathematics. In module
Module (mathematics)
In abstract algebra, the concept of a module over a ring is a generalization of the notion of vector space, wherein the corresponding scalars are allowed to lie in an arbitrary ring...

 theory, one replaces the field
Field (mathematics)
In abstract algebra, a field is a commutative ring whose nonzero elements form a group under multiplication. As such it is an algebraic structure with notions of addition, subtraction, multiplication, and division, satisfying certain axioms...

 of scalars by a ring. In multilinear algebra
Multilinear algebra
In mathematics, multilinear algebra extends the methods of linear algebra. Just as linear algebra is built on the concept of a vector and develops the theory of vector spaces, multilinear algebra builds on the concepts of p-vectors and multivectors with Grassmann algebra.-Origin:In a vector space...

, one considers multivariable linear transformations, that is, mappings that are linear in each of a number of different variables. This line of inquiry naturally leads to the idea of the tensor product
Tensor product
In mathematics, the tensor product, denoted by ⊗, may be applied in different contexts to vectors, matrices, tensors, vector spaces, algebras, topological vector spaces, and modules, among many other structures or objects. In each case the significance of the symbol is the same: the most general...

. Functional analysis
Functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure and the linear operators acting upon these spaces and respecting these structures in a suitable sense...

 mixes the methods of linear algebra with those of mathematical analysis
Mathematical analysis
Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of infinitesimal calculus. It is a branch of pure mathematics that includes the theories of differentiation, integration and measure, limits, infinite series, and analytic functions...

.

See also

  • List of linear algebra topics
  • Numerical linear algebra
    Numerical linear algebra
    Numerical linear algebra is the study of algorithms for performing linear algebra computations, most notably matrix operations, on computers. It is often a fundamental part of engineering and computational science problems, such as image and signal processing, Telecommunication, computational...

  • Eigenvectors
  • Transformation matrix
  • Fundamental matrix in computer vision
    Computer vision
    Computer vision is a field that includes methods for acquiring, processing, analysing, and understanding images and, in general, high-dimensional data from the real world in order to produce numerical or symbolic information, e.g., in the forms of decisions...

  • Simplex method, a solution technique for linear programs
  • Linear regression
    Linear regression
    In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one explanatory variable is called simple regression...

    , a statistical estimation method

Further reading



History
  • Fearnley-Sander, Desmond, "Hermann Grassmann and the Creation of Linear Algebra" (via JSTOR), American Mathematical Monthly 86 (1979), pp. 809–817.
  • Grassmann, Hermann, Die lineale Ausdehnungslehre ein neuer Zweig der Mathematik: dargestellt und durch Anwendungen auf die übrigen Zweige der Mathematik, wie auch auf die Statik, Mechanik, die Lehre vom Magnetismus und die Krystallonomie erläutert, O. Wigand, Leipzig, 1844.

Introductory textbooks
Advanced textbooks

Study guides and outlines

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