Linear Algebra

Midterm 2 Review
14 April 2014
Gram-Schmidt Process
v
1
, v
2
, v
3
u
1
=
1

v
1
.v
1
v
1
v

2
= v
2
(u
1
.v
2
)u
1
u
2
=
1

2
.v

2
v

2
v

3
= v
3
(u
1
.v
3
)u
1
(u
2
.v
3
)u
2
u
3
=
1

3
.v

3
v

3
u
1
, u
2
, u
3
Least Squares/Data Fitting
A
T
Ax

= A
T

b
where x

is the least square solution to Ax =

b.
Determinants
For a 2 2 matrix:
A =

a b
c d

linear algebra 2
det A = ad bc
For a 3 3 matrix:
B =

a b c
d e f
g h i

Write as:
B =

a b c
d e f
g h i

a b
d e
g h
Use Sarruss Rule to calculate det A:
det A = aei + b f g + cdh gec h f a idb
Discrete Dynamical Systems
This form is true regardless of whether A is diagonalizable:
x(t) = A
t
x(0)
This form is true when D is diagonalizable and S is invertible:
x(t) = SD
t
S
1
x(0)
This is true if A has eigenbasis (v
1
, ..., v
n
) and eigenvalues (
1
, ...,
n
):
x(t) = c
1

t
1
v
1
+ ... + c
n

t
n
v
n
Eigenvalues/Eigenvectors of Matrices
Eigenvalues
For a matrix A, the det A is a polynomial.
det (A I
n
)
The resulting polynomial is the characteristic polynomial and the
roots of it are the eigenvalues.
linear algebra 3
For any upper triangular, lower triangular, or diagonal matrix, the
eigenvalues are just the diagonal values:

a d e
0 b f
0 0 c

= (a, b, c)

a 0 0
d b 0
e f c

= (a, b, c)

a 0 0
0 b 0
0 0 c

= (a, b, c)
Eigenvectors
For a matrix:
A =

a b c
d e f
g h i

with eigenvalues:
1
,
2
,
3
.
The eigenvectors are given by:
v
1
= ker (A I
3
) = ker

a
1
b c
d e
1
f
g h i
1

v
2
= ker (A I
3
) = ker

a
2
b c
d e
2
f
g h i
2

v
3
= ker (A I
3
) = ker

a
3
b c
d e
3
f
g h i
3

linear algebra 4
Diagonalization
A n n matrix A is diagonalizable if there is a basis B such that the
B-matrix of B for A is diagonal (B is an eigenbasis for A).
For a matrix A with eigenvalues:(
1
,
2
,
3
) and eigenvectors
(v
1
, v
2
, v
3
):
A = SDS
1
S = [v
1
, v
2
, v
3
]
D =

1
0 0
0
2
0
0 0
3

Orthogonal/Symmetric: Spectral Theorem

Orthogonal Matrix
A square matrix with orthonormal columns is known as an orthonor-
mal matrix.
Symmetric Matrix
A matrix is symmetric when
A = A
T
where
A =

a b c
b d e
c e f

= [v
1
, v
2
, v
3
]
A
T
=

a b c
b d e
c e f

v
1
v
2
v
3

Spectral Theorem
A matrix A is orthogonally diagonalizable A is symmetric
Continuous Dynamical System
This form is true regardless of whether A is diagonalizable:
x(t) = e
At
x(0)
linear algebra 5
This form is true when D is diagonalizable and S is invertible:
x(t) = Se
Dt
S
1
x(0)
This is true if A has eigenbasis (v
1
, ..., v
n
) and eigenvalues (
1
, ...,
n
):
x(t) = c
1
e

1
t
v
1
+ ... + c
n
e

n
t
v
n
Nonlinear
Nullclines
dx
dt
= 0 vertical nullclines
dy
dt
= 0 horizontal nullclines
To nd whether or not an equilibrium point is asymptotically
stable, use the Jacobian, where
J(x, y) =

(
dx
dt
)
dx
(
dx
dt
)
dy
(
dy
dt
)
dx
(
dy
dt
)
dy