Applied Linear Algebra: Third Edition

Third edition
Applied linear algebra
BEN N O B L E
U N I V E R S I T Y OF W I S C O N S I N
and
J A M E S W. D A N I E L
U N I V E R S I T Y OF TEXAS AT A U S T I N
P R E N T I C E - H A L L / E n g l e w o o d C l i f f s , NJ 07632
Contents
PREFACE xi
ON THE USE OF COMPUTERS xv
Chapter 1: MATRIX ALGEBRA 1
1.1 Introduction 1
1.2 Equality, addition, and multiplication by a scalar 3
1.3 Matrix multiplication 8
1.4 Matrix inverses 21
1.5 Partitioned matrices 33
1.6 Miscellaneous problems 40
Chapter 2: SOME SIMPLE APPLICATIONS AND QUESTIONS 42
2.1 Introduction 42
2.2 Business competition: Markov chains 43
2.3 Population growth: powers of a matrix 50
2.4 Equilibrium in networks: linear equations 54
2.5 Oscillatory systems: eigenvalues 60
2.6 General modeling: least squares 66
2.7 Production planning: linear programs 73
Chapter 3: SOLVING EQUATIONS AND FINDING INVERSES: METHODS 82
3.1 Introduction 82
3.2 Solving equations by Gauss elimination 83
VII
viii Contents
3.3 Existence of solutions to systems of equations: some examples and

procedures 95
3.4 Finding inverses by Gauss elimination 100
3.5 Row operations and elementary matrices 103
3.6 Choosing pivots for Gauss elimination in practice 107
3.7 The /.([/-decomposition 116
3.8 Work measures and solving slightly modified systems 125
3.9 Computer software for Gauss elimination 134
Chapter 4: SOLVING EQUATIONS AND FINDING INVERSES: THEORY 139
4.1 Introduction 139

4.2 Gauss-reduced form and rank 140
4.3 Solvability and solution sets for systems of equations 147
4.4 Inverses and rank 155
4.5 Determinants and their properties 158
4.6 Determinantal representation of inverses and solutions 167
Chapter 5: VECTORS AND VECTOR SPACES 175
5.1 Introduction; geometrical vectors 175

5.2 General vector spaces 181
5.3 Linear dependence and linear independence 187
5.4 Basis, dimension, and coordinates 195
5.5 Bases and matrices 207
5.6 Length and distance in vector spaces: norms 215
5.7 Angle in vector spaces: inner products 220
5.8 Orthogonal projections and bases: general spaces and Gram-Schmidt 226
5.9 Orthogonal projections and bases: №, Cp, QR, and least squares 234
Chapter 6: LINEAR TRANSFORMATIONS AND MATRICES 249
6.1 Introduction; linear transformations 249

6.2 Matrix representations of linear transformations 257
6.3 Norms of linear transformations and matrices 263
6.4 Inverses of perturbed matrices; condition of linear equations 268
Contents ix
Chapter 7: EIGENVALUES AND EIGENVECTORS: AN OVERVIEW 279

7.2 Definitions and basic properties 284
7.3 Eigensystems, decompositions, and transformation representations 293
7.4 Similarity transformations; Jordan form 299
7.5 Unitary matrices and unitary similarity; Schur and diagonal forms 304
7.6 Computer software for finding eigensystems 315
7.7 Condition of eigensystems 317
Chapter 8: EIGENSYSTEMS OF SYMMETRIC, HERMITIAN, AND

NORMAL MATRICES, WITH APPLICATIONS 325

8.2 Schur form and decomposition; normal matrices 326
8.3 Eigensystems of normal matrices 331
8.4 Application: singular value decomposition 338
8.5 Application: least squares and the pseudoinverse 346
Chapter 9: EIGENSYSTEMS OF GENERAL MATRICES, WITH APPLICATIONS 355

9.2 Jordan form 357
9.3 Eigensystems for general matrices 364
9.4 Application: discrete system evolution and matrix powers 369
9.5 Application: continuous system evolution and matrix exponentials 378
9.6 Application: iterative solution of linear equations 388
Chapter 10: QUADRATIC FORMS AND VARIATIONAL CHARACTERIZATIONS

OF EIGENVALUES 398

10.2 Quadratic forms in R2 400
10.3 Quadratic forms in IRP and Cp 407
10.4 Extremizing quadratic forms: Rayleigh's principle 415
10.5 Extremizing quadratic forms: the min-max principle 423
x Contents
Chapter 11: LINEAR PROGRAMMING 433
11.1 Analysis of a simple example 433

11.2 A general linear program 448
11.3 Solving a general linear program 454
11.4 Duality 465
Appendix 1: ANSWERS AND AIDS TO SELECTED PROBLEMS 479
Appendix 2: BIBLIOGRAPHY 502
INDEX OF NOTATION 505
SUBJECT INDEX 509

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Third edition

Applied linear algebra

ON THE USE OF COMPUTERS xv

Chapter 1: MATRIX ALGEBRA 1

Chapter 2: SOME SIMPLE APPLICATIONS AND QUESTIONS 42

Chapter 3: SOLVING EQUATIONS AND FINDING INVERSES: METHODS 82

3.3 Existence of solutions to systems of equations: some examples and

Chapter 4: SOLVING EQUATIONS AND FINDING INVERSES: THEORY 139

4.1 Introduction 139

Chapter 5: VECTORS AND VECTOR SPACES 175

5.1 Introduction; geometrical vectors 175

Chapter 6: LINEAR TRANSFORMATIONS AND MATRICES 249

6.1 Introduction; linear transformations 249

Chapter 7: EIGENVALUES AND EIGENVECTORS: AN OVERVIEW 279

7.1 Introduction 279

Chapter 8: EIGENSYSTEMS OF SYMMETRIC, HERMITIAN, AND

8.1 Introduction 325

Chapter 9: EIGENSYSTEMS OF GENERAL MATRICES, WITH APPLICATIONS 355

9.1 Introduction 355

Chapter 10: QUADRATIC FORMS AND VARIATIONAL CHARACTERIZATIONS

10.1 Introduction 398

Chapter 11: LINEAR PROGRAMMING 433

11.1 Analysis of a simple example 433

Appendix 1: ANSWERS AND AIDS TO SELECTED PROBLEMS 479

Appendix 2: BIBLIOGRAPHY 502

INDEX OF NOTATION 505

SUBJECT INDEX 509

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