Linear Equation
An equation of the form a1x1+a2x2+…+anxn=b
System of linear equarions
A collection of one or more linear equations involving the same variables
Solution
A list of numbers that makes each equation true when Si is subbed for xi
Solution set
The set of all possible solutions
Equivalent
Two linear systems have the same solution set
Coefficient matrix
The matrix containing only coefficient columns
Augmented matrix
The matrix containing coefficient and solution columns
Row Echelon Form
All non-zero rows above any zero rows
Each leading entry of a row is in a column to the right of the leading entry of the row above it
All entries in a column below a leading entry are zero
Reduced Row Echelon Form
Row Echelon form AND
The leading entry of each nonzero row is one
Each leading entry is the only non-zero entry in its column
Row Equivalent
When two matrices can be converted into the other by a series of elementary row operations
Pivot Position
A location in a matrix that corresponds to a leading entry in the reduced row echelon form
Pivot Column
A column of a matrix that contains a pivot
Equal (vectors)
Two vectors are equal if their corresponding entries are equal
Linear Combinations
Given vectors v1…vp and scalars c1…cp, the vector y is given by y=c1v1+…+cpvp (i.e v1…vp with weights c1…cp)
Span
The set of all linear combinations of v1, v2,…vp
Linear Function
T(u+v)=A(u+v)=Au+Av
T(cu)=A(cu)=cAu
Homogeneous Linear system
Ax=b is homogeneous if b=0 (Ax=0)
Linearly Independent
The vector equation for a set of vectors (x1v1+x2v2+…+xpvp=0) has ONLY the trivial solution
Linearly Dependent
There are scalars, not all zero, that the vector equations have non-trivial solutions (there are free variables)
Linear
T(u+v)=T(u)+T(v)
T(cu)=cT(u)
Onto
T:Rn→Rm is onto IF each b in Rm is the image of at least one x in Rn such that T(x)=b (T is onto iff the columns of A span Rm)
One-to-One
T:Rn→Rm is one-to-one if each b in Rm is the image of AT MOST one x in Rn such that T(x)=b (T is one-to-one iff the columns of A are linearly independent)
Cramers Rule
Let A be an invertible nxn matrix. For every b in Rn, the unique solution x of Ax=b has entries Xi = (det(Ai(b)))/det(A)
Vector Space
A nonempty set V of objects on which are defined two operations called addition and scalar multiplication.
Subspace
A subspace of a vector space V is a subset, H of V, that has the following 3 properties
0 is in H
H is closed under vector addition
H is closed under scalar multiplication
Column Space of A
ColA is the Span of the vectors in A
Kernel of T
KerT={x E V: T(x)=0}
Null Space of A
If A in an mxn matrix, the NulA={x E Rn: Ax=0}
Basis
Let H be a subset of vector space V. An indexed set B={b1,…, bp} of vectors in V is a basis for H is
B is linearly independent
SpanB=H
Dimension
The dimension of V (dimV) is the number of vectors in any basis for V
Rank of A
The dimension of the Column space of A (# of pivot columns)
Dimension of the Null of A
Number of free variables
Eigenvector
An eigenvector of an nxn matrix A is a non-zero vector x such that Ax=λx for some scalar λ
Eigenvalue
λ is an eigenvalue of A is there is a non-zero vector x in Rn such that Ax=λx
Probability Vector
A vector whose entries sum to 1
Stochastic Matrix
nxn matrix each of whose column vectors is a probability vector
Regular Stochastic Matrix
A stochastic Matrix each of whose entries is positive
A Markov Chain
A sequence of probability vectors such that xk+1=Pxk where P is a stochastic matrix
Steady-State Vector
Vector for a stochastic matrix P is a probability vector s such that Ps=s
Diagonalize
If A is an nxn matrix, we diagonalize A by finding a diagonal matrix D and an invertable matrix P such that A=PDP-1