Problem-solving recipes
A step-by-step procedure for every problem type this course teaches — what to do first, what to do next, and how to tell which case you're in.
What are you being asked to do?
Start with what you're actually being asked to produce.
Given two vectors or lines, need a geometric fact about them (angle, orthogonality, intersection, cross/triple product) — one of the vectors- and-geometry recipes below.
Given a system of equations, need the solution — Gaussian elimination. Need to know whether a solution exists or is unique without fully solving — the existence-and-uniqueness recipe instead.
Given a matrix, need its inverse — row reduction with the identity bolted on. Need A=LU or PA=LU instead — the factorization recipes. Already have A^{-1} and just need to solve A\mathbf x=\mathbf b — the solve-with-known-inverse recipe, a single matrix-vector multiply.
Given a matrix, need a fact about a subspace it defines (null space, column space, a general subspace's dimension or a vector's coordinates) — one of the vector-spaces-and-subspaces recipes below.
Given a linear transformation, need its matrix — the standard-matrix recipe, or the relative-to-a-basis version if the problem specifies a non-standard basis.
Given vectors or a matrix, need orthogonality or a least-squares fit — the orthogonal-complement, QR, or normal-equations recipes below, depending on what's given and what's being solved for.
Given a matrix, need its eigenvalues — the characteristic equation (or the trace/determinant shortcut for a 2\times2). Already have an eigenvalue and need its eigenvectors instead — the eigenspace recipe, not the characteristic equation again.
Given a matrix, asked for P and D with A=PDP^{-1} — diagonalization, which itself calls the eigenvalue and eigenvector recipes above as its first two steps. Asked for A^k specifically — the diagonalization-power recipe, which reuses a diagonalization you may have already done.
Readiness — trig, notation, functions, and proof
Vectors and geometry
Classify a pair of lines in R3
Use when: you have two lines in \mathbb{R}^3, each given as \mathbf p_0 + t\mathbf d, and need to know whether they're parallel, intersecting, or skew
Goal: a definite classification — parallel (same or distinct), intersecting, or skew — plus the meeting point when one genuinely exists
Lines in R3, and skew lines
Uses the cross product above to test for coplanarity along the way.
Solving a linear system
Test existence and uniqueness from a matrix in row echelon form
Use when: you have (or can quickly reduce to) an augmented matrix in row echelon form, and need to know how many solutions the system has — not their actual values
Goal: a classification into exactly one of three outcomes: no solution, exactly one solution, or infinitely many
Existence and uniqueness
Reads the answer off an already-echelon matrix instead of solving it fully.
Detect that a system is inconsistent while eliminating
Use when: you're running Gaussian elimination on an augmented matrix and want to catch (or rule out) a contradiction as early as possible, rather than waiting until the whole matrix reaches echelon form
Goal: either a confirmed 0=c row — permission to stop immediately with no solution — or confidence that no such row exists anywhere, even after combining every row
Inconsistent systems, and what the picture looks like
Catches a contradiction mid-elimination rather than at the end.
Matrix algebra
Working with a matrix's inverse and factorizations
Solve Ax = b using a known inverse
Use when: you already have A^{-1} in hand for an invertible matrix A, and need to solve A\mathbf x=\mathbf b
Goal: the solution vector \mathbf x, as one matrix-vector multiply instead of a fresh elimination
Solving Ax = b with an inverse -- and why you usually should not
Needs a known inverse already in hand -- see find-a-matrix-inverse above if you only have A.
Factor a matrix into PA = LU (with pivoting)
Use when: you have a square matrix A and ordinary elimination toward A=LU hits a zero (or, for numerical work, an uncomfortably small) pivot
Goal: a permutation P, unit lower-triangular L, and upper-triangular U with PA=LU
Permutation matrices, PA = LU, and pivoting
Extends the LU recipe above with the row-swap step ordinary elimination needs when a pivot is zero.
Determinants
Solve a system by Cramer's rule
Use when: you have a square system A\mathbf x=\mathbf b with \det A\neq0 and want one variable in isolation, as a ratio of two determinants, without eliminating the whole system
Goal: every x_i, each computed as \det A_i(\mathbf b)/\det A, with A_i(\mathbf b) built by replacing exactly one column of A with \mathbf b
Cramer's rule and the adjugate
Needs the determinant recipes above as its building block.
Vector spaces and subspaces
Test independence by row-reducing the coefficient matrix
Use when: the vectors live in \mathbb{R}^n (or any setting where 'stack them as columns' makes sense) and you'd rather row-reduce a matrix than solve the dependence equation by hand substitution
Goal: a pivot-in-every-column verdict of independent, or a free column that hands you the dependence relation's coefficients directly
Independence, dependence, and homogeneous systems
The matrix/row-reduction version of the independence test above, for larger sets.
The four fundamental subspaces
Find the null space and verify its dimension
Use when: you're given a matrix A, need \operatorname{Nul}(A) itself, and want the pivot/free column count as a built-in check on the answer
Goal: a spanning set for \operatorname{Nul}(A) together with confirmation that pivot columns plus free columns equals A's total column count
Null space, revisited
Extends the null-space recipe above with the rank-nullity dimension check.
Find the left null space of a matrix
Use when: you're given a matrix A and asked for every row vector \mathbf y with \mathbf y^{\mathsf T}A=\mathbf 0^{\mathsf T}, rather than an ordinary (right) null space
Goal: a spanning set for the left null space, found by running the ordinary null-space recipe on A^{\mathsf T} instead of A
The left null space
Extends the null-space recipe above, applied to A^T.
Linear transformations and change of basis
Orthogonality and least squares
Solve a least-squares problem from an existing QR factorization
Use when: you already have A=QR (orthonormal Q, upper-triangular R) and need the least-squares solution to A\mathbf x\approx\mathbf b
Goal: \hat{\mathbf x}, found with one matrix-vector product and one back substitution — no matrix ever multiplied by its own transpose
Least squares by QR
Skips straight to back-substitution when A=QR is already in hand.
Working with one matrix's eigenstructure
Find or verify a 2\times2 matrix's eigenvalues using trace and determinant
Use when: you have a 2\times2 matrix — or a claimed pair of numbers said to be its eigenvalues — and want the eigenvalues confirmed without expanding \det(A-\lambda I) by hand
Goal: the confirmed pair of eigenvalues, either derived directly or cleared against a candidate guess
Trace, determinant, and the eigenvalues
A faster path to the same eigenvalues above, for 2\times2 matrices only.
Solve a characteristic equation with no real roots
Use when: you've formed A-\lambda I for a 2\times2 matrix and the resulting quadratic's discriminant, (\operatorname{tr}A)^2-4\det A, comes out negative
Goal: the complex conjugate pair of eigenvalues, plus the correct conclusion that A has no real eigenvector
When the characteristic polynomial has no real roots
What to do when the characteristic equation above has no real roots.
Find the eigenvectors for a given eigenvalue
Use when: you already have a matrix A and one of its eigenvalues \lambda, and need the eigenvectors that go with it
Goal: a basis for the eigenspace: every eigenvector belonging to \lambda, described as a span
Eigenspaces
Needs an eigenvalue from the recipes above first.
Test whether a matrix is diagonalizable
Use when: you have a matrix's eigenvalues, at least one of which repeats, and need to know whether n independent eigenvectors actually exist rather than just assuming they do
Goal: a confirmed yes-or-no on diagonalizability, with the exact eigenvalue and shortfall pinpointed if the answer is no
Similarity, diagonalizability, and defective matrices
Needed only when an eigenvalue repeats; checks whether enough independent eigenvectors actually exist.
Diagonalize a matrix
Use when: you're given a square matrix A and asked to find P and D with A=PDP^{-1}, D diagonal
Goal: the eigenvalues plus enough independent eigenvectors to fill D and P, or a confirmed conclusion that A can't be diagonalized
Diagonalization · extended later in this course
Needs eigenvalues and eigenvectors from above, then the diagonalizability check when a root repeats.
Compute A^k by diagonalization
Use when: you have (or can find) A=PDP^{-1} and need A^k for some integer k, rather than multiplying A by itself k times
Goal: A^k, computed as PD^kP^{-1} at a cost that doesn't grow with k
Powers of a matrix by diagonalization
Extends diagonalization above to compute A^k without repeated multiplication.
Applications — Markov chains and differential equations
Solve \dfrac{d\mathbf x}{dt}=A\mathbf x by eigenvalues and eigenvectors
Use when: you have a constant-coefficient linear system \dfrac{d\mathbf x}{dt}=A\mathbf x (with or without an initial condition) and need its solution, or just the long-run behavior of its trajectories
Goal: the general solution \mathbf x(t), pinned to a specific trajectory if an initial condition is given, plus a stability classification of the origin
Linear systems of differential equations
Uses the eigenvalue and eigenvector recipes above to solve \dfrac{d\mathbf x}{dt}=A\mathbf x.