assignments, Math21b Fall 2006
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Mathematics 21b, Spring 2006

Linear Algebra and Differential Equations

course head: Clifford Taubes
office: science center 504
email: chtaubes
office hours: Tue 10-11:30, Fri 1:30-2:30


Assignments - Regular Sections

Rules for the homework:

Notation:

Other remarks:

Week 1: 2/6-2/10



 Chapter 1.1:  Introduction to linear systems
 Homework:  6, 10, 20, 26, 30, 35*, 43* 
 
 Chapter 1.2:  Matrices and Gauss-Jordan elimination
 Homework:  10, 12, 30, 32, 40, 29*, 37*
 
 Chapter 1.3:  On solutions of linear systems
 Homework:  4, 14, 24, 36, 50, 25*, 57*.
 

Solutions



Week 2: 2/13-2/17



 Chapter 2.1   Linear transformations and their inverses
   Key points:	a)  The notion of a function from one space to another.
		b)  Linear transformations.
		c)  Terminology: Linear transformations, identy matrix, invertibility, domain, codomain.
                d)  Fact 2.1.3, a transformation is linear if and only if ¡­ .
	Homework:  6, 14, 24, 34, 42, (25-30)*, 43*, 44*

 Chapter 2.2   Linear transformations in geometry 
	Key points:   a)  Examples of rotations, dilations, shears, reflections and
 projections give intuition about linear transformations.  The terminology is not 
 the key point and needn¡¯t be remembered.
	Homework:  6, 16b, 18, 26, 34, 29*, 32* 

 Chapter 2.3   Inverse of a linear transformation
	Key points: a)  Definition of an invertible function
		    b)  Non-invertibility if the matrix is not square.
		    c)  Understand how Fact 2.3.5 arises
		    d)  Don¡¯t worry about determinants yet.
	Homework:  12, 20, 30, 38, 40, 45*, 49* 

Solutions



Week 3: 2/20-2/24



Chapter 2.4   Matrix products
  Key points: 	a)  Terminology:  The composite of two functions.  Note that the
                    domain of the second must be the codomain of the first.
                b)  Definition of matrix multiplication.  Terminology:  AB  
                c)  Non-commutativity.  Associativity, multiplying by identity, 
                    mutliplying by the inverse, inverse of a product.  
                d)  Summation formula, convention with repeated indices.
	Homework:  14, 28, 38, 56, 76, 86*, 87*

Chapter 3.1   Image and kernel
  Key points:  	a)  Vocabulary:  Image, kernel, span.
		b)  Span of a set of vectors.
		c)  Properties of the kernel, 3.1.6.
	Homework:  2, 20, 32, 34, 44, 54, 49*, 50*
 

Solutions



Week 4: 2/27-3/3



Chapter 3.2  Subspaces, bases and linear independence 
	Key points:	a)  Subspace.
			b)  Linear dependence and independence; linear relation.
			c)  Definition of a basis, 3.2.3.
	Homework:  18, 24, 32, 38, 46, 50, 39*, 42*. 

 Chapter 3.3   Dimension
        Key Points: 	a)  The maximum number of linearly independent vectors in a 
                            subspace is no greater than the minimum number needed to
                            span the subspace.
			b)  The notion of dimension.
			c)  Characterizing a basis of Rn in terms of the invertibility
                            of a matrix, Fact 3.3.9.
	Homework:  22, 30, 32, 38, 44, 53*, 56*
 
 Chapter 3.4   Coordinates
	Key points:	a)  Definition of coordinates with respect to a given basis
			b)  The matrix of a linear transformation with respect to a 
                            given basis.
                        c)  The relation between the standard matrix of a transformation 
                            and the matrix with respect to some other basis.
                        d)  Understand that non-standard basis are used make a
                            transformation look simpler, and this will be a 
                            recurring theme as the course procedes.
                        e)  The ¡®standard basis¡¯ is a convention anyway  (consider   
                            Australians and the x-y-z basis for 3-space.)
	Homework:  28, 30, 44, 56, 64*, 78*

Solutions



Week 5: 3/6-3/10



 Chapter 5.1   Orthonormal bases and orthogonal projections
	Key points:	a)  Definition of the dot product, orthonormality, orthogonal
                            complement.
			b)  Orthogonal projections
			c)  Triangle inequality:  |x + y| ¡Ü |x| + |y|.  
			d)  Pythagorean theorem
	Homework:  6, 26, 28, 36, 38, 13*, 14* 

 Chapter 5.2   Gram-Schmidt and QR factorization
        Key points:	a)  Learn Gram-Schmidt, don¡¯t stress QR factorization
	Homework:  4, 14, 32, 34
 
 Chapter 5.3   Orthogonal transformations
	Key points:	a)  Orthogonal transformations preserve lengths so all dot
                            products
                        b)  Columns of an orthogonal matrix are orthonormal (and why)
                        c)  The tranpose of a square orthogonal matrix is its inverse
                        d)  Products of orthogonal matrices are orthogonal  
                        e)  Relations between transpose and inverse
	Homework:  32, 34, 38, 40, 66, 64*, 67*

Solutions



Week 6: 3/6-3/10



 Chapter 5.4   Least squares and data fitting
	Key points:	a)  Definition of least squares ‘solution’ to Ax = b.
			b)  Least squares x* is solution to ATAx = ATb.
			c)  It is crucial to learn least squares data fitting
	Homework:  10, 20, 22, 30, 36, 38*, 39*

  Chapters 6.1 and 6.2   Determinants
        Key points:	a)  The reason why we are interested in determinants:  A matrix 
                            is invertible if and only if its determinant is non-zero.  
                        b)  Have some intuition as to why one should expect that the 
                            volume of a cube under a linear transformation gives the 
                            determinant.
			c)  The determinant is the product of the diagonals for upper-
                            triangular matrices.
                        d)  Row/Column operations don’t change the determinant (and 
                            why).
                        e)  Det(A) ≠ 0 if and only if A is invertible—proof uses 
                            row/column.
                        f)  Det(A) = Det(AT).
                        g)  Det(AB) = Det(A)Det(B).
	Homework:  4, 16, 20, 30, 40, 44*, 50* in Chapter. 6.2 

 Chapter 7.1  Introduction to eigenvectors and eigenvalues
	Key points:	a)  The notion of an eigenvector and eigenvalue are crucially 
                            important.  
                        b)  Understand how they help solve a dynamical system.
                        c)  A non-invertible matrix must have zero as an eigenvector
	Homework:  8, 20, 24, 36, 52, 7*, 54*

   * Homework assigned this week is due the first scheduled section meeting during 
     the week of April 3-7.
 

Solutions



Week 7: 3/20-3/24



 
 Chapter 7.2  Eigenvalues 
	Key points:	a)  λ is an eigenvalue of A if and only if det(A- λ I)=0.
			b)  Notion of the multiplicity of an eigenvalue.
	                c)  At most n eigenvalues and, if n is odd, at least 
                            1. Understand how continuity is used to prove this: 
                            det(A- λ I) is a polynomial of odd degree n in 
                            λ and so is very negative for λ much larger 
                            than 1 and very positive for λ much smaller than -1. 
	Homework:  10, 12, 16, 22, 32, 28*, 36* 

   MIDTERM EXAM:  3/22 from 7-9pm in Science Center Hall C.

Solutions



Week 8: 3/25-4/2




  Spring Break, no classes.
 




Week 9: 4/3-4/7



Chapter 7.3   Eigenvectors
	Key points:	a)  Terminology:  Eigenspace, eigenbasis.  Note:  The eigenspace 
                            may have smaller dimension then the algebraic multiplicty 
                            of λ .
                        b)  Every eigenvalue has at least one eigenvector (since 
                            det(A- λ I) = 0 and so A - λ I has a kernel.
			c)  Linear independence of eigenvectors
			d)  If S is invertible, A = SBS^-1, then A and B have the same 
                            eigenvalues and if e_λ is one for B, then Se_λ  is
                            the corresponding one for A.
                        e)  The dimension of an eigenspace is no more than multiplicity  
                            of its eigenvalue, but can be less if multiplicity is  
                            greater than 1.  Notion of geometric dimension of eigenspace 
                            versus algebraic multiplicity.
	Homework:  12, 20, 26, 36, 44, 47*, 48* 

Chapter 7.4   Diagonalization
	Key points:	a)  Diagonalization makes a linear transformation diagonal
			b)  Diagonalization to find powers of a matrix
			c)  A matrix is diagonalizable if and only if it has n 
                            eigenvectors
	Homework:  12, 16, 30, 32, 54, 38*, 58* 

Chapter 7.5   Complex eigenvalues
	Key points:	a)  Review complex numbers
			b)  Polar form and De Moivres’ theorem
			c)  Fundamental theorem of algebra and fact that square matrix 
                            has n complex eigenvalues if counted with algebraic 
                            multiplicity.
                        d)  Complex eigenvalues are in conjugate pairs
	Homework:  6, 24, 26, 32, 38a,b, 3*, 30*

Solutions



Week 10: 4/10-4/14



Chapter 7.6   Stability
	Key points:  	a)  Zero is a stable equilibrium of x -> Ax if and only if all 
                            eigenvalues have absolute value less than 1
			b)  Understand why this is so in terms of eigenvectors and the 
                            flow of 'generic' point
	Homework:  6, 16, 20, 28, 42, 37* 

Chapter 8.1   Symmetric matrices
	Key points:	a)  A symmetric n x n matrix has real eigenvalues, n in all.
			b)  Eigenvectors are orthogonal so A = SDS^-1 with S 
                            orthogonal. Also, a symmetric matrix as a linear  
                            transformation preserves the orthogonal complement of any 
                            eigenspace.
	Homework:  8, 10, 16, 24, 36, 20*, 30*
 
Chapter 9.1   Differential equations I
        Key points:	a)  A linear dynamical system, continuous or discrete, can be 
                            solved in closed form when the matrix is diagonalizable.
                        b)  Phase portraits
	Homework:  14, 22, 28, 40, 44, 24*, 54*

Solutions



Week 11: 4/17-4/21



Chapter 9.2   Differential equations II
	Key points:	a)  Derivatives of complex function of time, t -> z(t).
			b)  Complex exponentials and Euler’s formula
			c)  Solution to (∂_t)x = Ax when A has n complex eigenvectors
			d)  Stability if and only if real parts of all eigenvalues 
                            are negative
			e)  Phase portraits
	Homework:  12, 14, 22, 24, 26, 28, 38, 16 *, 21* 

Otto Bretscher’s handout on nonlinear systems
	Key points:	a)  Find the null clines
			b)  Find the stationary points
			c)  motion is vertical through x-null clines and horizontal 
                            through y-null clines.
			d)  Sketch trajectories in the regions delineated by null-clines.
		        e)  Stability of the equilibrium point is determined by the 
                            matrix of partial derivatives:  Real(λ ) < 0 for all 
                            eigenvalues λUnderstand why this comes by using 
                            Taylor’s theorem with remainder.  Know that the borderline 
                            case (real (λ) = 0) is usually considered to be unstable.
	Homework: 1, 2, 3, 4, 5* from the handout.     

Handout 10.1, Chapter 9.3;  Linear differential operators 
	Key points:  	a)  Spaces of functions can be viewed as vector spaces.
			b)  Linear differential operators can be viewed as linear 
                            transformations.
                        c)  Terminology:  Homogeneous and inhomogeneous equations, 
                            kernels of differential operators.
                        d)  The notion of spanning a subset.
                        e)  Linear independence for a set of functions.
	Homework:  1-6 from Section 10.1 of the handout.

Solutions



Week 12: 4/24-4/28



	      
Handout 10.2, Chapter 9.3;   Linear differential operators
	Key points:	a)  Existence and ‘uniqueness’ for solutions to (∂_t^n +...)f = g
                        b)  The explicit form of the constant coefficient case; 
                            solutions are {e^(at): a is root of the characteristic 
                            polynomial).
			c)  Know why this case is important even though special:  
                            Taylor’s theorem (to zero’th order) allows it to locally 
                            approximate the general case where the leading order 
                            coefficient is non-zero.
	Homework:  1-5 from Section 10.2 of the handout.

Handout 10.3 and Chapter 5.5;   Fourier series
	Key points:	a)  The norm and inner product on continous functions.
			b)  The notion of orthogonality.  An orthonormal set of function 
                            is linearly independent.
                        c)  The set {1, cos(nt), sin(nt)} is orthonormal on [-π, π] and 
                            every continous function has an expansion in this basis.  
                            Moreover, the expansion converges pointwise to the function 
                            if the function is differentiable.  This is called the 
                            Fourier expansion of the function.
                        d)  Give the analogous basis for any interval. 
	Homework:  1-5 from Section 10.3 of the handout.
		   22, 24 from Chapter 5.5.

 Handout 10.4;  The heat equation
	Key points:	a)  The heat equation
			b)  Initial conditions and boundary conditions
			c)  Viewing the equation as a linear operator on a vector space 
                            of functions.
			d)  Solving using Fourier series
	Homework:  1-6 from Section 10.4 of the handout.

 
 

Solutions



Week 13: 5/1-5/5



	     
Handout 10.5;  Laplace’s equation
	       Key points:  a)  The Laplace equation
			    b)  The Laplace equation as a linear transformation on a 
                                vector space of functions.
			    c)  Solving the Laplace equation using Fourier series.
	       Homework:  1-4 from Section 10.5 in the handout.

Handout 10.6;  Other equations
	       Key points:  a)  The wave equation, Schroedinger’s equation.
                            b)  Look for vector and matrix analogs to guide a search for 
                                solutions.

Solutions





Math21b, Linear Algebra and Applications, Spring 2006, Clifford Taubes, Harvard University, Faculty of Arts and Sciences, Harvard University