An Introduction to LINEAR ALGEBRA V. KRISHNAMURTHY Professor of Mathematics : V. P. MAINRA Assistant Professor of Mathematics and J. L. ARORA Assistant Professor of Mathematics All at the Birla Institute of Technology and Science, Pilani rye AFFILIATED EAST-WEST PRESS PVT LTD NEW DELHI - MADRASPrice Rs 22.50 ‘No reproduction in any form of this book, in whole or in part (except for brief quotations in critical articles or reviews), may be made without written permission of the publishers. Printed in India at Re&ha Printers,.New Delhi-110020 Published by Affiliate? East-West Press Private Limited 104 Nirmal Tower, 26 Barakhamba Road, New Delhi-110001To Our ParentsContents PREFACE 1 SETS AND FUNCTIONS 11 Sets J 1.2 Operations on Sets 5 1.3 Relations 8 1.4 Functions 10 1.5 Binary Operations 17 1.6 Algebraic Structures 20 17 Operations on Functions 24 VECTORS 2.1 Space Coordinates 33 2.2 Vectots—Addition and Scalar Multiplication 2.3. Dot Product of Vectors 48 2.4 Applications to Geometry 55 VECTOR SPACES 3.1 Vector Spaces 63 3.2 Subspaces 69 3.3 SpanofaSet 74 3.4 More about Subspaces 77 3.5 Linear Dependence, Independence 85 3.6 Dimension and Basis 95 4 LINEAR TRANSFORMATIONS 4.1 Definition and Examples 107 4.2 Range and Kernel of a Linear Map ‘114 43 Rank and Nullity 118 44 Inverse of a Linear Transformation 122 4.5 Consequences of Rank-Nullity Theorem 127 46 The Space L(U,V) 129 4.7 Composition of Linear Maps 133 48 Operator Equations 138 4.9 Applications to the Theory of Ordinary Linear . Differential Equations 141 37 107viii / CONTENTS 5 MATRICES 5.1 Matrix Associated with a Linear Map = 148 5.2 Linear Map Associated witha Matrix 154 5.3. Linear Operations in Mm n 158 5.4 Matrix Multiplication 163 5.5 Rank and Nullity of a Matrix 174 5.6 Transpose of a Matrix and Spec‘al Types of Matrices 5.7 Elementary Row Operations 185 5.8 Systems of Linear Equation, 195 5.9 Matrix Inversion = 200 6 DETERMINANTS 61 Definition 203 6.2 Fundamental Properties of Determinants 207 6.3 Proofs of Theorems 2/2 6.4 Cofactors 2/6 6.5 Determinant Minors and Rank of a Matrix 224 6.6 Product of Determinants 227 6.7 Applications to Linear Equations 230 6.8 Eigenvalues, Eigenvectors 233 6.9 Wronskians 238 6.10 Cross Product in V, 24] 7 MORE MATRIX THEORY 71 Similarity of Matrices 250 7.2 Inner Product Spaces 258 7.3 Orthogonal and Unitary Matrices 264 7.4 Application to Reduction of Quadrics 266 APPENDIX Ordinary Linear Differential Equations ANSWERS TO PROBLEMS INDEX 148 180 250 276 325Preface In Indian universities the emphasis at the undergraduate level has been much more on calculus than on linear algebra and matrix theory. Today, however, the need for linear algebra and matrix theory as an essential part of undergraduate mathematics is recognised. The Bi- national Conference in Mathematics Education and Research (June 1973) recommended Elementary Linear Algebra as a compulsory course for all students at the undergraduate level. It has since been generally agreed that before a student begins to specialise in the discipline of his choice— whether it be mathematics, science, engineering, social science, or management—he must be exposed at least once to both calculus and linear algebra; such an exposure will familiarise him with the concepts and techniques of continuous mathematics (calculus), and the concepts, methods, and logic of modern discrete mathematics (linear algebra). This book is the outcome of a planned effort to teach linear algebra as a second course in the mathematics curriculum introduced at the under- graduate level several years ago at Birla Institute of Technology and Science (BITS), Pilani The students who take this course have had a semester of elementary calculus and analytical geometry. However, a knowledge of the fundamental properties of continuous and differentiable functions in terms of their addition, scalar multiplication, and multipli- cation is sufficient for an understanding of this volume. The treatment throughout is rigorous yet lucid. The fact that the majority of students who would use this text may not ultimately become mathematicians or physicists has not inhibited our development of the subject. We strongly believe that present-day users of mathematics, instead of being content with a hybrid of mathematical tools and gymnastics which merely graze the subject, should delve deep by training in concrete matter-of-fact arguments. The conceptual framework of linear algebra and matrix theory provides the most efficient means for this training; for, in one sense, matrices and linear equations form a concrete foundation, and vector spaces and linear transformations give the flavour of the abstract grandeur of modern mathematics. At the same time, as the freshmen we are addressing may not have had any grounding in abstractX / PREFACE mathematics, we have made a special effort to smoothen their first encounter with methods of proof. Theorems are proved in full (the end of proof is indicated by §), except in rare cases where they are beyond the scope of the book. In these instances the student is suitably instructed. Where certain consequences of earlier results are stated as FACTS, the student will find he has been sufficiently equipped in advance to prove them himself. The large number of worked-out examples which have been woven into the text help the Student to move back and forth from the concrete to the abstract. The sets of problems—numerical, objective, and theoretical —interpolated at the end of almost every article are a drill on the text. Answers to the numerical problems appear at the end of the book; the objective questions which are of the “‘true-false” type are intended to help the student in a self-assessment of his conceptual understanding of the subject under study. Chapter 1 deals with sets and functions and gradually introduces the language of modern mathematics. A teacher may adjust his pace in this chapter to suit the standard of his class. Algebraic structures, such as groups, rings, and fields, have been discussed only to the extent needed. Chapter 2 provides the concrete geometric structure of 2- and 3-dimen- sional vector spaces. It leads the student to the problems of geometry through vectors and prepares the ground for Chapter 3 which gets into the essence of the subject. Here the theory of vector spaces, and the con- cepts of linear dependence and linear independence, dimension and basis are treated elaborately. Though infinite-dimensional vector spaces are also considered, the emphasis throughout is on finite-dimensional vector spaces. Chapter 4 aims to familiarise the student with the fundamental pro- perties of linear transformations. The rank-nullity theorem and its consequences are presented in deta'l. The theory developed so far is applied to operator equations and, in particular, to differential equations. This application discloses that the solution space of the m-th order normal homogeneous linear differential equation is an n-dimensional subspace of the space of n-times continuously differentiable functions. The further application to the theory of ordinary linear differential equations is detail- ed in the Appendix. However, we have not attempted to make the treatment of differential equations self-contained. The elaborate build-up on vector spaccs and linear transformations begins to pay dividends in Chapter 5 which starts by establishing the tink between linear transformations and matrices. In our experience, the welter of mathematical detail on matrices in this chapter is easily assimi- lated by the student because of the knowledge of linear transformations hehas gained in Chapter 4. He is thrilled to see that the elementaryPREFACE | xi (apparently trivial) row operations on matrices finally result in the solution of linear equations in all their ramifications. Naturally, the chapter ends with matrix inversion. Now the student is ready for determinants, presented in Chapter 6. When he comes to determinant minors and the rank of a matrix he realises the importance of the emphasis in Chapter 3 on the concept of linear dependence and linear independence. The theorem giving the connection between the rank of a matrix (already defined in Chapter 5 by means of independence concepts) and the order of its nonzero minors is the crux of the content here. The ease with which it is proved justifies the efforts taken in the development of the subject in earlier chapters. Applications to linear equations, and a brief account of eigenvalues and eigenvectors of matrices, Wronskians, and the cross-product in V, give an idea of what determinants can do. Chapter 7 gives a glimpse of the theory of orthogonal and unitary matrices, similarity transformations and their application to the geometry of quadrics. When the student reaches this chapter, he easily recognises the connection batween linear algebra and gcometry. The student should guard against conceptual errors of three types : ‘finite dimension’ versus ‘infinite dimension’; ‘real scalar’ versus ‘complex scalar’; and ‘non-empty set’ versus ‘empty set’. When in doubt regarding hypotheses he should invoke what may be culled an ‘emergency axiom’ : ‘The suitable alternative in each relevant pair(s) is included as an additional hypothesis. The text can be adapted to suit different curricula : as a one-year course running three hours a week; as a one-semester course running five or six hours a week (as is the practice at BITS); or, by a judicious selec- tion of topics, as a onesemester course running three hours a week. It can be used during any year at the undergraduate level or as part of a first course in linear algebra at the postgraduate level, if no matrix theory has been done till then. However, as the topics have been arranged sequen- tially, any student who wishes to change the order of topics will need guidance. : We wish to thank Dr. C. R. Mitra (Director, BITS) and others at BITS who encouraged our efforts in writing this book under the Course Development Scheme and provided all the necessary assistance in dupli- cating and class-testing its earlier versions over a period of thrée ycars. To the BITS students—about 1200—of these three years, we are alsé. indebted for their lively response to our experiments in pedagogy. We are grateful to Messrs. G. R. Verma and B. L..Soni who patiently typed the several drafts; Mr. A. P. Rastogi who drew the illustrations; and the National Book Trust, India, for subsidising the publication of the