45

Linear Algebra

Sequence of Expressions

Step 13

Rank–Nullity Theorem

Theorem
For a linear map $T: V \to W$ between finite-dimensional vector spaces, $\dim(V) = \text{rank}(T) + \dim(\ker(T))$.
Step 18

Cayley–Hamilton Theorem

Theorem
Every square matrix over a commutative ring satisfies its own characteristic equation; that is, if $p(\lambda) = \det(\lambda I - A)$ is the characteristic polynomial of $A$, then $p(A) = 0$.
Step 32

Spectral Theorem

Theorem
Any symmetric matrix with real entries can be diagonalized by an orthogonal matrix, and its eigenvalues are all real.
Step 48

Perron–Frobenius Theorem

Theorem
A real square matrix with positive entries has a unique largest real eigenvalue and a corresponding eigenvector with strictly positive components.
Step 63

Sylvester's Law of Inertia

Theorem
The number of positive, negative, and zero coefficients in the diagonal form of a real quadratic form is invariant under change of basis.
Step 80

Cauchy–Schwarz Inequality

Theorem
For any vectors $u$ and $v$ in an inner product space, $|\langle u, v \rangle|^2 \le \langle u, u \rangle \cdot \langle v, v \rangle$.
Step 98

Singular Value Decomposition

Theorem
Any complex matrix $M$ can be factored as $U\Sigma V^*$, where $U$ and $V$ are unitary matrices and $\Sigma$ is a diagonal matrix with non-negative real numbers.
Step 111

Gershgorin Circle Theorem

Theorem
Every eigenvalue of a square matrix lies within at least one of the Gershgorin discs defined by the diagonal entries and row sums.
Step 128

Courant–Fischer Min-Max Theorem

Theorem
Gives a variational characterization of eigenvalues of Hermitian matrices.
Step 146

Jordan Normal Form Theorem

Theorem
Any square matrix over an algebraically closed field is similar to a block diagonal matrix of Jordan blocks.
Step 163

Cholesky Decomposition

Theorem
A Hermitian, positive-definite matrix can be decomposed into the product of a lower triangular matrix and its conjugate transpose.
Step 183

Principal Axis Theorem

Theorem
Any quadratic form can be transformed into a sum of squares by an orthogonal change of variables.
Step 195

Polar Decomposition

Theorem
Any matrix can be factored into the product of a unitary matrix and a positive-semidefinite Hermitian matrix.
Step 220

Min-Max Theorem

Theorem
Provides variational characterization of eigenvalues of compact Hermitian operators.
Step 236

Singular Value Theorem

Theorem
Existence of SVD for any matrix.
Step 249

Hermite Normal Form

Theorem
Analogue of reduced echelon form for matrices over integers.
Step 259

Cramer's Rule

Theorem
Explicit formula for the solution of a system of linear equations using determinants.
Step 271

Smith Normal Form

Theorem
Diagonal form for matrices over a principal ideal domain.
Step 287

Eckart–Young–Mirsky Theorem

Theorem
Low-rank approximation of matrices.
Step 300

Gelfand's Formula

Theorem
Spectral radius formula.
Step 318

Bauer–Fike Theorem

Theorem
Bound on the sensitivity of eigenvalues.