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15: Linear and multilinear algebra; matrix theory (finite and infinite)


Introduction

Linear algebra, sometimes disguised as matrix theory, considers sets and functions which preserve linear structure. In practice this includes a very wide portion of mathematics! Thus linear algebra includes axiomatic treatments, computational matters, algebraic structures, and even parts of geometry; moreover, it provides tools used for analyzing differential equations, statistical processes, and even physical phenomena.

History

See for example the Vector space and Matrix theory pages from the St. Andrews History files.

Here is a paper on Hermann Grassmann and the Creation of Linear Algebra. Further reading:

Applications and related fields

In the accompanying diagram the reader might observe a few clusters of related fields, showing both the many parts of linear algebra and the related fields in which many of these themes are extended and applied. [Schematic of subareas and related areas]

This image slightly hand-edited for clarity.

Classic topics in linear algebra and matrix theory are at the center of the diagram: 15A03: Vector spaces, 15A04: Linear transformations, 15A15: Determinants, and 15A21: Canonical forms (e.g. the Jordan canonical form).

Also crowded near the center of the diagram are several fields concerned with linear spaces and linear transformations, and in some cases the reflection of those ideas in the corresponding matrices. Of particular interest are spaces of functions, the modern setting for differential equations and global analysis. Most of the study of linear algebra in these infinite-dimensional (i.e. topological) spaces is classified separately in the fields of functional analysis including 46: Function Analysis proper, 43: Abstract harmonic analysis, and 47: Operator theory. Here we are concerned with similar perspectives with interesting consequences even for finite-dimensional spaces. In particular one might include 15A60: Matrix norms, 15A57: Hermitian and other classes of matrices, 15A24: Matrix equations and identities, 15A54: Matrices over function rings in one or more variables, 15A42: Inequalities involving eigenvalues, and 15A22: Matrix pencils.

At the far right are several large areas of activity in numerical linear algebra and related topics, typically, the study of individual matrices or transformations between (large-dimensional) real vector spaces. Numerical linear algebra per se (e.g. the determination of fast methods of solving thousands of simultaneous linear equations, the stability of eigenvalue calculations, applications to finite-element methods, sparse matrix techniques) are parts of 65: Numerical Analysis, particularly 65F: Numerical linear algebra. Here we include several fields of inquiry into the underlying linear systems and their applications. In this category we might include 15A06: Linear equations, 15A09: Matrix inversion and generalized inverses, 15A18: Eigenvalues and singular values, 15A23: Factorization of matrices (SVD, LU, QR, etc.), 15A12: Conditioning of matrices, as well as applications to physics (15A90), Control Theory (93) and Statistics (62) such as what is there known as Principal Component Analysis. Related topics include those of importance in 90: Operations Research (especially linear programming) such as 15A48: Positive matrices, 15A39: Linear inequalities, and 15A45: Miscellaneous matrix inequalities.

The circles in shades of red in the lower part of the graph show connections with other fields of algebra. Furthest down is 15A72: Invariant theory and tensor algebra, which crosses to the study of invariants in Group Theory (20) and in polynomial rings (13: Commutative Algebra and 14: Algebraic Geometry). Certain sets of matrices form well-known groups, particularly the Lie groups (22) and algebraic groups. Closer to the center of the picture are connections with Number Theory (10 and 11), especially 15A63: Quadratic forms. There are several connections with ring theory (16: Noncommutative Rings, 17: Nonassociative Rings, 19: Algebraic K-Theory); indeed many of the key examples of such rings involve collections of matrices, including the full matrix rings and Lie rings, and rings of matrices are used for representing groups and general rings. Related disciplines within Linear Algebra include 15A27: Commutativity, 15A30: Algebraic systems of matrices, 15A33: Matrices over special rings (including 12: Fields), 15A36: Matrices of integers, 15A75: Grassmann algebras, and 15A78: Other algebras. Tensor products in linear algebra (15A69) mirror such constructs in other algebraic categories.

Nearby are several fields in discrete mathematics, including the use of matrices for the representation of combinatorical objects such as graphs (05: Combinatorics), extremal matrices, permanents (15A15), and applications to 68:Computer Science, 94: Information Theory (e.g. linear codes), and 39: Difference equations.

In the upper left are the papers in "geometric algebra", including 15A66 (Clifford algebras), 81 (Quantum theory), 53 (Differential Geometry), and 58 (Analysis on manifolds).

In the upper right are the topics appropriate for 60: Probability and 62: Statistics, including 15A51: Stochastic matrices and 15A52: Random matrices, and applications to statistical mechanics (82) and the sciences (92).

Linear maps of geometric interest are considered in the geometry pages (51, 52). For example, rotation matrices and affine changes of coordinates come under 51F15. Sets of matrices qua sets arise geometrically as well; for example certain families of matrices form manifolds, and even topological groups (22).

Subfields

There is only one division (15A) but it is subdivided:

Browse all (old) classifications for this area at the AMS.


Textbooks, reference works, and tutorials

Lütkepohl, H., "Handbook of matrices", John Wiley & Sons, Ltd., Chichester, 1996. ISBN 0-471-97015-8: no proofs, no algorithms, just the definitions and theorems.

The opposite extreme: Bourbaki, N., "Elements de mathématique: Algèbre", including "Chapitre 2: Algèbre linéaire", "Chapitre 3: Algèbre multilinéaire", and "Chapitre 9: Formes sesquilinéaires et formes quadratiques", all published by Hermann, Paris ca. 1958 (MR21 #6384, MR30#3104, MR27#5765)

An undergraduate text which opens up the post-matrix-computation perspective is by Axler, Sheldon: "Linear algebra done right", Springer-Verlag, New York, 1996. 238 pp. ISBN 0-387-94596-2; MR97i:15002

There is a substantial pool of information on numerical issues in linear algebra available on the internet -- see for example the newsgroup sci.math.num-analysis.

An online Elementary Linear Algebra text [Keith Matthews]

Software and tables

GAMS Linear algebra software

CLIFFORD, a Maple package for computations with Clifford algebras Cl(B) of any bilinear form B.

Macsyma's Atensor package (for tensor algebras) handles several kinds of tensor algebras, including universal tensor algebras, Grassmann, polynomial, Clifford, symplectic algebras. In contains simplifiers for these algebras. The developmental version of Macsyma includes (anti)derivation operators and, for Clifford algebras, an exponentiation operation.

Other web sites with this focus

Selected topics at this site


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Last modified 2000/01/14 by Dave Rusin. Mail: