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    Linear Functions: EE263 Autumn 2015 S. Boyd and S. Lall

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    Mouli
    The document discusses linear functions and systems of linear equations. It defines a linear function as one where superposition holds, and explains that any linear function can be represented by a matrix multiplication operation f(x) = Ax. It interprets the matrix A as containing gain factors that describe how each input affects each output. The document also discusses how nonlinear functions can be linearized around a point to relate input and output deviations with a linear function defined by the Jacobian matrix.

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    Linear Functions: EE263 Autumn 2015 S. Boyd and S. Lall

    Uploaded by

    Mouli
    60 views7 pages
    The document discusses linear functions and systems of linear equations. It defines a linear function as one where superposition holds, and explains that any linear function can be represented by a matrix multiplication operation f(x) = Ax. It interprets the matrix A as containing gain factors that describe how each input affects each output. The document also discusses how nonlinear functions can be linearized around a point to relate input and output deviations with a linear function defined by the Jacobian matrix.

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    dynamic linear systems

    Original Title

    lin-fcts

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    The document discusses linear functions and systems of linear equations. It defines a linear function as one where superposition holds, and explains that any linear function can be represented by a matrix multiplication operation f(x) = Ax. It interprets the matrix A as containing gain factors that describe how each input affects each output. The document also discusses how nonlinear functions can be linearized around a point to relate input and output deviations with a linear function defined by the Jacobian matrix.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    60 views7 pages

    Linear Functions: EE263 Autumn 2015 S. Boyd and S. Lall

    Uploaded by

    Mouli
    The document discusses linear functions and systems of linear equations. It defines a linear function as one where superposition holds, and explains that any linear function can be represented by a matrix multiplication operation f(x) = Ax. It interprets the matrix A as containing gain factors that describe how each input affects each output. The document also discusses how nonlinear functions can be linearized around a point to relate input and output deviations with a linear function defined by the Jacobian matrix.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
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    EE263 Autumn 2015 S. Boyd and S.

    Lall

    Linear functions

    1
    Linear equations

    consider system of linear equations

    y1 = a11 x1 + a12 x2 + · · · + a1n xn


    y2 = a21 x1 + a22 x2 + · · · + a2n xn
    ..
    .
    ym = am1 x1 + am2 x2 + · · · + amn xn

    can be written in matrix form as y = Ax, where

    a11 a12 · · ·
         
    y1 a1n x1
     y2   a21 a22 · · · a2n   x2 
    y= .  A= . x= . 
         
    .. .. 
     ..   .. . .   .. 
    ym am1 am2 · · · amn xn

    2
    Linear functions

    a function f : Rn −→ Rm is linear if

    I f (x + y) = f (x) + f (y), ∀x, y ∈ Rn

    I f (αx) = αf (x), ∀x ∈ Rn ∀α ∈ R

    i.e., superposition holds

    x+y
    f (y)
    y
    x
    f (x + y)

    f (x)

    3
    Matrix multiplication function

    I consider function f : Rn → Rm given by f (x) = Ax, where A ∈ Rm×n

    I matrix multiplication function f is linear

    I converse is true: any linear function f : Rn → Rm can be written as f (x) =


    Ax for some A ∈ Rm×n

    I representation via matrix multiplication is unique: for any linear function f


    there is only one matrix A for which f (x) = Ax for all x

    I y = Ax is a concrete representation of a generic linear function

    4
    Interpretations of y = Ax

    I y is measurement or observation; x is unknown to be determined

    I x is ‘input’ or ‘action’; y is ‘output’ or ‘result’

    I y = Ax defines a function or transformation that maps x ∈ Rn into y ∈ Rm

    5
    Interpretation of aij
    n
    X
    yi = aij xj
    j=1

    aij is gain factor from jth input (xj ) to ith output (yi )

    I ith row of A concerns ith output

    I jth column of A concerns jth input

    I a27 = 0 means 2nd output (y2 ) doesn’t depend on 7th input (x7 )

    I |a31 |  |a3j | for j 6= 1 means y3 depends mainly on x1

    I |a52 |  |ai2 | for i 6= 5 means x2 affects mainly y5

    I A is lower triangular, i.e., aij = 0 for i < j, means yi only depends on


    x1 , . . . , xi

    I A is diagonal, i.e., aij = 0 for i 6= j, means ith output depends only on ith
    input

    more generally, sparsity pattern of A, i.e., list of zero/nonzero entries of A, shows


    which xj affect which yi
    6
    Linearization

    I if f : Rn → Rm is differentiable at x0 ∈ Rn , then

    x near x0 =⇒ f (x) very near f (x0 ) + Df (x0 )(x − x0 )

    where
    ∂fi
    Df (x0 )ij =
    ∂xj x0
    is derivative (Jacobian) matrix

    I with y = f (x), y0 = f (x0 ), define input deviation δx := x − x0 , output


    deviation δy := y − y0

    I then we have δy ≈ Df (x0 )δx

    I when deviations are small, they are (approximately) related by a linear function

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