Chapter-1
Chapter-1
Lebanese university
Ali Ayad
Assistant professor at the lebanese university - Section 1
[email protected]
In this chapter, we recall some notions from linear algebra which are interesting for us in the
rest of this book. Most of the results of this chapter are given without demonstrations (see
any course of linear algebra).
In all this chapter, K denotes a commutative field, E and F are two K-vector spaces of
finite dimensions n ∈ N∗ and m ∈ N∗ respectively.
x1 + · · · + xr = 0 ⇒ x1 = · · · = xr = 0.
2
Chapter 1 Recall of some notions in linear algebra
F1 + · · · + Fr = F1 ⊕ · · · ⊕ Fr .
x = x1 + · · · + xr , where x1 ∈ F1 , . . . , xr ∈ Fr .
F1 + · · · + Fr = F1 ⊕ · · · ⊕ Fr .
r
[
If, for every 1 ≤ i ≤ r, bi is a basis of Fi over K, then the set b = bi is a basis of
i=1
F1 ⊕ · · · ⊕ Fr over K.
ii) F1 + · · · + Fr = F1 ⊕ · · · ⊕ Fr .
x = x1 u1 + · · · + xn un , where x1 , . . . , xn ∈ K.
x1
The column matrix X = M (x, b) = ... is called the column vector of coordinates (or
xn
the representative matrix) of x in the basis b (or relatively to the basis b).
1)
(x = y) ⇔ M (x, b) = M (y, b).
2)
M (x + y, b) = M (x, b) + M (y, b).
3)
M (αx, b) = α M (x, b).
In order to prove that the set B = {v1 , v2 , v3 } is a basis of R3 over R, we consider the
matrix P whose columns are the column vectors of coodinates of v1 , v2 , v3 in the canonical
basis C = {e1 , e2 , e3 } of R3 , i.e.,
2 1 1
P = 0 −1 0 .
−1 0 −1
Remark 1.2.1
1) If P is the transition matrix from a basis b to a basis b0 of E over K, then P −1 is the
transition matrix from the basis b0 to the basis b.
vj = p1j u1 + · · · + pnj un .
Example 1.2.3 Let P be the transition matrix from the canonical basis C to the basis B of
R3 defined in the example 1.2.2. The matrix P −1 is the transition matrix from B to C. As
v1 = 2e1 − e3 e1 = v1 − v3
v2 = e1 − e2 , then e2 = v1 − v2 − v3
v3 = e1 − e3 e3 = v1 − 2v3
So
1 1 1
P −1 = 0 −1 0 .
−1 −1 −2
Proposition 1.2.4 Let b and b0 be two bases of E over K and P be the transition matrix
from b to b0 . Let x be an element of E and X (resp. X 0 ) be the column vector of coordinates
of x in b (resp. b0 ). Then
X = P X0 and X 0 = P −1 X.
Example 1.2.4 Let B = {v1 , v2 , v3 } be the basis of R3 over R given in the exam-
ple 1.2.2 Let P be the transition matrix from the canonical basis C to the basis B. By
the proposition 1.2.4 and by using the example 1.2.3, the column vector of coordinates of
v = (1, 2, 3) ∈ R3 in the basis B is:
1 1 1 1 6
X 0 = P −1 X = 0 −1 0 2 = −2 .
−1 −1 −2 3 −9
Definition 1.3.2
x = x1 u1 + · · · + xn un .
So
f (x) = f (x1 u1 + · · · + xn un )
= x1 f (u1 ) + · · · + xn f (un ) (since f is a homomorphism)
= x1 g(u1 ) + · · · + xn g(un ) (by (∗))
= g(x1 u1 + · · · + xn un ) (since g is a homomorphism)
= g(x).
Hence f = g.
f (x) = f (x1 e1 + x2 e2 )
= x1 f (e1 ) + x2 f (e2 ) (since f is an endomorphism of E)
= x1 (1, 2) + x2 (3, 4) = (x1 + 3x2 , 2x1 + 4x2 ).
rk(f ) = dim(Im f ).
is a basis of E over K.
The matrix A is called the representative matrix of f in the bases b and b0 (or relatively to
the bases b and b0 ), it is denoted by A = M (f, b, b0 ).
f (x1 , x2 , x3 ) = (2x1 + x3 , x1 + x2 − x3 ).
The representative matrix of f in the canonical bases C = {e1 , e2 , e3 } and C 0 = {e01 , e02 }
of R3 and R2 respectively is:
2 0 1
A = M (f, C, C 0 ) = ∈ M2,3 (K),
1 1 −1
f (x1 , x2 , x3 ) = (−x2 , x1 + x2 + x3 , x1 − x2 − x3 ).
Example 1.3.5 Let f be the endomorphism of R3 defined in the example 1.3.3 and C =
{e1 , e2 , e3 } be the canonical basis of R3 . In order to determine ker f , we solve the homoge-
neous linear system AX = 0 where
0 −1 0 x1
A = M (f, C) = 1 1 1 and X = x2 .
1 −1 −1 x3
x = (x1 , x2 , x3 ) ∈ ker f ⇔ AX = 0
−x2 = 0
⇔ x1 + x2 + x3 = 0
x1 − x2 − x3 = 0
⇔ x1 = x2 = x3 = 0
⇔ x = (0, 0, 0).
So ker f = {0}, and therefore f is injective. Hence f is bijective.
Proposition 1.3.7 For every matrix A ∈ Mn (K), there exists one and only one endomor-
phism fA of Kn such that A = M (fA , C) where C is the canonical basis of Kn . We call it
the endomorphism of Kn canonically associated to A.
Proof Let C = {e1 , . . . , en } be the canonical basis of Kn . For every x = (x1 , . . . , xn ) ∈
Kn , put
fA (x) = y1 e1 + · · · + yn en ,
where
y1 x1
.. ..
. = A i.e., M fA (x), C = A M (x, C).
.
yn xn
fA is an endomorphism of Kn : Let x, x0 ∈ Kn , then
h i
M fA (x + x0 ), C = A M (x + x0 , C) = A M (x, C) + M (x0 , C)
= A M (x, C) + A M (x0 , C)
= M fA (x), C + M fA (x0 ), C
= M fA (x) + fA (x0 ), C .
So
fA (x + x0 ) = fA (x) + fA (x0 ).
Let α ∈ K, then
h i h i
M fA (αx), C = A M (αx, C) = A αM (x, C) = α A M (x, C)
h i
= α M fA (x), C = M αfA (x), C .
So
fA (αx) = αfA (x).
Hence fA is an endomorphism of
Kn .
A = M (fA , C): Put A = aij . For any 1 ≤ j ≤ n,
a1j
M fA (ej ), C = A M (ej , C) = ... .
anj
So A = M (fA , C).
Uniqueness of fA : If there exists an endomorphism g of Kn such that A = M (g, C), then
M (g, C) = M (fA , C), and therefore g = fA by the proposition 1.3.5. 2
So the rank of f is equal to the rank of the representative matrix of f in a basis of E over
K and a basis of F over K. This is independent of the choice of the bases. Indeed, if B is
another basis of E over K and B0 is another basis of F over K, and if B = M (f, B, B0 ),
then B = Q−1 AP by the proposition 1.3.8. So
by using the fact that if M ∈ Mm,n (K), R ∈ Mm (K) and S ∈ Mn (K) such that R and
S are invertible, then
rk(RM ) = rk(M S) = rk(M ).
B = P −1 AP,
Example 1.3.6 Let f be the endomorphism of R3 defined in the example 1.3.3 and B =
{v1 , v2 , v3 } the basis of R3 over R given in the example 1.2.2.
1) In order to determine the representative matrix B = M (f, B) of f in B, we distinguish
the following two methods:
1st method: We use the definition. We have:
f (v1 ) = (0, 1, 3) = e2 + 3e3
f (v2 ) = (1, 0, 2) = e1 + 2e3
f (v3 ) = (0, 0, 2) = 2e3 .
In order to determine the column vectors of coordinates of f (v1 ), f (v2 ), f (v3 ) in the
basis B, we use the proposition 1.2.4 and the example 1.2.3:
1 1 1 0 4
M f (v1 ), B = P −1 M f (v1 ), C = 0 −1 0 1 = −1
−1 −1 −2 3 −7
1 1 1 1 3
M f (v2 ), B = P −1 M f (v2 ), C = 0 −1 0 0 = 0
−1 −1 −2 2 −5
1 1 1 0 2
M f (v3 ), B = P −1 M f (v3 ), C = 0 −1 0 0 = 0 .
−1 −1 −2 2 −4
So
f (v1 ) = (0, 1, 3) = 4v1 − v2 − 7v3
f (v2 ) = (1, 0, 2) = 3v1 − 5v3
f (v3 ) = (0, 0, 2) = 2v1 − 4v3 .
Hence
4 3 2
B = −1 0 0 .
−7 −5 −4
2nd method: Let P be the transition matrix from C to B. By the corollary 1.3.2 and by
using the examples 1.2.2, 1.2.3 and 1.3.3, we obtain:
1 1 1 0 −1 0 2 1 1
B = P −1 AP = 0 −1 0 1 1 1 0 −1 0
−1 −1 −2 1 −1 −1 −1 0 −1
4 3 2
= −1 0 0 .
−7 −5 −4
2) In order to determine the expression of f (x) in terms of the coordinates x01 , x02 , x03
of x in the basis B of R3 (i.e., for x = x01 v1 + x02 v2 + x03 v3 ∈ R3 ), we use the
proposition 1.3.6:
0
4 3 2 x1
M f (x), B = B M (x, B) = −1 0 0 x02
−7 −5 −4 x03
4x01 + 3x02 + 2x03
= −x01 .
0 0
−7x1 − 5x2 − 4x3 0
So
f (x) = (4x01 + 3x02 + 2x03 )v1 − x01 v2 + (−7x01 − 5x02 − 4x03 )v3 .
A = P BP −1 = (P −1 )−1 BP −1 = Q−1 BQ
• If A ' B and B ' C, then there exist P, Q ∈ Mn (K) invertible such that
So
Example 1.4.1
1) The only matrix similar to the identity matrix In is In itself. Indeed, if A is similar
to In , then In is similar to A (since ' is symmetric), so there exists P ∈ Mn (K)
invertible such that
A = P −1 In P = P −1 P = In .
Conversely, In is similar to In (since ' is reflexive).
Proposition 1.4.2 Two similar matrices have the same determinant, same trace and same
rank.
Proof Let A, B ∈ Mn (K) be two similar matrices, then there exists P ∈ Mn (K) invertible
such that B = P −1 AP . So
1
|B| = |P −1 AP | = |P −1 ||A||P | =|A||P | = |A|
|P |
tr(B) = tr (P −1 A)P = tr P (P −1 A) = tr(In A) = tr(A)
rk(B) = rg (P −1 A)P = rg P −1 A = rk(A),
by using the fact that if M, N, Q ∈ Mn (K) such that Q is invertible, then
Remark 1.4.1
1) Since ' is symmetric, then, if A ' B, then we say that A and B are similar.
2) The contrapositive of the proposition 1.4.2 is useful to prove that two matrices are not
similar, i.e., if two matrices have not the same determinant or not the same trace or
not the same rank, then they are not similar. For example, the two matrices
1 3 4 1 0 8
A = −1 0 0 and B = 1 2 0
−6 −8 −4 −4 −6 7
3) The converse of the proposition 1.4.2 is not necessarily true. Indeed, the two matrices
1 0 1 1
A= and B =
0 1 0 1
have the same determinant, same trace and same rank. On the other hand, A and
B are not similar since A = I2 and the only matrix similar to I2 is I2 itself by the
example 1.4.1.
Theorem 1.4.1 Two matrices in Mn (K) are similar if and only if they are the representative
matrices of an endomorphism f of Kn in two bases of Kn over K. In other words, if A, B ∈
Mn (K), then A and B are similar if and only if there exists an endomorphism f of Kn and
two bases b and b0 of Kn over K such that
Proof
N.C. Since A and B are similar, then there exists P ∈ Mn (K) invertible such that B =
P −1 AP . Let f = fA be the endomorphism of Kn canonically associated to A, i.e., A =
M (fA , C) where C is the canonical basis of Kn (proposition 1.3.7). Since P is invertible,
then, by the remark 1.2.1, there exists a basis B of Kn such that P is the transition matrix
from C to B. By the corollary 1.3.2, we have:
S.C. Let P be the transition matrix from the basis b to the basis b0 , then P is invertible
and B = P −1 AP by the corollary 1.3.2. So A and B are similar. 2
Let’s find a basis B = {v1 , v2 , v3 } of R3 over R such that B = M (f, B). As B is obtained
from A by interchanging the first two columns, then we put
v1 = e2 , v2 = e1 , v3 = e3 .
So
f (v1 ) = f (e2 ) = 2v1 + 2v2 + 3v3
f (v2 ) = f (e1 ) = v1 + v2 + v3
f (v3 ) = f (e3 ) = 4v1 + 4v2 + 3v3
It is obvious that B is a basis of R3 over R and B = M (f, B). Hence A and B are similar.
Example 1.4.3 Let f be the endomorphism of R3 defined in the example 1.3.3. The repre-
sentative matrix of f in the canonical basis C = {e1 , e2 , e3 } of R3 is:
0 −1 0
A = M (f, C) = 1 1 1 .
1 −1 −1
So
det(f ) = |A| = −2, tr(f ) = tr(A) = 0 and rk(f ) = rk(A) = 3.
2) We have:
rk(f ) = dim(Im f ) = dim E − dim(ker f ).
3) We have:
det(f ◦ g) = det(f ) det(g), tr(f ◦ g) = tr(g ◦ f ),
tr(f + g) = tr(f ) + tr(g)
and
det(λf ) = λn det(f ), tr(λf ) = λ tr(f ).
1.5 Exercises
Exercise 1.1
We call projector of E every idempotent endomorphism of E, i.e., every endomorphism p of
E such that p ◦ p = p.
1) Let p be a projector of E.
Exercise 1.2
We call symmetry of E every involutive endomorphism of E, i.e., every endomorphism s of
E such that s ◦ s = idE .
Exercise 1.3
The following questions are independent.
1) Show that, for any λ ∈ K, λIn is the only matrix similar to λIn .
5) Let
1 −1 −1 0
A= and B=
−2 0 −5 2
Find all the invertible matrices P ∈ M2 (R) such that B = P −1 AP .
Exercise 1.4
Let
0 2 1 0
A= and B= .
−1 3 0 2
Exercise 1.5
Prove that the two matrices A and B are not similar in each of the following cases:
1)
1 2 4 −2 −2 4
A= 0 π 8 and B = 2 −1 7
−1 3 4 0 1 π
2)
5 3 −6 4 2 1
A= 1 4 0 and B= 0 5 6
0 0 2 0 −3 2
3)
2 0 0 2 −2 1
A= 0 2 0 and B= 0 2 3
0 0 2 0 0 2
Exercise 1.6
Let A, B ∈ Mn (K) such that A is similar to B. Prove that:
1) λA is similar to λB for all λ ∈ K.
2) Ak is similar to B k for all k ∈ N.
3) tA is similar to t B.
4) If A is invertible, then B is invertible and A−1 is similar to B −1 .
Exercise 1.7
In each of the following cases, show that the two matrices A and B are similar and determine
an invertible matrix P ∈ M3 (R) such that B = P −1 AP .
1)
1 1 0 1 1 1
A= 0 1 2 and B= 0 1 1
0 0 1 0 0 1
2)
0 1 1 1 1 0
A = −1 1 1 and B= 0 1 1
−1 1 2 0 0 1
3)
1 2 3 4 1 1 0 0
0 1 2 3 0 1 1 0
A=
0
and B=
0 1 2 0 0 1 1
0 0 0 1 0 0 0 1
Exercise 1.8
Let
0 1 0 0 0 1
A= 0 0 1 and B = 1 0 0 .
1 0 0 0 1 0
1) Show that A and B are similar and determine an invertible matrix P ∈ M3 (R) such
that B = P −1 AP .
2) Let
1 2 3 1 3 2
A0 = 3 1 2 and B0 = 2 1 3 .
2 3 1 3 2 1
Exercise 1.9
Let A, B ∈ Mn (K) and λ ∈ K.
Exercise 1.10
Let
1 2 3 3 1 2
A= 0 1 2 and B = 2 0 1 .
0 0 1 1 0 0
1) Verify that A and B have the same determinant, same trace and same rank.