Math · 05

Linear Algebra

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Problems first

Attempt these before you open a book or a video. Write the argument in the work box and the conclusion in the answer box. Check counts the problem only when both pass, and it does not open the solution. The solution stays locked for twenty minutes after you start the timer.

Attack 1

Do the vectors \((1,2)\) and \((2,4)\) form a basis of \(\mathbb{R}^2\)?

Timer not started. Twenty minutes of real work before a solution.

Attack 2

Solve \(x+y=1\), \(2x+2y=2\), and describe the solution set.

Timer not started. Twenty minutes of real work before a solution.

Attack 3

Compute \(\det\begin{pmatrix}1&2\\3&4\end{pmatrix}\). What does the sign tell you?

Timer not started. Twenty minutes of real work before a solution.

Prerequisites

What this actually is

Linear algebra is the study of maps that send lines through the origin to lines through the origin, and of the finite-dimensional spaces those maps act on. Once dimension is finite, every abstract question becomes a question about matrices, and every matrix question is secretly about a linear map that did not want coordinates. The objects you must be able to move between without thinking are: span, independence, basis, dimension, rank, nullity, determinant, eigenvalues, inner products, and the singular value decomposition.

Strang’s MIT course is the computational and geometric introduction. Axler’s Linear Algebra Done Right, 4th edition, is free from the author and refuses to lead with determinants; that is the right second pass, not the first, because you still need to compute. Treil’s Linear Algebra Done Wrong is the free book that keeps determinants and still proves things. Learn Anything’s linear algebra page puts the 3Blue1Brown series and the Georgia Tech interactive text near the top. Both are used below. The rest of that page is software libraries and unrelated algebra, and it was ignored.

The Putnam problems that are “just linear algebra” are short and brutal. They assume you can see a matrix as a map.

Core results

Statements only. Write the argument before you reveal it. A revealed proof you did not attempt is a paragraph you will not be able to rebuild at 2am.

  1. Bases and dimension. A basis is a linearly independent spanning set. Every basis of a space has the same number of vectors; that number is the dimension. Any independent set extends to a basis, and any spanning set contains a basis.

  2. Rank–nullity. For a linear map \(T:V\to W\) between finite-dimensional spaces, \(\dim\ker T+\dim\operatorname{im} T=\dim V\).

  3. Determinant. The determinant is the unique alternating multilinear form on columns that is 1 on the identity. It is zero exactly when the columns are dependent. It multiplies under matrix multiplication.

  4. Eigenvalues. \(\lambda\) is an eigenvalue of \(T\) when \(Tv=\lambda v\) for some \(v\ne 0\). It is a root of the characteristic polynomial \(\det(A-\lambda I)=0\). A matrix is diagonalizable when there is a basis of eigenvectors, which happens in particular when the characteristic polynomial splits into distinct linear factors.

  5. Inner products and SVD. An inner product induces a norm and orthogonality. An orthonormal set is independent. The orthogonal projection onto a subspace \(U\) is the unique vector in \(U\) whose error is orthogonal to \(U\). Every real \(m\times n\) matrix \(A\) factors as \(A=U\Sigma V^{T}\) with \(U,V\) orthogonal and \(\Sigma\) rectangular diagonal; the diagonal entries are the singular values, square roots of eigenvalues of \(A^{T}A\).

The ladder

Four rungs, in order. Do not skip a rung because the next one looks more serious.

Tier 0 / First contact

Watch or read once. Do not study from this.

3Blue1Brown, Essence of Linear Algebra
Watch once, do not study from this. It is also the one Learn Anything linear-algebra link that earns the preview slot. Close it before you touch a problem set.

Tier 1 / Main text

The thing you work through.

MIT 18.06 (Strang) and the Georgia Tech interactive text
18.06 is the course: lectures, problem sets, exams. The free book you can read beside it is Margalit and Rabinoff, Interactive Linear Algebra: https://textbooks.math.gatech.edu/ila/ . Strang, Introduction to Linear Algebra, ISBN 978-1-7331466-7-8, is the paid book the course tracks; the MIT page is https://math.mit.edu/~gs/linearalgebra/ . The free pair is better as a daily diet because the exams are public.

Tier 2 / Hard problems

The problem book.

Axler, Linear Algebra Done Right, 4th edition, and Treil, Linear Algebra Done Wrong
Axler’s PDF is free from the author; ISBN 978-3-031-41025-3. Treil is the determinant-friendly proof book: https://www.math.brown.edu/streil/papers/LADW/LADW.html . Use Axler for the spectral theorem and Treil when you still need to compute a determinant without shame.

Tier 3 / The ceiling

The hardest questions that exist at this level.

Borisov’s topic-sorted Putnam list, plus Matoušek’s miniatures
The PDF sorts Putnam problems by subject, including linear algebra. Matoušek, Thirty-three Miniatures, is a free PDF of serious applications: https://kam.mff.cuni.cz/~matousek/stml-53-matousek-1.pdf . Prasolov’s problem book was not verified as a stable free file, so it is not linked. Gelfand’s Lectures on Linear Algebra is the right Soviet companion and is paid; no free legal copy was verified.

Hardest questions

Names and links. The problem text stays on the source site. Copyrighted contest problems are not copied here. What follows is where they are and why they hurt.

  1. MIT 18.06 exams
    They ask you to see a factorization or a subspace, not to row-reduce a random 4×4 for an hour.
  2. Borisov, Selected Putnam problems, the linear algebra section
    The list is short and the problems are real. Each one is a theorem in disguise.
  3. Putnam 2008
    Use it as a second paper after Borisov tells you which problems are linear algebra. The hardness is recognizing the map.
  4. Axler, 4th edition, the exercises on operators and the spectral theorem
    No matrices to hide in. If the proof needs a basis, you have to say so.
  5. Matoušek, Thirty-three Miniatures
    Short chapters, each a real application. The linear algebra is not labeled as homework.

Mastery gate

Pass: one MIT 18.06 exam, closed book, written in full, and five problems from Borisov’s linear-algebra section with complete proofs. You must also state and prove rank–nullity and the spectral theorem for a real symmetric matrix, from a blank page. Fail if singular value decomposition is a slogan you cannot connect to eigenvalues of \(A^{T}A\).

Diagrams

projection
The error is perpendicular to the line. That sentence is the projection theorem.

Escalating sets

Five sets. Finish a set before you touch the next. Full sentences, not a circled answer.

Set 1. Subspaces

  1. Which of the standard subsets of \(\mathbb{R}^3\) are subspaces: planes through the origin, planes not through the origin, the set where \(x_1x_2=0\)?
  2. Prove that the intersection of two subspaces is a subspace, and that the union need not be.
  3. Find a basis of the solution set of \(x+y+z=0\).
  4. Extend \(\{(1,1,0),(1,0,1)\}\) to a basis of \(\mathbb{R}^3\).
  5. State rank–nullity for a \(3\times 5\) matrix of rank 3. What is the dimension of the nullspace?

Set 2. Maps and matrices

  1. Write the matrix of rotation by \(90^\circ\) in \(\mathbb{R}^2\) and compute its square.
  2. Prove that matrix multiplication corresponds to composition of the associated maps.
  3. Compute the determinant in the attack, and the inverse if it exists.
  4. Show that a square matrix is invertible if and only if 0 is not an eigenvalue.
  5. Give a \(2\times 2\) matrix that is not diagonalizable. Check the geometric multiplicity.

Set 3. Inner products

  1. Apply Gram–Schmidt to \((1,1,0)\) and \((1,0,1)\).
  2. Prove that an orthonormal set is linearly independent.
  3. Derive the normal equation for least squares: \(A^{T}A\hat x=A^{T}b\).
  4. Show that a real symmetric \(2\times 2\) matrix has real eigenvalues.
  5. Project \((1,2,2)\) onto the span of \((1,0,0)\) and \((0,1,0)\).

Set 4. Structure

  1. Prove rank–nullity.
  2. Prove that eigenvectors for distinct eigenvalues are independent.
  3. State the spectral theorem for real symmetric matrices and prove the \(2\times 2\) case.
  4. For \(A=\begin{pmatrix}1&1\\0&2\end{pmatrix}\), find eigenvalues and decide diagonalizability.
  5. Explain SVD in one paragraph without using the words “just a factorization.”

Set 5. Ceiling

  1. One 18.06 exam, timed.
  2. Five Borisov linear-algebra Putnam problems.
  3. Ten Axler exercises from the chapters on operators.
  4. Two Matoušek miniatures, written.
  5. Blank-page proof of rank–nullity.

Return bank

Ten problems to meet again. Logging a writeup schedules them at 1 day, 7 days, and 30 days in this browser.

  1. Why \((1,2)\) and \((2,4)\) are not a basis.
  2. Determinant and orientation of \(\begin{pmatrix}1&2\\3&4\end{pmatrix}\).
  3. Rank–nullity proof.
  4. Rotation by \(90^\circ\), squared.
  5. A non-diagonalizable \(2\times 2\).
  6. Gram–Schmidt on two vectors in \(\mathbb{R}^3\).
  7. Least-squares normal equation.
  8. Spectral theorem, \(2\times 2\) case.
  9. SVD in terms of \(A^{T}A\).
  10. One missed 18.06 exam problem.

Oral pass

Define a basis, prove rank–nullity, and explain what an eigenvalue is in terms of a line the map preserves. No notes.

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