Chapter 1 (Linear Equations in Linear Algebra): The matrix equation Ax=b

本文为《Linear algebra and its applications》的读书笔记

Definition of $A\mathbf{x}$

$A\mathbf{x}$ 被定义为了 $A$ 的各个列的线性组合

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EXAMPLE 1

The matrix equation (矩阵方程)

• The equation $A\mathbf{x}=\mathbf{b}$ is called a matrix equation.
  • For example, the system
    is equivalent to

Notice how the matrix $A$ is just the matrix of coefficients of the system.

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THEOREM3

• Theorem 3 provides a powerful tool for gaining insight into problems in linear algebra, because a system of linear equations may now be viewed in three different but equivalent ways:
  • as a matrix equation
  • as a vector equation
  • or as a system of linear equations.
• In any case, the matrix equation (4), the vector equation (5), and the system of equations are all solved in the same way—by row reducing the augmented matrix (6).

Existence of Solutions

• The equation $A\mathbf{x}=\mathbf{b}$ has a solution if and only if $\mathbf{b}$ is a linear combination of the columns of $A$.

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EXAMPLE 3

Let $A=\left[\begin{array}{ccc}1& 3& 4\\ -4& 2& -6\\ -3& -2& -7\end{array}\right]$, and $\mathbf{b}=\left[\begin{array}{c}{b}_1\\ b_2\\ b_3\end{array}\right]$. Is the equation $A\mathbf{x}=\mathbf{b}$ consistent for all possible $b_1,b_2,b_3$ ?

SOLUTION

• The equation $A\mathbf{x}=\mathbf{b}$ is not consistent for every $\mathbf{b}$
  
• The reduced matrix in Example 3 provides a description of all $\mathbf{b}$ for which the equation $A\mathbf{x}=\mathbf{b}$ is consistent: The entries in $\mathbf{b}$ must satisfy
  $$-b_1-\frac{1}{2}{b}_2+b_3=0$$This is the equation of a plane through the origin in ${\mathbb{R}}^3$. The plane is the set of all linear combinations of the three columns of $A$.
  

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• In the next theorem, the sentence “The columns of $A$ span ${\mathbb{R}}^m$”($A$ 的列生成 ${\mathbb{R}}^m$) means that every $\mathbf{b}$ in ${\mathbb{R}}^m$ is a linear combination of the columns of $A$.
• In general, a set of vectors { v 1 , . . . , v p } \{\boldsymbol v_1,...,\boldsymbol v_p\} {v1​,...,vp​} in ${\mathbb{R}}^m$ spans (or generates) ${\mathbb{R}}^m$ if Span { v 1 , . . . , v p } \{\boldsymbol v_1,...,\boldsymbol v_p\} {v1​,...,vp​}=${\mathbb{R}}^m$

$Warning$: Theorem 4 is about a coefficient matrix, not an augmented matrix. If an augmented matrix $[A\mathbf{b}]$ has a pivot position in every row, then the equation $A\mathbf{x}=\mathbf{b}$ may or may not be consistent.

• 也就是说，如果 $A$ 对应的阶梯矩阵每一行都不为零行，则 $A$ 的列生成 ${\mathbb{R}}^m$
  • 推论：若 $m\times n$ 的矩阵 $A$ 的行数多于列数，则 $A$ 的列不可能生成 ${\mathbb{R}}^m$ (最多有 $n$ 个主元，无法使每行都有主元)

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EXAMPLE
Let ${\mathbf{v}}_1=\left[\begin{array}{c}1\\ 0\\ -1\\ 0\end{array}\right]$, ${\mathbf{v}}_2=\left[\begin{array}{c}0\\ -1\\ 0\\ 1\end{array}\right]$, ${\mathbf{v}}_1=\left[\begin{array}{c}1\\ 0\\ 0\\ -1\end{array}\right]$, find a specific vector in ${\mathbb{R}}^4$ that is not in Span{${\mathbf{v}}_1,{\mathbf{v}}_2,{\mathbf{v}}_3$}.

SOLUTION

• Take $\mathbf{b}$ = $(1,1,0,0)$, for example, or any other choice of $b_1,...,b_4$ whose sum is not zero.

Computation of $A\mathbf{x}$

EXAMPLE 4
Compute $A\mathbf{x}$, where $A=\left[\begin{array}{ccc}2& 3& 4\\ -1& 5& -3\\ 6& 2& -8\end{array}\right]$ and $\mathbf{x}=\left[\begin{array}{c}{x}_1\\ x_2\\ x_3\end{array}\right]$

SOLUTION

• From the definition,
  
• The first entry in the product $A\mathbf{x}$ is a sum of products (sometimes called a dot product (点积)), using the first row of $A$ and the entries in $\mathbf{x}$. That is,
  This matrix shows how to compute the first entry in $A\mathbf{x}$ directly, without writing down all the calculations

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Row–Vector Rule for Computing $A\mathbf{x}$

• If the product $A\mathbf{x}$ is defined, then the $i$th entry in $A\mathbf{x}$ is the sum of the products of corresponding entries from row $i$ of $A$ and from the vector $\mathbf{x}$.

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EXAMPLE 5

• By definition, the matrix in Example 5 with 1’s on the diagonal and 0’s elsewhere is called an identity matrix (单位矩阵) and is denoted by $\mathbf{I}$ .
• The calculation in Example 5 shows that $I\mathbf{x}=\mathbf{x}$ for every $\mathbf{x}$ in ${\mathbb{R}}^3$. There is an analogous $n\times n$ identity matrix, sometimes written as ${\mathbf{I}}_n$. As in Example 5, $I_n\mathbf{x}=\mathbf{x}$ for every $\mathbf{x}$ in ${\mathbb{R}}^n$.

Properties of the Matrix–Vector Product $A\mathbf{x}$

矩阵-向量积 $A\mathbf{x}$ 的性质

这两个性质也是线性变换 (linear transformation) 的性质

PROOF

• For simplicity, take $n=3$