TheoremBase

Riemann Integral of a Vector-Valued or Matrix-Valued Map

A map from a set of reals into Euclidean space or into real matrices is integrable on a closed interval when each component or entry is, and its oriented integral is the point or matrix of the componentwise integrals.

Statement

In the settings of Single-Variable Calculus on an Interval and Euclidean Space and Real Matrices: Standing Notation, let p,q∈Np,q\in\mathbb{N}, let E⊆RE\subseteq\mathbb{R}, let x:E→Rqx:E\to\mathbb{R}^{q} and let A:E→Mp×q(R)A:E\to\mathcal{M}_{p\times q}(\mathbb{R}). For k∈[q]k\in[q], xk:E→Rx_{k}:E\to\mathbb{R} is the component map s↦x(s)ks\mapsto x(s)_{k}, with the components of Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations (ii), as in Component Maps and Entry Maps (i); for i∈[p]i\in[p] and j∈[q]j\in[q], Aij:E→RA_{ij}:E\to\mathbb{R} is the entry map s↦A(s)ijs\mapsto A(s)_{ij}, with the entries of Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (ii), as in Component Maps and Entry Maps (ii).

Let u,v∈Ru,v\in\mathbb{R} with u<vu<v and [u,v]⊆E[u,v]\subseteq E. Then xx is integrable on [u,v][u,v] if xkx_{k} is integrable on [u,v][u,v] for every k∈[q]k\in[q].

Let u,v∈Eu,v\in E. The integral ∫uvx\int_{u}^{v}x is defined if the integral ∫uvxk\int_{u}^{v}x_{k} is defined for every k∈[q]k\in[q], and then the integral of xx from uu to vv is the point

∫uvx=∫uvx(t) dt∈Rqwith components(∫uvx)k=∫uvxk(k∈[q]),\int_{u}^{v}x=\int_{u}^{v}x(t)\,dt\in\mathbb{R}^{q}\qquad\text{with components}\qquad\Bigl(\int_{u}^{v}x\Bigr)_{k}=\int_{u}^{v}x_{k}\quad(k\in[q]),

the numbers ∫uvxk\int_{u}^{v}x_{k} being those of The Riemann Integral on a Closed Interval via Lower and Upper Integrals (viii): the map [q]→R[q]\to\mathbb{R}, k↦∫uvxkk\mapsto\int_{u}^{v}x_{k}, is formed by A Predicative Formula for the Oriented Riemann Integral, and Maps Given by Integrals (i) and Values, Restriction and Equality of a Map, and the Map u↦t(u)u\mapsto t(u) as a Defined Set Symbol (v), and is a point of Rq\mathbb{R}^{q} by Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations (ii), determined by its components by Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations (iii).

Let u,v∈Ru,v\in\mathbb{R} with u<vu<v and [u,v]⊆E[u,v]\subseteq E. Then AA is integrable on [u,v][u,v] if AijA_{ij} is integrable on [u,v][u,v] for all i∈[p]i\in[p] and j∈[q]j\in[q].

Let u,v∈Eu,v\in E. The integral ∫uvA\int_{u}^{v}A is defined if the integral ∫uvAij\int_{u}^{v}A_{ij} is defined for all i∈[p]i\in[p] and j∈[q]j\in[q], and then the integral of AA from uu to vv is the matrix

∫uvA=∫uvA(t) dt∈Mp×q(R)with entries(∫uvA)ij=∫uvAij(i∈[p], j∈[q]),\int_{u}^{v}A=\int_{u}^{v}A(t)\,dt\in\mathcal{M}_{p\times q}(\mathbb{R})\qquad\text{with entries}\qquad\Bigl(\int_{u}^{v}A\Bigr)_{ij}=\int_{u}^{v}A_{ij}\quad(i\in[p],\ j\in[q]),

the numbers ∫uvAij\int_{u}^{v}A_{ij} being those of The Riemann Integral on a Closed Interval via Lower and Upper Integrals (viii): the map [p]×[q]→R[p]\times[q]\to\mathbb{R}, (i,j)↦∫uvAij(i,j)\mapsto\int_{u}^{v}A_{ij}, is formed by A Predicative Formula for the Oriented Riemann Integral, and Maps Given by Integrals (i) and Values, Restriction and Equality of a Map, and the Map u↦t(u)u\mapsto t(u) as a Defined Set Symbol (v), and is a matrix by Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (i), determined by its entries by Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (iii).

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