1. 1.1 Vector Algebra Review of Basic Ideas In engineering and science, physical quantities which are completely specified by their magnitude (size) are known as scalars. Examples are: mass, temperature, volume, resistance, charge, voltage, current, etc. Other quantities possess both magnitude and direction and may be represented geometrically by directed line segments known as vectors. The length of the line is known as the magnitude of the vector and its direction is the direction of the vector. Examples of vector quantities are: velocity, acceleration, force, electric field, magnetic field etc and will be denoted by v, a, F, E, B, etc. 1. Two vectors a and b are equal if they have the same magnitude and direction irrespective of their initial points. We write ab 2. 3. a b A vector having the same magnitude as a but the opposite direction is denoted by –a. a -a Geometrically the sum of two vectors is given by the parallelogram law b a 4. b a c a c b c ab The difference of two vectors a and b, represented by c a b is defined as c = a + (-b). a a 5. b c b If a b then a b is the zero vector denoted by 0. This has magnitude 0 but no direction. 1 c -b a 6. Multiplication of a by a scalar, m, produces a vector ma with magnitude m times that of a and direction the same as or opposite to that of a according to whether m is positive or negative respectively. If m = 0 then ma = 0. a 7. 2a a 1 a 2 Unit vectors are vectors with magnitude 1. If a is any vector then we usually denote its magnitude by a . A unit vector with the same direction as a will be 1.2 a . a Components of a Vector In a rectangular coordinate system in 3- D Euclidean space R 3 , orthogonal unit vectors in the directions of the positive x, y and z axis are denoted by i, j and k respectively. z z k O i y O j r xi x P(x,y,z) y zk yj x The vector from the origin 0 to a point P is known as the position vector of P. If P has Cartesian coordinates (x, y, z), then the position vector of P, r, may be written as, r = xi, + yj + zk or r = (x, y, z). x, y, z are know as the components or coordinates of r with respect to the vectors i, j, and k. If P( x1 , y1 , z1 ) and Qx2 , y2 , z 2 are two points, the vector from P to Q will be a a1 i a 2 j a3 k (a1 , a 2 , a3 ) where the components of a are a1 x2 x1 , a2 y 2 y1 and a3 z 2 z1 . 2 Note that the ordered triple of components of a vector is unique with respect to a given coordinate system. If a (a1 , a2 , a3 ) and b (b1 , b2 , b3 ) , in terms of components we have: Equality : a = b Addition: a + b iff a1 b1 , a2 b2 , a3 b3 (a1 b1 , a2 b2 , a3 b3 ) (a1 b1 )i (a 2 b2 ) j (a3 b3 )k a i a a Scalar Multiplication: ma (ma1 , ma2 , ma3 ) 1 b 1 2 b 2 j 3 b 3 ma1 i ma2 j ma3 k Zero Vector : 0 = (0, 0, 0) Magnitude : a Unit Vector: a a a1 a 2 a3 2 2 1 a1 a 2 a3 2 2 3 (Pythagoras) (a1 , a 2 , a3 ) 2 a1 i a 2 j a3 k a1 a 2 a3 2 2 2 Example The vector a from P: (3, -2, 1) to Q: (1, 2, -4) has components a1 1 3 2, a2 2 (2) 4, a3 4 1 5 Hence a (2,4,5) 2i 4 j 5k a (2) 2 4 2 (5) 2 45 And a unit vector in the direction of a is (2,4,5) / 45 If a has the initial point R : (1,2,3), then its terminal point is S : (-1,6,-2) Direction Cosines 3 If r = xi + yj + zk, the direction of r may be specified by the cosines of the angles made by r with the 3 coordinate axes. z N P r O y M L x l cos OL x OP r m cos n cos OM y OP r ON z OP r l, m, and n are known as the direction cosines of r and li +mj +nk is a unit vector along OP r r (l i m j nk ) Example If P is (3,2,6) = 3i + 2j +6k, r 7, l 3 / 7, m 2 / 7, n 6 / 7 and cos 1 (3 / 7), cos 1 (2 / 7), cos -1 (6 / 7). 1.3 An Introduction to Vector Spaces If a, b, c are vectors and m, n are scalars, then 1. a + b = b + a Commutative law of vector addition 2. a + (b + c) = (a + b) + c Associative law of vector addition 3. a + 0 = a Existence of 0 as an additive vector identity 4. a + (-a) = 0 Existence of additive inverses 5. m(a + b) = ma + mb 6. (m + n)a = ma + na 7. (mn)a = m(na) 8. 1a = a Scalar distribution over vector addition Vector distribution over scalar addition Associative law for scalar multiplication Multiplicative scalar identity So far we have considered a, b, c etc to be vectors in R 3 and m, n etc to be real numbers ( R ). However these ideas generalize to give an algebraic structure which is known as a vector space. 4 A real vector space V is any non-empty set of elements a, b, c, … on which there are defined the two algebraic operations of vector addition and scalar multiplication such that: (a) for any a, b V , a + b is uniquely defined in V, (b) for any a V and scalar m, ma is uniquely defined in V, (c) properties 1-8 above hold. Examples 1. V R 3 {( a1 , a 2 , a3 ) : a1 , a 2 , a3 R} 2. V R n {( a1 , a 2 ,..., a n ) : ai R for i 1,2,..., n} 3. V P2 = {the set of all polynomials of degree at most 2} 4. V {a cos x b sin x : a, b R} However the following are not vector spaces – why? 5. {( a1 , a 2 , a3 ) : a1 , a 2 , a3 R } R {a : a R, a 0} 6. {all polynomials of degree 2} 7. {all forces of the form f mi j , m R } In the following we shall normally restrict ourselves to the vector space R 3 , which is probably most useful in practice, although generalizations will be mentioned. P2 , and more generally Pn , above is useful for the approximation of functions and vector space 4, above occurs in the solution of differential equations. 1.4 Vector Products If a and b are two vectors, their dot product or scalar product, written a b , is defined as, a b cos ab 0 if a 0, b 0 otherwise where is the angle between a and b. Properties of the dot product (i) The result is a scalar (ii) a b is zero if a = 0 or b = 0 or a and b are perpendicular (orthogonal) (iii) a a a 5 (iv) a b b a (symmetry) (v) In terms of components, if a a1 i a 2 j a3 k and b b1 i b2 j b3 k Then a b (a1 i a 2 j a 3 k ) (b1 i b2 j b3 k ) a1b1 i i a1b2 i j a1b3 i k a 2 b1 j i a 2 b2 j j a 2 b3 j k a3 b1 k i a 3 b2 k j a3 b3 k a b a1b1 a 2 b2 a3 b3 since i i j j k k 1 and i j j k k i 0 This result is normally used to evaluate the dot product rather than the original definition. Example If a = 5i + 4j + 2k and b = 4i – 5j + 3k, find a b and the angle between the vectors. a b (5 4) (4 (5)) (2 3) 6 But a 45 , b 50 , hence cos ab ab 6 45 50 2 5 10 2 arccos 5 10 (vi) B a b a b cos OA OB cos OA OX b O X a A Hence the projection or component of b in the direction of a is 1 b cos a b a b (unit vect or in a direction) 6 Example A force F = 2i +3j +k acts on a particle which is displaced though d = i – j + 2k. Find the component of F in the direction of d and the work done by the force. d 23 2 1 Component of F is F d 6 6 Work done by F (component of F in direction of d) d d F d F d d 1 ( vii) ab a b (Schwartz inequality ) ( viii) a b a b (ix) (Triangle inequality ) a b a b 2( a b ) 2 2 2 2 An Introduction to Inner Product Spaces The concept of the dot product may be generalized to other vector spaces. A real vector space V is called a real inner product space if with every pair of vectors a and b in V there is associated a real number denoted by a, b and called the inner product of a and b with the following properties 1. ma nb, c m a, c n b, c a, b V and m, n R - Linearity 2. a , b b, a a, b V 3. a, a 0 and a, a 0 iff a 0 - Symmetry - Positive - definitene ss Example 1. R 3 is an inner product space with 3 a, b a b ai bi (the dot product) i 1 2. R n is an inner product space with n a, b a i bi i 1 3. Pn {set of all polynomial s of degree n} is an inner product space on an interval 7 x with pn , qn pn ( x)qn ( x)dx 3 In R we are familiar with the ideas of length and angle which are related to the vector dot product by Length of a a a a and Angle, , between a and b is given by ab cos a b In an inner product space we use these relationships to define length and angle in terms of the inner product. The length of a, known as the norm of a and denoted by a a is defined as, a, a The angle, , between a and b is defined by cos a, b a b Two vectors a and b in an inner product space are said to be orthogonal if a, b 0 . Example In the inner product space V of all continuous functions on 0, with inner product a, b a( x)b( x)dx , we have 0 Length of f(x) = x is x Length of f(x) = sinx is 0 x 2 dx sin x 0 3 3 sin 2 xdx x, s i nx x s i nx d x 0 8 2 x, sin x Angle between x and sin x cos 1 x x sin x 6 cos 1 The vector product or cross product of two vectors a and b, written a b , is defined as a b sin v ab 0 if a 0, b 0 otherwise Where v is a unit vector such that a, b, v form a right-handed triple, and is the angle between a and b. V b a Properties of the cross product (i) The result is a vector a b is zero iff a = 0 or b = 0 or a and b are parallel. (ii) (iii) aa 0 a b b a (iv) a b a b sin = area of parallelogram with sides a and b (v) i j a b a1 b1 a2 b2 k a3 i (a2 b3-a 3b2 ) j (a3b1-a1b3 ) k (a1b2 -a 2 b1 ) b3 (Prove using results (vii) and (viii) below) (vi) a (b c) (a b) (a c) (vii) m (a b) (ma b) (a mb) (a b)m (viii) i i j j k k 0, i j k , j k i, k i j Example If a = 5i + 4j + 2k and b = 4i – 5j + 3k, find a x b and a unit vector perpendicular to both a and b. 9 i j k ab 5 4 2 i 4 5 3 4 2 5 3 j 5 2 4 3 k 5 4 4 5 22i 7 j 41k A unit vector is ab 1 (22i 7 j 41k ) ab 2214 Example – Moment of a force In mechanics the moment, m, of a force F about a point 0 is defined as the magnitude of F times the perpendicular distance (d) from 0 to the line of action, L, of F. Let r be the vector from 0 to any point on L. O d m F r sin r F m rF The vector m = r x F is called the vector moment of F about 0. Its direction is along the axis about which F has a tendency to produce a rotation. Example – Magnetic Field The force F experienced by a point charge q moving with velocity v in a magnetic field of flux density B is given by F=qvxB Example – Rotation Consider a rigid body rotating with angular speed w about an axis. Let w be the vector with magnitude w and direction along the axis such that the rotation of the body appears clockwise looking along this direction. Let P be any point in the body and d its distance from the axis. Then P has speed wd Let P have position vector r with respect to some point 0 on the axis. Then 10 d r sin wd w r sin w r And the velocity v of P is given by v w r Products of three or more vectors follow naturally: The triple scalar product is - a scalar a (b c) Properties i j k a1 a2 a3 b3 b1 c3 c1 b2 c2 b3 c3 (i) a (b c) (a1 i a2 j a3 k ) b1 b2 c1 c2 (ii) a (b c) (a b) c - property of determinant and the triple scalar product is usually written (a, b, c) (iii) (a, b, c) = (b, a, c) (a, b, c) = (b, c, a) = (c, a, b) (iv) Geometrically the magnitude of (a, b, c) equals the volume of the parallelepiped with a, b and c as adjacent edges. v a c b Area of base b c Perpendicular height = a v , where v = unit vector in direction of b c Volume a v b c abc c (v) Three vectors are coplanar iff their triple scalar product is zero. The triple vector product is -a vector a (b c) 11 Properties Note that a (b c) (a b) c in general (i) e.g. i ( j j ) 0 whereas (i j ) j i a (b c) (a c)b (a b)c (prove by expanding both sides in components – (ii) straightforward but tedious) Some Vector Identities (a) (a b) (c d ) (a c)(b d ) (a d )(b c) (b) (a b) (c d ) (a, b, d )c (a, b, c)d (a b) (b c) (c a) (a, b, c) 2 (c) Example Prove identity (a) above. (a b) (c d ) a b (c d ) triple scalar product of a, b, c d property (ii) a (b d )c (b c)d (a c)(b d ) (a d )(b c) 1.5 Linear Dependence and Independence If a1 , a 2 ,...., a k are any k vectors, then an expression of the form k m a i i , ( m1 , m2 ,....., mk are any k scalars) is called a linear combination of i 1 a1 , a 2 ,...., a k . a1, a2 ,...., ak is a linearly dependent set if at least one of the vectors can be represented as a linear combination of the others. Otherwise the set is linearly independent. Examples The vectors a = 3i + 5j – 2k, b = 4j + 2k and c = i + j – k are linearly dependent since a 1 b 3c 2 Hence vector a lies in the plane of the vectors b and c. The vectors i, j and k are linearly independent. An equivalent definition is : A set of k vectors is linearly independent iff k m a i 1 i i 0 implies m1 m2 mk 0 12 Proof of equivalence : Assume m p 0 for some 1 p k , then k m a i i 1 i 0 k iff m p a p mi a i i 1 i p k iff a p i 1 i p mi ai mp iff {a1 , a 2 ,..., a k } is linearly dependent. If two vectors is 3-D space are linearly dependent they must be colinear. If three vectors in 3-D space are linearly dependent they must either be colinear of coplanar. Hence three vectors form a linearly independent set iff their triple scalar product is not zero. Four or more vectors is 3-D space will always be linearly dependent. Example If a = 3i + 5j – 2k, b = 4j + 2k, c = i + j – k, c = i + j – k 3 5 2 (a, b, c) 0 4 2 0 1 1 1 And hence a, b and c are linearly dependent. The ideas of linear dependence and linear independence generalize to all vector spaces V. The above definitions apply if a i V for i = 1, 2, …, k. If a vector space V contains a linearly independent set of n vectors whereas any set of n + 1 or more vectors is linearly dependent then we say that V is n-dimensional or has dimension n. In an n-dimensional vector space any set of n linearly independent vectors is called a basis of V. Any vector v may be expressed uniquely as a linear combination of the vectors in the basis. Note, however that a basis is not unique. In an inner product space, vectors which are orthogonal are also linearly independent (can 13 you prove this?) but the converse is not true (give an example). A basis {v1 , v 2 ,..., v n } in an n-dimensional inner product space V is said to be orthogonal if vi , v j 0 if i j An orthogonal basis is orthonormal if vi 2 vi , vi 1 for i 1,2,...., n Example If V R 3 , the dimension of R 3 is 3, as expected, and the 3 vectors i, j and k, which are linearly independent, form an orthonormal basis for R 3 . Any vector v may (i) be written as a linear combination of i, j and k. (ii) The vectors i + j, 2i – j and k also form a basis for R 3 since they are linearly independent and any vector in R 3 may be expressed as a linear combination of these vectors, eg. –4i + 5j + 6k = 2(i + j) – 3(2i – j) + 6k. However they are not useful in practice since they are not orthogonal. (iii) The vectors a = 3i + 5j – 2k, b = 4j + 2k and c = i + j – k of the previous example do not form a basis for R 3 since they are linearly dependent. The vector d = i + j + k, for example, cannot be expressed as a linear combination of a, b and c. Example If V P2 = {all polynomials in x with degree 2 } then l, x, x 2 form a basis for P 2 since they are linearly independent iff a0 a1 x a2 x 2 0 for all x a0 a1 a2 0 And adding a 4th quadratic polynomial to the set would produce a linearly dependent set. Thus P 2 has dimension 3. Clearly every polynomial of degree 2 can be written uniquely in terms of 1, x, x 2 However with the usual inner product on [0, 1] 1 p2 , q2 p2 ( x)q2 ( x)dx 0 These basis polynomials are not orthogonal, since 1 1 1 xdx 2 0 0 14 The set P0 ( x) 1, P1 ( x) x 1 1 and P2 ( x) x 2 x do form a linearly independent set 2 6 and are orthogonal to one another, i.e. they form an orthonormal basis. Example If V R n , the n vectors (1, 0, 0, …,0), (0, 1, 0,…,0), …(0, 0, …, 0, 1) form an orthonormal basis with respect to the inner product n a, b a i bi i 1 and are known as the standard basis. Example The vector space of all continuous functions on an interval [ , ] has a basis 1, x, x 2 ,...., x n , Therefore the vector space is of infinite dimension. 15