EE611 Deterministic Systems Vector Spaces and Basis Changes Kevin D. Donohue Electrical and Computer Engineering University of Kentucky Matrix Vector Multiplication Let x be an nx1 (column) vector and y be a 1xn (row) vector: Dot (inner) Product: yx=c = |x||y|cos(θ) where c is a scalar (1x1) and θ is angle between y and x Projection: Projection of y onto x is denoted by (yx)x = |y|cos(θ) = yx/|x| Outer Product: xy=A where A is an nxn matrix. Matrix-Vector Multiplication: Let x be an nx1 vector and A be an nxn matrix: [][ ] a١ a١ x A x= a ٢ x= a٢ x ⋮ ⋮ aN aN x x ' A=x ' [ a١ a٢ ... aN ]=[ x 'a١ x ' a٢ ... x 'a N ] where ' denotes transpose, and vectors ai denote a row vector partition in the first expression and a column vector partition in the second expression. Linear Independence Consider an n-dimensional real linear space ℜn. A set of vectors {x1, x2, ... xm}∈ℜn are linearly dependent (l.d.) iff ∃ a set of real numbers {α1,α2, ... αm} not identically equal to 0 ∋ ١ x ١٢ x ٢... m x m =٠ Otherwise the vectors are linearly independent (l.i.) Show that if a set of vectors are l.d., then at least one of the vectors can be expressed as a linear combination of the others. The dimension of the linear space is the maximal number of l.i. vectors in the space. Basis and Representation A set of l.i. vectors in ℜn is a basis iff every vector in ℜn can be expressed as a unique linear combination of these vectors. Given a basis for ℜn {q1, q2, ..., qn}, then every vector in ℜn can be expressed as: x=١ q ١ ٢ q ٢...n qn =[ q ١ q ٢ ... qn ] where is called the representation of x [] ١ ٢ =Q ⋮ n Example Find the representation of noted point with orthonormal basis Q in terms of basis P. [] ? ? [ ] −٠.٥ ١.٥ [] q ١= ١ ٠ [] q ٢= ٠ ١ [] p١= ١ ٠ [] ١ ٢ p ٢= ١ ٢ Norms The generalization of magnitude or length is given by a metric referred to as a norm. Any real valued function qualifies as a norm provided it satisfies: ∥x∥≥٠ ∀ x and ∥x∥=٠ iff x=٠ Non-negative ∥ x∥=∣∣ ∥x∥ for any real scalar Scalable Consistency ∥x١x٢∥≤∥x ١∥∥x٢∥ ∀ x١ , x ٢ Triangular Inequality Popular Norms Given x=[ x ١ x ٢ ... x n ] ' n The 1-norm is defined by ∥x∥١ :=∑ ∣xi∣ i=١ The 2-norm (Euclidean norm) ∥x∥٢ := ٢ n ٢ ∑ xi = x ' x i=١ The infinite-norm ∥x∥∞ :=max i∣xi∣ Why do you think this is called the infinity norm? Hint: What would a 3-norm, … 100-norm look like? Orthonormal Vector x is normalized, iff its Euclidean norm is 1 (self dot product is 1). Vectors xi and xj are orthogonal iff their dot product is 0. A set of (column) vectors {x1, x2, ... xm} are orthonormal iff { ٠ if i≠ j x i ' x j= ∀i , j ١ if i= j Orthonormalization Given a set of l.i. vectors {e1, e2, ... en}, the Schmidt orthonormalization procedure can be used to derive an orthonormal set of vectors {q1, q2, ... qn} forming a basis for the same linear space: Project and subtract Normalize u١ :=e١ q ١ := ١ u ∥u ١∥ ١ u٢ :=e٢−q١ ' e ٢ q١ q٢ := ١ u ∥u ٢∥ ٢ u٣ :=e٣−q١ ' e ٣ q١−q٢ ' e٣ q٢ q٣ := ١ u ∥u٣∥ ٣ ................................................ n−١ un :=en −∑ qk ' en qk k =١ qn := ١ u ∥un∥ n Linear Algebraic Equations Consider a set of m linear equations with n unknowns: y ١=a ١١ x ١a ١٢ x ٢... a ١n x n y ٢=a ٢١ x ١a ٢٢ x ٢... a ٢n x n ............................... y m=a m١ x١a m٢ x ٢... a mn x n y=A x Range space of A is the set all vectors resulting from all possible linear combinations of the columns of A. y=a١ x ١a ٢ x ٢... a n x n a i =[ a ١i a ٢i ... a ٣i ] ' The rank of coefficient matrix A ( rank(A) ) is equal to its number of l.i columns (or rows). rank(A) is also denoted as ρ(A) If rank(A) = n, a unique solution x exists given any y ➢ If rank(A) ≤ m < n, many solutions x exist given any y (underdetermined) ➢ If rank(A) ≤ n < m no solutions x may exist for some y (overdetermined) ➢ Nullity The vector x is a null vector of A iff Ax=0 The null space of A is the set of all null vectors. The nullity of A is the maximum number of l.i. vectors in its null space (i.e. dimension of null space). nullity (A) = n - ρ(A) Conditions for Solution Existence Given mxn matrix A and mx1 vector y, an nx1 solution vector x exists for y=Ax iff y is in range space of A. A= [A⋮y] ⇔ ∃x such that A x=y Given matrix A, a solution vector x exists for y=Ax, ∀ y iff A is full row rank (ρ(A) = m). ∃x such that A x=y ∀ y ⇔ A=m Conditions for Unique Solution Given mxn matrix A and mx1 vector y, let xp be a solution for y=Ax. If ρ(A) = n (nullity k= 0), then xp is unique, and if nullity k > 0 then for any set of real αi's, x given below is a solution. x=x p ١ n١٢ n٢... k nk where vector set {n1, n2, ... nk} is a basis for the null space. The above solution is also referred to as a parameterization of all solutions. Singular Matrix A square matrix is singular if its determinant is 0. Given nxn non-singular matrix A, then for every y, a unique solution for y=Ax exists and is given by A-1y=x. The homogeneous equation 0=Ax has a non zero solution iff A is singular, otherwise x=0 is the only solution. Change of Basis Denote a representation of x with respect to (wrt) basis {e١, e٢, ... en } as , and representation wrt {e١, e٢, ... en } As . Note that basis vectors e i are assumed wrt the orthonormal basis. Find a change of basis transformation such that =P =Q Show that −١ −١ E P=Q = E where E= [ e ١, e ٢, ... e n ] and = [ e١, e٢, ... en ] E Similarity Transformation Consider nxn matrix A as a linear operator that maps ℜn into itself. The vector representations are wrt {e١, e ٢, ... en }. Determine the new representation of the linear operator wrt basis {e١, e٢, ... en } Show that: =P A Q A where −١ −١ E P=Q = E with E= [ e ١, e ٢, ... e n ] and =[ e١, e٢, ... en ] E The operation that changes the basis of the linear operator using a pre and post multiplication of a matrix and its inverse is referred as a similarity transform.