NOTES
ON LINEAR ALGEBRA
CONTENTS:
[13] DOT
PRODUCTS
[14]
DETERMINANTS - I
[13] DOT PRODUCTS
The
Dot Product is a function from pairs of vectors to numbers. So, the input is
two vectors, say v = (x1, y1) and w = (x2, y2).
We use a dot, ·, to represent the Dot
Product.
Let |v| denote the length of
the vector v.
v = (x1, y1)
this vector has
length y1
this
vector has length x1
So
by the Pythagorean Theorem, the vector v has length Sqrt[x12
+ y12].
Hence
|v| = Ö x12 +
y12. Similarly |w| = Ö x22 +
y22. We now define the Dot Product:
v · w = x1 x2 + y1
y2
We
will show later that the Dot Product has a very special property, which will
explain its usefulness. Namely, if we have
w
v
q
So,
if q is the angle between v and w, then it is a
theorem that
v · w = |v|
|w| cosq
As
always, we will only prove this in two dimensions. Let’s look at some special
cases. Consider two vectors v and w that are perpendicular, for example:
w = (0,y2)
v = (x1, 0)
Then
v · w = x1 0 + 0 y2
= 0. But as q = 90, cosq = 0, so the formula holds in this case!
Now
let’s consider v and w in the same direction, say along the x-axis:
v = (x1,0) w = (x2, 0)
Then
v · w = x1 x2.
But here q = 0, so cosq = 1, and again the formula works.
Let’s
do a more exotic example. Let’s do v and w in the same direction, but not
necessarily along the x-axis.
w = (3x,3y)
v = (x,y)
Now,
|v| = Sqrt[x2 + y2], |w| = Sqrt[9x2
+ 9y2], q = 0 so cosq = 1.
Then
|v| |w| cosq = Sqrt[x2 + y2] * Sqrt[9x2
+ 9y2]
= Sqrt[x2 + y2] * 3 Sqrt[x2
+ y2]
= 3 (x2
+ y2)
And
v
· w = x 3x + y 3y = 3
(x2 + y2).
So
again, the formula is true.
We
now need a linearity property of the Dot Product. Let’s say we have three
vectors u, v, and w. Then
u · (v + w) = u · v + u · w
The
proof is by straightforward computation. Let’s take as our three vectors
u = (x1, y1)
v = (x2, y2)
w = (x3, y3)
Then
v + w = (x2 + x3, y2 + y3)
and
u · (v + w) = x1
(x2 + x3) + y1 (y2 + y3)
= x1 x2
+ x1 x3 + y1 y2
+ y1 y3
= x1 x2 +
y1 y2 + x1 x3 + y1 y3
= u · v +
u · w
Using
all the junk we’ve just proved, we can now show
v · w = |v|
|w| cosq
Consider two vectors v = (a,b) and w = (c,d):
w = (c,d)
q v = (a,b)
We
break w up into two different vectors:
wperp,
which is perpendicular to v, and wpara,
which is parallel to v.
By
the above, we have
v · w = v
· (wperp
+ wpara) = v · wperp +
v · wpara
But
v · wperp =
0, and by the special case, v · wpara
= |v| |wpara| cosqv wpara
where qv wpara is the angle between v and wpara. But this angle is 0, so we get
v
· w = v · wpara
= |v| |wpara|
However,
we know what |wpara| is – it’s just |w| cosq. Why? wpara is the base of a right triangle with
hypotenuse w and angle q. So substituting above for
|wpara| yields
v · w
= |v| |w| cosq
So
we have proved the result in two dimensions. If we were working in 3 space, where we’d have vectors like
v = (x1, y1, z1)
w = (x2, y2, z2)
then analogously we define v · w = x1 x2
+ y1 y2 + z1 z2. Since any two
vectors lie in a plane (doesn’t matter how many dimensions we are in) we can
still talk about the angle between two vectors, and the analogous statement is
true.
The
three things to take away from Dot Products are:
[1] Two vectors have dot product zero
if and only if they are perpendicular
[2] The dot product of two vectors is
the product of their lengths if and only if the two vectors are parallel.
[3] The Dot Product measures the angle
between two vectors. More precisely, cosq = v · w / |v| |w|. So, if I know the length of two
vectors AND if I know their dot product, I can immediately measure the angle
between them!
[14] DETERMINANTS - I
There
are several interpretations for Determinant. For now, we will view it as a
function whose input is a SQUARE matrix and whose output is a number. We will
see in the 2x2 case that this number is the AREA of the parallelogram formed by
the rows of A.
If
the rows of A are parallel, then this parallelogram
will have zero area; if the rows of A aren’t parallel, then this parallelogram
will have non-zero area. So, the Determinant provides a quick check of whether
or not two vectors are in the same direction.
In
the plane, this isn’t too important; however, in higher dimensions it becomes indispensible. Let’s say we are in 3-dimensional space. A
is a 3x3 matrix, so its three rows give us three vectors. They form the
generalization of a parallelogram, a parallelpiped.
(I may have the terminology wrong – it’s been a long time since I’ve used these
words!). So instead of talking about area, we should talk about volume. If the
three vectors lie in one plane, then this parallelpiped
will have zero volume. If the three vectors don’t lie in one plane, then the parallelpiped will have non-zero volume. So for 3x3
matrices, the Determinant will measure whether or not the three rows lie in a
plane, or if they ‘fill’ all of three space.
Eventually we’ll see this is related to questions of when is a matrix
invertible.
Now for the definition for 2x2 matrices.
(a
b)
Let A = (c d)
Then
we denote Determinant(A) several ways:
|a
b|
Determinant(A) = Det(A)
= |c d| = ad - bc
Let’s
see that Det(A) does give the area in certain special cases.
CASE
1:
( a
b)
A = (3a 3b)
Then
Det(A)
= a 3b - b 3a = 0.
Note
there’s nothing special about 3:
( a
b)
A = (ma mb)
Then
Det(A)
= a mb - b ma = 0.
So,
when one row is parallel to another, we do get Det(A) = 0!
CASE
2:
(a 0)
A = (c d)
(c,d)
(a,0)
The
base of the parallelogram is a, the height is d. Hence the area is ad.
But
Det(A)
= ad - 0c = ad. So in this case, it works.
Now
we consider the general 2x2 case and, using the Dot Product, we’ll prove that Det(A) =
area of parallelogram formed by the rows of A.
(a
b)
Again,
take A = (c d)
w = (c,d)
wperp
v =(a,b)
q wpara
|v|2
= a2 + b2 and |w| = c2 + d2 (by the
pythagorean theorem).
|wpara| = |w| cosq, |wperp|
= |w| sinq.
So
the area of the parallelogram is |v| |wperp|,
or
Area = |v| |wperp|
= |v| |w| sinq
But
cos2q + sin2q = 1, so sinq = Sqrt[1 - cos2q].
Moreover,
|v| |w| cosq = v · w = ac + bd.
Dividing
by |v| |w| yields cosq = (ac+bd)
/ |v| |w|
Hence
Area = |v| |w| Sqrt[1 - cos2q]
= |v| |w| Sqrt[1 - (ac+bd)2 / |v|2 |w|2 ]
= Sqrt[|v|2 |w|2
- (ac+bd)2]
Substituting
for |v|2 = a2 + b2 and |w| = c2 + d2
yields
Area =
Sqrt[
(a2 + b2)( c2 + d2) - (ac+bd)2 ]
= Sqrt[ a2c2
+ a2d2 + b2c2 + b2d2
- a2c2 - 2acbd - b2d2]
= Sqrt[a2d2
+ b2c2 - 2acbd ]
= Sqrt[a2d2 -
2adbc + b2c2]
= Sqrt[ (ad - bc)2 ]
= ad - bc
So
the area of the parallelogram is ad - bc, which is
just Det(A)!
One
of the reasons Determinant is such a useful function is that say we start with
a matrix A, and we do Gaussian Elimination, ending up with a matrix B. Then A
and B have the same determinant!
The
reason is Gaussian Elimination is just adding multiples of one row to another. So, let’s start with the matrix
(a
b)
A = (c d)
w = (c,d)
v
= (a,b)
(To
simplify things, I’m drawing it as if v is along the x-axis, though the method
of proof works in general. This just makes the pictures look nicer).
Now
let’s say we add on a small multiple of (a,b)
to (c,d). So we have a new vector w’ = (c+ma, d+mb). Geometrically:
w = (c,d)
w’
v
= (a,b)
Notice
that they have the same base, and the same size height! Hence the two areas are
the same.
We
can also argue algebraically:
Det(A) = ad - bc.
(
a
b )
B = (c+ma
d+mb)
Then
Det(B)
= a(d+mb) - b(c+ma)
= ad + mab - bc - mab
= ad - bc