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Course Summary: Math 211
Course Summary: Math 211
Course Summary: Math 211
table of contents
Definition 1.2. Let S and T be sets. A function from S to T is a subset W of the Cartesian
product S × T such that: (i) for each s ∈ S there is an element in W whose first component
is s, i.e., there is an element (s, t) ∈ W for some t ∈ T ; and (ii) if (s, t) and (s, t0 ) are in W ,
then t = t0 . Notation: if (s, t) ∈ W , we write f (s) = t. The subset W , which is by definition
the function f , is also called the graph of f .
2. The image or range of f is {f (s) ∈ T | s ∈ S}. The image will be denoted by im(f )
or f (S).
3. f is onto if im(f ) = T .
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Definition 1.4. Let f : S → T and g: T → U . The composition of f and g is the function
g ◦ f : S → U given by (g ◦ f )(s) := g(f (s)).
Rn := {(a1 , . . . , an ) | ai ∈ R, 1 ≤ i ≤ n}.
II. Rn .
linear structure.
Definition 2.1. The i-th coordinate of a = (a1 , . . . , an ) ∈ Rn is ai . For i = 1, . . . , n, define
the i-th standard basis vector for Rn to be the vector ei whose coordinates are all zero except
the i-th coordinate, which is 1.
Definition 2.3. In Rn , define ~0 := (0, . . . , 0), the vector whose coordinates are all 0.
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metric structure.
Definition 2.5. The dot product on Rn is the function Rn × Rn → R given by
n
X
(a1 , . . . , an ) · (b1 , . . . , bn ) := ai b i .
i=1
The dot product is also called the inner product or scalar product. If a, b ∈ Rn , the dot
product is denoted by a · b, as above, or sometimes by (a, b) or ha, bi.
Br (p) := {a ∈ Rn | |a − p| ≤ r}.
Sr (p) := {a ∈ Rn | |a − p| = r}.
Definition 2.11. Suppose a, b are nonzero vectors in Rn . The angle between them is defined
to be cos−1 |a||b|
a·b
.
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Definition 2.12. Let a, b ∈ Rn with b = 6 ~0. The component of a along b is the scalar
a·b a·b
c := b·b = |b|2 . The projection of a along b is the vector cb where c is the component of a
along b.
affine subspaces.
Definition 2.13. A nonempty subset W ⊆ Rn is a linear subspace if it is closed under
vector addition and scalar multiplication. This means that: (i) if a, b ∈ W then a + b ∈ W ,
and (ii) if a ∈ W and s ∈ R, then sa ∈ W .
affine functions.
Definition 2.19. A function L: Rn → Rm is a linear function (or transformation or map) if
it preserves vector addition and scalar multiplication. This means that for all a, b ∈ Rn and
for all s ∈ R,
Definition 2.20. (Linear structure on the space of linear functions.) Let L and M be linear
functions with domain Rn and codomain Rm .
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2. If s ∈ R, define the linear function sL: Rn → Rm by
(sL)(v) := L(sv)
for all v ∈ Rn .
Definition 2.23. An m × n matrix is a rectangular block of real numbers with m rows and
n columns. The real number appearing in the i-th row and j-th column is called the i, j-th
entry of the matrix. We write A = (aij ) for the matrix whose i, j-th entry is aij .
Definition 2.26. Let A = (aij ) be an m × n matrix. The linear function determined by (or
associated with) A is the function LA : Rn → Rm such that
theorems
Theorem 2.1. Let a, b, c ∈ Rn and s, t ∈ R. Then
1. a + b = b + a.
2. (a + b) + c = a + (b + c).
3. ~0 + a = a + ~0 = a.
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4. a + (−a) = (−a) + a = ~0.
6. (st)a = s(ta).
7. (s + t)a = sa + ta.
8. s(a + b) = sa + sb.
1. a · b = b · a.
2. a · (b + c) = a · b + a · c.
4. a · a ≥ 0.
1. |a| ≥ 0.
3. |sa| = |s||a|.
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Theorem 2.7. If a = (a1 , . . . , an ) 6= ~0 and p = (p1 , . . . , pn ) are elements of Rn , then
H := {x ∈ Rn | (x − p) · a = 0}
Theorem 2.9. A linear map is determined by its action on the standard basis vectors. In
other words: if you know the images of the standard basis vectors, you know the image of
an arbitrary vector.
Theorem 2.10. The image of the linear map determined by a matrix is the span of the
columns of that matrix.
f : Rk → Rn
k
X
(a1 , . . . , ak ) 7→ p + ai vi .
i=1
Theorem 2.12. Let L be a linear function and let A be the matrix determined by L. Then
the linear map determined by A is L. (The converse also holds, switching the roles of L
and A.)
Theorem 2.13. The linear structures on linear maps and on their associated matrices are
combatible: Let L and M be linear functions with associated matrices A and B, respectively,
and let s ∈ R. Then the matrix associated with L + M is A + B, and the matrix associated
with sL is sA.
III. Derivatives.
Definition 3.1. A subset U ⊆ Rn is open if for each u ∈ U there is a nonempty open ball
centered at u contained entirely in U : there exists a real number r > 0 such that Br (u) ⊆ U .
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Definition 3.2. A point u ∈ Rn is a limit point of a subset S ⊆ Rn if every open ball
centered at u, Br (u), contains a points of S different from u.
Definition 3.5. Let f : U → Rm with U an open subset of Rn , and let ei be the i-th standard
basis vector for Rn . The i-th partial of f at u ∈ U is the vector in Rm
∂f f (u + tei ) − f (u)
(u) := lim
∂xi t→0 t
provided this limit exists.
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1. The i-th column of the Jacobian matrix is the i-th partial derivative f at u and is
called the i-th principal tangent vector to f at u.
3. If m = 1, the Jacobian matrix consists of a single row. This row is called the gradient
vector for f at u and denoted ∇f (u) or gradf (u):
∂f ∂f
∇f (u) := (u), . . . , (u) .
∂x1 ∂xn
theorems
Theorem 3.1. Let f : S → Rm and g: S → Rm where S is a subset of Rn .
2. The limit, limx→s f (x), exists if and only if the corresponding limits for each of the
component functions, limx→s fi (x), exists. In that case,
lim f (x) = lim f1 (x), . . . , lim fm (x) .
x→s x→s x→s
5. If m = 1 and g(x) ≤ f (x) for all x, then limx→s g(x) ≤ limx→s f (x) provided these
limits exist.
1. The function f is continuous if and only if the inverse image of every open subset of
Rm under f is the intersection of an open subset of Rn with S.
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2. The function f is continuous at s if and only if each of its component functions is
continuous at s.
Theorem 3.4. (The chain rule.) Let f : U → Rk and g: V → Rm where U is an open subset
of Rn and V is an open subset of Rk . Suppose that f (U ) ⊆ V so that we can form the
composition, g ◦ f : U → Rm . Suppose that f is differentiable at p ∈ U and g is differentiable
at f (p); then g ◦ f is differentiable at p, and
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h lies in the level set through u. Then the gradient of f at u is perpendicular to the tangent
to h at 0: h0 (0) · ∇f (u) = 0.
Theorem 3.9. Let f : U → Rm where U is an open subset of Rn . Suppose that the partial
derivative of each of the component functions of f exists at a ∈ U . Then each partial
derivative of f exists at a and
∂f ∂f1 ∂fm
(a) = (a), . . . , (a) .
∂xi ∂xi ∂xi
Theorem 3.12. Let f : U → Rm where U is an open subset of Rn . If each of the first partial
derivatives of each of the component functions of f exists at u ∈ U and is continuous, then
f is differentiable at u. In this case, f is said to be continuously differentiable at u.
Theorem 3.13. (The inverse function theorem.) Let f : U → Rn be a function with contin-
uous partial derivatives on the open set U ⊆ Rn . Suppose that the Jacobian matrix, Jf (u)
is invertible at some point u ∈ U . Then there is an open subset V ⊆ U containing u such
that f is injective when restricted to V and its inverse (defined on f (V )) is differentiable
with Jacobian matrix Jf (u)−1 .
Theorem 3.15 (The rank theorem.) Suppose f : U → V is a smooth mapping and that f
has constant rank k in some open neighborhood of p ∈ U . Then there exist open sets Ũ ⊆ U
containing p and Ṽ ⊆ V containing f (p) along with diffeomorphisms
φ : Ũ → U 0
ψ : Ṽ → V 0
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onto open subsets U 0 ⊆ Rn and V 0 ⊆ Rm such that
Definition 4.2. Let f : U → Rm with U an open subset of Rn . Suppose that all partial
derivatives of f of order less than or equal to k exist and are continuous. The Taylor
polynomial of order k for f at u ∈ U is
X 1 ∂ i1 +···+in f
Puk f (x1 , . . . , xn ) := i1 (u)(x1 − u1 )i1 · · · (xn − un )in .
i1 +···+in ≤k
i1 ! · · · i !
n ∂x1 . . . ∂xn
i n
If the partial derivatives of every order exist and are continuous at u, one defines the Taylor
series for f at u, Pu f , by replacing k by ∞ in the above displayed equation.
theorems
Theorem 4.1. (Taylor’s theorem in one variable.) Let f : S → R with S ⊆ R. Suppose
that S contains an open interval containing the closed interval [a, b]. Also suppose that all
the derivatives up to order k exist and are continuous on [a, b] and the (k + 1)-th derivative
exists on (a, b). Let x, y ∈ [a, b]. Then there exists a number c between x and y such that
1 dk+1 f
f (x) = Pyk f (x) + (c)(x − y)k+1
(k + 1)! dxk+1
V. Differential geometry.
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Definition 5.1. The tangent space to Rn at u ∈ Rn is Rn labeled with the point u; more
formally, it is the Cartesian product {u} × Rn . We denote the tangent space at u by Rnu .
The matrix I is called a metric on Rn if h , ip is positive definite for each p ∈ Rn , i.e., for all
u ∈ Tp Rn , hu, uip ≥ 0 with equality exactly when u = 0. Given the form, h , ip , one defines
lengths, distances, angles, and components as with the first fundamental form.
Definition 5.6. Let c : [a, b] → Rn be a parametrized curve. The length of c is
Z b
length(c) = |c0 (t)| dt.
a
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Definition 5.7. Let c : [a, b] → Rn be a parametrized curve. Suppose α : [a0 , b0 ] → [a, b] is a
function such that α0 is continuous, α0 (t) > 0 for all t, α(a0 ) = a, and α(b0 ) = b. Then the
curve c̃ = c ◦ α : [a0 , b0 ] → Rn is called a reparametrization of c.
Definition 5.8. Let u : [a, b] → Rn be a parametrized curve, and let I be a pseudo-metric
on Rn . The length of u with respect to I is
Z b
length(u) = |u0 (t)|u(t) dt,
a
where the length of the vector u0 (t) is its length with respect to I as an element of the tangent
space Tu(t) Rn .
Definition 5.9. Let u : [a, b] → Rn and f : Rn → Rm , so c = f ◦ u is a parametrized curve
on the image of f . Then c is a geodesic if
for i = 1, . . . , n.
Definition 5.10. Fix a metric I, and denote its ij-th entry by gij . Since I is positive definite,
it turns out that it must be an invertible matrix, and we denote the entries of the inverse by
g ij :
I−1 = g ij .
I = (gij ) ,
For each i, j, ` ∈ {1, . . . , n} define a Christoffel symbol
n
` 1 X ∂gjk ∂gij ∂gki
Γij = − + g k` .
2 k=1 ∂xi ∂xk ∂xj
Let x(t) = (x1 (t), . . . , xn (t)) be a curve in Rn . Then x(t) is a geodesic if it satisfies the system
of differential equations
X
ẍk + Γki,j ẋi ẋj = 0, k = 1, . . . , n.
i,j
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and the equations for a geodesic are:
theorems
Theorem 5.1. Let f : Rn → Rm be a differentiable function, and let p ∈ Rn . For u, v ∈
Tp Rn ,
fx1 (p) · fx1 (p) . . . fx1 (p) · fxn (p) v1
hu, vip = uT I(p) v = u1 . . . un
.. ... .. ..
. . . .
fxn (p) · fx1 (p) . . . fxn (p) · fxn (p) vn
Theorem 5.2. The first fundamental form is a symmetric, positive definite form:
4. hx, xiu ≥ 0 for all x ∈ R2u , and hx, xiu = 0 if and only if x = ~0.
Theorem 5.3. Consider Rn with metric I. For each u, v ∈ Rn , then there is an > 0 and a
unique geodesic h: (−, ) → Rn with h(0) = u and h0 (0) = v.
Theorem 5.4. Geodesics give, locally, the shortest distance between two points on a surface:
Consider Rn with metric I, and let u ∈ Rn . Then there is a ball of radius r centered at u,
Br (u), such that for any v ∈ Br (u), the geodesic joining u to v is shorter than any other
curve joining u to v.
VI. Applications.
T fu : Rn → Rm
x 7→ f (u) + Dfu (x − u)
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Definition 6.1.2. With notation as in Definition 6.1.1, the image of T fu is called the
(embedded) tangent space to f at u.
theorems
Theorem 6.1.1. Let f : U → Rm be a differentiable function on an open set U ⊆ Rn , and
let u ∈ U . If A: Rn → Rm is an affine function with A(u) = f (u) and
|f (x) − A(x)|
lim =0
x→u |x|
Theorem 6.1.2. Let f : U → Rm with U and open subset of Rn , and let h: V → U where
V is an open subset of R. Let c := f ◦ h be the corresponding parametrized curve on the
surface f . Let u ∈ U , and suppose that c(0) = f (u). Then f (u) + c0 (0) is contained in the
embedded tangent space to f at u. Conversely, each element of the embedded tangent space
to f at u can be written as f (u) + c0 (0) for some parametrized curve c on f with c(0) = f (u).
VI.2. Optimization.
Definition 6.2.1. The set S ⊆ Rn is closed if its complement is open, i.e., if for every x not
in S, there is a nonempty open ball centered at x which does not intersect S.
Definition 6.2.2. The set S ⊂ Rn is bounded if it is contained in some open ball centered
at the origin, i.e., if there is a real number r > 0 such that |s| < r for all s ∈ S.
3. s ∈ S is a local maximum for f if s is an interior point and f (s) ≥ f (s0 ) for all s0 in
some nonempty open ball centered at s.
4. s ∈ S is a local minimum for f if s is an interior point and f (s) ≤ f (s0 ) for all s0 in
some nonempty open ball centered at s.
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Definition 6.2.5. Let f : S → R where S ⊆ Rn . A point s ∈ S is a critical or stationary
point of f if it is an interior point, f is differentiable at s, and ∇f (u) = 0, i.e., all the partial
derivatives of f vanish at s.
Definition 6.2.6. A critical point which is not a local extrema is called a saddle point.
theorems
Theorem 6.2.1. Let S ⊂ Rn be a closed and bounded set. Let f : S → R be a continuous
function. Then f has a maximum and a minimum in S.
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Definition 6.4.2. Let f : U → Rn be a differentiable function on an open set U ⊆ Rn , and
let h: I → U be a function on an open subset I ⊆ R whose second derivatives exist. Suppose
there is a constant m such that f (h(t)) = mh00 (t). Then h is said to satisfy Newton’s Law.
Definition 6.4.3. With notation as in definition 6.4.2, define the kinetic energy of h to be
1
2
m|h0 (t)|2 .
theorems
Theorem 6.4.1. With notation as in definition 6.4.2, the sum of the potential and the
kinetic energy is constant.
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