GATE MA flashcards
GATE MA · Build recall with a focused review session.
32 cards. Read the term and the definition here. The deck at the top of this page is optional.
- Rank–nullity theorem
- For a linear map T from an n-dimensional space, dim of kernel plus dim of image equals n. Equivalently rank(A) + nullity(A) equals the number of columns of A.
- Cayley–Hamilton theorem
- Every square matrix satisfies its own characteristic polynomial. This lets you express high powers of A as linear combinations of lower powers, useful for computing inverses and matrix functions.
- Sylvester's criterion
- A real symmetric matrix is positive definite exactly when all its leading principal minors are positive. Equivalently, all its eigenvalues are positive and it defines a strict local minimum of a quadratic form.
- Singular value decomposition
- Any real matrix A factors as UΣVᵀ with U and V orthogonal and Σ diagonal of nonnegative singular values, the square roots of eigenvalues of AAᵀ. Rank equals the count of nonzero singular values.
- Cauchy–Riemann equations
- For f = u + iv, analyticity requires uₓ = v_y and u_y = −vₓ. When the partial derivatives are continuous, these equations are also sufficient for differentiability at a point.
- Residue at a simple pole
- If f has a simple pole at z₀, the residue equals the limit of (z − z₀)f(z) as z tends to z₀. The residue theorem then gives the contour integral as 2πi times the sum of enclosed residues.
- Liouville's theorem
- Every bounded entire function is constant. A standard consequence is the fundamental theorem of algebra: any nonconstant complex polynomial has at least one root in the complex plane.
- Cauchy's integral formula
- For f analytic on and inside a simple closed contour C, the value at an interior point z₀ is (1/2πi) times the contour integral of f(z)/(z − z₀) around C.
- Hahn–Banach theorem
- A bounded linear functional defined on a subspace of a normed space extends to the whole space without increasing its norm. It guarantees enough functionals to separate points and supports duality theory.
- Riesz representation theorem
- On a Hilbert space, every bounded linear functional has the form f(x) = inner product of x with a unique vector y, and the operator norm of f equals the norm of y.
- Open mapping theorem
- A bounded linear operator from one Banach space onto another is an open map. A corollary is the bounded inverse theorem: a bounded bijection between Banach spaces has a bounded inverse.
- Uniform boundedness principle
- Also called Banach–Steinhaus: a family of bounded linear operators on a Banach space that is pointwise bounded is uniformly bounded in operator norm. It yields results about divergence of Fourier series.
- Picard–Lindelöf theorem
- The initial value problem y′ = f(x, y), y(x₀) = y₀ has a unique solution near x₀ provided f is continuous and satisfies a Lipschitz condition in y there.
- Wronskian test
- For solutions of a linear homogeneous ODE, the Wronskian determinant is either identically zero or never zero on an interval. Nonzero Wronskian means the solutions are linearly independent.
- Variation of parameters
- A method for a particular solution of a linear nonhomogeneous ODE. Using two independent solutions y₁, y₂ and the Wronskian W, it builds the particular integral from integrals of forcing divided by W.
- Stability of linear systems
- For x′ = Ax, the zero solution is asymptotically stable exactly when every eigenvalue of A has strictly negative real part. Purely imaginary eigenvalues give neutral, bounded oscillations instead.
- Method of characteristics
- For a first-order quasilinear PDE, solutions are constant along curves satisfying dx/a = dy/b = du/c. Integrating these characteristic equations reduces the PDE to an ODE along each curve.
- Classification of second-order PDEs
- For Au_xx + Bu_xy + Cu_yy + lower terms = 0, the discriminant B² − 4AC decides type: negative means elliptic, zero means parabolic, positive means hyperbolic. Type can vary with position.
- d'Alembert solution
- The wave equation u_tt = c²u_xx on the whole line has general solution u = f(x − ct) + g(x + ct). Initial displacement and velocity determine f and g by half-sum and half-integral formulas.
- Maximum principle
- A nonconstant harmonic function on a bounded domain attains its maximum and minimum only on the boundary. This immediately gives uniqueness of the Dirichlet problem for Laplace's equation.
- Newton–Raphson convergence
- The iteration x − f(x)/f′(x) converges quadratically near a simple root, roughly doubling correct digits per step. It can fail or diverge if the derivative is zero or the start is poor.
- Simpson's rule error
- Composite Simpson's 1/3 rule has error −(b − a)h⁴f⁗(ξ)/180, so it is exact for cubics. It requires an even number of subintervals and smooth fourth derivative.
- Gauss–Legendre quadrature
- An n-point Gauss–Legendre rule chooses optimal nodes and weights so that it integrates exactly every polynomial of degree up to 2n − 1, giving higher accuracy than equally spaced Newton–Cotes rules.
- Lagrange interpolation error
- Interpolating f at n + 1 distinct nodes by a polynomial of degree at most n gives error f⁽ⁿ⁺¹⁾(ξ)/(n + 1)! times the product of (x − xᵢ), for some ξ in the interval.
- Bayes' theorem
- The conditional probability of A given B equals P(B|A)P(A) divided by P(B). It updates a prior probability into a posterior using the likelihood of the observed event.
- Variance shortcut formula
- Variance equals the second moment minus the square of the mean: Var(X) = E[X²] − (E[X])². For aX + b, variance scales by a² and is unaffected by the shift b.
- Central limit theorem
- For independent identically distributed variables with finite mean and variance, the standardised sample sum converges in distribution to the standard normal, justifying normal approximations for large samples.
- Unbiased sample variance
- The estimator dividing the sum of squared deviations by n − 1 has expectation σ². Dividing by n instead gives a biased estimator whose expectation is σ²(n − 1)/n.
- Strong duality in LP
- If a linear program has a finite optimal value, so does its dual, and the two optimal objective values coincide. This underlies the simplex stopping rule and sensitivity analysis.
- Complementary slackness
- At optimality, a positive primal variable forces its dual constraint to hold with equality, and a positive dual variable forces its primal constraint tight. It certifies optimality of a pair of solutions.
- Balanced transportation problem
- A transportation problem is balanced when total supply equals total demand. A basic feasible solution then has exactly m + n − 1 basic cells, where m and n are the numbers of sources and destinations.
- Mean value theorem
- If f is continuous on a closed interval and differentiable inside it, some interior point has derivative equal to the average slope across the interval. Rolle's theorem is the equal-endpoint case.