Lecture 1
Introduction, Basic Linear Algebra
MIT 18.335J / 6.337J
Introduction to Numerical Methods
September 5, 2007
1
Matrix-Vector Multiplication
• Matrix-vector product b = Ax
n
X
bi = aij xj , i = 1, . . . , m
j=1
• Linear mapping x 7→ Ax
A(x + y) = Ax + Ay
A(αx) = αAx
• Every linear map can be expressed as a matrix-vector product
2
Linear Combination of Columns
• Columns a1 , a2 , . . . , an of A:
" #
A = a1 a2 · · · an
• Alternative view of matrix-vector product:
n
" # " # " #
X
b = Ax = xj aj = x1 a1 + x2 a2 + · · · + xn an
j=1
• b is a linear combination of the columns of A
3
Matrix-Matrix Multiplication
• Matrix-matrix product B = AC
m
X
bij = aik ckj
k=1
• Matrix-vector product for each column of C
• Each column of B is a linear combination of the columns of A
4
Range, Nullspace, and Rank
• The range or column space of A:
range(A) = All linear combinations of the columns of A
= The space spanned by the columns of A
= All vectors that can be expressed as Ax
• The nullspace of A:
null(A) = All solutions to Ax = 0
• Dimension of space = number of vectors in a basis
• The column rank of A is the dimension of the column space range(A)
• column rank = row rank = rank
5
Matrix Inverse
• Nonsingular or invertible matrix = square matrix with full rank
• The inverse A−1 of A satisfies
AA−1 = A−1 A = I
• Change of basis:
x = A−1 b = solution to Ax = b
= the vector of coefficients of the expansion of b
in the basis of columns of A
