1st Edition

Matrix Algebra Using MINimal MATlab

By Joel W. Robbin Copyright 1995
    560 Pages
    by A K Peters/CRC Press

    The strength of this textbook lies in the careful exposition of mathematical thinking, basic set-theoretic notions, and proof techniques combined with contemporary numerical methods used throughout the book. A basic version of computer programs compatible with the widely used program MatLab, and exercises are provided on a disk included with the book.Warmup * Matrix Operations * Invertible Matrices * Subspaces * Rank and Dimension * Geometry * Determinants-I * Diagonalization * Differential Equations * Hermitian Matrices * Triangular Matrices * Unitary Matrices * Block Diagonalization * Jordan Normal Form * Determinants-II * Proofs * Mathematical Induction†* Summary of MINIMAT * Answers * MINIMAT Tutorial (PC Version)

    PREFACE

    WARMUP

    Clear Thinking

    Logic

    Proofs

    Sets

    Defining Sets by Enumeration

    Common Sets

    Sets and Properties

    Subsets

    Boolean Operations

    Equality of Sets

    Scalars

    Sigma Notation

    The Geometry of Linear Systems

    Using MINIMAT

    Assignment Statements

    Complex Numbers

    Expressions

    Scalar Built-in Functions

    .M Functions

    Format Command

    Control Structures

    MATRIX OPERATIONS

    Matrices Defined

    Additive Operations on Matrices

    Multiplicative Operations

    Inverses

    Transpose

    Diagonal Matrices

    Triangular Matrices

    Matrices of Matrices

    Using MINIMAT

    Creating New Matrices

    White Space

    Zero Matrices

    Random Matrices

    Identity Matrix

    Confirming Laws

    Transpose

    Inverses and Powers

    Diagonal Matrices

    Triangular Matrices

    Matrices of Matrices

    Submatrices, Colon Notation

    Entrywise Operations

    Some Computer Exercises

    More Exercises

    Preview of the Exponential

    Geometric Series

    INVERTIBLE MATRICES

    Elementary Row Operations

    Elementary Matrices

    Using MINIMAT

    Reduced Tow Echelon Form

    Gauss-Jordan Elimination

    Computing the Multiplier

    Using MINIMAT

    How to Invert

    Using MINIMAT

    Elementary Column Operations

    Permutation Matrices

    Equivalence

    Using MINIMAT

    SUBSPACES

    Linear Systems

    Using MINIMAT

    Null Space and Range

    Set Equality

    Using MINIMAT

    Subspaces

    New Subspaces from Old

    Bases

    Basis for the Null Space

    Basis for the Range

    Using MINIMAT

    Bases and Biequivalence

    Using MINIMAT

    The Range from the RREF

    Using MINIMAT

    Random Solutions

    Co-bases(*)

    RANK AND DIMENSION

    The Definition of Dimension

    Using MINIMAT

    Existence

    Using MINIMAT

    The Analogy

    Rank and Nullity

    Using MINIMAT

    One-Sided Inverses

    Using MINIMAT

    Equivalence

    Uniqueness of the RREF

    More Exercises

    Characterizations of the Rank

    A Block Inverse Formula

    Geometry and Independence

    Matrix Representation on a Subspace

    Real Rank vs. Complex Rank

    GEOMETRY

    Inner Products and Norms

    Real Inner Products

    Complex Inner Products

    Norms

    Geometric Interpretation

    Unitary Matrices

    Orthonormal Bases

    The Gram-Schmidt Decomposition

    Positive Triangular Matrices

    The Gram-Schmidt Process

    Geometric Interpretation

    Using MINIMAT

    Projection (General)

    Projection (Orthogonal)

    Using MINIMAT

    Least Squares

    The Best Approximate Solution

    The Closest Point

    Using MINIMAT

    More Exercises

    Submultiplicative Inequality

    Norms

    Pauli Matrices and Quaternions

    DETERMINANTS-I

    Permutations

    Sign of a Permutation

    Transpositions

    Using MINIMAT

    Determinant Defined

    Easy Properties

    Computing Determinants

    Using MINIMAT

    More Exercises

    Wedge Product

    Real Equivalence

    DIAGONALIZATION

    Similarity

    Eigenvalues and Eigenvectors

    Computing Eigenvalues

    Using MINIMAT

    The Characteristic Polynomial

    Using MINIMAT

    Multiplicity

    More Exercises

    Real Similarity

    DIFFERNTIAL EQUATIONS

    Derivatives

    Similarity and Differential Equation

    Similarity and Powers

    Using MINIMAT

    Matrix Polynomials

    Matrix Power Series

    The Matrix Exponential

    Using MINIMAT

    The Companion Matrix

    Using MINIMAT

    HERMITIAN MATRICES

    Hermitian Matrices Defined

    Unitary Diagonalization

    Using MINIMAT

    Schur’s Theorem

    Using MINIMAT

    Spectral Theorem

    Normal Spectral Theorem

    Invariants

    More Exercises

    Real Normal Matrices

    Positive Semidefinite Matrices

    Skew-Hermitian matrices

    Invariant subspaces

    Conic Sections

    TRIANGULAR MATRICES

    Definitions

    Factorization

    Equivalence

    The LU Decomposition

    Uniqueness

    Using MINIMAT

    More Exercises

    Back Substitution

    Factorization Theorems

    2 X 2 LU and Bruhat

    Related Decompositions

    Uniqueness of the LENF

    Gershgorin’s Theorem

    Real Triangular Equivalence

    UNITARY MATRICES

    Reflections

    Using MINIMAT

    Unitary Equivalence

    Householder Decomposition

    Using MINIMAT

    Unitary Factorization

    Using MINIMAT

    Singular Values

    Singular Value Decomposition

    Invariants

    More Exercises

    Real Unitary Equivalence

    Submultiplicative Norms

    Polar Decomposition

    Using MINIMAT

    BLOCK DIAGONALIZATION

    Generic Diagonalization

    Monotriangular Block Diagonal Form (MTBDF)

    Using MINIMAT

    Nilpotent Matrices

    Chevalley Decomposition

    Using MINIMAT

    More Exercises

    Diagonalization

    Generalized Eignenspaces

    Matrix Exponential

    Minimal Polynomial

    Chevalley Decomposition

    JORDAN NORMAL FORM

    Similarity Invariants

    Jordan Normal Form

    Indecomposable Jordan Blocks

    Partitions

    Weyr Characteristic

    Segre Characteristic

    Jordan-Serge Basis

    Improved Rank Nullity Relation

    Proof of the Jordan Normal Form Theorem

    More Exercises

    Using MINIMAT

    DETERMINANTS-II

    Cofactors

    The Companion Matrix

    Adjoint

    Cramer’s Rule

    Using MINIMAT

    Derivative of the Determinant

    The Souriau-Frame Algorithm

    A PROOFS

    A.1 Matrix Algebra

    A.2 Block Multiplication

    A.3 The Fundamental Theorem

    B MATHEMATICAL INDUCTION

    C SUMMARY OF MINIMAT

    C.1 Some Operations in MINIMAT

    C.2 Columnwise Operations

    C.3 Scalar Built-in Functions

    C.4 Matrix Built-in Functions

    C.5 Subscripts in MINIMAT

    C.6 MINIMAT’s Entry wise Operations

    C.7 Logical Operations

    C.8 Control Structures

    If, Elseif, Else

    For

    While

    Break

    Return

    C.9 .M Functions Used in this Book

    C.10 Miscellaneous Functions

    C.11 Empty Matrices

    D ANSWERS

    E MINIMAT Tutorial (PC Version)

    E.1 Before You Begin

    E.2 Starting Up

    E.3 The Prompt

    E.4 Sample Session

    E.5 Function Keys and Menus

    E.6 Snow and Color

    E.7 Transcript

    E.8 Recall

    E.9 Diary

    E.10 SaveAs

    E.11Viewing the Diary

    E.12 Comments

    E.13 Homework

    E.14 Editing and Shell Escape

    F INDEX

    Biography

    Joel W. Robbin