Introductory university-level calculus, linear algebra, abstract algebra, probability, statistics, and stochastic processes.
Vector product
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The scalar product maps a pair of vectors to a scalar: \(\mathbb{R}^n\times \mathbb{R}^n \to \mathbb{R}\). The scalar product can be defined in the vector space \(\mathbb{R}^n\) with any \(n\). In contrast, the vector product (also known as the cross product), which maps a pair of vectors to another vector (\(\mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}^n\)) in the same vector space, can be defined only in the 3-dimensional space, \(\mathbb{R}^3\).
Definition (Vector product)
Let \(\mathbf{a}, \mathbf{b}\in\mathbb{R}^3\) be row vectors \(\mathbf{a}= (a_1, a_2, a_3)\) and \(\mathbf{b} = (b_1, b_2, b_3)\). Then their vector product (also called the cross product or outer product), denoted \(\mathbf{a}\times\mathbf{b}\), is the vector defined as
Remark. Some authors prefer to denote the vector product by \([\mathbf{a},\mathbf{b}]\) rather than \(\mathbf{a}\times \mathbf{b}\). □
Let \(\mathbf{e}_1 = (1, 0, 0), \mathbf{e}_2 = (0, 1, 0), \mathbf{e}_3 = (0, 0, 1)\), then the cross product may be formally expressed as a determinant as in
Let \(\mathbf{a}, \mathbf{b} \in \mathbb{R}^3\). Then we have the following.
If \(\mathbf{a} = \mathbf{0}\) or \(\mathbf{b} = \mathbf{0}\), then \(\mathbf{a}\times\mathbf{b} = \mathbf{0}\).
If \(\mathbf{a}\) and \(\mathbf{b}\) are parallel, that is, \(\mathbf{a} = \lambda\mathbf{b}\) or \(\mathbf{b} = \mu\mathbf{a}\) for some non-zero \(\lambda,\mu\in\mathbb{R}\), then \(\mathbf{a}\times\mathbf{b} = \mathbf{0}\).
\(\mathbf{a}\times \mathbf{b} = -(\mathbf{b}\times\mathbf{a})\). (Thus, the vector product is not commutative.)
For any \(\lambda\in\mathbb{R}\), \(\lambda(\mathbf{a}\times\mathbf{b}) = (\lambda\mathbf{a})\times\mathbf{b} = \mathbf{a}\times(\lambda\mathbf{b})\).
In the following, the scalar product between \(\mathbf{a}\) and \(\mathbf{b}\) is denoted by \(\mathbf{a}\cdot\mathbf{b}\) rather than \(\langle\mathbf{a},\mathbf{b}\rangle\). Recall that the scalar product is also called the dot product.
Definition (Triple product)
The triple product of three vectors \(\mathbf{a}, \mathbf{b}, \mathbf{c} \in\mathbb{R}^3\) is defined by
\[\mathbf{a}\cdot(\mathbf{b}\times\mathbf{c}).\]
Theorem
Let \(\mathbf{a}, \mathbf{b}, \mathbf{c} \in \mathbb{R}^3\) be row vectors. Their triple product is given by the determinant:
Remark. Similarly, we have \(\mathbf{b}\cdot(\mathbf{a}\times\mathbf{b}) = 0\).
This result indicates that the vector product \(\mathbf{a}\times\mathbf{b}\) is perpendicular to both \(\mathbf{a}\) and \(\mathbf{b}\). If \(\mathbf{a}\times\mathbf{b}\neq \mathbf{0}\), the three vectors \(\mathbf{a}\), \(\mathbf{b}\) and their vector product form a right-handed set. This means if your right index and middle fingers to directions of \(\mathbf{a}\) and \(\mathbf{b}\), respectively, then your right thumb points to the direction of \(\mathbf{a}\times\mathbf{b}\). □
Let \(\mathbf{a}, \mathbf{b}\in\mathbb{R}^3\). If \(\mathbf{a}\cdot\mathbf{b} = 0\), then \(\|\mathbf{a}\times\mathbf{b} \| = \|\mathbf{a}\|\cdot\|\mathbf{b}\|\).
Proof. If \(\mathbf{a} = \mathbf{0}\) or \(\mathbf{b} = \mathbf{0}\), the result is trivial.
Suppose \(\mathbf{a},\mathbf{b}\neq\mathbf{0}\). Since \(\mathbf{a}\cdot\mathbf{b} = 0\), we have
Remark. This lemma says that, if the vectors \(\mathbf{a}\) and \(\mathbf{b}\) are perpendicular to each other (including the case one (or both) of them is zero), then the length of their vector product is the product of their lengths. □
Theorem
Let \(\mathbf{a}, \mathbf{b}\in\mathbb{R}^3\) such that the angle between them is \(\theta\). Then
Now consider the vector product \(\mathbf{a}\times\mathbf{b}\). Since \(\mathbf{a}\) and \(\mathbf{b}_{\parallel}\) are parallel to each other, \(\mathbf{a}\times\mathbf{b}_{\parallel} = \mathbf{0}\). Therefore,
Remark. Note that any two vectors \(\mathbf{a}\) and \(\mathbf{b}\) define a parallelogram. That is, the origin and the position vectors \(\mathbf{a}, \mathbf{b}\) and \(\mathbf{a} + \mathbf{b}\) make the vertices of a parallelogram. You should prove that the area of this parallelogram is given by \(\|\mathbf{a}\|\cdot\|\mathbf{b}\|\cdot|\sin\theta|\) where \(\theta\) is the angle between \(\mathbf{a}\) and \(\mathbf{b}\). □
Remark. Similarly, any three vectors \(\mathbf{a}, \mathbf{b}\) and \(\mathbf{c}\) can define a parallelepiped (a solid body of which each face is a parallelogram). We can show that the triple product \(\mathbf{a}\cdot(\mathbf{b}\times\mathbf{c})\) corresponds to the signed volume of that parallelepiped. Here, the term ``signed'' indicates that this ``volume'' can be negative. More specifically, the sign of this volume is positive if the triple \((\mathbf{a}, \mathbf{b}, \mathbf{c})\), in this order, makes a right-hand set, or negative if it makes a left-hand set. □
Open sets In \(\mathbb{R}\), we have the notion of an open interval such as \((a, b) = \{x \in \mathbb{R} | a < x < b\}\). We want to extend this idea to apply to \(\mathbb{R}^n\). We also introduce the notions of bounded sets and closed sets in \(\mathbb{R}^n\). Recall that the \(\varepsilon\)-neighbor of a point \(x\in\mathbb{R}^n\) is defined as \(N_{\varepsilon}(x) = \{y \in \mathbb{R}^n | d(x, y) < \varepsilon \}\) where \(d(x,y)\) is the distance between \(x\) and \(y\). Definition (Open set) A subset \(U\) of \(\mathbb{R}^n\) is said to be an open set if the following holds: \[\forall x \in U ~ \exists \delta > 0 ~ (N_{\delta}(x) \subset U).\tag{Eq:OpenSet}\] That is, for every point in an open set \(U\), we can always find an open ball centered at that point, that is included in \(U\). See the following figure. Perhaps, it is instructive to see what is not an open set. Negating (Eq:OpenSet), we have \[\exists x \in U ~ \forall \delta > 0 ~ (N_{\delta}(x) \not
We would like to study multivariate functions (i.e., functions of many variables), continuous multivariate functions in particular. To define continuity, we need a measure of "closeness" between points. One measure of closeness is the Euclidean distance. The set \(\mathbb{R}^n\) (with \(n \in \mathbb{N}\)) with the Euclidean distance function is called a Euclidean space. This is the space where our functions of interest live. The real line is a geometric representation of \(\mathbb{R}\), the set of all real numbers. That is, each \(a \in \mathbb{R}\) is represented as the point \(a\) on the real line. The coordinate plane , or the \(x\)-\(y\) plane , is a geometric representation of \(\mathbb{R}^2\), the set of all pairs of real numbers. Each pair of real numbers \((a, b)\) is visualized as the point \((a, b)\) in the plane. Remark . Recall that \(\mathbb{R}^2 = \mathbb{R}\times\mathbb{R} = \{(x, y) | x, y \in \mathbb{R}\}\) is the Cartesian product of \(\mathbb{R}\) with i
We can use multiple integrals to compute areas and volumes of various shapes. Area of a planar region Definition (Area) Let \(D\) be a bounded closed region in \(\mathbb{R}^2\). \(D\) is said to have an area if the multiple integral of the constant function 1 over \(D\), \(\iint_Ddxdy\), exists. Its value is denoted by \(\mu(D)\): \[\mu(D) = \iint_Ddxdy.\] Example . Let us calculate the area of the disk \(D = \{(x,y)\mid x^2 + y^2 \leq a^2\}\). Using the polar coordinates, \(x = r\cos\theta, y = r\sin\theta\), \(dxdy = rdrd\theta\), and the ranges of \(r\) and \(\theta\) are \([0, a]\) and \([0, 2\pi]\), respectively. Thus, \[\begin{eqnarray*} \mu(D) &=& \iint_Ddxdy\\ &=&\int_0^a\left(\int_0^{2\pi}rd\theta\right)dr\\ &=&2\pi\int_0^a rdr\\ &=&2\pi\left[\frac{r^2}{2}\right]_0^a = \pi a^2. \end{eqnarray*}\] □ Volume of a solid figure Definition (Volume) Let \(V\) be a solid figure in the \((x,y,z)\) space \(\mathbb{R}^3\). \(V\) is sai
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