Foundations of Matrix Analysis推荐.pdf

1 Foundations of Matrix Analysis In this chapter we recall the basic elements of linear algebra which will be employed in the remainder of the text. For most of the proofs as well as for the details, the reader is referred to [Bra75], [Nob69], [Hal58]. Further results on eigenvalues can be found in [Hou75] and [Wil65]. 1.1 Vector Spaces Definition 1.1 A vector space over the numeric field K (K = R or K = C) is a nonempty set V , whose elements are called vectors and in which two operations are defined, called addition and scalar multiplication, that enjoy the following properties: 1. addition is commutative and associative; 2. there exists an element 0 ∈ V (the zero vector or null vector) such that v + 0 = v for each v ∈ V ; 3. 0 · v = 0, 1 · v = v, where 0 and 1 are respectively the zero and the unity of K ; 4. for each element v ∈ V there exists its opposite, −v, in V such that v + (−v) = 0; 2 1. Foundations of Matrix Analysis 5. the following distributive properties hold ∀α ∈ K, ∀v, w ∈ V, α(v + w) = αv + αw, ∀α, β ∈ K, ∀v ∈ V, (α + β )v = αv + βv; 6. the following associative property holds ∀α, β ∈ K, ∀v ∈ V, (αβ)v = α(βv). Example 1.1 Remarkable instances of vector spaces are: - V = Rn (respectively V = Cn ): the set of the n-tuples of real (respectively complex) numbers, n ≥ 1; - V = Pn : the set of polynomials pn (x) = n a xk with real (or complex) k=0 k coefficients ak having degree less than or equal to n, n ≥ 0; - V = Cp ([a, b]): the set of real (or complex)-valued functions which are con- tinuous on [a, b] up to their p-th derivative, 0 ≤ p ∞.