Finite-dimensional linear algebra

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1. Verfasser: Gockenbach, Mark S. 1963- (VerfasserIn)
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Veröffentlicht: Boca Raton, Fla. [u.a.] CRC Press 2010
Schriftenreihe:Discrete mathematics and its applications 59
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Datensatz im Suchindex

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adam_text Contents Preface xv About the author xxi 1 Some problems posed on vector spaces 1 1.1 Linear equations ......................... 1 1.1.1 Systems of linear algebraic equations .......... 1 1.1.2 Linear ordinary differential equations .......... 4 1.1.3 Some interpretation: The structure of the solution set to a linear equation ................... 5 1.1.4 Finite fields and applications in discrete mathematics 7 1.2 Best approximation ....................... 8 1.2.1 Overdetermined linear systems ............. 8 1.2.2 Best approximation by a polynomial .......... 11 1.3 Diagonalization ......................... 13 1.4 Summary ............................. 17 2 Fields and vector spaces 19 2.1 Fields ............................... 19 2.1.1 Definition and examples ................. 19 2.1.2 Basic properties of fields ................. 21 2.2 Vector spaces ........................... 29 2.2.1 Examples of vector spaces ................ 31 2.3 Subspaces ............................. 38 2.4 Linear combinations and spanning sets ............ 43 2.5 Linear independence ....................... 50 2.6 Basis and dimension ....................... 57 2.7 Properties of bases ........................ 66 2.8 Polynomial interpolation and the Lagrange basis ....... 73 2.8.1 Secret sharing ....................... 77 2.9 Continuous piecewise polynomial functions .......... 82 2.9.1 Continuous piecewise linear functions ......... 84 2.9.2 Continuous piecewise quadratic functions ....... 87 2.9.3 Error in polynomial interpolation ............ 90 ix Contents Linear Operators 93 3.1 Linear operators ......................... 93 3.1.1 Matrix Operators..................... 95 3.2 More properties of linear operators ............... 101 3.2.1 Vector spaces of operators ................ 101 3.2.2 The matrix of a linear operator on Euclidean spaces . 101 3.2.3 Derivative and differential operators .......... 103 3.2.4 Representing spanning sets and bases using matrices . 103 3.2.5 The transpose of a matrix ................ 104 3.3 Isomorphic vector spaces .................... 107 3.3.1 Injective and surjective functions; inverses ....... 108 3.3.2 The matrix of a linear operator on general vector spaces 111 3.4 Linear operator equations .................... 116 3.4.1 Homogeneous linear equations ............. 117 3.4.2 Inhomogeneous linear equations ............. 118 3.4.3 General solutions ..................... 120 3.5 Existence and uniqueness of solutions ............. 124 3.5.1 The kernel of a linear operator and injectivity ..... 124 3.5.2 The rank of a linear operator and surjectivity ..... 126 3.5.3 Existence and uniqueness ................ 128 3.6 The fundamental theorem; inverse operators ......... 131 3.6.1 The inverse of a linear operator ............. 133 3.6.2 The inverse of a matrix ................. 134 3.7 Gaussian elimination ...................... 142 3.7.1 Computing A^1 ..................... 148 3.7.2 Fields other than R ................... 149 3.8 Newton s method ........................ 153 3.9 Linear ordinary differential equations ............. 158 3.9.1 The dimension of ker(L) ................. 158 3.9.2 Finding a basis for ker(L) ................ 161 3.9.2.1 The easy case: Distinct real roots ...... 162 3.9.2.2 The case of repeated real roots ........ 162 3.9.2.3 The case of complex roots ........... 163 3.9.3 The Wronskian test for linear independence ...... 163 3.9.4 The Vandermonde matrix ................ 166 3.10 Graph theory ........................... 168 3.10.1 The incidence matrix of a graph ............ 168 3.10.2 Walks and matrix multiplication ............ 169 3.10.3 Graph isomorphisms ................... 171 3.11 Coding theory .......................... 175 3.11.1 Generator matrices; encoding and decoding ...... 177 3.11.2 Error correction ..................... 179 3.11.3 The probability of errors ................. 181 3.12 Linear programming ....................... 183 3.12.1 Specification of linear programming problems ..... 184 Contents Xl 3.12.2 Basic theory ....................... 186 3.12.3 The simplex method ................... 191 3.12.3.1 Finding an initial BFS ............ 196 3.12.3.2 Unbounded LPs ................ 199 3.12.3.3 Degeneracy and cycling ............ 200 3.12.4 Variations on the standard LPs ............. 202 Determinants and eigenvalues 205 4.1 The determinant function .................... 206 4.1.1 Permutations ....................... 210 4.1.2 The complete expansion of the determinant ...... 212 4.2 Further properties of the determinant function ........ 217 4.3 Practical computation of det (A) ................ 221 4.3.1 A recursive formula for dct(A) ............. 224 4.3.2 Cramer s rule ....................... 226 4.4 A note about polynomials .................... 230 4.5 Eigenvalues and the characteristic polynomial ........ 232 4.5.1 Eigenvalues of real matrix ................ 235 4.6 Diagonalization ......................... 241 4.7 Eigenvalues of linear operators ................. 251 4.8 Systems of linear ODEs ..................... 257 4.8.1 Complex eigenvalues ................... 259 4.8.2 Solving the initial value problem ............ 260 4.8.3 Linear systems in matrix form ............. 261 4.9 Integer programming ...................... 265 4.9.1 Totally unimodular matrices .............. 265 4.9.2 Transportation problems ................. 268 The Jordan canonical form 273 5.1 Invariant subspaces ....................... 273 5.1.1 Direct sums ........................ 276 5.1.2 Eigenspaces and generalized eigenspaces ........ 277 5.2 Generalized eigenspaces ..................... 283 5.2.1 Appendix: Beyond generalized eigenspaces ...... 290 5.2.2 The Cayley-Hamilton theorem ............. 294 5.3 Nilpotent operators ....................... 300 5.4 The Jordan canonical form of a matrix ............ 309 5.5 The matrix exponential ..................... 318 5.5.1 Definition of the matrix exponential .......... 319 5.5.2 Computing the matrix exponential ........... 319 5.6 Graphs and eigenvalues ..................... 325 5.6.1 Cospectral graphs .................... 325 5.6.2 Bipartite graphs and eigenvalues ............ 326 5.6.3 Regular graphs ...................... 328 5.6.4 Distinct eigenvalues of a graph ............. 330 xii Contents 6 Orthogonality and best approximation 333 6.1 Norms and inner products ................... 333 6.1.1 Examples of norms and inner products ......... 337 6.2 The adjoint of a linear operator ................ 342 6.2.1 The adjoint of a linear operator ............. 343 6.3 Orthogonal vectors and bases .................. 350 6.3.1 Orthogonal bases ..................... 351 6.4 The projection theorem ..................... 357 6.4.1 Overdetermined linear systems ............. 361 6.5 The Gram-Schmidt process ................... 368 6.5.1 Least-squares polynomial approximation ........ 371 6.6 Orthogonal complements .................... 377 6.6.1 The fundamental theorem of linear algebra revisited . 381 6.7 Complex inner product spaces ................. 386 6.7.1 Examples of complex inner product spaces ....... 388 6.7.2 Orthogonality in complex inner product spaces .... 389 6.7.3 The adjoint of a linear operator ............. 390 6.8 More on polynomial approximation .............. 394 6.8.1 A weighted L2 inner product .............. 397 6.9 The energy inner product and Galerkin s method ...... 401 6.9.1 Piecewise polynomials .................. 404 6.9.2 Continuous piecewise quadratic functions ....... 407 6.9.3 Higher degree finite element spaces ........... 409 6.10 Gaussian quadrature ...................... 411 6.10.1 The trapezoidal rule and Simpson s rule ........ 412 6.10.2 Gaussian quadrature ................... 413 6.10.3 Orthogonal polynomials ................. 415 6.10.4 Weighted Gaussian quadrature ............. 419 6.11 The Helmholtz decomposition ................. 420 6.11.1 The divergence theorem ................. 421 6.11.2 Stokes s theorem ..................... 422 6.11.3 The Helmholtz decomposition .............. 423 7 The spectral theory of symmetric matrices 425 7.1 The spectral theorem for symmetric matrices ......... 425 7.1.1 Symmetric positive definite matrices .......... 428 7.1.2 Hermitian matrices .................... 430 7.2 The spectral theorem for normal matrices ........... 434 7.2.1 Outer products and the spectral decomposition .... 437 7.3 Optimization and the Hessian matrix ............. 440 7.3.1 Background ........................ 440 7.3.2 Optimization of quadratic functions .......... 441 7.3.3 Taylor s theorem ..................... 443 7.3.4 First- and second-order optimality conditions ..... 444 7.3.5 Local quadratic approximations ............. 446 Contents xiii 7.4 Lagrange multipliers....................... 448 7.5 Spectral methods for differential equations .......... 453 7.5.1 Eigenpairs of the differential operator ......... 454 7.5.2 Solving the BVP using eigenfunctions ......... 456 The singular value decomposition 463 8.1 Introduction to the SVD .................... 463 8.1.1 The SVD for singular matrices ............. 467 8.2 The SVD for general matrices ................. 470 8.3 Solving least-squares problems using the SVD ........ 476 8.4 The SVD and linear inverse problems ............. 483 8.4.1 Resolving inverse problems through regularization . . 489 8.4.2 The truncated SVD method ............... 489 8.4.3 Tikhonov regularization ................. 490 8.5 The Smith normal form of a matrix .............. 494 8.5.1 An algorithm to compute the Smith normal form . . . 495 8.5.2 Applications of the Smith normal form ......... 501 Matrix factorizations and numerical linear algebra 507 9.1 The LU factorization ...................... 507 9.1.1 Operation counts ..................... 512 9.1.2 Solving Ax = b using the LU factorization ....... 514 9.2 Partial pivoting ......................... 516 9.2.1 Finite-precision arithmetic ................ 517 9.2.2 Examples of errors in Gaussian elimination ...... 518 9.2.3 Partial pivoting ...................... 519 9.2.4 The PLU factorization .................. 522 9.3 The Cholesky factorization ................... 524 9.4 Matrix norms .......................... 530 9.4.1 Examples of induced matrix norms ........... 534 9.5 The sensitivity of linear systems to errors ........... 537 9.6 Numerical stability ....................... 542 9.6.1 Backward error analysis ................. 543 9.6.2 Analysis of Gaussian elimination with partial pivoting 545 9.7 The sensitivity of the least-squares problem .......... 548 9.8 The QR factorization ...................... 554 9.8.1 Solving the least-squares problem ............ 556 9.8.2 Computing the QR factorization ............ 556 9.8.3 Backward stability of the Householder QR algorithm . 561 9.8.4 Solving a linear system ................. 562 9.9 Eigenvalues and simultaneous iteration ............ 564 9.9.1 Reduction to triangular form .............. 564 9.9.2 The power method .................... 566 9.9.3 Simultaneous iteration .................. 567 9.10 The QR algorithm ........................ 572 xiv Contents 9.10.1 A practical QR algorithm ................ 573 9.10.1.1 Reduction to upper Hessenberg form ..... 574 9.10.1.2 The explicitly shifted QR algorithm ..... 576 9.10.1.3 The implicitly shifted QR algorithm ..... 579 10 Analysis in vector spaces 581 10.1 Analysis in R .......................... 581 10.1.1 Convergence and continuity in Rn ........... 582 10.1.2 Compactness ....................... 584 10.1.3 Completeness of R ................... 586 10.1.4 Equivalence of norms on Rn .............. 586 10.2 Infinite-dimensional vector spaces ............... 590 10.2.1 Banach and Hubert spaces ............... 592 10.3 Functional analysis ....................... 596 10.3.1 The dual of a Hilbert space ............... 600 10.4 Weak convergence ........................ 605 10.4.1 Convexity ......................... 611 A The Euclidean algorithm 617 A. 0.1 Computing multiplicative inverses in Zp ........ 618 A.0.2 Related results ...................... 619 В Permutations 621 С Polynomials 625 C.I Rings of polynomials ...................... 625 C.2 Polynomial functions ...................... 630 C.2.1 Factorization of polynomials ............... 632 D Summary of analysis in R 633 D.0.1 Convergence ....................... 633 D.0.2 Completeness of R .................... 634 D. 0.3 Open and closed sets ................... 635 D.O.4 Continuous functions ................... 636 Bibliography 637 Index 641
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publishDateSort 2010
publisher CRC Press
record_format marc
series Discrete mathematics and its applications
series2 Discrete mathematics and its applications
spellingShingle Gockenbach, Mark S. 1963-
Finite-dimensional linear algebra
Discrete mathematics and its applications
Algebras, Linear
Dimensional analysis
Finite fields (Algebra)
Vector spaces
Dimension n (DE-588)4309313-9 gnd
Lineare Algebra (DE-588)4035811-2 gnd
subject_GND (DE-588)4309313-9
(DE-588)4035811-2
title Finite-dimensional linear algebra
title_auth Finite-dimensional linear algebra
title_exact_search Finite-dimensional linear algebra
title_full Finite-dimensional linear algebra Mark S. Gockenbach
title_fullStr Finite-dimensional linear algebra Mark S. Gockenbach
title_full_unstemmed Finite-dimensional linear algebra Mark S. Gockenbach
title_short Finite-dimensional linear algebra
title_sort finite dimensional linear algebra
topic Algebras, Linear
Dimensional analysis
Finite fields (Algebra)
Vector spaces
Dimension n (DE-588)4309313-9 gnd
Lineare Algebra (DE-588)4035811-2 gnd
topic_facet Algebras, Linear
Dimensional analysis
Finite fields (Algebra)
Vector spaces
Dimension n
Lineare Algebra
url http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020530260&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link (DE-604)BV023551867
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