Appendix I. Glossary
Appendix I. Glossary
This glossary summarizes the main terms used throughout the book. Definitions are stated briefly and emphasize the meaning most relevant to linear algebra.
A
Affine Space
A set obtained by translating a vector subspace. An affine space does not necessarily contain the zero vector.
Algebraic Multiplicity
The multiplicity of an eigenvalue as a root of the characteristic polynomial.
Alternating Form
A multilinear form that changes sign when two arguments are exchanged and becomes zero when two arguments are equal.
Augmented Matrix
A matrix formed by appending the right-hand side vector (b) to the coefficient matrix (A) of a system
$$ Ax=b. $$
B
Backward Error
The size of the perturbation needed to make a computed solution exact for a nearby problem.
Basis
A linearly independent spanning set for a vector space.
Bilinear Form
A function
$$ B:V\times V\to F $$
that is linear in each argument separately.
Block Matrix
A matrix partitioned into submatrices treated as single units.
C
Canonical Form
A standard representative chosen from a class of equivalent matrices or transformations.
Characteristic Polynomial
The polynomial
$$ p_A(\lambda)=\det(\lambda I-A). $$
Its roots are the eigenvalues of (A).
Cholesky Decomposition
A factorization
$$ A=LL^T $$
or
$$ A=LL^* $$
for positive definite matrices.
Column Space
The span of the columns of a matrix.
Companion Matrix
A matrix associated with a monic polynomial whose characteristic polynomial equals that polynomial.
Complex Conjugate
For
$$ z=a+bi, $$
the conjugate is
$$ \overline{z}=a-bi. $$
Condition Number
A measure of sensitivity of a problem to perturbations in the input.
Coordinate Vector
The vector of coefficients expressing a vector relative to a chosen basis.
D
Determinant
A scalar associated with a square matrix that measures invertibility, signed volume scaling, and orientation change.
Diagonal Matrix
A matrix whose off-diagonal entries are all zero.
Diagonalizable Matrix
A matrix similar to a diagonal matrix.
Dimension
The number of vectors in a basis of a vector space.
Direct Sum
A decomposition of a vector space into subspaces with trivial intersection.
E
Eigenvalue
A scalar (\lambda) such that
$$ Av=\lambda v $$
for some nonzero vector (v).
Eigenvector
A nonzero vector satisfying
$$ Av=\lambda v. $$
Eigenspace
The subspace
$$ \ker(A-\lambda I). $$
Elementary Matrix
A matrix obtained from the identity matrix by one elementary row operation.
Elementary Row Operation
One of the operations:
| Operation | Meaning |
|---|---|
| Row swap | Exchange two rows |
| Row scaling | Multiply a row by a nonzero scalar |
| Row replacement | Add a multiple of one row to another |
Euclidean Norm
The norm
$$ |x|_2 = \sqrt{x_1^2+\cdots+x_n^2}. $$
F
Field
A set with addition, subtraction, multiplication, and division by nonzero elements satisfying the field axioms.
Forward Error
The difference between a computed solution and the exact solution.
Frobenius Norm
The matrix norm
$$ |A|F = \sqrt{ \sum{i,j}|a_{ij}|^2 }. $$
G
Gaussian Elimination
An algorithm for solving linear systems using elementary row operations.
Geometric Multiplicity
The dimension of the eigenspace associated with an eigenvalue.
Gram Matrix
A matrix of inner products:
$$ G_{ij}=\langle v_i,v_j\rangle. $$
Gram-Schmidt Process
An algorithm that converts a linearly independent set into an orthonormal set.
H
Hermitian Matrix
A complex matrix satisfying
$$ A^*=A. $$
Hessenberg Matrix
A nearly triangular matrix used in eigenvalue algorithms.
Householder Transformation
A reflection used in QR factorization and orthogonalization algorithms.
I
Identity Matrix
The square matrix (I) with ones on the diagonal and zeros elsewhere.
Image
The set of outputs of a function or linear transformation.
Independent Set
A set of vectors whose only linear relation is the trivial relation.
Inner Product
A function
$$ \langle \cdot,\cdot\rangle $$
that generalizes dot products and defines lengths and angles.
Invertible Matrix
A square matrix (A) with a matrix (A^{-1}) satisfying
$$ AA^{-1}=A^{-1}A=I. $$
Isomorphism
A bijective linear transformation.
Iterative Method
An algorithm that approaches a solution through repeated approximation.
J
Jacobian Matrix
The matrix of first partial derivatives of a vector-valued function.
Jordan Block
A matrix of the form
$$ \begin{bmatrix} \lambda & 1 & 0 & \cdots & 0\ 0 & \lambda & 1 & \cdots & 0\ \vdots & \vdots & \vdots & \ddots & \vdots\ 0 & 0 & 0 & \cdots & \lambda \end{bmatrix}. $$
Jordan Canonical Form
A block diagonal matrix built from Jordan blocks and similar to the original matrix.
K
Kernel
The set
$$ \ker(T)={v:T(v)=0}. $$
Krylov Subspace
A subspace generated by vectors
$$ v,Av,A^2v,\ldots. $$
L
Least Squares Problem
An optimization problem minimizing
$$ |Ax-b|^2. $$
Linear Combination
An expression of the form
$$ c_1v_1+\cdots+c_nv_n. $$
Linear Dependence
A relation among vectors where a nontrivial linear combination equals zero.
Linear Independence
The condition that only the trivial linear combination equals zero.
Linear Map
Another term for linear transformation.
Linear System
A collection of linear equations.
Linear Transformation
A function preserving vector addition and scalar multiplication.
LU Decomposition
A factorization
$$ A=LU $$
with (L) lower triangular and (U) upper triangular.
M
Matrix
A rectangular array of scalars.
Matrix Exponential
The matrix function
$$ e^A = I+A+\frac{A^2}{2!}+\cdots. $$
Matrix Norm
A function measuring matrix size.
Minimal Polynomial
The monic polynomial of smallest degree satisfying
$$ m(A)=0. $$
Multilinear Map
A function linear in each argument separately.
N
Nilpotent Matrix
A matrix (A) such that
$$ A^k=0 $$
for some positive integer (k).
Normal Equation
The equation
$$ A^TAx=A^Tb $$
associated with least squares problems.
Normal Matrix
A matrix satisfying
$$ A^A=AA^. $$
Norm
A function measuring vector length or size.
Null Space
Another term for kernel.
Numerical Stability
The property that rounding errors do not grow excessively during computation.
O
Orthogonal Matrix
A real matrix satisfying
$$ Q^TQ=I. $$
Orthogonal Complement
The set of vectors orthogonal to a given set.
Orthogonal Projection
The closest-point projection onto a subspace.
Orthogonality
The condition
$$ \langle u,v\rangle=0. $$
Orthonormal Basis
A basis consisting of mutually orthogonal unit vectors.
P
Partial Pivoting
A row-swapping strategy used in Gaussian elimination for stability.
Permutation Matrix
A matrix obtained by permuting the rows of the identity matrix.
Pivot
A leading nonzero entry used during elimination.
Positive Definite Matrix
A symmetric or Hermitian matrix satisfying
$$ x^TAx>0 $$
or
$$ x^*Ax>0 $$
for all nonzero (x).
Projection
A linear transformation satisfying
$$ P^2=P. $$
Pseudoinverse
A generalized inverse, often the Moore-Penrose inverse.
Q
QR Decomposition
A factorization
$$ A=QR $$
with (Q) orthogonal or unitary and (R) upper triangular.
Quadratic Form
An expression
$$ x^TAx. $$
R
Rank
The dimension of the image or column space of a matrix.
Reduced Row Echelon Form
A canonical row-equivalent matrix form satisfying specific pivot conditions.
Residual
The vector
$$ r=b-A\widehat{x} $$
for an approximate solution (\widehat{x}).
Row Echelon Form
A triangular-like matrix form obtained during elimination.
Row Space
The span of the rows of a matrix.
S
Scalar
An element of the underlying field.
Schur Decomposition
A factorization
$$ A=QTQ^* $$
with (Q) unitary and (T) upper triangular.
Singular Matrix
A noninvertible square matrix.
Singular Value
The square root of an eigenvalue of
$$ A^*A. $$
Singular Value Decomposition
A factorization
$$ A=U\Sigma V^*. $$
Sparse Matrix
A matrix with many zero entries.
Span
The set of all linear combinations of a collection of vectors.
Spectral Radius
The maximum absolute value of the eigenvalues of a matrix.
Spectral Theorem
A theorem describing diagonalization of symmetric or Hermitian matrices by orthogonal or unitary matrices.
Subspace
A subset closed under vector addition and scalar multiplication.
Symmetric Matrix
A real matrix satisfying
$$ A^T=A. $$
T
Tensor Product
A construction combining vector spaces into a larger multilinear structure.
Trace
The sum of the diagonal entries of a square matrix.
Transformation Matrix
A matrix representing a linear transformation relative to chosen bases.
Transpose
The matrix obtained by interchanging rows and columns.
Triangular Matrix
A matrix with all entries above or below the diagonal equal to zero.
U
Unitary Matrix
A complex matrix satisfying
$$ U^*U=I. $$
Upper Triangular Matrix
A matrix whose entries below the diagonal are zero.
V
Vandermonde Matrix
A matrix of the form
$$ \begin{bmatrix} 1 & x_1 & x_1^2 & \cdots \ 1 & x_2 & x_2^2 & \cdots \ \vdots & \vdots & \vdots & \ddots \end{bmatrix}. $$
Vector
An element of a vector space.
Vector Space
A set with vector addition and scalar multiplication satisfying the vector space axioms.
W
Well-Conditioned Problem
A problem whose solution changes little under small input perturbations.
Z
Zero Matrix
A matrix whose entries are all zero.
Zero Vector
The additive identity element of a vector space.