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 to the coefficient matrix of a system
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
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
Its roots are the eigenvalues of .
Cholesky Decomposition
A factorization
or
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
the conjugate is
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 such that
for some nonzero vector .
Eigenvector
A nonzero vector satisfying
Eigenspace
The subspace
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
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
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:
Gram-Schmidt Process
An algorithm that converts a linearly independent set into an orthonormal set.
H
Hermitian Matrix
A complex matrix satisfying
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 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
that generalizes dot products and defines lengths and angles.
Invertible Matrix
A square matrix with a matrix satisfying
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
Jordan Canonical Form
A block diagonal matrix built from Jordan blocks and similar to the original matrix.
K
Kernel
The set
Krylov Subspace
A subspace generated by vectors
L
Least Squares Problem
An optimization problem minimizing
Linear Combination
An expression of the form
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
with lower triangular and upper triangular.
M
Matrix
A rectangular array of scalars.
Matrix Exponential
The matrix function
Matrix Norm
A function measuring matrix size.
Minimal Polynomial
The monic polynomial of smallest degree satisfying
Multilinear Map
A function linear in each argument separately.
N
Nilpotent Matrix
A matrix such that
for some positive integer .
Normal Equation
The equation
associated with least squares problems.
Normal Matrix
A matrix satisfying
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
Orthogonal Complement
The set of vectors orthogonal to a given set.
Orthogonal Projection
The closest-point projection onto a subspace.
Orthogonality
The condition
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
or
for all nonzero .
Projection
A linear transformation satisfying
Pseudoinverse
A generalized inverse, often the Moore-Penrose inverse.
Q
QR Decomposition
A factorization
with orthogonal or unitary and upper triangular.
Quadratic Form
An expression
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
for an approximate solution .
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
with unitary and upper triangular.
Singular Matrix
A noninvertible square matrix.
Singular Value
The square root of an eigenvalue of
Singular Value Decomposition
A factorization
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
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
Upper Triangular Matrix
A matrix whose entries below the diagonal are zero.
V
Vandermonde Matrix
A matrix of the form
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.