Comprehensive Study Guide for Higher Mathematics: Relations, Vector Spaces, Complex Numbers, Matrices, and Diagonalization

General Concepts on Relations and Algebraic Structures

  • Relations Between Elements

    • Definition of Relation:
    • A relation between two sets is a triplet R=(E,F,Γ)\mathcal{R} = (E, F, \Gamma) consisting of a starting set EE (domain of departure), an arrival set FF (target domain), and a subset Γ\Gamma of the Cartesian product E×FE \times F, called the graph of the relation R\mathcal{R}.
    • Two relations R1=(E1,F1,Γ1)\mathcal{R}_1 = (E_1, F_1, \Gamma_1) and R2=(E2,F2,Γ2)\mathcal{R}_2 = (E_2, F_2, \Gamma_2) are equal if and only if E1=E2E_1 = E_2, F1=F2F_1 = F_2, and Γ1=Γ2\Gamma_1 = \Gamma_2
    • Example:
    • Let E={2,3,5}E = \{2, 3, 5\} and F={4,6,8}F = \{4, 6, 8\}. The relation associating x∈Ex \in E with its double in FF is given by R={(2,4),(3,6)}\mathcal{R} = \{(2, 4), (3, 6)\}.
    • Properties of a Binary Relation:
    • A binary relation R\mathcal{R} defined on a set EE is said to be:
      • Reflexive: if xRxx\mathcal{R}x for all x∈Ex \in E
      • Symmetric: if xRy  ⟹  yRxx\mathcal{R}y \implies y\mathcal{R}x for all x,y∈Ex, y \in E
      • Anti-symmetric: if xRyx\mathcal{R}y and yRx  ⟹  x=yy\mathcal{R}x \implies x = y for all x,y∈Ex, y \in E
      • Transitive: if xRyx\mathcal{R}y and yRz  ⟹  xRzy\mathcal{R}z \implies x\mathcal{R}z for all x,y,z∈Ex, y, z \in E
  • Equivalence Relation and Quotient Set

    • Definition:
    • A binary relation R\mathcal{R} on a set EE is an equivalence relation if and only if it is reflexive, symmetric, and transitive.
    • Quotient Set E/RE/\mathcal{R}:
    • Given an equivalence relation R\mathcal{R} on EE:
      • The equivalence class of x∈Ex \in E, denoted cl(x)\text{cl}(x) or x˙\dot{x}, is defined as cl(x)=x˙={y∈E:yRx}\text{cl}(x) = \dot{x} = \{y \in E : y\mathcal{R}x\}.
      • The quotient set relative to R\mathcal{R}, denoted E/RE/\mathcal{R}, is the set of all equivalence classes: E/R={cl(x):x∈E}E/\mathcal{R} = \{\text{cl}(x) : x \in E\}.
    • Example: Congruence Modulo nn:
    • Let nn be a fixed positive integer. An integer xx is congruent to an integer yy modulo nn (written x≡y(modn)x \equiv y \pmod n) if and only if there exists an integer k∈Zk \in \mathbb{Z} such that x−y=knx - y = k n.
    • Congruence modulo nn is an equivalence relation on Z\mathbb{Z}:
      • Reflexivity: ∀x∈Z\forall x \in \mathbb{Z}, x−x=0=0×nx - x = 0 = 0 \times n with k=0∈Zk = 0 \in \mathbb{Z}, so xRxx\mathcal{R}x
      • Symmetry: ∀x,y∈Z\forall x, y \in \mathbb{Z}, if xRy  ⟹  ∃k∈Zx\mathcal{R}y \implies \exists k \in \mathbb{Z} such that x−y=kn  ⟹  y−x=(−k)n  ⟹  yRxx - y = kn \implies y - x = (-k)n \implies y\mathcal{R}x
      • Transitivity: ∀x,y,z∈Z\forall x, y, z \in \mathbb{Z}, if xRyx\mathcal{R}y and yRz  ⟹  ∃k,k′∈Zy\mathcal{R}z \implies \exists k, k' \in \mathbb{Z} such that x−y=knx - y = kn and y−z=k′ny - z = k'n. Adding both equations yields x−z=(k+k′)n  ⟹  xRzx - z = (k + k')n \implies x\mathcal{R}z
    • The equivalence class of x∈Zx \in \mathbb{Z} is x˙={x+kn:k∈Z}\dot{x} = \{x + kn : k \in \mathbb{Z}\}.
    • The quotient set is Zn={0˙,1˙,…,n−1˙}={0,1,…,n−1}\mathbb{Z}_n = \{\dot{0}, \dot{1}, \dots, \dot{n-1}\} = \{0, 1, \dots, n-1\}.
    • Detailed evaluation for n=7n = 7:
      • 0˙={7k:k∈Z}={…,−21,−14,−7,0,7,14,21,… }\dot{0} = \{7k : k \in \mathbb{Z}\} = \{\dots, -21, -14, -7, 0, 7, 14, 21, \dots\}
      • 1˙={1+7k:k∈Z}={…,−20,−13,−6,1,8,15,22,… }\dot{1} = \{1 + 7k : k \in \mathbb{Z}\} = \{\dots, -20, -13, -6, 1, 8, 15, 22, \dots\}
      • 2˙={2+7k:k∈Z}={…,−19,−12,−5,2,9,16,23,… }\dot{2} = \{2 + 7k : k \in \mathbb{Z}\} = \{\dots, -19, -12, -5, 2, 9, 16, 23, \dots\}
      • 3˙={3+7k:k∈Z}={…,−18,−11,−4,3,10,17,24,… }\dot{3} = \{3 + 7k : k \in \mathbb{Z}\} = \{\dots, -18, -11, -4, 3, 10, 17, 24, \dots\}
      • 4˙={…,−17,−10,−3,4,11,18,25,… }\dot{4} = \{\dots, -17, -10, -3, 4, 11, 18, 25, \dots\}
      • 5˙={…,−16,−9,−2,5,12,19,26,… }\dot{5} = \{\dots, -16, -9, -2, 5, 12, 19, 26, \dots\}
      • 6˙={…,−15,−8,−1,6,13,20,27,… }\dot{6} = \{\dots, -15, -8, -1, 6, 13, 20, 27, \dots\}
      • 7˙=0˙\dot{7} = \dot{0}, 8˙=1˙\dot{8} = \dot{1}, 9˙=2˙\dot{9} = \dot{2}
      • Z7={0˙,1˙,2˙,3˙,4˙,5˙,6˙}\mathbb{Z}_7 = \{\dot{0}, \dot{1}, \dot{2}, \dot{3}, \dot{4}, \dot{5}, \dot{6}\}
    • Example: Consumer Indifference Curves:
    • A consumer holds two goods AA and BB in non-negative quantities x,y≥0x, y \ge 0. A state (x,y)(x, y) represents a point M(x,y)∈R2M(x, y) \in \mathbb{R}^2
    • The relation R\mathcal{R} between states (x1,y1)(x_1, y_1) and (x2,y2)(x_2, y_2) is defined by (x1,y1)R(x2,y2)  ⟺  (2x1+1)(3y1+2)=(2x2+1)(3y2+2)(x_1, y_1)\mathcal{R}(x_2, y_2) \iff (2x_1 + 1)(3y_1 + 2) = (2x_2 + 1)(3y_2 + 2).
    • Equivalence classes under R\mathcal{R} are called indifference curves.
    • For state (3,4)(3, 4): (2×3+1)(3×4+2)=7×14=98(2 \times 3 + 1)(3 \times 4 + 2) = 7 \times 14 = 98
    • Equation of the indifference curve: (2x+1)(3y+2)=98  ⟹  y=f(x)=983(2x+1)−23=96−4x3(2x+1)(2x + 1)(3y + 2) = 98 \implies y = f(x) = \frac{98}{3(2x + 1)} - \frac{2}{3} = \frac{96 - 4x}{3(2x + 1)}.
  • Order Relation

    • Definition:
    • A binary relation R\mathcal{R} on EE is an order relation if it is reflexive, anti-symmetric, and transitive.
    • An order relation is generally denoted by ≤\le. The pair (E,≤)(E, \le) is called an ordered set.
    • Two elements x,y∈Ex, y \in E are comparable if x≤yx \le y or y≤xy \le x
    • An ordered set (E,≤)(E, \le) is totally ordered if all pairs of elements are comparable.
    • Examples:
    • (N,≤)(\mathbb{N}, \le), (Z,≤)(\mathbb{Z}, \le), (Q,≤)(\mathbb{Q}, \le), and (R,≤)(\mathbb{R}, \le) are totally ordered sets.
    • For E={1,2}E = \{1, 2\}, the power set (P(E),⊆)( \mathcal{P}(E), \subseteq ) is partially ordered, because singletons ({1}) and ({2}) are not comparable.
  • Review of Number Sets

    • Natural Numbers N\mathbb{N}:
    • N={0,1,2,…,n,… }\mathbb{N} = \{0, 1, 2, \dots, n, \dots\}. Contains a smallest element 00, and every natural number nn has a successor.
    • The equation x+5=0x + 5 = 0 has no solution in N\mathbb{N} (x=−5∉Nx = -5 \notin \mathbb{N}).
    • Integers Z\mathbb{Z}:
    • Z={…,−n,…,−1,0,1,…,n,… }\mathbb{Z} = \{\dots, -n, \dots, -1, 0, 1, \dots, n, \dots\}.
    • Every element has a predecessor and a successor.
    • (Z,+)(\mathbb{Z}, +) forms an Abelian (commutative) group:
      • Associativity: (x+y)+z=x+(y+z)(x + y) + z = x + (y + z)
      • Neutral element 00: x+0=0+x=xx + 0 = 0 + x = x
      • Inverse −x-x: x+(−x)=(−x)+x=0x + (-x) = (-x) + x = 0
      • Commutativity: x+y=y+xx + y = y + x
    • (Z,+,×)(\mathbb{Z}, +, \times) forms a commutative unitary ring:
      • Multiplication is associative, distributive over addition, and has a multiplicative identity 11
    • Incomplete because 2x−3=02x - 3 = 0 has no solution in Z\mathbb{Z}.
    • Rational Numbers Q\mathbb{Q}:
    • Q={ab:a∈Z,b∈Z∗}\mathbb{Q} = \{\frac{a}{b} : a \in \mathbb{Z}, b \in \mathbb{Z}^*\}.
    • (Q,+,×)(\mathbb{Q}, +, \times) forms a field (corps commutatif): every non-zero element x∈Qx \in \mathbb{Q} has a multiplicative inverse 1x\frac{1}{x} such that x×1x=1x \times \frac{1}{x} = 1
    • Real Numbers R\mathbb{R}:
    • x2−2=0x^2 - 2 = 0 has no solution in Q\mathbb{Q} (x=±2∉Qx = \pm \sqrt{2} \notin \mathbb{Q}).
    • Algebraic irrationals: numbers that are roots of polynomial equations with integer coefficients (e.g., 2,−2\sqrt{2}, -\sqrt{2}).
    • Transcendental irrationals: non-algebraic real numbers (e.g., π,e\pi, e).
    • Inclusion chain: N⊂Z⊂Q⊂R\mathbb{N} \subset \mathbb{Z} \subset \mathbb{Q} \subset \mathbb{R}.
    • Intervals in R\mathbb{R}:
      • Open interval: ]a,b[={x∈R:a<x<b}]a, b[ = \{x \in \mathbb{R} : a < x < b\}
      • Closed interval: [a,b]={x∈R:a≤x≤b}[a, b] = \{x \in \mathbb{R} : a \le x \le b\}
      • Semi-open intervals: [a,b[[a, b[ and ]a,b]]a, b]
      • Unbounded intervals: [a,+∞[[a, +\infty[, ]a,+∞[]a, +\infty[, ]−∞,a[]-\infty, a[, ]−∞,a]]-\infty, a]
  • Combinatorics (Combinatorial Analysis)

    • Types of Mappings:
    • Injective: for every distinct pair (x1,x2)∈E×E(x_1, x_2) \in E \times E, f(x1)≠f(x2)f(x_1) \neq f(x_2).
    • Surjective: for every y∈Fy \in F, there exists x∈Ex \in E such that y=f(x)y = f(x).
    • Bijective: both injective and surjective (unique x∈Ex \in E for every y∈Fy \in F).
    • Cardinality Properties:
    • For an application f:An→Bpf: A_n \to B_p between finite sets of sizes nn and pp:
      • Injection   ⟹  n≤p\implies n \le p
      • Surjection   ⟹  p≥n\implies p \ge n
      • Bijection   ⟹  p=n\implies p = n
    • Fundamental Counting Principle:
    • If task A1A_1 can be performed in n1n_1 ways, and task A2A_2 in n2n_2 ways, both tasks together can be performed in n1×n2n_1 \times n_2 ways.
    • Example: Rolling a green die and a red die yields 6×6=366 \times 6 = 36 outcomes.
    • Cartesian Product:
    • #(En×Ep)=n×p\#(E_n \times E_p) = n \times p
    • Example: Forming couples (man, woman) from 6 women and 4 men yields #(H4×F6)=4×6=24\#(H_4 \times F_6) = 4 \times 6 = 24 possibilities.
    • Arrangements with Repetition:
    • Selecting pp elements from nn elements with repetition allowed: Bnp=npB_n^p = n^p
    • Example: Vehicle license plates consisting of 4 non-zero digits from {1,2,…,9}\{1, 2, \dots, 9\} give 94=65619^4 = 6561 possibilities.
    • Arrangements without Repetition:
    • Injections from ApA_p to AnA_n (p≤np \le n):       Anp=n(n−1)(n−2)…(n−p+1)=n!(n−p)!A_n^p = n(n - 1)(n - 2)\dots(n - p + 1) = \frac{n!}{(n - p)!}
    • Example 1: Parking 3 cars in a 4-spot parking lot yields A43=4!(4−3)!=24A_4^3 = \frac{4!}{(4-3)!} = 24 ways.
    • Example 2: Forming 4-digit distinct non-zero numbers from {1,…,9}\{1, \dots, 9\} yields A94=9!(9−4)!=9!5!=3024A_9^4 = \frac{9!}{(9-4)!} = \frac{9!}{5!} = 3024
    • Permutations:
    • Arrangement of nn elements taken nn at a time: Pn=Ann=n!P_n = A_n^n = n!
    • Example: Parking 4 cars in 4 parking spots yields P4=4!=24P_4 = 4! = 24 ways.
    • Combinations (Subsets of size pp):
    • Number of subsets of size pp from an nn element set: Cnp=(np)=n!(n−p)!p!C_n^p = \binom{n}{p} = \frac{n!}{(n - p)! p!}
    • Example: Selecting a 5-member delegation from 15 students yields C155=15!10!5!=3003C_{15}^5 = \frac{15!}{10! 5!} = 3003 ways.
    • Binomial Theorem (Newton's Formula):
    • (a+b)n=∑i=0nCnian−ibi(a + b)^n = \sum_{i=0}^n C_n^i a^{n-i} b^i
    • Example: (a+b)3=C30a3b0+C31a2b+C32ab2+C33a0b3=a3+3a2b+3ab2+b3(a + b)^3 = C_3^0 a^3 b^0 + C_3^1 a^2 b + C_3^2 a b^2 + C_3^3 a^0 b^3 = a^3 + 3a^2b + 3ab^2 + b^3
    • Pascal's Triangle:
    • The coefficients of the binomial expansion are arranged in Pascal's triangle:

      Pascal's Triangle Table

  • Introduction to Discrete Probabilities
    • Definitions:
    • A random experiment is an experiment with known possible outcomes, but whose specific outcome cannot be predicted with certainty.
    • An event is any subset of the sample space of outcomes.
    • Complementary events: AA and BB such that B=AcB = A^c
    • Certain event: the set of all possible outcomes (P=1P = 1).
    • Impossible event: empty set (P=0P = 0).
    • Probability Formula:
    • For equiprobable outcomes: P(A)=number of favorable outcomesnumber of possible outcomesP(A) = \frac{\text{number of favorable outcomes}}{\text{number of possible outcomes}}
    • Property: P(Ac)=1−P(A)P(A^c) = 1 - P(A)
    • Examples:
    • Drawing 1 card from a standard 52-card deck:
      • Red card: P=2652=12P = \frac{26}{52} = \frac{1}{2}
      • Club card: P=1352=14P = \frac{13}{52} = \frac{1}{4}
      • King: P=452=113P = \frac{4}{52} = \frac{1}{13}
      • Not the Ace of Hearts: P=5152P = \frac{51}{52}
    • Drawing 3 cards simultaneously from 52 cards:
      • Total possible outcomes: C523=22100C_{52}^3 = 22100
      • All 3 red cards: P(A)=C263C523=26×25×2452×51×50=217P(A) = \frac{C_{26}^3}{C_{52}^3} = \frac{26 \times 25 \times 24}{52 \times 51 \times 50} = \frac{2}{17}
      • All 3 same suit: P(B)=4×C133C523=22425P(B) = \frac{4 \times C_{13}^3}{C_{52}^3} = \frac{22}{425}
      • All 3 aces: P(C)=C43C523=422100=15525P(C) = \frac{C_4^3}{C_{52}^3} = \frac{4}{22100} = \frac{1}{5525}

Vector Spaces and Linear Maps

  • Generalities on Vector Spaces

    • Definition:
    • A real vector space (or vector space over R\mathbb{R}) is a triplet (V,+,⋅)(V, +, \cdot) consisting of a non-empty set VV, an internal operation +:V×V→V+: V \times V \to V, and an external operation ⋅:R×V→V\cdot : \mathbb{R} \times V \to V such that:
      • (V,+)(V, +) is a commutative group.
      • For all x,y∈Vx, y \in V and λ,μ∈R\lambda, \mu \in \mathbb{R}:
      • λ(x+y)=λx+λy\lambda(x + y) = \lambda x + \lambda y
      • (λ+μ)x=λx+μx(\lambda + \mu)x = \lambda x + \mu x
      • λ(μx)=(λμ)x\lambda(\mu x) = (\lambda \mu)x
      • 1⋅x=x1 \cdot x = x
    • Elements of VV are called vectors, elements of the field KK are called scalars.
    • Standard Examples:
    • R\mathbb{R} over R\mathbb{R}.
    • Rn={(x1,…,xn):xi∈R}\mathbb{R}^n = \{(x_1, \dots, x_n) : x_i \in \mathbb{R}\} with componentwise addition and scalar multiplication.
    • P2(x)={a0+a1x+a2x2:a0,a1,a2∈R}\mathcal{P}_2(x) = \{a_0 + a_1 x + a_2 x^2 : a_0, a_1, a_2 \in \mathbb{R}\}: polynomials of degree ≤2\le 2
    • Subspaces:
    • A subset F⊆EF \subseteq E is a subspace of EE if and only if:
      • 0∈F0 \in F
      • ∀x,y∈F\forall x, y \in F, x+y∈Fx + y \in F
      • ∀a∈K,∀x∈F\forall a \in K, \forall x \in F, a⋅x∈Fa \cdot x \in F
    • Examples:
      • Subspace {0}\{0\} and EE itself.
      • F={(x,y,0):x,y∈R}⊂R3F = \{(x, y, 0) : x, y \in \mathbb{R}\} \subset \mathbb{R}^3
      • Set WW of symmetric matrices A=(aij)A = (a_{ij}) where aij=ajia_{ij} = a_{ji}.
    • Linear Combination and Span:
    • Expression ∑i=1nλixi\sum_{i=1}^n \lambda_i x_i is a linear combination of x1,…,xnx_1, \dots, x_n
    • Subspace generated by x1,…,xnx_1, \dots, x_n: denoted span{x1,…,xn}\text{span}\{x_1, \dots, x_n\} or vect{x1,…,xn}\text{vect}\{x_1, \dots, x_n\}.
    • Example:
      • W={(abc):a+b+c=0,a,b,c∈R}=span{(−110),(−101)}W = \left\{ \begin{pmatrix} a \\ b \\ c \end{pmatrix} : a + b + c = 0, a, b, c \in \mathbb{R} \right\} = \text{span}\left\{ \begin{pmatrix} -1 \\ 1 \\ 0 \end{pmatrix}, \begin{pmatrix} -1 \\ 0 \\ 1 \end{pmatrix} \right\}.
    • Linear Independence and Basis:
    • Vectors x1,…,xnx_1, \dots, x_n are linearly independent if ∑i=1nλixi=0  ⟹  λi=0,∀i\sum_{i=1}^n \lambda_i x_i = 0 \implies \lambda_i = 0, \forall i
    • A family (x1,…,xn)(x_1, \dots, x_n) forms a basis of EE if it is linearly independent and spans EE
    • Canonical basis of R3\mathbb{R}^3: e1=(1,0,0)e_1 = (1, 0, 0), e2=(0,1,0)e_2 = (0, 1, 0), e3=(0,0,1)e_3 = (0, 0, 1).
    • Theorem: All bases of a finite-dimensional vector space EE have the same number of elements n=mn = m
    • Dimension: dim⁡E=n\dim E = n represents the number of elements in any basis. dim⁡{0}=0\dim \{0\} = 0
    • Direct Sum:
    • E=U⊕V  ⟺  ∀x∈EE = U \oplus V \iff \forall x \in E, there exists a unique u∈Uu \in U and unique v∈Vv \in V such that x=u+vx = u + v
    • Theorem: Every subspace of a finite-dimensional vector space has a complementary subspace.
  • Linear Mappings (Linear Applications)

    • Definition:
    • A mapping f:E→Ff: E \to F between vector spaces over KK is linear if for all x,y∈Ex, y \in E and λ∈K\lambda \in K:
      • f(x+y)=f(x)+f(y)f(x + y) = f(x) + f(y)
      • f(λx)=λf(x)f(\lambda x) = \lambda f(x)
    • If E=FE = F, ff is an endomorphism.
    • If F=RF = \mathbb{R}, ff is a linear form.
    • The space of linear maps from EE to FF is denoted Hom(E,F)\text{Hom}(E, F).
    • Image and Kernel:
    • Image: Im(f)={y∈F:∃x∈E,f(x)=y}\text{Im}(f) = \{y \in F : \exists x \in E, f(x) = y\}, subspace of FF
    • Kernel: Ker(f)={x∈E:f(x)=0F}\text{Ker}(f) = \{x \in E : f(x) = 0_F\}, subspace of EE
    • Examples:
    • f:R→R,x↦2xf: \mathbb{R} \to \mathbb{R}, x \mapsto 2x (linear).
    • f:R2→R2,(x,y)↦(2x+y,y+x)f: \mathbb{R}^2 \to \mathbb{R}^2, (x, y) \mapsto (2x + y, y + x) (linear).
    • f:R→R,x↦2x+1f: \mathbb{R} \to \mathbb{R}, x \mapsto 2x + 1 (not linear, due to constant term 11).
    • Isomorphisms & Rank-Nullity Theorem:
    • An isomorphism is a bijective linear mapping.
    • ff is injective   ⟺  Ker(f)={0E}\iff \text{Ker}(f) = \{0_E\}.
    • ff is surjective   ⟺  Im(f)=F\iff \text{Im}(f) = F
    • Rank-Nullity Theorem: dim⁡Im(f)+dim⁡Ker(f)=dim⁡E\dim \text{Im}(f) + \dim \text{Ker}(f) = \dim E
  • Usual Linear Mappings

    • Vector Homotheties:
    • hk(x)=kxh_k(x) = k x. Represented by scalar matrix diag(k,…,k)\text{diag}(k, \dots, k).
    • k=1k = 1: identity map; k=0k = 0: zero map; k=−1k = -1: central symmetry.
    • Dilations, Projections, and Symmetries:
    • Given E=S⊕TE = S \oplus T, a dilation of ratio kk on SS parallel to TT is defined as dk(s+t)=s+ktd_k(s + t) = s + k t
    • k=−1k = -1: symmetry with respect to SS parallel to TT (d−1∘d−1=Idd_{-1} \circ d_{-1} = \text{Id} - involutive).
    • k=0k = 0: projection onto SS parallel to TT (d0∘d0=d0d_0 \circ d_0 = d_0 - idempotent).
    • Worked Example 2.3.1:
    • Line D=span{(12−1)}D = \text{span}\left\{ \begin{pmatrix} 1 \\ 2 \\ -1 \end{pmatrix} \right\}, Plane P=span{(120),(0−21)}P = \text{span}\left\{ \begin{pmatrix} 1 \\ 2 \\ 0 \end{pmatrix}, \begin{pmatrix} 0 \\ -2 \\ 1 \end{pmatrix} \right\} in R3\mathbb{R}^3
    • Determinant of basis matrix:       ∣11022−2−101∣=2≠0  ⟹  D⊕P=R3\begin{vmatrix} 1 & 1 & 0 \\ 2 & 2 & -2 \\ -1 & 0 & 1 \end{vmatrix} = 2 \neq 0 \implies D \oplus P = \mathbb{R}^3
    • Decomposition system for v=(x,y,z)t=αv1+βv2+γv3v = (x, y, z)^t = \alpha v_1 + \beta v_2 + \gamma v_3:       α=x−12y−z\alpha = x - \frac{1}{2}y - z, β=12y+z\beta = \frac{1}{2}y + z, γ=x−12y\gamma = x - \frac{1}{2}y
    • Projection onto DD parallel to PP (PDP_D):       PD(x,y,z)=(x−12y−z,2x−y−2z,−x+12y+z)P_D(x, y, z) = \left( x - \frac{1}{2}y - z, 2x - y - 2z, -x + \frac{1}{2}y + z \right)
    • Projection onto PP parallel to DD (PPP_P):       PP(x,y,z)=(12y+z,−2x+2y+2z,x−12y)P_P(x, y, z) = \left( \frac{1}{2}y + z, -2x + 2y + 2z, x - \frac{1}{2}y \right)
    • Dilation of ratio kk on PP parallel to DD:       dk(x,y,z)=k(x−12y−z)(12−1)+(12y+z)(120)+(x−12y)(0−21)d_k(x, y, z) = k \left( x - \frac{1}{2}y - z \right) \begin{pmatrix} 1 \\ 2 \\ -1 \end{pmatrix} + \left( \frac{1}{2}y + z \right) \begin{pmatrix} 1 \\ 2 \\ 0 \end{pmatrix} + \left( x - \frac{1}{2}y \right) \begin{pmatrix} 0 \\ -2 \\ 1 \end{pmatrix}

Complex Numbers and Polynomials

  • Complex Numbers
    • Algebraic Form:
    • z=a+biz = a + bi, where a=Re(z)∈Ra = \text{Re}(z) \in \mathbb{R} is the real part, b=Im(z)∈Rb = \text{Im}(z) \in \mathbb{R} is the imaginary part, and i2=−1i^2 = -1
    • Complex conjugate: zˉ=a−bi\bar{z} = a - bi
    • Algebraic Operations:
    • Addition: (a+bi)+(c+di)=(a+c)+(b+d)i(a + bi) + (c + di) = (a + c) + (b + d)i
    • Multiplication: (a+bi)(c+di)=(ac−bd)+(ad+bc)i(a + bi)(c + di) = (ac - bd) + (ad + bc)i
    • Multiplicative Inverse: 1a+bi=a−bia2+b2\frac{1}{a + bi} = \frac{a - bi}{a^2 + b^2}
    • Conjugate Identities: z+zˉ=2Re(z)z + \bar{z} = 2\text{Re}(z), z−zˉ=2iIm(z)z - \bar{z} = 2i\text{Im}(z).
    • Polar / Trigonometric Form:

    Complex plane polar representation

- Modulus: R=∣z∣=a2+b2R = |z| = \sqrt{a^2 + b^2}
- Argument: θ\theta defined modulo 2π2\pi such that cos⁡θ=a∣z∣\cos \theta = \frac{a}{|z|} and sin⁡θ=b∣z∣\sin \theta = \frac{b}{|z|}.
- Trigonometric form: z=R(cos⁡θ+isin⁡θ)z = R(\cos \theta + i \sin \theta).
- Examples:
  - z=1+i=2(cos⁡π4+isin⁡π4)z = 1 + i = \sqrt{2} \left( \cos \frac{\pi}{4} + i \sin \frac{\pi}{4} \right)
  - z=−1−i=2(cos⁡5π4+isin⁡5π4)z = -1 - i = \sqrt{2} \left( \cos \frac{5\pi}{4} + i \sin \frac{5\pi}{4} \right)
- Operations in Polar Form:
  - z1z2=R1R2[cos⁡(θ1+θ2)+isin⁡(θ1+θ2)]z_1 z_2 = R_1 R_2 [\cos(\theta_1 + \theta_2) + i \sin(\theta_1 + \theta_2)]
  - z1z2=R1R2[cos⁡(θ1−θ2)+isin⁡(θ1−θ2)]\frac{z_1}{z_2} = \frac{R_1}{R_2} [\cos(\theta_1 - \theta_2) + i \sin(\theta_1 - \theta_2)]
  - **De Moivre's Formula**: zn=Rn(cos⁡nθ+isin⁡nθ)z^n = R^n (\cos n\theta + i \sin n\theta).
  - Powers: z_1^{20} = (\sqrt{2})^{20} \left( \cos \frac{20\pi}{4} + i \sin \frac{20\pi}{4} \right) = 2^{10} (\cos 5\pi + i \sin 5\pi) = -1024$.\n      - Trigonometric identities via De Moivre:\n        (\cos \theta + i \sin \theta)^2 = \cos 2\theta + i \sin 2\theta = \cos^2 \theta - \sin^2 \theta + 2i \cos \theta \sin \theta\n        \implies \cos 2\theta = \cos^2 \theta - \sin^2 \theta,,\sin 2\theta = 2 \sin \theta \cos \theta\n  - **Square Roots of Complex Numbers**:\n    - Solving (u + iv)^2 = a + bi leads to:\n      - u^2 - v^2 = a\n      - 2uv = b\n      - u^2 + v^2 = \sqrt{a^2 + b^2}\n      - Solutions: u^2 = \frac{1}{2}(a + \sqrt{a^2 + b^2}),,v^2 = \frac{1}{2}(-a + \sqrt{a^2 + b^2}),wheresignof, where sign ofu vmatchessignofmatches sign ofb$.
- Example 1: Roots of 21−20i21 - 20i: 212+202=29  ⟹  u2=25,v2=4  ⟹  21−20i=±(5−2i)\sqrt{21^2 + 20^2} = 29 \implies u^2 = 25, v^2 = 4 \implies \sqrt{21 - 20i} = \pm(5 - 2i).
- Example 2: Roots of −a2<0-a^2 < 0: ±∣a∣i\pm |a| i
- Example 3: Solving z2+2z+5=0  ⟹  Δ=−16=(4i)2  ⟹  z=−1±2iz^2 + 2z + 5 = 0 \implies \Delta = -16 = (4i)^2 \implies z = -1 \pm 2i
- Example 4: Solving 4z2+8iz−25+20i=0  ⟹  Δ=16(21−20i)=[4(5−2i)]2  ⟹  z1=52−2i,z2=−524z^2 + 8iz - 25 + 20i = 0 \implies \Delta = 16(21 - 20i) = [4(5 - 2i)]^2 \implies z_1 = \frac{5}{2} - 2i, z_2 = -\frac{5}{2}.
  • nn-th Roots of Complex Numbers:

    • zn=Rn(cos⁡θ+2kπn+isin⁡θ+2kπn)\sqrt[n]{z} = \sqrt[n]{R} \left( \cos \frac{\theta + 2k\pi}{n} + i \sin \frac{\theta + 2k\pi}{n} \right), for k=0,1,…,n−1k = 0, 1, \dots, n-1

    • nn-th roots of unity: ωk=cos⁡2kπn+isin⁡2kπn=ei2kπn\omega_k = \cos \frac{2k\pi}{n} + i \sin \frac{2k\pi}{n} = e^{i \frac{2k\pi}{n}}.

    • The set of nn-th roots of unity UnU_n forms a group under multiplication isomorphic to (Zn,+)(\mathbb{Z}_n, +).

    • Primitive roots of unity: ε\varepsilon is primitive if {εk:k=0,…,n−1}=Un\{\varepsilon^k : k = 0, \dots, n-1\} = U_n

    • Cube roots of 1: z0=1z_0 = 1, z1=−12+i32=jz_1 = -\frac{1}{2} + i \frac{\sqrt{3}}{2} = j, z2=−12−i32=j2z_2 = -\frac{1}{2} - i \frac{\sqrt{3}}{2} = j^2

    • Polynomial Functions

  • Definition:

    • P(z)=p0+p1z+p2z2+⋯+pnznP(z) = p_0 + p_1 z + p_2 z^2 + \dots + p_n z^n, where pn≠0p_n \neq 0, degree deg⁡P=n\deg P = n
  • Derivatives and Taylor Formula:

    • P(k)(0)=k!pk  ⟹  pk=P(k)(0)k!P^{(k)}(0) = k! p_k \implies p_k = \frac{P^{(k)}(0)}{k!}
    • Taylor's Formula for Polynomials:       P(z)=P(a)+P′(a)1!(z−a)+P′′(a)2!(z−a)2+⋯+P(n)(a)n!(z−a)nP(z) = P(a) + \frac{P'(a)}{1!}(z - a) + \frac{P''(a)}{2!}(z - a)^2 + \dots + \frac{P^{(n)}(a)}{n!}(z - a)^n
  • Roots and Factorization:

    • aa is a root of PP if P(a)=0  ⟺  P(z)=(z−a)Q(z)P(a) = 0 \iff P(z) = (z - a)Q(z)
    • aa is a multiple root if P(a)=P′(a)=0  ⟺  P(z)=(z−a)2R(z)P(a) = P'(a) = 0 \iff P(z) = (z - a)^2 R(z)
    • Complex conjugate root theorem: If PP has real coefficients and P(a)=0P(a) = 0, then P(aˉ)=0P(\bar{a}) = 0
    • Fundamental Theorem of Algebra (D'Alembert-Gauss):       Every polynomial PP of degree n≥1n \ge 1 over C\mathbb{C} splits completely into linear factors:       P(z)=a(z−u1)n1(z−u2)n2…(z−uk)nkP(z) = a(z - u_1)^{n_1}(z - u_2)^{n_2}\dots(z - u_k)^{n_k}, where ∑ni=n\sum n_i = n
    • Geometric series identity: 1+z+z2+⋯+zn−1=1−zn1−z1 + z + z^2 + \dots + z^{n-1} = \frac{1 - z^n}{1 - z} for z≠1z \neq 1

Matrices and Systems of Linear Equations

  • Generalities on Matrices
    • Definition:
    • A real matrix AA of dimension n×pn \times p is a rectangular array of real numbers with nn rows and pp columns: A=(aij)1≤i≤n,1≤j≤pA = (a_{ij})_{1 \le i \le n, 1 \le j \le p}.
    • Stock Matrix Example:

    Deposits Waste Stock Matrix

  • Special Types of Matrices:

    • Transpose: At=(aji)A^t = (a_{ji}), dimension p×np \times n

    • Square Matrix: n=pn = p (order nn).

    • Row / Column Vectors: dimension 1×p1 \times p and n×1n \times 1 respectively.

    • Symmetric Matrix: At=AA^t = A

    • Lower Triangular: aij=0a_{ij} = 0 for all i<ji < j

    • Upper Triangular: aij=0a_{ij} = 0 for all i>ji > j

    • Diagonal Matrix: aij=0a_{ij} = 0 for all i≠ji \neq j

    • Scalar Matrix: diagonal matrix with equal diagonal elements λIn\lambda I_n

    • Identity Matrix InI_n: scalar matrix with diagonal elements equal to 1.

    • Zero Matrix 00: all entries equal to 0.

    • Matrix Operations

  • Addition: A+B=(aij+bij)A + B = (a_{ij} + b_{ij}), defined only for matrices of identical dimensions n×pn \times p. Commutative group (Mn×p(R),+)(M_{n \times p}(\mathbb{R}), +).

  • Scalar Multiplication: λA=(λaij)\lambda A = (\lambda a_{ij}).

  • Matrix Product:

    • For An×mA_{n \times m} and Bm×qB_{m \times q}, product C=ABC = A B is dimension n×qn \times q with entries cij=∑k=1maikbkjc_{ij} = \sum_{k=1}^m a_{ik} b_{kj}.

    • Associative, non-commutative in general.

    • Determinant of a Square Matrix

  • Order 2: det⁡(a11a12a21a22)=a11a22−a21a12\det \begin{pmatrix} a_{11} & a_{12} \\ a_{21} & a_{22} \end{pmatrix} = a_{11}a_{22} - a_{21}a_{12}.

  • Order 3 (Sarrus Rule):     det⁡A=(a11a22a33+a12a23a31+a13a21a32)−(a31a22a13+a32a23a11+a33a21a12)\det A = (a_{11}a_{22}a_{33} + a_{12}a_{23}a_{31} + a_{13}a_{21}a_{32}) - (a_{31}a_{22}a_{13} + a_{32}a_{23}a_{11} + a_{33}a_{21}a_{12}).

  • General Order n≥3n \ge 3:

    • Signature: sij=(−1)i+js_{ij} = (-1)^{i+j}

    • Minor mijm_{ij}: determinant of submatrix MijM_{ij} obtained by removing row ii and column jj

    • Cofactor: cofij=(−1)i+jmij\text{cof}_{ij} = (-1)^{i+j} m_{ij}

    • Laplace Expansion:       det⁡A=∑j=1naijcofij\det A = \sum_{j=1}^n a_{ij} \text{cof}_{ij} (along row ii) or det⁡A=∑i=1naijcofij\det A = \sum_{i=1}^n a_{ij} \text{cof}_{ij} (along column jj).

    • Invertible Square Matrices

  • A matrix AA is invertible (regular) iff det⁡A≠0\det A \neq 0

  • Formula for Inverse: A−1=1det⁡A(com(A))tA^{-1} = \frac{1}{\det A} (\text{com}(A))^t, where com(A)=(cofij)\text{com}(A) = (\text{cof}_{ij}) is the comatrix.

  • IS-LM Model Application:

    • System: {0.3Y+100i−250=00.25Y−200i−176=0  ⟹  (0.31000.25−200)(Yi)=(250176)\begin{cases} 0.3Y + 100i - 250 = 0 \\ 0.25Y - 200i - 176 = 0 \end{cases} \implies \begin{pmatrix} 0.3 & 100 \\ 0.25 & -200 \end{pmatrix} \begin{pmatrix} Y \\ i \end{pmatrix} = \begin{pmatrix} 250 \\ 176 \end{pmatrix}.
    • det⁡A=0.3(−200)−100(0.25)=−85\det A = 0.3(-200) - 100(0.25) = -85
    • A−1=−185(−200−100−0.250.3)=(401720170.0517−0.0617)A^{-1} = -\frac{1}{85} \begin{pmatrix} -200 & -100 \\ -0.25 & 0.3 \end{pmatrix} = \begin{pmatrix} \frac{40}{17} & \frac{20}{17} \\ \frac{0.05}{17} & -\frac{0.06}{17} \end{pmatrix}.
    • Equilibrium: Y=800Y = 800, i=0.12i = 0.12
  • Set of invertible n×nn \times n matrices forms the General Linear Group GLn(K)GL_n(K).

    • Cramerian Systems & Applications
  • Linear system AX=BA X = B of nn equations and nn unknowns.

  • If det⁡A≠0\det A \neq 0, system is Cramerian with unique solution xi=det⁡Aidet⁡Ax_i = \frac{\det A_i}{\det A}, or X=A−1BX = A^{-1} B

  • Maternity Hospital Bed Allocation Problem:

    Hospitals Bed Table

- Matrix Equation: (431642443)(xyz)=(659680)\begin{pmatrix} 4 & 3 & 1 \\ 6 & 4 & 2 \\ 4 & 4 & 3 \end{pmatrix} \begin{pmatrix} x \\ y \\ z \end{pmatrix} = \begin{pmatrix} 65 \\ 96 \\ 80 \end{pmatrix}.
  • Rank of a Matrix and Linear Systems
    • Rank rg(A)\text{rg}(A): Maximum number of linearly independent rows/columns in AA
    • Calculated by row echelon reduction or searching for non-zero minors.
    • Rouché-Capelli Theorem:
    • System AX=BA X = B is incompatible if rg(A∣B)>rg(A)\text{rg}(A|B) > \text{rg}(A).
    • System is compatible if rg(A∣B)=rg(A)=r\text{rg}(A|B) = \text{rg}(A) = r
      • If r=nr = n, unique solution.
      • If r<nr < n, infinitely many solutions with n−rn - r free variables.
    • 4x4 Grid Puzzle Problem:

    4x4 Grid Puzzle Table

- Equations for arithmetic mean of adjacent cells:
  - x=47+50+y+z4  ⟹  4x−y−z=97x = \frac{47 + 50 + y + z}{4} \implies 4x - y - z = 97
  - y=5+x+10+t4  ⟹  −x+4y−t=15y = \frac{5 + x + 10 + t}{4} \implies -x + 4y - t = 15
  - z=x+1+t+24  ⟹  −x+4z−t=3z = \frac{x + 1 + t + 2}{4} \implies -x + 4z - t = 3
  - t=y+z+3+24  ⟹  −y−z+4t=5t = \frac{y + z + 3 + 2}{4} \implies -y - z + 4t = 5
- Matrix system solved via row reduction yields: x=30x = 30, y=13y = 13, z=10z = 10, t=7t = 7
  • Homogeneous Systems:
    • AX=0A X = 0 is always compatible (X=0X = 0 is trivial solution).
    • If rg(A)=r<n\text{rg}(A) = r < n, solution space is a subspace of dimension n−rn - r

Matrix Diagonalization

  • Eigenvalues and Eigenvectors

    • Definitions:
    • λ∈K\lambda \in K is an eigenvalue of ff (or matrix AA) if ∃x≠0\exists x \neq 0 such that f(x)=λxf(x) = \lambda x (or AX=λXA X = \lambda X).
    • x≠0x \neq 0 is an eigenvector.
    • Set of eigenvalues: Spectrum SpK(f)\text{Sp}_K(f) or SpK(A)\text{Sp}_K(A).
    • Eigenspace associated with λ\lambda: SEP(λ)=V(λ)=Ker(f−λId)\text{SEP}(\lambda) = V(\lambda) = \text{Ker}(f - \lambda \text{Id}) or Ker(A−λIn)\text{Ker}(A - \lambda I_n).
    • Characteristic Polynomial:
    • PA(λ)=det⁡(A−λIn)=(−1)nλn+(−1)n−1tr(A)λn−1+⋯+det⁡AP_A(\lambda) = \det(A - \lambda I_n) = (-1)^n \lambda^n + (-1)^{n-1}\text{tr}(A)\lambda^{n-1} + \dots + \det A
    • λ\lambda is an eigenvalue iff PA(λ)=0P_A(\lambda) = 0
    • Spectral Study Example:
    • Matrix A=(1−333−536−64)A = \begin{pmatrix} 1 & -3 & 3 \\ 3 & -5 & 3 \\ 6 & -6 & 4 \end{pmatrix}.
    • PA(λ)=∣1−λ−333−5−λ36−64−λ∣=−(λ+2)2(λ−4)P_A(\lambda) = \begin{vmatrix} 1-\lambda & -3 & 3 \\ 3 & -5-\lambda & 3 \\ 6 & -6 & 4-\lambda \end{vmatrix} = -(\lambda + 2)^2 (\lambda - 4).
    • Eigenvalues: λ1=−2\lambda_1 = -2 (multiplicity 2), λ2=4\lambda_2 = 4 (multiplicity 1).
    • Eigenspaces:
      • V(−2):(A+2I3)X=0  ⟹  x−y+z=0  ⟹  V(−2)=span{(110),(−101)}V(-2): (A + 2I_3)X = 0 \implies x - y + z = 0 \implies V(-2) = \text{span}\left\{ \begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix}, \begin{pmatrix} -1 \\ 0 \\ 1 \end{pmatrix} \right\} (dim⁡=2\dim = 2).
      • V(4):(A−4I3)X=0  ⟹  x=y,z=2y  ⟹  V(4)=span{(112)}V(4): (A - 4I_3)X = 0 \implies x = y, z = 2y \implies V(4) = \text{span}\left\{ \begin{pmatrix} 1 \\ 1 \\ 2 \end{pmatrix} \right\} (dim⁡=1\dim = 1).
  • Diagonalizable Matrices

    • Definition:
    • A matrix AA is diagonalizable if it is similar to a diagonal matrix D=P−1APD = P^{-1} A P, where PP is the invertible matrix whose columns are eigenvectors of A$.\n - **Characterization**:\n - A_{n \times n}isdiagonalizableiffis diagonalizable iffK^nhasabasiscomposedofeigenvectorsofhas a basis composed of eigenvectors ofA\n - Aisdiagonalizableiffallrootsofis diagonalizable iff all roots ofP_A(\lambda)belongtobelong toKandand\dim V(\lambda) = m(\lambda)foreveryeigenvaluefor every eigenvalue\lambda\n - Every real symmetric matrix is diagonalizable over \mathbb{R}.\n - **Worked Examples**:\n - 1) Matrix A = \begin{pmatrix} 2 & 0 & 1 \ 1 & 1 & 1 \ -2 & 0 & -1 \end{pmatrix}.\n - P_A(\lambda) = -\lambda(\lambda - 1)^2\n - \dim V(0) = 1,,\dim V(1) = 2. Diagonalizable!\n - P = \begin{pmatrix} 1 & 0 & 1 \ 1 & 1 & 0 \ -2 & 0 & -1 \end{pmatrix},,D = \text{diag}(0, 1, 1).\n - 2) Non-diagonalizable Matrix A = \begin{pmatrix} -4 & 0 & -2 \ 0 & 1 & 0 \ 5 & 1 & 3 \end{pmatrix}.\n - P_A(\lambda) = -(\lambda - 1)^2(\lambda + 2),but, but\dim V(1) = 1 \neq 2.Notdiagonalizableover. Not diagonalizable over\mathbb{R}.\n\n- **Applications of Diagonalization**\n - **Powers of a Matrix**:\n - If A = P D P^{-1},then, thenA^k = P D^k P^{-1}forallfor allk \in \mathbb{N}.\n - **Reduction of Conics and Quadrics**:\n - 5x^2 + 8xy + 5y^2 = 9 \implies \begin{pmatrix} x & y \end{pmatrix} \begin{pmatrix} 5 & 4 \ 4 & 5 \end{pmatrix} \begin{pmatrix} x \ y \end{pmatrix} = 9\n - Eigenvalues \lambda_1 = 1, \lambda_2 = 9 \implies X^2 + 9Y^2 = 9 (ellipse equation in principal coordinate axes).\n - **Systems of Linear Differential Equations**:\n - System \mathbf{Y}' = A \mathbf{Y}.Substituting. Substituting\mathbf{Y} = P \mathbf{Z}convertsthesystemintodecoupleddifferentialequationsconverts the system into decoupled differential equations\mathbf{Z}' = D \mathbf{Z}((z_i' = \lambda_i z_i \implies z_i(x) = k_i e^{\lambda_i x}).\n - **Simultaneous First-Order Linear Recurrent Sequences**:\n - Sequences defined by X_{n+1} = A X_n \implies X_n = A^n X_0 = P D^n P^{-1} X_0\n - Limits as n \to \inftyyieldthelong−termstateofthesystem(yield the long-term state of the system (u_n, v_n, w_n \to 14$$).