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Linear Algebra Primer

Linear Algebra Primer

作者: XuTsao | 来源:发表于2017-11-10 22:51 被阅读0次

Basic Matrix Operations

  • Addition




    Can only add a matrix with matching dimensions, or a scalar.

  • Scaling


  • Dot product of vectors




    Inner product (dot product) x·y is also |x||y|Cos( the angle between x and y )

  • Multiplication



    By convention, we can refer to the matrix product AA as A2, and AAA as A3, etc.
    Obviously only square matrices can be multiplied that way

  • Transpose




    A useful identity:
  • Inverse / pseudoinverse
    Given a matrix A, its inverse A-1 is a matrix such that AA-1 = A-1A = I
    E.g.


    Inverse does not always exist. If A-1 exists, A is invertible or non-singular. Otherwise, it’s singular.
    Useful identities, for matrices that are invertible:

    Pseudoinverse
    Say you have the matrix equation AX=B, where A and B are known, and you want to solve for X
    You could use MATLAB to calculate the inverse and premultiply by it: A-1AX=A-1B → X=A-1B
    MATLAB command would be inv(A)*B
    But calculating the inverse for large matrices often brings problems with computer floating-point resolution (because it involves working with very small and very large numbers together).
    Or, your matrix might not even have an inverse.
    Fortunately, there are workarounds to solve AX=B in these situations. And MATLAB can do them!
    Instead of taking an inverse, directly ask MATLAB to solve for X in AX=B, by typing A\B
    MATLAB will try several appropriate numerical methods (including the pseudoinverse if the inverse doesn’t exist)
    MATLAB will return the value of X which solves the equation:
    If there is no exact solution, it will return the closest one
    If there are many solutions, it will return the smallest one
    MATLAB example:


  • Determinant / trace
    det(A) returns a scalar
    Represents area (or volume) of the parallelogram described by the vectors in the rows of the matrix



    For

    Properties:
    Trace


    Invariant to a lot of transformations, so it’s used sometimes in proofs. (Rarely in this class though.)

    Properties:

2D Transformation

Basic set of 2D planar transformations.

Homogeneous system

In general, a matrix multiplication lets us linearly combine components of a vector

  • This is sufficient for scale, rotate, skew transformations.

  • But notice, we can’t add a constant! :(


    Hierarchy of 2D coordinate transformations.
  • translation


  • rigid(Euclidean) = rotation + translation



    Note: R belongs to the category of normal matrices and satisfies many interesting properties:


  • similarity transform = scaled rotation


  • affine



    Parallel lines remain parallel under affine transformations.

  • projection



    Perspective transformations preserve straight lines

3D Transformation

Hierarchy of 3D coordinate transformations

Singular Value Decomposition (SVD)

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