Many concepts of Linear Algebra have emerged from geometric problems, and then generalized to non-visual higher-dimensional spaces. Some of the most widely used geometric concepts are length, distance and perpendicularity, which provide powerful geometric tools for solving many applied problems, including the least-squares problems.
These all three notions are defined in terms of the inner product of two vectors, which is also the key concept to deal with orthogonal bases, the subject of the problem of this week. Orthogonal bases, and particularly orthonormal bases, are very useful when dealing with projections onto subspaces, among other problems.
An LU decomposition (or factorization) of a matrix A is the product of a lower triangular matrix L and an upper triangular matrix U that is equal to A. One of the motivation for an LU decomposition is the fact that this decomposition can be used as an alternative method to solve systems of linear equations, where once the matrix of the system has been decomposed, the solution of the system can be obtained by solving two easy systems, one by the method of forward substitution and the other by the method of backward substitution. The LU decomposition is another approach designed to exploit triangular systems.
Although is very common to be asked to find an LU decomposition for a square matrix, the concepts are extended to rectangular matrices as well. In this problem of the week, you should deal with the LU decomposition for a rectangular matrix.
An important concept related to basis and coordinates is the change of basis matrix. When there are two ordered bases for the same vector space, the change of basis matrix from the first basis to the second one, is the matrix that allows us to get the coordinate vector relative to the second basis by using only the coordinate vector from the first basis, without even knowing the bases themselves.
Understanding the change of basis matrix will help you to understand some problems related to diagonalization and singular value decomposition, among other important concepts which are widely used in many fields of mathematics, physics and engineering.
To solve the problem of this week you will need to use the concepts of coordinate vector and change of basis matrix.
When we talk about vectors, the first idea is to relate this concept to Euclidean vectors, and it is very common that in Linear Algebra books and tests, most of problems related to Vector Spaces and Linear transformations deal with Euclidean spaces, but sometimes, there are exercises that involve working with other sets like matrices, polynomials and functions, because, as it is well known, these sets are also Vector Spaces.
Linear Algebra Decoded only deals with Euclidean vector spaces, but it is easy to work with other vector spaces such as polynomials. In this post we will discuss how to use Linear Algebra Decoded to solve problems that use the set of polynomials as vector spaces.
Like last week, this week's problem is also related to spanning sets of vectors, but this time to determine if a vector belongs to a subspace spanned by a set a vectors. Once again, it will be revealed the importance of mastering the basic concepts of rank of a matrix, row operations to convert a matrix to row echelon form and systems of linear equations, to solve problems related to vector spaces.