1 Vectors & Matrices
1.1 Basics
Reading: Stewart Chapter 12, Thomas Calculus Chapter 12, Active Calculus Chapter 9
You should be able to answer the following questions after reading this section:
What is a vector?
What does it mean for two vectors to be equal?
How do we add two vectors together and multiply a vector by a scalar?
How do we determine the magnitude of a vector?
What is a unit vector
How do we find a unit vector in the direction of a given vector?
Typically, we talk about 3-dimensional vectors (as discussed in Stewart and Thomas). However, since talking about \(n\)-dimensional vectors doesn’t require much more effort, we will talk about \(n\)-dimensional vectors instead.
Definition 1.1 An \(n\)-dimensional Euclidean space \(\mathbb{R}^n\) is the Cartesian product of \(n\) Euclidean spaces \(\mathbb{R}\).
Definition 1.2 An \(n\)-dimensional vector \(\textbf{v}\in \mathbb{R}^n\) is a tuple \[\begin{equation} \textbf{v} = \langle v_1,\dots, v_n \rangle \,, \end{equation}\] where \(v_i \in \mathbb{R}\).
In dimensions less than or equal to 3, we represent a vector geometrically by an arrow, whose length represents the magnitude.
Remark. A point in \(\mathbb{R}^n\) is also represented by an \(n\)-tuple but with round brackets. A vector connecting two points \(A= (a_1, \dots, a_n)\) and \(B=(b_1, \dots, b_n)\) can be constructed as \[\begin{equation*} \textbf{x} = \langle b_1-a_1, \dots, b_n - a_n \rangle \,. \end{equation*}\]
We denote the above vector as \(\vec{AB}\) where \(A\) is the tail (initial point) and \(B\) is the tip/head (terminal point). We denote \(\textbf{0}\) to be the zero vector, i.e., \[\begin{equation*} \textbf{0} = \langle 0, \dots, 0 \rangle \,. \end{equation*}\]
Definition 1.3 The length of a vector \(\textbf{v}\) (denoted by \(| \textbf{v}|\)) is defined to be \[\begin{equation} |\textbf{v}| = \sqrt{ v_1^2 + \dots + v_n^2} \,. \end{equation}\]
Definition 1.4 A unit vector is a vector that has magnitude 1.
Exercise 1.1 Turn a vector \(\textbf{v} \in \mathbb{R}^n\) into a unit vector with the same direction.
Rules to manipulate vectors
Let \(\textbf{a}, \textbf{b} \in \mathbb{R}^n\) and \(c,d \in \mathbb{R}\). Then,
\[\begin{equation*} c( \textbf{a} + \textbf{b}) = \langle c a_1 + c b_1, \dots, c a_n + c b_n \rangle = c\textbf{a} + c\textbf{b} \,, \end{equation*}\] and \[\begin{equation*} (c+d) \textbf{a} = c\mathbf{a} + d\mathbf{a} \,. \end{equation*}\]
These formulas are deceptively simple. Make sure you understand all the implications.
Because of this rule, sometimes it is good to write vectors in terms of elementary vectors: \[\begin{equation*} \mathbf{u} = u_1 \mathbf{e_1} + \dots + u_n \mathbf{e_n} \,, \end{equation*}\] where \(e_i = \langle 0,\dots, 1, \dots, 0\rangle\) is the vector which has zero at all entries except that the \(i^{th}\) entry is 1.
In 3D, \[\begin{equation*} \mathbf{e_1} = \mathbf{i} \,, \qquad \mathbf{e_2} = \mathbf{j} \,, \qquad \mathbf{e_3} = \mathbf{k} \,. \end{equation*}\]
Properties of vector operations
Read the book
(Make sure you understand the geometric intepretation)
1.2 Products
1.2.1 Dot product
How is the dot product of two vectors defined and what geometric information does it tell us?
How can we tell if two vectors in \(\mathbb{R}^n\) are perpendicular?
How do we find the projection of one vector onto another?
Definition 1.5 The dot product of vectors \(\textbf{u} = \langle u_1, \dots, u_n \rangle\) and \(\textbf{v} = \langle v_1, \dots, v_n \rangle\) in \(\mathbb{R}^n\) is the scalar \[\begin{equation*} \textbf{u} \cdot \textbf{v} = u_1 v_1 +\dots + u_n v_n \,. \end{equation*}\]
Properties of dot product
Let \(\textbf{u}, \textbf{v}, \textbf{w} \in \mathbb{R}^n\). Then,
\(\textbf{u}\cdot \textbf{v} = \textbf{v}\cdot \textbf{u}\),
\((\textbf{u} + \textbf{v})\cdot \textbf{w} = (\textbf{u}\cdot \textbf{w}) + (\textbf{v}\cdot \textbf{w})\),
If \(c\) is a scalar, then \((c \textbf{u})\cdot \textbf{w} = c (\textbf{u}\cdot \textbf{w})\).
Theorem 1.1 (Law of cosine) If \(\theta\) is the angle between the vectors \(\textbf{u}\) and \(\textbf{v}\), then \[\begin{equation*} \textbf{u}\cdot \textbf{v} = |\textbf{u}|| \textbf{v}| \cos \theta \,. \end{equation*}\]
Corollary 1.1 Two vectors \(\textbf{u}\) and \(\textbf{v}\) are orthogonal to each other if \(\textbf{u} \cdot \textbf{v} = 0\).
Projection
Let \(\textbf{u}, \textbf{v}\in \mathbb{R}^n\). The component of \(\textbf{u}\) in the direction of \(\textbf{v}\) is the scalar \[\begin{equation*} \mathrm{comp}_{\mathbf{v}}\mathbf{u} = \frac{\mathbf{u}\cdot \mathbf{v}}{|\mathbf{v}|} \,, \end{equation*}\] and the projection of \(\mathbf{u}\) onto \(\mathbf{v}\) is the vector \[\begin{equation*} \mathrm{proj}_{\mathbf{v}}\mathbf{u} =\left( \mathbf{u}\cdot \frac{\mathbf{v}}{|\mathbf{v}|}\right) \frac{\mathbf{v}}{|\mathbf{v}|} = \frac{\mathbf{u}\cdot \mathbf{v}}{\mathbf{v} \cdot\mathbf{v}} \mathbf{v} \,. \end{equation*}\]
1.2.2 3D special: Cross product
This concept is very specific to \(\mathbb{R}^3\). It will not make sense in other dimensions.
Definition 1.6 Let \(\mathbf{a}, \mathbf{b} \in \mathbb{R}^3\). The cross product of \(\mathbf{a}\) and \(\mathbf{b}\) is defined to be \[\begin{equation*} \mathbf{a} \times \mathbf{b} = \langle a_2 b_3 - a_3 b_2, a_3b_1 - a_1 b_3, a_1b_2 - a_2b_1 \rangle \,. \end{equation*}\]
Theorem 1.2 Let \(\theta\) be the angle between \(\mathbf{a}\) and \(\mathbf{b}\). Then, \[\begin{equation*} | \mathbf{a} \times \mathbf{b} | = |\mathbf{a}||\mathbf{b}| \sin\theta \,. \end{equation*}\]
Theorem 1.3 The vector \(\mathbf{a}\times \mathbf{b}\) is orthogonal to both \(\mathbf{a}\) and \(\mathbf{b}\).
1.2.3 Distance from a point
We can use the cross and dot products to measure the distance of one point to either a plane or a line.
Let \(P \in \mathbb{R}^n\) and \(\vec{r}(t) = R_0 + t \vec{v}\) be a line. Then the distance from \(P\) to \(\vec{r}(t)\) is \[ Dist = \frac{| \vec{R_0 P} \times \vec{v}|}{| \vec{v} |}\]
1.3 Matrices
A matrix is an 2 dimensional array with rows and columns.
\[ A = \begin{pmatrix} A_{11} & \dots & A_{1n}\\ \vdots & & \vdots \\ A_{n1} & \dots & A_{nn} \end{pmatrix}\]
Another way to write out matrix \(A\) is \[ A = (A_{ij})\] where the first index \(i\) represents the row and the second index \(j\) represents the column.
1.3.1 Operations on matrices
Addition: let \(A\) and \(B\) be two matrices with same dimension \(m\times n\). Then \(A + B\) is an \(m\times n\) matrix such that \[[A + B]_{ij} = A_{ij} + B_{ij}.\]
Scalar multiplication: let \(A\) be a \(m\times n\) matrix, \(c\) is a constant scalar. then \(cA\) is a \(m\times n\) matrix such that \[((cA)_{ij}) = (cA_{ij}).\]
Matrix multiplication: let \(A\) be \(m\times n\) matrix and \(B\) be \(n\times l\) matrix. Then the multiplication \(AB\) is a \(m\times l\) matrix such that \[ [AB]_{ij} = \sum_{k} A_{ik} B_{kj} .\]
1.3.2 Linear transformation
A linear transformation is a function \(f: \mathbb{R}^n \to \mathbb{R}^m\) such that \[ f(a \vec{u} + b \vec{v} ) = a f(\vec{u}) + b f(\vec{v}) \] for all \(a,b \in \mathbb{R}\) and \(u,v \in \mathbb{R}^n\).
It turns out that every linear transformation \(f: \mathbb{R}^n \to \mathbb{R}^m\) can be represented as a \(m\times n\) matrix.