Numerical Linear Algebra

Part I: Fundamentals

Chapter List

Lecture 1: Matrix-Vector Multiplication
Lecture 2: Orthogonal Vectors and Matrices
Lecture 3: Nomrs
Lecture 4: The Singular Value Decomposition
Lecture 5: More on the SVD

You already know the formula for matrix-vector multiplication. Nevertheless, the purpose of this first lecture is to describe a way of interpreting such products that may be less familiar. If b = Ax, then b is a linear combination of the columns of A.

Familiar Definitions

Let x be an n-dimensional column vector and let A be an m n matrix ( m rows, n columns). Then the matrix-vector product b = Ax is the m-dimensional column vector defined as follows:


Here b i denotes the ith entry of b, a ij denotes the i, j entry of A ( ith row, jth column), and x j denotes the jth entry of x. For simplicity, we assume in all but a few lectures of this book that quantities such as these belong to , the field of complex numbers. The space of m-vectors is , and the space of m n matrices is .

The map x ? Ax is linear, which means that, for any and any ,


Conversely, every linear map from can be expressed as multiplication by an m n matrix.

A Matrix Times...

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