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eth-summaries/semester3/analysis-ii/cheat-sheet-rb/parts/01_linalg.tex
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Relevant definitions used throughout Analysis II.
\subtext{$\textbf{A} \in \R^{m \times n},\quad x,y \in \R^n,\quad \alpha \in \R$}
\definition \textbf{Scalar Product} $x \cdot y :=\sum_{i=0}^{n} (x_i \cdot y_i)$
\definition \textbf{Euclidian Norm} $||x|| := \displaystyle\sqrt{\sum_{i=1}^{n} x_i^2}$\\
\subtext{Used to generalize $|x|$ in many Analysis I definitions}
\lemma \textbf{Properties of} $||x||$
\begin{center}
$
\begin{array}{ll}
(i) & ||x|| \geq 0 \\
(ii) & ||x|| \iff x = 0 \\
(iii) & ||\alpha x|| = \alpha \cdot ||x|| \\
(iv) & ||x + y|| \leq ||x|| + ||y||\quad \text{(Triangle Inequality)}
\end{array}
$
\end{center}
\definition \textbf{Definiteness}
\begin{center}
$
\begin{array}{lcl}
\text{Positive Definite} &\iffdef& x^\top \textbf{A} x > 0\ \forall x \in \R^n_{\neq 0} \\
\text{Negative Definite} &\iffdef& x^\top \textbf{A} x < 0\ \forall x \in \R^n_{\neq 0}
\end{array}
$
\end{center}
\smalltext{If $0$ is allowed, $\textbf{A}$ is called positive/negative semi-definite.}
\definition \textbf{Trace} $\text{Tr}(\textbf{A}) := \displaystyle\sum_{i=0}^{\text{min}(m,n)} \textbf{A}_{i, i}$