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线性代数导论gilbert_strang:第四版 英文版
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INTRODUCTION
TO
LINEAR ALGEBRA
Fourth Edition
GILBERT STRANG
Massachusetts Institute
of
Technology
WELLESLEY - CAMBRIDGE PRESS
Box 812060 Wellesley MA 02482

Introduction
to
Linear
Algebra,
4th
Edition
Copyright ©2009 by Gilbert Strang
ISBN
978-0-9802327-1-4
Fourth
International
Edition
Copyright ©2009 by Gilbert Strang
ISBN
978-0-9802327-2-1
All rights reserved. No part
of
this work may be reproduced or stored or transmitted
by any means, including photocopying, without written permission from
Wellesley - Cambridge Press. Translation
in
any language
is
strictly prohibited -
authorized translations are arranged by the publisher.
Typeset by www.valutone.co.in Printed
in
the United States
of
America
987654
QAI84.S78 2009 512'.5 93-14092
Other
texts from Wellesley -
Cambridge
Press
Computational
Science
and
Engineering,
Gilbert Strang
ISBN 978-0-9614088-1-7 ISBN 0-9614088-1-2
Wavelets
and
Filter
Banks,
Gilbert Strang and Truong Nguyen
ISBN 978-0-9614088-7-9 ISBN 0-9614088-7-1
Introduction
to Applied
Mathematics,
Gilbert Strang
ISBN 978-0-9614088-0-0 ISBN 0-9614088-0-4
An Analysis
of
the
Finite
Element
Method,
2008 edition, Gilbert Strang and George Fix
ISBN 978-0-9802327-0-7 ISBN 0-9802327-0-8
Calculus
Second edition
(2010), Gilbert Strang
ISBN 978-0-9802327-4-5 ISBN 0-9802327-4-0
Wellesley -
Cambridge
Press
Box 812060
Wellesley
MA
02482 USA
www.wellesleycambridge.com
gs@math.mit.edu
math.mit.ed
u;''"
.....
gs
phone (781) 431-8488
fax (617) 253-4358
The website for this book
is
math.mit.edu/linearalgebra.
A Solutions Manual
is
available to instructors by email from the publisher.
Course material including syllabus and Teaching Codes and exams and also
videotaped lectures are available on the teaching website: web.mit.edu/lS.06
Linear Algebra is included in MIT's OpenCourseWare site oew.mit.edu.
This provides video lectures
of
the full linear algebra course 18.06.
MATLAB®
is
a registered trademark
of
The Math Works, Inc.
The
front
cover captures a central idea
of
linear algebra.
Ax
= b is solvable when b is in the (orange) column space
of
A.
One particular solution y is in the (red) row space:
Ay
= b.
Add any vector z from the (green) nullspace
of
A:
Az
=
O.
The complete solution is x = y + z. Then
Ax
=
Ay
+
Az
= b.
The cover design was the inspiration
of
a creative collaboration:
Lois Sellers (birchdesignassociates.com) and Gail Corbett.

Table
of
Contents
1
Introduction to Vectors
1
1.1
Vectors and Linear Combinations.
2
1.2
Lengths and Dot Products.
11
1.3
Matrices
.........
22
2
Solving Linear Equations
31
2.1
Vectors and Linear Equations .
31
2.2
The Idea
of
Elimination . . .
45
2.3
Elimination Using Matrices .
57
2.4
Rules for Matrix Operations
68
2.5
Inverse
Matrices.
. . . . . .
82
2.6
Elimination = Factorization: A = L U
96
2.7
Transposes and Permutations .
.....
108
3 Vector Spaces and Subspaces
121
3.1
Spaces
of
Vectors . . . . . . .
....
121
3.2
The Nullspace
of
A: Solving
Ax
= 0
133
3.3
The Rank and the Row Reduced Form
145
3.4
The Complete Solution to
Ax
= b .
156
\
3.5
Independence, Basis and Dimension
169
3.6
Dimensions
of
the Four Subspaces
185
4 Orthogonality
196
4.1
Orthogonality
of
the Four Subspaces .
196
4.2
Projections . . . . . . . . . . . . . .
207
4.3
Least Squares Approximations . . . .
219
4.4
Orthogonal Bases and Gram-Schmidt
231
5 Determinants
245
5.1
The Properties
of
Determinants .
245
5.2
Permutations and Cofactors . . .
256
5.3
Cramer's Rule, Inverses, and Volumes
270
iii

iv
6 Eigenvalues and Eigenvectors
6.1
Introduction
to
Eigenvalues . . . . . .
6.2 Diagonalizing a Matrix . . . . . . . .
6.3 Applications
to
Differential Equations
6.4 Symmetric Matrices. . . .
6.5 Positive Definite Matrices. . . . . . .
6.6 Similar Matrices
...........
.
6.7 Singular Value Decomposition (SVD)
7 Linear Transformations
7.1
The Idea of a Linear Transformation
7.2 The Matrix
of
a Linear Transformation .
7.3 Diagonalization and the Pseudoinverse .
8 Applications
8.1
Matrices
in
Engineering
...........
.
8.2 Graphs and Networks . . . . . . . . . . . . .
8.3
Markov Matrices, Population, and Economics
8.4 Linear Programming
............
.
8.5
Fourier Series: Linear Algebra for Functions.
8.6 Linear Algebra for Statistics and Probability .
8.7 Computer Graphics
.............
.
9 Numerical Linear Algebra
9.1
Gaussian Elimination in Practice
9.2 Norms and Condition Numbers.
9.3
Iterative Methods and Preconditioners
10 Complex Vectors and Matrices
10.1
Complex Numbers
.....
.
10.2 Hermitian and Unitary Matrices
10.3
The Fast Fourier Transform .
Solutions to Selected Exercises
Conceptual Questions for Review
Glossary: A Dictionary for Linear Algebra
Matrix Factorizations
Teaching Codes
Index
Linear Algebra
in
a Nutshell
Table
of
Contents
284
284
299
313
331
343
356
364
376
376
385
400
410
410
421
432
441
448
454
460
466
466
476
482
494
494
502
510
517
553
558
565
567
568
575

Preface
I will be happy with this preface
if
three important points come through clearly:
1. The beauty and variety
of
linear algebra, and its extreme usefulness
2. The goals
of
this book, and the new features in this Fourth Edition
3. The steady support from our linear algebra websites and the video lectures
May I begin with notes about two websites that are constantly used, and the new one.
ocw.mit.edu Messages come from thousands
of
students and faculty about linear algebra
on this OpenCourseWare site. The
18.06 course includes video lectures
of
a complete
semester
of
classes. Those lectures offer an independent review
of
the whole subject based
on this
textbook-the
professor's time stays free and the student's time can be 3 a.m.
(The reader doesn't have to be in a class at all.) A million viewers around the world have
seen these videos
(amazing). I hope you find them helpful.
web.mit.edu/18.06 This site has homeworks and exams (with solutions) for the current
course as it is taught, and
as
far back as 1996. There are also review questions, Java demos,
Teaching Codes, and short essays
(and the video lectures). My goal is
to
make this book
as
useful as possible, with all the course material we can provide.
math.mit.edu/linearalgebra The newest website is devoted specifically
to
this Fourth Edi-
tion. It will be a permanent record
of
ideas and codes and good problems and solutions.
Sevetal sections
of
the book are directly available online, plus notes on teaching linear
algebra. The content is growing quickly and contributions are welcome from everyone.
The Fourth Edition
Thousands
of
readers know earlier editions
of
Introduction
to
Linear Algebra. The new
cover shows the
Four
Fundamental
SUbspaces-the
row space and nullspace are on
the left side, the column space and the nullspace
of
AT
are on the right. It is not usual
to put the central ideas
of
the subject on display like this!
You
will meet those four spaces
in Chapter 3, and you will understand why that picture is so central to linear algebra.
Those were named the Four Fundamental Subspaces
in
my first book, and they start
from a matrix
A. Each row
of
A is a vector in n-dimensional space. When the matrix
v
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