Introduction to Linear Algebra and Optimization
Vector space
A vector space $V$ over a field $F$ has two operations:
- Vector addition $\mathbf{v} + \mathbf{w}$
- Scalar multiplication $\alpha \mathbf{v}$
To have a vector space, the following axioms must be satisfied for every $\mathbf{v}, \mathbf{w} \in V$ and $a, b \in F$.
- Associativity of vector addition: $u + (v + w) = (u + v) + w$
- Commutativity of vector addition: $u + v = v + u$
- Identity element of vector addition: There exists an element $0 \in V$, such that $v + 0 = v$ for all $v \in V$.
- Inverse elements of vector addition: For every $v \in V$, there exists an element $−v \in V$, such that $v + (−v) = 0$.
- Compatibility of scalar multiplication with field multiplication: $a(bv) = (ab)v$
- Identity element of scalar multiplication: $1v = v$, where 1 denotes the multiplicative identity in $F$.
- Distributivity of scalar multiplication with respect to vector addition:   $a(u + v) = au + av$
- Distributivity of scalar multiplication with respect to field addition: $(a + b)v = av + bv$
Operations between two vectors
Dot product
For $\mathbf{x} = [x_1, \cdots, x_d]$ and $\mathbf{y} = [y_1, \cdots, y_d]$, the dot product of $\mathbf{x}$ and $\mathbf{y}$ is denoted by $\mathbf{x} \cdot \mathbf{y}$ and defined as follows:
\[\mathbf{x} \cdot \mathbf{y} = \sum_{i=1}^{d} x_i y_i\]Here are some major characteristics about the dot product.
Dot product is a special case of inner product, which allows formal definitions of intuitive geometric notions, such as lengths, angles, and orthogonality.
- Dot product is commutative: $\mathbf{x} \cdot \mathbf{y} = \mathbf{x} \cdot \mathbf{y}$
- Dot product is distributive over multiplication: $\mathbf{x} \cdot (\mathbf{y} + \mathbf{z}) = \mathbf{x} \cdot \mathbf{y} + \mathbf{x} \cdot \mathbf{z}$
- The dot product of a vector with itself is referred to as squared Euclidean norm. The norm defines the length of vector.
- By dividing a vector with its norm, we can normalize the vector; normalized vector only contains the information about the direction (unit vector).