Christian Risi 417d87c0eb V0.5.0
2025-01-08 15:08:32 +01:00

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# Geometry Formulary
## Inverse of a Matrix
$A^{-1} = \frac{1}{det(A)} Adj(A)$
## Adjugate Matrix
The adjugate of a matrix $A$ is the `transpose` of the `cofactor matrix`:\
$Adj(A) = C^{T}$
### $(i-j)$-minor (AKA $M_{ij}$)
$M_{ij}$ := Determinant of the matrix $B$ got by removing the
***$i$-row*** and the ***$j$-column*** from matrix $A$
### Cofactors
$C$ is the matrix of `cofactors` of a matrix $A$ where all the elements $c_{ij}$
are defined like this:\
$
c_{ij} = \left( -1\right)^{i + j}M_{ij}
$
## Eigenvalues
By starting from the definition of `eigenvectors`:\
$A\vec{v} = \lambda\vec{v}$
As we can see, the vector $\vec{v}$ was unaffected by this matrix
multiplication appart from a scaling factor $\lambda$, called `eigenvalue`
By rewriting this formula we get:\
$
\left(A - \lambda I\right)\vec{v} = 0
$
This is solved for:\
$\det(A- \lambda I) = 0$
> [!NOTE]
> If the determinant is 0, then $(A - \lambda I )$ is not invertible, so
> we can't solve the previous equation by using the trivial solution (which
> can't be taken into account since $\vec{v}$ is not $0$ by definition)
## Caley-Hamilton
Each square matrix over a `commutative ring` satisfies its own
characteristic equation $det(\lambda I - A)$
> [!TIP]
> In other words, once found the characteristic equation, we can
> substitute the ***unknown*** variable $\lambda$ with the matrix itself
> (***known***),
> powered to the correspondent power