diff --git a/docs/ce1/math115.md b/docs/ce1/math115.md index 63e7ec4..8e047d3 100644 --- a/docs/ce1/math115.md +++ b/docs/ce1/math115.md @@ -986,7 +986,7 @@ For two diagonal matrixes $D$ and $E$: An $n\times n$ matrix $A$ is **diagonalisable** if and only if there is an invertible matrix $P$ and diagonal matrix $D$ with the same size such that: -$P_{-1}AP=D$$ +$P^{-1}AP=D$ The matrix $P$ **diagonalises** $A$ to $D$, and neither of the two are unique. @@ -998,3 +998,79 @@ The matrix $A$ is diagonalisable **if and only if** there is a basis for $\mathb - A matrix is diagonalisable if and only if $a_\lambda=g_\lambda$ for every eigenvalue of $A$ - If an $n\times n$ matrix $A$ has exactly $n$ distinct eigenvalues, $A$ is diagonalisable + +It's easy to calculate the powers of a diagonalisable matrix: + +$$A^k=PD^kP^{-1}$$ + +### Traces + +The trace of a matrix is the sum of the main diagonal. + +$$\text{tr } A=\sum^n_{i=1}A_{(ii)}$$ + +Alternatively, where $c$ is the number of times an eigenvalue $\lambda$ appears: + +$$\text{tr } A=\sum c\lambda$$ + +This results in the trace equal to the product of each eigenvector as they appear in the main diagonal. + +$$\text{tr } A=\sum^n_{i=1}x_ia_{x_i}$$ + +### Orthogonality + +!!! definition + - An **orthogonal basis** is an orthogonal set that is a basis. + - An **orthonormal set** contains only orthogonal vectors that have a norm of 1. + +A subspace is **orthogonal** if and only if each vector in their bases are all orthogonal to each vector in the other subspace's basis. + +An **orthonormal basis** makes it easy to solve for linear combinations, as the coefficient to that vector is equal to the dot product between the solution vector and the basis vector: + +$$c_1\vec v_1 + c_2\vec v_2 = \vec x, c_1=\vec v_1\bullet\vec x, c_2=\vec v_2\bullet\vec x$$ + +They can be derived via the **Gram-Schmidt process**: + +where $\vec x$ is the normalised vector and $\vec v$ is the original, each vector is orthonormalised to one by taking its projection to every other orthonormalised vector before it: + +$$ +\begin{align*} +\vec x_1&=\vec v_1 \\ +\vec x_2&=\vec v_2-\text{proj}_{\vec x_1}\vec v_2 \\ +\vec x_3&=\vec v_3 - \text{proj}_{\vec x_1}\vec v_3-\text{proj}_{\vec x_2}\vec v_3 \\ +\vec x_k&=\vec v_k-\sum_{j=1}^{k-1}\text{proj}_{\vec x_j}\vec v_k +\end{align*} +$$ + +A set is **orthogonal** if and only if each vector is orthogonal to every other. + +$$\vec v_i\bullet\vec v_j=0,i\neq j$$ + +An orthogonal set with only **non-zero vectors** is linearly independent. + +An **orthonormal matrix** has its inverse equal to its transpose: + +$$P^TP=I$$ + +which has the unique property that the rows of $P$ and columns of $P$ are each an orthonormal basis for $\mathbb R^n$. + +To orthogonally diagonalise a matrix, the orthogonal basis should be diagonalised. + +1. Calculate eigenspaces +2. Calculate bases for each eigenspace +3. Do not use Gram-Schmidt in eigenspaces because that changes the direction, making it no longer an eigenspace +4. If all eigenspaces are orthogonal to each other, diagonalise + +### Symmetric matrices + +Because magic: + +$$\vec x\bullet(A\vec y)=(A\vec x)\bullet\vec y$$ + +This allows the conversion of the dot product to a matrix multiplication: + +$$\vec x\bullet(A\vec y)=\vec x^T(A\vec y)$$ + +If a matrix is symmetric and has at least two distinct eigenvalues, their eigenspaces are orthogonal to each other, so long: + +$$\vec x_1\in E_{\lambda_1}(A)\bullet\vec x_2\in E_{\lambda_2}(A)=0$$