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Matrix Theory

Linear algebra for 21-242 at Carnegie Mellon

21-242

A proof-based treatment of linear algebra written alongside 21-242 Matrix Theory. It follows the course closely and covers a good deal more; anything outside the course is marked.

Reading this book

Proofs and solutions start collapsed. Reveal them one stage at a time (what the argument uses, then hints, then a sketch) or jump straight to the full argument.

The arrow at the right of a definition, theorem, or exercise folds it down to its first line. Hovering over a reference shows the statement it points to.

Proofs and exercises are marked by difficulty:

routine
Follows directly from the definitions; a few lines.
standard
Typical homework level; needs one real idea.
hard
Upper end of course level; several ideas or a delicate argument.
challenge
Harder than the course expects. Skip it if you are targeting course-level problems.

Material marked Beyond 21-242 goes past what the course covers. It is included for completeness and can be skipped.

A PDF version of the whole book is also available.

Contents

  1. 1Vector spaces

    Fields, the vector space axioms, span, subspaces, linear independence, bases, and coordinates.

    1. 1.1Fields
    2. 1.2Vector spaces
    3. 1.3Lists, linear combinations, and span
    4. 1.4Subspaces
    5. 1.5Linear independence
    6. 1.6Bases and coordinates
    7. 1.7Proof patterns
  2. 2Linear maps and matrices

    Linear maps, their matrices, matrix multiplication as composition, inverses, kernels and images, and the Fundamental Theorems.

    1. 2.1Linear maps
    2. 2.2Linear maps are determined by a basis
    3. 2.3Matrices of linear maps
    4. 2.4Matrix multiplication
    5. 2.5Invertibility
    6. 2.6Kernel and image
    7. 2.7The Fundamental Theorems
    8. 2.8Proof patterns
  3. 3Linear systems and row reduction

    Gauss–Jordan elimination as the engine of the theory, rank, and the Fundamental Theorems completed.

    1. 3.1Linear systems
    2. 3.2Elementary matrices
    3. 3.3Gauss–Jordan elimination
    4. 3.4Solving linear systems
    5. 3.5Rank and the Fundamental Theorems
    6. 3.6Proof patterns
  4. 4Dimension

    Dimension, rank–nullity, rank inequalities, sums and direct sums, change of basis, quotients, and affine geometry.

    1. 4.1Dimension
    2. 4.2Rank–nullity
    3. 4.3Rank inequalities and the transpose
    4. 4.4Sums and direct sums
    5. 4.5Isomorphisms and change of basis
    6. 4.6Products and quotients Beyond 21-242
    7. 4.7Affine geometry Beyond 21-242
    8. 4.8Proof patterns
  5. 5Determinants

    The determinant from its axioms: permutations, existence and uniqueness, invertibility, multiplicativity, and cofactor expansion.

    1. 5.1What a determinant should be
    2. 5.2Permutations
    3. 5.3Existence and uniqueness
    4. 5.4Determinants and invertibility
    5. 5.5Cofactor expansion
    6. 5.6Proof patterns
  6. 6Inner product spaces

    Inner products and norms, Cauchy–Schwarz, orthonormal bases, projections, least squares, and adjoints.

    1. 6.1Inner products and norms
    2. 6.2Cauchy–Schwarz and the triangle inequality
    3. 6.3Orthogonality and orthonormal bases
    4. 6.4Orthogonal projection and Gram–Schmidt
    5. 6.5Least squares
    6. 6.6Adjoints
    7. 6.7Proof patterns
  7. 7Eigenvalues and diagonalization

    Polynomials, eigenvalues and invariant subspaces, the characteristic polynomial, diagonalization, and Schur’s theorem.

    1. 7.1Polynomials
    2. 7.2Eigenvalues, eigenvectors, and invariant subspaces
    3. 7.3The characteristic polynomial
    4. 7.4Diagonalization
    5. 7.5Upper-triangular form and Schur’s theorem
    6. 7.6Minimal polynomials, Cayley–Hamilton, and commuting operators Beyond 21-242
    7. 7.7Proof patterns
  8. 8The spectral theorems

    Self-adjoint and normal operators, the real and complex spectral theorems, positive operators, and isometries.

    1. 8.1Self-adjoint and normal operators
    2. 8.2The spectral theorems
    3. 8.3Positive operators
    4. 8.4Isometries and unitary operators
    5. 8.5Proof patterns
  9. 9The singular value decomposition

    Singular values, the SVD and its geometry, its consequences, and a survey of matrix factorizations.

    1. 9.1Singular values and the SVD
    2. 9.2Consequences of the SVD Beyond 21-242
    3. 9.3Matrix factorizations
    4. 9.4Proof patterns
  10. 10Generalized eigenspaces and Jordan form

    Generalized eigenvectors, nilpotent operators, the generalized eigenspace decomposition, and Jordan canonical form.

    1. 10.1Generalized eigenvectors and nilpotent operators
    2. 10.2The generalized eigenspace decomposition
    3. 10.3Jordan canonical form
    4. 10.4Proof patterns
  11. 11Markov chains and positive matrices

    Stochastic matrices, Markov chains and stationary distributions, Perron–Frobenius, and reversibility.

    1. 11.1Stochastic matrices and Markov chains
    2. 11.2Perron–Frobenius
    3. 11.3Reversibility
    4. 11.4Proof patterns
  12. 12Bilinear and quadratic forms

    Bilinear forms and congruence, quadratic forms, positive definiteness and min–max, and forms over arbitrary fields.

    1. 12.1Bilinear forms Beyond 21-242
    2. 12.2Quadratic forms
    3. 12.3Positive definiteness and min–max
    4. 12.4Inner products beyond ℝ and ℂ Beyond 21-242
    5. 12.5Proof patterns
  13. 13Duality and multilinear algebra Beyond 21-242

    Dual spaces and dual maps, duality for inner product spaces, tensors, and the determinant revisited through alternating forms.

    1. 13.1Dual spaces
    2. 13.2Duality in inner product spaces
    3. 13.3Multilinear maps and tensors
    4. 13.4Alternating forms and the determinant revisited
    5. 13.5Proof patterns
  14. 14Linear algebra and abstract algebra Beyond 21-242

    Groups through matrices, field extensions, finite fields, and modules over F[x] with rational canonical form.

    1. 14.1Groups through matrices
    2. 14.2Fields and field extensions
    3. 14.3Finite fields
    4. 14.4Modules over F[x] and canonical forms
    5. 14.5Proof patterns
  15. 15Infinite-dimensional vector spaces Beyond 21-242

    Hamel bases, linear algebra inside infinite-dimensional spaces, and a first look at inner product spaces of infinite dimension.

    1. 15.1Bases in infinite dimensions
    2. 15.2Linear algebra inside infinite-dimensional spaces
    3. 15.3Inner product spaces in infinite dimensions
    4. 15.4Proof patterns
  16. 16Applications to data and machine learning Beyond 21-242

    Regression, principal component analysis, low-rank models, quadratic optimization, spectral graph methods, and linear layers.

    1. 16.1Regression, revisited
    2. 16.2Principal component analysis
    3. 16.3Low-rank models
    4. 16.4Optimization of quadratic objectives
    5. 16.5Graphs and spectral methods
    6. 16.6Linear layers
  17. ASets, functions, and proofs

    Functions and inverses, induction, equivalence relations, Zorn’s lemma, and an index of proof techniques.

    1. A.1Sets and functions
    2. A.2Induction and well-ordering
    3. A.3Equivalence relations
    4. A.4Zorn’s lemma Beyond 21-242
  18. BComplex numbers

    Arithmetic, conjugation, modulus, polar form, and roots of unity.

    1. B.1Complex numbers
  19. CThe Fundamental Theorem of Algebra Beyond 21-242

    Two proofs: one by minimum modulus, one by linear algebra.

    1. C.1Proofs of the Fundamental Theorem of Algebra

Index of techniques · Practice