Lecture_002_Linear_Algbra_and_Vector_Calculus

Before preceded, you need to understand:

1. Vectors, Vector Space, and Euclidean Vector Space
2. Functions and see Functions (and Linear Transformations) as Vectors in Vector Space
3. Dot Product, Projections, Cross Product
4. Linear Transformation as matrix
5. Span, basis, linear independence, Gram-Schmidt Algorithm (QR decomposition)
6. Vector Field and 3D calculus

Vector Space is useful because functions are infinite dimensional vectors, therefore manifold (signed distance functions) are vectors, spherical harmonics are vectors...

Vector

Norm: a non-negative quantity of elements of a vector space

• $\|\overrightarrow{u}\| \geq 0$

• $\|\overrightarrow{u}\| \iff u = \overrightarrow{0}$

• $\|c\overrightarrow{u}\| = \|c\| \cdot \|\overrightarrow{u}\|$

• $\|\overrightarrow{u}\| + \|\overrightarrow{v}\| \geq \|\overrightarrow{u} + \overrightarrow{v}\|$

Euclidean norm is any notion of length preserved by rotations, translations, reflections of space.

(Euclidean) Inner product determines a (Euclidean) norm: $\|v\| = \sqrt{v \cdot v}$. Euclidean inner product is

\langle u, v \rangle = u \cdot v = |u||v|\cos(\theta)

Euclidean: length preserved by rotation, translation, reflection of space. $\|u\| := \sqrt{u_1^2 + ... + u_n^2}$ only if the vector is in orthonormal basis.

$L^2$ norm: magnitude of a function. $\|f\| := \sqrt{\int_a^b f(x)^2 dx}$ for $[a, b]$ is the function's domain

Note that $L^2$ norm does not strictly satisfy the definition of norm because consider the following function $ Above function is not a "zero function" but the L2 norm is zero, which breaks the definition.

$L^2$ dot (inner) product: how well two functions "line up". $\langle f, g \rangle := \int_a^b f(x)g(x) dx$

Any function that satisfy the definition of dot product are dot product. 

Linear Maps (Transformation)

• Computational Cheap

• Capture Geometric Transformation (rotation, translation, scaling)

• All maps can be approximated as linear maps using Taylor's Series

Affine function preserves convex combinations: if we have weights $w_1, ..., w_n$ such that $\sum_{i = 1}^n w_i = 1$, then for affine function $f$, we have:

f(w_1x_1 + ... + w_nx_n) = \sum_i w_i f(x_i)

Derivative and Integrals are Linear: Notes on Linear Transformations

The image of a function is (losely?) the range of the function.

Orthonormal Basis

Orthonormal Basis: $e_1 \cdot e_2 = \langle{e_i, e_j}\rangle = \begin{cases}1 \text{ if } i = j\\ 0 \text{ otherwise}\\\end{cases}$

1. unit length
2. mutually orthogonal

Fourier Transform

Approximated Signal: can be expressed using fourier basis of sinusoids.

Fourier Analysis (Decomposition): the process of transforming the original function (signal) into fourier series.

Fourier Composition: compose fourier series into approximated signal.

// QUESTION: do we use Discrete Time Fouier Series instead?

Cross Product

Definition: $\sqrt{\det(u, v, u \times v)} = \|u\|\|v\|\sin \theta$, $u \times v := \begin{bmatrix} u_2v_3 - u_3v_2\\ u_3v_1 - u_1v_3\\ u_1v_2 - u_2v_1\\ \end{bmatrix}$

• In 2D: $u \times v := u_1v_2 - u_2v_1$

For axis-angle rotation of any degree, we can use projection

v \times u = - u \times v

... and some anti-determinant matrix identities for cross product ...

Since we can represent linear maps using matrix, taking the determinant of the matrix represents the change in volume of a unite cube after applying the transformation. The sign tells us whether the transformation is flipped.

Lagrange's Identity: $u \times (v \times w) = v(u \cdot w) - w(u \cdot v)$

Derivatives

Ordinary differential equations can bs used to smooth lines.

Gradient: $\triangledown f(x) \cdot u = D_u f(x)$

Directional Derivative of a Function: just take derivative along each input variable and mix them with weights provided by a unit vector that indicates a direction.

Example 1: taking partial derivative $\frac{\partial}{\partial u_k}$ of $f := u^T v$ for $1 \leq k \leq n$

\begin{align*} &\frac{\partial}{\partial u_k} u^Tv\\ &= \frac{\partial}{\partial u_k} \sum_{i = 1}^n u_iv_i\\ &= \sum_{i = 1}^n \frac{\partial}{\partial u_k}u_iv_i\\ &= \sum_{i = 1}^n \begin{cases} 0 \text{ if } i \neq k\\ v_k \text{ otherwise}\\ \end{cases}\\ &= v_k\\ & \implies \triangledown_u (u^Tv) = \begin{bmatrix} v_1\\ ...\\ v_n\\ \end{bmatrix} = v \end{align*}

Example 2: taking gradient of functions that takes functions as input: $F(f) := \langle f, g \rangle := \int_a^b f(x)g(x) dx$. We get $\triangledown F = g$

Divergence: $\triangledown \cdot X := \sum_{i = 1}^n \frac{\partial X_i}{\partial u_i}$ where $\triangledown = (\frac{\partial}{\partial u_1}, ..., \frac{\partial}{\partial u_n}), X(u) = (X_1(u), ..., X_n(u))$

Curl: $\triangledown \times X := \begin{bmatrix} \frac{\partial X_3}{\partial u_2} - \frac{\partial X_2}{\partial u_3}\\ \frac{\partial X_1}{\partial u_3} - \frac{\partial X_3}{\partial u_1}\\ \frac{\partial X_2}{\partial u_1} - \frac{\partial X_1}{\partial u_2}\\ \end{bmatrix}$ where $\triangledown = (\frac{\partial}{\partial u_1}, \frac{\partial}{\partial u_2}, \frac{\partial}{\partial u_3}), X(u) = (X_1(u), X_2(u), X_3(u))$

Laplacian

Laplacian: Operator used to encode concavity (concave up) for multivariable equation. Used in

• Fourier transform, frequency decomposition

• used to define model in partial differential equations (Laplace, heat, wave equation)

• characteristics of geometry

\begin{align*} \triangle f &:= \triangledown \cdot \triangledown f = \text{div}(\triangledown f) \tag{divergence of gradient}\\ \triangle f &:= \sum_{i = 1}^n \frac{\partial^2 f}{\partial x_i^2} \tag{sum of 2nd partial derivative}\\ \triangle f &:= - \triangledown_f(\frac{1}{2} \|\triangledown f\|^2) \tag{gradient of Dirichlet energy}\\ \triangle f &:= &\tag{graph Laplacian}\\ \triangle f &:= &\tag{variation of surface area}\\ \triangle f &:= &\tag{trace of Hessian}\\ \end{align*}

Hessian

\begin{align*} (\triangledown^2 f) u &:= D_u (\triangledown f)\\ \triangledown^2 f &:= \begin{bmatrix} \frac{\partial^2 f}{\partial x_1 \partial x_1} & ... & \frac{\partial^2 f}{\partial x_1 \partial x_n}\\ ... & ... & ...\\ \frac{\partial^2 f}{\partial x_n \partial x_1} & ... & \frac{\partial^2 f}{\partial x_n \partial x_n}\\ \end{bmatrix} \end{align*}

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