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Linear Algebra Formulas

Browse 3 reviewed linear algebra formulas with concrete inputs, outputs, calculations, applicability checks, and LaTeX.

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Linear Algebra

Cauchy–Schwarz Inequality

|\langle x,y\rangle|^2\le \langle x,x\rangle\langle y,y\rangle

Bounds the absolute inner product by the product of vector norms.

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Linear Algebra

Cramer's Rule for a 2×2 System

x=\frac{d_1b_2-b_1d_2}{a_1b_2-b_1a_2},\quad y=\frac{a_1d_2-d_1a_2}{a_1b_2-b_1a_2}

Solves a nonsingular two-equation linear system using determinant ratios.

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Linear Algebra

Determinant as Eigenvalue Product

\det(A)=\prod_{i=1}^{n}\lambda_i

Relates a square matrix determinant to its eigenvalues with multiplicity.

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Linear Algebra

Eigenvalue Equation

A\mathbf v=\lambda\mathbf v

Defines an eigenvector and its eigenvalue.

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Linear Algebra

Euclidean Vector Norm

\|\mathbf v\|_2=\sqrt{\sum_i v_i^2}

Calculates the Euclidean length of a vector.

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Linear Algebra

Inverse of a 2×2 Matrix

A^{-1}=\frac1{ad-bc}\begin{bmatrix}d&-b\\-c&a\end{bmatrix}

Computes the inverse of a nonsingular two-by-two matrix.

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Linear Algebra

Least-Squares Normal Equations

X^{\mathsf T}X\hat\beta=X^{\mathsf T}y

Characterizes ordinary least-squares coefficients through normal equations.

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Linear Algebra

Matrix Multiplication

(AB)_{ij}=\sum_k A_{ik}B_{kj}

Defines each entry of a matrix product.

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Linear Algebra

Matrix Trace

\operatorname{tr}(A)=\sum_{i=1}^{n}a_{ii}

Adds the entries on the main diagonal of a square matrix.

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Linear Algebra

Quadratic Form

q(x)=x^TAx

Defines a scalar quadratic expression associated with a square matrix.

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Linear Algebra

Three by Three Determinant

\det A=a(ei-fh)-b(di-fg)+c(dh-eg)

Expands the determinant of a 3×3 matrix along the first row.

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Linear Algebra

Triangle Inequality for Norms

\|x+y\|\le \|x\|+\|y\|

States that the direct displacement is no longer than a path through an intermediate point.

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Linear Algebra

Two by Two Matrix Inverse

A^{-1}=\frac{1}{ad-bc}\begin{bmatrix}d&-b\\-c&a\end{bmatrix}

Finds the inverse of a nonsingular 2×2 matrix.

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Linear Algebra

Vector Projection

\operatorname{proj}_{\mathbf b}\mathbf a=\frac{\mathbf a\cdot\mathbf b}{\mathbf b\cdot\mathbf b}\mathbf b

Projects one vector onto the direction of another.

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Linear Algebra

Vector Projection

\operatorname{proj}_{u}v=\frac{v\cdot u}{u\cdot u}u

Projects one vector onto the direction of another.

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