18.06SC | Fall 2011 | Undergraduate

Linear Algebra

Unit II: Least Squares, Determinants and Eigenvalues

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A graph and its edge-node incidence matrix.

Each component of a vector in Rn indicates a distance along one of the coordinate axes. This practice of dissecting a vector into directional components is an important one. In particular, it leads to the “least squares” method of fitting curves to collections of data. This unit also introduces matrix eigenvalues and eigenvectors. Many calculations become simpler when working with a basis of eigenvectors.

The determinant of a matrix is a number characterizing that matrix. This value is useful for determining whether a matrix is singular, computing its inverse, and more.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang Now we start to use the determinant. Understanding the cofactor formula allows us to show that A-1 = (1/detA)CT, where C is the matrix of cofactors of A. Combining this formula with the equation x = A-1b gives us Cramer’s rule for solving Ax = b. Also, the absolute value of the determinant gives the volume of a box.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 5.3 in the 4th or 5th edition.

Problem Solving Video

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Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang

One way to compute the determinant is by elimination. In this lecture we derive two related formulas for the determinant using the properties from last lecture.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 5.2 in the 4th or 5th edition.

Problem Solving Video

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Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang If A has n independent eigenvectors, we can write A = SΛS−1, where Λ is a diagonal matrix containing the eigenvalues of A. This allows us to easily compute powers of A which in turn allows us to solve difference equations uk+1 = Auk

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 6.2 in the 4th or 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang We can copy Taylor’s series for ex to define eAt for a matrix A. If A is diagonalizable, we can use Λ to find the exact value of eAt. This allows us to solve systems of differential equations du / dt = Au the same way we solved equations like dy / dt = ky.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 6.3 in the 4th or 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang If the product Ax points in the same direction as the vector x, we say that x is an eigenvector of A. Eigenvalues and eigenvectors describe what happens when a matrix is multiplied by a vector. In this session we learn how to find the eigenvalues and eigenvectors of a matrix.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 6.1 through 6.2 in the 4th or 5th edition.

Problem Solving Video

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Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

This exam has questions that the MIT class worked on in recent years (including the tricky 3c on Gram-Schmidt). Eigenvalue questions come soon and they dominate the rest of the course. 

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Exams and Solutions

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Session Overview

Unit II covered a lot of material, the heart of this course. To go beyond the explanations in the lecture video, try reading the lecture summary which outlines orthogonality and least squares, determinants, and eigenvalues.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Review Chapters 4, 5, and 6 (through Sec. 6.3) plus Sections 8.3 and 8.5 in the 4th edition or Review Chapters 4, 5, and 6 (through Sec. 6.3) plus Sections 10.3 and 10.5 in the 5th edition.

Problem Solving Video

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang

Like differential equations, Markov matrices describe changes over time. Once again, the eigenvalues and eigenvectors describe the long term behavior of the system. In this session we also learn about Fourier series, which describe periodic functions as points in an infinite dimensional vector space.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 8.3 and 8.5 in the 4th edition or Sections 10.3 and 10.5 in the 5th edition.

Problem Solving Video

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Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang

Many calculations become simpler when performed using orthonormal vectors or othogonal matrices. In this session, we learn a procedure for converting any basis to an orthonormal one.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 4.4 in the 4th or 5th edition.

Problem Solving Video

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Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang

Vectors are easier to understand when they’re described in terms of orthogonal bases. In addition, the Four Fundamental Subspaces are orthogonal to each other in pairs.

If A is a rectangular matrix, Ax = b is often unsolvable. The matrix ATA will help us find a vector x̂ that comes as close as possible to solving Ax = b.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 4.1 in the 4th or 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang

Linear regression is commonly used to fit a line to a collection of data. The method of least squares can be viewed as finding the projection of a vector. Linear algebra provides a powerful and efficient description of linear regression in terms of the matrix ATA.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 4.3 in the 4th or 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang We often want to find the line (or plane, or hyperplane) that best fits our data. This amounts to finding the best possible approximation to some unsolvable system of linear equations Ax = b. The algebra of finding these best fit solutions begins with the projection of a vector onto a subspace

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 4.2 in the 4th or 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang The determinant of a matrix is a single number which encodes a lot of information about the matrix. Three simple properties completely describe the determinant. In this lecture we also list seven more properties like detAB = (detA)(detB) that can be derived from the first three.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 5.1 in the 4th or 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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