'''MIT 18.02 Multivariable Calculus, Fall 2007''' Up: [[OCW,OpenCourseWare,MOOC,MassiveOpenOnlineCourse]], [[미적분,calculus]] > [[다변수미적분,multivariable_calculus]] [[TableOfContents]] = Lec 1 = https://www.youtube.com/watch?v=PxCxlsl_YwY [[벡터,vector]] [[내적,inner_product]]과 [[코사인법칙,cosines_law]] $\vec{A},\vec{B}$ 사이의 각이 θ이고 $\vec{C}=\vec{A}-\vec{B}$ 일 때, > $|\vec{C}|^2=|\vec{A}|^2+|\vec{B}|^2-2|\vec{A}| |\vec{B}| \cos\theta$ pf. $|\vec{C}|^2=\vec{C}\cdot\vec{C}=(\vec{A}-\vec{B})\cdot(\vec{A}-\vec{B})$ $=\vec{A}\cdot\vec{A}-\vec{A}\cdot\vec{B}-\vec{B}\cdot\vec{A}+\vec{B}\cdot\vec{B}$ $=|\vec{A}|^2+|\vec{B}|^2-2\vec{A}\cdot\vec{B}$ Sign of $\vec{A}\cdot\vec{B}$ : > 0 if θ < 90° (예각) = 0 if θ = 90° (직각) (A⊥B) ([[직교성,orthogonality]]) < 0 if θ > 90° (둔각) [[평면,plane]] 방정식 $x+2y+3z=0$ 은, (계수를 보면) $\vec{OP}=\langle x,y,z \rangle$ 와 $\vec{A}=\langle 1,2,3 \rangle$ 을 내적한 $\vec{OP}\cdot\vec{A}=0$ 즉 $\vec{OP}\bot\vec{A}$ 꼴이다. Remember: $\vec{A}\cdot\vec{B}=0$ $\Leftrightarrow\,\cos\theta=0$ $\Leftrightarrow\,\theta=90\textdegree$ $\Leftrightarrow\,\vec{A}\bot\vec{B}$ = Lec 2 = https://www.youtube.com/watch?v=9FLItlbBUPY Yesterday: [[스칼라곱,scalar_product,dot_product|dot product]] $\vec{A}\cdot\vec{B}=\sum a_ib_i = |\vec{A}| |\vec{B}| \cos(\theta)$ i.e. $\cos(\theta)=\frac{\vec{A}\cdot\vec{B}}{|\vec{A}| |\vec{B}|}$ Component of $\vec{A}$ along [[방향,direction|direction]] $\hat{u}$ ([[단위벡터,unit_vector]]) $=|\vec{A}| \cos(\theta)$ $=|\vec{A}| |\hat{u}| \cos(\theta)$ $=\vec{A}\cdot \hat{u}$ https://i.imgur.com/QwUuKBA.png ---- x방향으로 $\vec{A}$ 가 있고, 1사분면 적당한 방향으로 $\vec{B}$ 가 있고, y축 방향으로 $\vec{A}{}'$ 가 있는 그림. A, B 사잇각은 θ이고, B와 A' 사잇각은 θ'임. $\vec{A}$ 를 90°만큼 돌린 것은 $\vec{A}{}'$ $\theta'=\frac{\pi}{2}-\theta$ $\cos(\theta')=\sin(\theta)$ https://i.imgur.com/WJUaq3ym.png $\vec{A}=\langle a_1,a_2 \rangle$ 이면 $\vec{A}{}'=\langle -a_2,a_1 \rangle$ 이다. $|\vec{A}|\cdot|\vec{B}|\sin(\theta)$ $=|\vec{A}{}'| |\vec{B}| \cos(\theta')$ $=\vec{A}{}' \cdot \vec{B}$ $=\langle -a_2,a_1 \rangle \cdot \langle b_1, b_2 \rangle$ $=a_1b_2-a_2b_1$ $=\det(\vec{A},\vec{B})$ $=\begin{vmatrix} a_1 & a_2 \\ b_1 & b_2 \end{vmatrix}$ = [[행렬식,determinant|determinant]] of $\vec{A}$ and $\vec{B}$ = 같은 점에서 시작하는 $\vec{A}$ 와 $\vec{B}$ 가 이루는 [[평행사변형,parallelogram]]의 면적 사인법칙 얘기 ±(A와 B사이의 평행사변형의 넓이) = $|\vec{A}| |\vec{B}|\sin\theta=\det(\vec{A},\vec{B})$ ±(삼각형의 넓이) = $\frac12|\vec{A}| |\vec{B}|\sin\theta=\frac12\det(\vec{A},\vec{B})$ 따라서, 면적 = [[행렬식,determinant]]의 절대값 area = absolute value of determinant Determinant in space: 세 벡터. $\det(\vec{A},\vec{B},\vec{C})=\begin{vmatrix}a_1&a_2&a_3\\b_1&b_2&b_3\\c_1&c_2&c_3\end{vmatrix}$ $=a_1\begin{vmatrix}b_2&b_3\\c_2&c_3\end{vmatrix}-a_2\begin{vmatrix}b_1&b_3\\c_1&c_3\end{vmatrix}+a_3\begin{vmatrix}b_1&b_2\\c_1&c_2\end{vmatrix}$ Geometrically, $\det(\vec{A},\vec{B},\vec{C})$ = ±(volume of [[평행육면체,parallelepiped]]) [[벡터곱,vector_product,cross_product|Cross-product]] of 2 vectors in 3-space Def. $\vec{A}\times\vec{B}$ (is a vector) $=\begin{vmatrix}\hat{i}&\hat{j}&\hat{k}\\a_1&a_2&a_3\\b_1&b_2&b_3\end{vmatrix}$ $=\begin{vmatrix}a_2&a_3\\b_2&b_3\end{vmatrix}\hat{i}-\begin{vmatrix}a_1&a_3\\b_1&b_3\end{vmatrix}\hat{j}+\begin{vmatrix}a_1&a_2\\b_1&b_2\end{vmatrix}\hat{k}$ Thm. $\bullet\;|\vec{A}\times\vec{B}|=$ area of parallelogram $\bullet\;\operatorname{dir}(\vec{A}\times\vec{B})=$ ⊥(parallel) to the plane of the parallelogram, with right-hand rule Another look at volume $\det(\vec{A},\vec{B},\vec{C})=\vec{A}\cdot(\vec{B}\times\vec{C})$ 이다. 이유는? https://i.imgur.com/qLHagcjl.png = Lec 3 = https://www.youtube.com/watch?v=bHdzkFrgRcA https://i.imgur.com/OI5yE5al.png https://i.imgur.com/oRStDaMl.png Matrices ([[행렬,matrix]]) Often: linear relations([[linear_relation]] - [[선형관계,linear_relation]]) between variables Ex: change of coordinate systems https://i.imgur.com/PxvL5gYl.png Entries in matrix product AX: dot products between rows of A and columns of X A: 3×3 matrix X: column vector ↔ 3×1 matrix https://i.imgur.com/BGZ1yQFl.png What AB represents: do [[변환,transformation|transformation]] B, __then__ transformation A. (AB)X = A(BX) (matrix product is [[결합법칙,associativity|associative]]) Note: AB ≠ BA [[항등행렬,identity_matrix]](curr. [[단위행렬,unit_matrix]]) I IX=X $I_{3\times 3}=\begin{bmatrix}1&0&0\\0&1&0\\0&0&1\end{bmatirx}$ 일반적으로 $I_{n\times n}=$ (diagonal elements는 모두 1, 나머지는 모두 0인 행렬) https://i.imgur.com/T1pQ96ml.png Inverse matrix ([[역행렬,inverse_matrix]]) Inverse of A: matrix M such that AM = I MA = I Need: A square matrix n×n M = A^^−1^^ Solution to AX = B is X = A^^−1^^B AX = B ⇓ A^^−1^^(AX) = A^^−1^^B ⇓ X = A^^−1^^B $A^{-1}=\frac1{\det(A)}\operatorname{adj}(A)$ adj는 adjoint matrix. (참조: [[WpEn:Adjugate_matrix]]) TODO: adjoint adjugate adjunct 차이? Steps: (on a 3×3 example) $A=\begin{bmatrix}2&3&3\\2&4&5\\1&1&2\end{bmatrix}$ ① Minors: $\begin{bmatrix}3&-1&-2\\3&1&-1\\3&4&2\end{bmatrix}$ (예를 들어 위 행렬의 (1,1)의 3은 $\begin{vmatrix}4&5\\1&2\end{vmatrix}$ 로 계산한 것.) ② Cofactors: ([[여인수,cofactor]]) flip signs in checkerboard +-+ -+- +-+ (+ : leave alone, - : flip sign) $\begin{bmatrix}3&1&-2\\-3&1&1\\3&-4&2\end{bmatrix}$ ③ Transpose: switch rows and columns ([[전치,transposition]] or [[전치,transpose]]... curr [[전치행렬,transpose_matrix]]) $\begin{bmatrix}3&-3&3\\1&1&-4\\-2&1&2\end{bmatrix} \;\;\leftarrow\text{adj}(A)$ ④ Divide by [[행렬식,determinant|determinant]] of A $|A|=\begin{vmatrix}2&3&3\\2&4&5\\1&1&2\end{vmatrix}=3$ 이므로 $A^{-1}=\frac13\begin{bmatrix}3&-3&3\\1&1&-4\\-2&1&2\end{bmatrix}$ 이것이 [[선형계,linear_system]]를 푸는 단계. = Lec 4 = https://www.youtube.com/watch?v=YBajUR3EFSM 평면의 방정식 [[평면,plane]] $ax+by+cz=d$ 의 [[법선벡터,normal_vector]]는 $\vec{N}=\langle a,b,c \rangle$ 1) 원점을 지나고 법선벡터 $\vec{N}=\langle 1,5,10 \rangle$ 인 평면은? 평면 위 점 $P=(x,y,z)$ 라 하면 (P is in plane) $\Leftrightarrow\; \vec{OP}\cdot\vec{N}=0$ $\Leftrightarrow\; x+5y+10z=0$ 2) Plane through $P_0(2,1,-1)$ and $\bot\vec{N}=\langle 1,5,10\rangle$ P is in plane $\Leftrightarrow\; \vec{P_0P}\cdot\vec{N}=0$ $\Leftrightarrow\; \langle x-2,y-1,z+1\rangle \cdot \langle 1,5,10 \rangle=0$ $\Leftrightarrow\; (x-2)+5(y-1)+10(z+1)=0$ $\Leftrightarrow\; x+5y+10z=-3$ = Lec 5 = https://www.youtube.com/watch?v=57jzPlxf4fk [[사이클로이드,cycloid]] = Lec 6 = https://www.youtube.com/watch?v=0D4BbCa4gHo Cycloid (wheel radius 1, at unit speed): $\vec{r}(t)=\langle t-\sin t,1-\cos t\rangle$ Velocity vector: $\vec{v}=\frac{d\vec{r}}{dt}=\langle\frac{dx}{dt},\frac{dy}{dt},\frac{dz}{dt}\rangle$ $=\langle 1-\cos t,\sin t\rangle$ Speed(scalar): $|\vec{v}|=\sqrt{(1-\cos t)^2+\sin^2 t}$ $=\sqrt{1-2\cos t+\cos^2t+\sin^2 t}$ $=\sqrt{2-2\cos t}$ Acceleration(vector): $\vec{a}=\frac{d\vec{v}}{dt}$ e.g. cycloid: $\vec{a}=\langle\sin t,\cos t\rangle$ [[단위접벡터,unit_tangent_vector]] (See also [[곡률,curvature]]) $\vec{v}=\frac{d\vec{r}}{dt}=\frac{d\vec{r}}{ds}\cdot\frac{ds}{dt}=\hat{T}\frac{ds}{dt}=\hat{T}|\vec{v}|$ Velocity has direction: tangent to trajectory $\hat{T}$ length: speed ds/dt = Lec 7 = https://www.youtube.com/watch?v=U1EcnfTKXJ0 기초 linear algebra = Lec 8 = https://www.youtube.com/watch?v=dK3NEf13nPc Function of 1 variable: f(x) ex. sin x Function of 2 variables: f(x, y) ex. x² + y² ex2. f(x,y)=1-x^^2^^-y^^2^^ contour_plot 얘기 Approximation formula - [[근사,approximation]] $f(x)\approx f(x_0)+f'(x_0)(x-x_0)$ [[선형근사,linear_approximation]] [[편미분,partial_derivative]] $\frac{\partial f}{\partial x}(x_0,y_0)=\lim_{\small\Delta x\to 0}\frac{f(x_0+\Delta x,y_0)-f(x_0,y_0)}{\Delta x}$ $\frac{\partial f}{\partial y}(x_0,y_0)=\lim_{\small\Delta y\to 0}\frac{f(x_0,y_0+\Delta y)-f(x_0,y_0)}{\Delta y}$ = Lec 9 = https://www.youtube.com/watch?v=UYe98CcxPbs Approximation formula: If we change $x\to x+\Delta x$ $y\to y+\Delta y$ $z=f(x,y)$ then $\Delta z\approx f_x\Delta x+f_y \Delta y$ 이 공식을 정당화하기 위해: [[접평면,tangent_plane]] to $z=f(x,y)$ 를 생각 Know: $f_x,f_y$ are [[기울기,slope]]s of 2 [[접선,tangent_line]]s $\text{If }\frac{\partial f}{\partial x}(x_0,y_0)=a\;\Rightarrow\;L_1=\begin{cases}z=z_0+a(x-x_0)\\y=y_0\end{cases}$ $\text{If }\frac{\partial f}{\partial y}(x_0,y_0)=b\;\Rightarrow\;L_2=\begin{cases}z=z_0+b(y-y_0)\\x=x_0\end{cases}$ $L_1,L_2$ are both tangent to the graph $z=f(x,y).$ Together they determine a [[평면,plane]]: $z=z_0+a(x-x_0)+b(y-y_0)$ Approximation formula says: graph of $f$ is close to its [[접평면,tangent_plane]]. Application of [[편미분,partial_derivative|Partial Derivatives]] [[최적화,optimization|Optimization]] Problems ⤳ find min/max(최대최소) of a function $f(x,y)$ At a local min. or max(극소, 극대. see [[극값,extremum]]), $f_x=0\text{ and }f_y=0$ ⇔ [[접평면,tangent_plane]] to graph $z=f(x,y)$ is horizontal! Def. $(x_0,y_0)$ is [[임계점,critical_point]] of $f$ if $f_x(x_0,y_0)=0\text{ and }f_y(x_0,y_0)=0$ Ex. $f(x,y)=x^2-2xy+3y^2+2x-2y$ $f_x=2x-2y+2=0$ $f_y=-2x+6y-2=0$ 더하면 $4y=0,y=0,x=-1$ 이렇게 1 critical point $(x,y)=(-1,0)$ Least-square interpolation //나중에 [[제곱,square]]>[[최소제곱,least_square]] [[내삽,interpolation]]과 연결 Given experimental [[자료,data]]: (x,,1,,, y,,1,,), (x,,2,,, y,,2,,) … (x,,n,,, y,,n,,) Find best fit line - best $a$ and $b$ minimizing total square deviation $y = ax + b$ Deviation for each data point: ([[편차,deviation]]) $y_i-(ax_i+b)$ Minimize $D(a,b)=\sum_{i=1}^{n}\left[y_i-(ax_i+b)\right]^2$ 편미분하면, $\frac{\partial D}{\partial a}=\sum_{i=1}^{n}2(y_i-(ax_i+b))\cdot(-x_i)=0$ $\frac{\partial D}{\partial b}=\sum_{i=1}^{n}2(y_i-(ax_i+b))\cdot(-1)=0$ $\begin{cases}\sum_{i=1}^{n}(x_i^2a+x_ib-x_iy_i)=0\\ \sum_{i=1}^{n}(x_ia+b-y_i)=0\end{cases}$ $\begin{cases}\left(\sum_{i=1}^{n}x_i^2\right)a+\left(\sum_{i=1}^{n}x_i\right)b=\sum_{i=1}^{n}x_iy_i\\\left(\sum_{i=1}^{n}x_i\right)a+nb=\sum_{i=1}^{n}y_i\end{cases}$ 2×2 linear system, solve for (a, b) = Lec 10 = https://www.youtube.com/watch?v=3_goGnJm5sA Recall: [[임계점,critical_point]]s of $f(x,y):$ where $f_x=0\text{ and }f_y=0$ Question: how do we decide between * local min (극소) * local max (극대) * saddle? Question: how do we find __global__ min/max? ↳ there occur either at a critical point, or on boundary / at infinity (??? 뜻 정확히) Second derivative test // [[derivative_test]], curr goto [[판정법,test#s-2.3]] First consider $w=ax^2+bxy+cy^2$ Example: $w=x^2+2xy+3y^2=(x+y)^2+2y^2$ In general, if $a\ne0$ $w=a\left( x^2 + \frac{b}{a}xy \right) + cy^2$ $=a\left(x + \frac{b}{2a}y \right)^2 + \left( c-\frac{b^2}{4a} \right) y^2$ $=\frac{1}{4a}\left[ 4a^2\left( x+\frac{b}{2a}y \right)^2 + (4ac-b^2)y^2 \right]$ - sum of two squares 3 cases: 1) $4ac-b^2<0$ ⇒ [[안장점,saddle_point]] one term ≥ 0, the other ≤ 0 2) $4ac-b^2=0$ Ex. $w=x^2$ (doesn't depend on $y$ at all) 3) $4ac-b^2>0$ 20m = Lec 11 =