Applied Computational Mathematics
Linear Algebra, Rank & Echelon forms, Multivariable Calculus, Ordinary Differential Equations, and Vector Calculus.
Module I: Linear Algebra – I (Matrices & Operations)
Elementary row operations, row echelon form, system of linear equations, and matrix decompositions.
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1. Matrix Algebra Fundamentals
A matrix A in mathbb{R}m imes n is a rectangular array of numbers arranged in m rows and n columns.
- Matrix Multiplication: For A in mathbb{R}m imes k and B in mathbb{R}k imes n, the product C = AB in mathbb{R}m imes n has entries:
- Transpose Properties:
- Symmetric & Skew-Symmetric:
- Symmetric: AT = A
- Skew-Symmetric: AT = -A (all diagonal entries aii = 0)
- Any square matrix A can be uniquely expressed as:
(Sum of a symmetric matrix and a skew-symmetric matrix).
2. Orthogonal & Unitary Matrices
A real square matrix Q in mathbb{R}n imes n is orthogonal if:
- det(Q) = pm 1.
- Preserves vector lengths and inner products: |Q mathbf{x}| = |mathbf{x}|.
- In complex matrices, U* U = I defines a unitary matrix (U-1 = U*).
3. Solved University Numerical
Problem: Express A = egin{bmatrix} 3 & 5 1 & -1 end{bmatrix} as the sum of a symmetric and skew-symmetric matrix.
- Symmetric part P = rac{1}{2}(A + AT):
- Skew-symmetric part Q = rac{1}{2}(A - AT):
- Verification: P + Q = egin{bmatrix} 3 & 5 1 & -1 end{bmatrix} = A.
1. Elementary Row Operations (ERO)
On any matrix A in mathbb{R}m imes n, three elementary operations preserve row equivalence (A sim B):
- Ri leftrightarrow Rj: Interchange of any two rows.
- Ri o k Ri ($k
eq 0): Multiplication of rowiby a non-zero scalark$.
- Ri o Ri + k Rj: Adding k times row j to row i.
2. Row Echelon Form (REF) Criteria
A matrix is in Row Echelon Form if:
- All zero rows (if any) are strictly at the bottom.
- The leading entry (pivot) of each non-zero row is strictly to the right of the pivot in the row above it.
- All entries in a column below a leading pivot are zero.
Rank of Matrix ho(A):
3. Step-by-Step Gauss Elimination Example
Solve the system:
Augmented matrix [A | B]:
By back substitution:
1. Vector Space & Subspace Axioms
Let V be a vector space over field mathbb{R}. A non-empty subset W subseteq V is a subspace iff:
2. Linear Independence & Basis
A set {mathbf{v}1, mathbf{v}2, dots, mathbf{v}k} is linearly independent if:
- A basis of V is a linearly independent spanning set.
- The dimension dim(V) is the number of vectors in any basis.
3. Rank-Nullity Theorem (High-Yield Exam Proof)
For any linear transformation T: mathbb{R}n o mathbb{R}m represented by an m imes n matrix A:
where ext{rank}(A) = dim( ext{Col}(A)) and ext{nullity}(A) = dim( ext{Null}(A)).