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Advanced/Linear Algebra 101
@ -43,8 +43,8 @@
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\problem{}
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Show that the euclidean norm satisfies the triangle inequalty:
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$$
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||x+y|| \leq ||x|| + ||y||
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$$:
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||x+y|| \leq ||x|| + ||y||
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$$
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\vfill
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@ -52,7 +52,7 @@
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Show that the eucidean norm satisfies the reverse triangle inequality:
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$$
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||x - y|| \geq |~||x|| - ||y||~|
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||x-y|| \geq |~||x|| - ||y||~|
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$$
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\vfill
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@ -61,7 +61,7 @@
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Prove the Cauchy-Schwartz inequality:
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$$
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||x \cdot y|| = ||x||~||y||
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||x \cdot y|| \leq ||x||~||y||
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$$
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\vfill
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@ -7,7 +7,7 @@
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\item $\mathbb{R}^+_0$ is the set of positive real numbers and zero.
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\end{itemize}
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Mathematicians are often inconsistent with their notation. Depending on the author, their mood, and the phase of the moon, $\mathbb{R}^+$ may or may not include zero. I will use the definitions above.
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Mathematicians are often inconsistent with their notation. Depending on the author, their mood, and the phase of the moon, $\mathbb{R}^+$ may or may not include zero. We will use the definitions above.
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\definition{}
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@ -64,12 +64,12 @@ What is $\mathbb{R} \times \mathbb{R}$? \\
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\definition{}
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$\mathbb{R}^n$ is the set of $n$-tuples of real numbers. \\
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In english, this means that an element of $\mathbb{R}^n$ is a list of $n$ real numbers: \\
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In English, this means that an element of $\mathbb{R}^n$ is a list of $n$ real numbers: \\
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\vspace{4mm}
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Elements of $\mathbb{R}^2$ look like $(a, b)$, where $a, b \in \mathbb{R}$. \hfill \note{\textit{Note:} $\mathbb{R}^2$ is pronounced \say{arrgh-two.}}
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Elements of $\mathbb{R}^5$ look like $(a_1, a_2, a_3, a_4 a_5)$, where $a_n \in \mathbb{R}$. \\
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Elements of $\mathbb{R}^5$ look like $(a_1, a_2, a_3, a_4, a_5)$, where $a_n \in \mathbb{R}$. \\
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$\mathbb{R}^1$ and $\mathbb{R}$ are identical.
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@ -57,18 +57,19 @@ Can you develop geometric intuition for their sum and difference?
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\pagebreak
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\definition{Euclidean Norm}
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In general, a \textit{norm} on $\mathbb{R}^n$ is a map from $\mathbb{R}^n$ to $\mathbb{R}^+_0$ \\
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Usually, one thinks of a norm as a \say{length metric} on a vector space. \\
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A \textit{norm} on $\mathbb{R}^n$ is a map from $\mathbb{R}^n$ to $\mathbb{R}^+_0$ \\
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Usually, one thinks of a norm as a way of mesuring \say{length} in a vector space. \\
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The norm of a vector $v$ is written $||v||$. \\
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\vspace{2mm}
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We usually use the \textit{euclidean norm} when we work in $\mathbb{R}^n$. \\
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If $v \in \mathbb{R}^n$, the euclidean norm is defined as follows:
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We usually use the \textit{Euclidean norm} when we work in $\mathbb{R}^n$. \\
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If $v \in \mathbb{R}^n$, the Euclidean norm is defined as follows: \\
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If $v = [v_1, v_2, ..., v_n]$,
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$$
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||v|| = \sqrt{v_1^2 + v_2^2 + ... + v_n^2}
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$$
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This is simply an application of the pythagorean theorem.
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This is simply an application of the Pythagorean theorem.
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\problem{}
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Compute the euclidean norm of
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@ -78,4 +79,10 @@ Compute the euclidean norm of
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\end{itemize}
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\vfill
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\problem{}
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Show that $a \cdot a$ is $||a||^2$.
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\vfill
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\pagebreak
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@ -11,7 +11,7 @@ The dot product maps two elements of $\mathbb{R}^n$ to one element of $\mathbb{R
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\vspace{2mm}
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It's also worth noting that a function $f$ from $X$ to $Y$ can defined as a subset of $X \times Y$, where for all $x \in X$ there exists a unique $y \in Y$ so that $(x, y) \in f$. Try to make sense of this definition.
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It's also worth noting that a function $f$ from $X$ to $Y$ can be defined as a subset of $X \times Y$, where for all $x \in X$ there exists a unique $y \in Y$ so that $(x, y) \in f$. Try to make sense of this definition.
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}
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$$
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@ -27,9 +27,11 @@ Compute $[2, 3, 4, 1] \cdot [2, 4, 10, 12]$
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Show that the dot product is
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\begin{itemize}
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\item Commutative
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\item Distributive
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\item Homogeneic: $x(a \cdot b) = xa \cdot b = a \cdot xb$
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\item Positive definite: $a \cdot a \geq 0$, with equality iff $a = 0$
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\item Distributive $a \cdot (b + c) = a \cdot b + a \cdot c$
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\item Homogenous: $x(a \cdot b) = xa \cdot b = a \cdot xb$ \\
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\note{$x \in \mathbb{R}$, and $a, b$ are vectors.}
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\item Positive definite: $a \cdot a \geq 0$, with equality iff $a = 0$ \\
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\note{$a \in \mathbb{R}^n$, and $0$ is the zero vector.}
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\end{itemize}
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@ -40,7 +42,8 @@ Show that the dot product is
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\problem{}
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Say you have two vectors, $a$ and $b$. Show that $a \cdot b$ = $||a||~||b||\cos(\alpha)$ \\
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Say you have two vectors, $a$ and $b$. Show that $a \cdot b$ = $||a||~||b||\cos(\alpha)$, \\
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where $\alpha$ is the angle between $a$ and $b$. \\
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\hint{What is $c$ in terms of $a$ and $b$?}
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\hint{The law of cosines is $a^2 + b^2 - 2ab\cos(\alpha) = c^2$}
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\hint{The length of $a$ is $||a||$}
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@ -9,7 +9,10 @@ A =
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4 & 5 & 6
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\end{bmatrix}
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$$
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The above matrix has two rows and three columns. It is thus a $2 \times 3$ matrix.
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The above matrix has two rows and three columns. It is thus a $2 \times 3$ matrix. \\
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\vspace{1mm}
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The order \say{first rows, then columns} is usually consistent in linear algebra. \\
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If you look closely, you may also find it in the next definition.
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\definition{}<matvec>
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We can define the product of a matrix $A$ and a vector $v$:
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@ -34,8 +37,8 @@ Note that each element of the resulting $2 \times 1$ matrix is the dot product o
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$$
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Av =
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\begin{bmatrix}
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\text{---} a_1 \text{---} \\
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\text{---} a_2 \text{---}
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\text{---} r_1 \text{---} \\
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\text{---} r_2 \text{---}
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\end{bmatrix}
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\begin{bmatrix}
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| \\
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@ -44,20 +47,13 @@ Av =
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\end{bmatrix}
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=
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\begin{bmatrix}
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r_1v \\
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r_2v
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r_1 \cdot v \\
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r_2 \cdot v
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\end{bmatrix}
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$$
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Naturally, a vector can only be multiplied by a matrix if the number of rows in the vector equals the number of columns in the matrix.
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\problem{}
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Say you multiply a size-$m$ vector by an $m \times n$ matrix. What is the size of your result?
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\vfill
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\problem{}
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Compute the following:
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@ -72,6 +68,13 @@ $$
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\end{bmatrix}
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$$
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\vfill
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\problem{}
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Say you multiply a size-$m$ vector $v$ by an $m \times n$ matrix $A$. \\
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What is the size of your result $Av$?
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\vfill
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\pagebreak
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@ -99,8 +102,8 @@ Note each element of the resulting matrix is dot product of a row of $A$ and a c
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$$
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AB =
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\begin{bmatrix}
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\text{---} a_1 \text{---} \\
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\text{---} a_2 \text{---}
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\text{---} r_1 \text{---} \\
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\text{---} r_2 \text{---}
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\end{bmatrix}
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\begin{bmatrix}
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| & | \\
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@ -109,8 +112,8 @@ AB =
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\end{bmatrix}
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=
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\begin{bmatrix}
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r_1v_1 & r_1v_2 \\
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r_2v_1 & r_2v_2 \\
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r_1 \cdot v_1 & r_1 \cdot v_2 \\
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r_2 \cdot v_1 & r_2 \cdot v_2 \\
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\end{bmatrix}
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$$
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@ -263,7 +266,7 @@ Vertical arrays don't look good in horizontal text.
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\problem{}
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Consider the vectors $a = [1, 4, 3]^T$ and $b = [9, 1, 4]^T$ \\
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\begin{itemize}
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\item Compute the dot product $ab$.
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\item Compute the dot product $a \cdot b$.
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\item Can you redefine the dot product using matrix multiplication?
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\end{itemize}
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\note{As you may have noticed, a vector is a special case of a matrix.}
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