--- tags: Giang's linear algebra notes --- # Chapter 1: Vector space [toc] ## Scalars **Scalar**: A scalar is any quantity which can be described by a single number **Other definitions of scalar**: * Francois Viete’s “Analytic Art” definition of scalars: >*Magnitudes which ascend or descend proportionally, in keeping with their nature from one kind to another* * W. R. Hamilton’s 1846 definition of scalars: >*The algebraically reall part may receive, according to the question in which it occurs, all values contained on the one scale of progression of numbers, from negative to positive infinity* **The field of scalars $\textbf{F}$** is the set of all scalars. This is usually denoted by $\textbf{R}$, the field of real numbers **Basic operations with scalars** are *addition*, *subtraction*, and *multiplication* ## Vector space **Vector**: A vector is any member of a vector space >**NOTE**: A more popular definition of vector is any quantity with both direction and magnitude. However, it is misleading or false for certain kinds of vectors **Vector space**: A vector space is any class of objects, which can be added together, or multiplied with scalars. Formally, a vector space is any collection $V$ of objects, called *vectors*, for which 1. Two operations can be performed, which are - Vector addition, i.e. take $u,v\in V$ and return $v+u\in V$ (closed under addition) - Scalar multiplication, i.e. take a scalar $c\in\textbf{R}$ and a vector $v\in V$, and return $cv\in V$ (closed under scalar mutiplication) 2. The following properties are satisfied - Addition is commutative, i.e. $v+w=w+v$, $\forall v,w\in V$ - Addition is associative, i.e. $u+(v+w)=(u+v)+w$, $\forall u,v,w\in V$ - Additive identity, i.e. $\exists\textbf{0}\in V\,\text{s.t.}\,0+v=v$,$\forall v\in V$ - Additive inverse, i.e. $\forall v\in V,\exists-v\in V\,\text{s.t.}\,-v+v=\textbf{0}$ - Multiplicative identity, i.e. the scalar $1$ has the property $1\cdot v=v,\forall v\in V$ - Multiplicative is associative, i.e. $a(bv)=(ab)v,\forall a,b\in\textbf{R},\forall v\in V$ - Multiplication is linear, i.e. $a(v+w)=av+aw,\forall a\in\textbf{R},\forall v,w\in V$ - Multiplication distributes over addition, i.e. $(a+b)v=av+bv,\forall a,b\in\textbf{R},v\in V$ Briefly, the summary of the conditions for a vector space is that the laws of algebra work >**NOTE**: In most cases, we do not need to verify all of the axioms >**NOTE**: The zero vector is denoted $\textbf{0}$, but technically, it is not the same as the zero scalar $0$. However, in practice, there is no harm in confusing the two objects >**NOTE**: There are other things, like dot products, lengths, etc. we can do in $\textbf{R}^{n}$ but not common to all vector spaces **Examples of vector spaces** - Scalars as vectors, i.e. $\textbf{R}$ can be thought of as a boring vector space - Zero vector space, i.e. $\textbf{R}^{0}=\{0\}$ - Polynomial as vectors, i.e. $P_{n}(\textbf{R})=\{\sum_{i=0}^{n}a_{i}x_{i}:a_{i}\in\textbf{R}\}$ - Functions as vectors, i.e. $C(\textbf{R})$ is the vector space of all continuous functions of $x$ - Functions as vectors, i.e. ${\cal F}(S,\textbf{R})=\{f:f:S\to\textbf{R}\}$ - Sequences as vectors, i.e. $\textbf{R}^{\infty}$ is the vector space of all infinite sequences, with - Addition: $(a_{1},a_{2},\dots)+(b_{1},b_{2},\dots)=(a_{1}+b_{1},a_{2}+b_{2},\dots)$ - Scalar multiplication: $c\cdot(a_{1},a_{2},\dots)=(ca_{1},ca_{2},\dots)$ **Examples of non-vector spaces** - Unit vectors, i.e. not closed under addition, or under scalar multiplication - Positive real axis $\textbf{R}^{+}$, i.e. not closed under negative scalar multiplication - Latitude-longtitude of a place, i.e. there is no reasonable way to define addition and scalar multiplication **Vector subspaces**. A vector space $W$ is a subspace of a vector space $V$ if - $W\subseteq V$ - The laws of vector addition and scalar multiplication are consistent **Subspace from space**: If $V$ is a vector space and $W\subseteq V$, then $W$ is a subspace of $V$ if and only if - $W$ is closed under addition - $W$ is closed under scalar multiplication **Improper subspaces of $V$** 1. Every vector space $V$ is considered a subspace of itself 2. $\{0\}$ is a subspace of every vector space **Proper subspaces of $V$**: Any subspace $W$ of $V$, which is not $V$ or $\{0\}$, is a proper subspace of $V$ * Proper subspace and proper subset: Definition about proper subspaces is similar to the definition of proper subset >**NOTE**: Intersection of two subspaces is a subspace, but union of two subspaces is usually not a subspace ## Linear combinations and span **Linear combination of two vectors**: Let $v,w\in V$ are two vectors. Then, for any $a,b\in\textbf{R}$ $$av+bw$$ is called *a linear combination of $v$ and $w$. The span of $v$ and $w$* is defined as $$\text{span}(v,w)=\{av+bw:a,b,\in\textbf{R}\}$$ **Linear combination**: Let $S=\{v_{1},\dots,v_{n}\}\subset V$ is a set of vectors from a vector space $V$. Then, for any $a_{i}\in\textbf{R}$ $$\sum_{i=1}^{n}a_{i}v_{i}$$ is called *a linear combination of S. The span of $S$* is defined as $$\text{span}(S)=\{\sum_{i=1}^{n}a_{i}v_{i}:a_{i}\in\textbf{R}\}$$ In case $S=\emptyset$, $\text{span}(S)=\{\textbf{0}\}$, i.e. the result of an empty combination is zero **Properties of $\text{span}(S)$** 1. $\text{span}(S)$ is a subspace of $V$, which contains $S$ as a subset 2. Any subspace of $V$ which contains $S$ as a subset must be a superset of $\text{span}(S)$ *Proof* Let $S=\{v_{1},\dots,v_{n}\}$, we have that $\text{span}(S)\subseteq V$ and $\text{span}(S)$ is closed under addition and multiplication, thus it is a subspace of $V$, which contains $S$ as a subset. Now let $W$ be a subspace of $V$ which contains $S$ as a subset. By the definition of subspaces, we have that $$\forall\{a_{i}\}_{i=1}^{n},a_{i}\in\textbf{R},\sum_{i=1}^{n}a_{i}v_{i}\in W$$ Thus $\text{span}(S)=\{\sum_{i=1}^{n}a_{i}v_{i}:a_{i}\in\textbf{R}\}\subseteq W$ - [ ] **Spanning set**: $S$ is to span a vector space $V$ if $\text{span}(S)=V$. We call $S$ *a spanning set of* $V$, or *the a generating set of* $V$, or $V$ *is generated by* $S$ >**NOTE**: Our interest now is, however, find the minimal spanning set $S$ of $V$, i.e. all vectors in $S$ must be linearly independent ## Linear dependence and independence **Linear dependence**: Let $S=\{v_{1},\dots,v_{n}\}\subset V$ be a set of vectors where $V$ is some vector space. Then we say $S$ is *linearly dependent* if $$\exists\{a_{i}\}_{i=1}^{n},\sum_{i=1}^{n}a_{i}v_{i}=0\land\exists i\in\{1,\dots,n\},a_{i}\neq0$$ and we say $S$ is *linearly independent* if it is not linearly dependent >**NOTE**: $\emptyset$ is always linearly independent >**NOTE**: $\{\textbf{0}\}$ is always linearly dependent **Theorem**: Let $S=\{v_{1},\dots,v_{n}\}$ be a subset of a vector space $V$. Then if $S$ is linearly dependent then $$\exists v\in S,\text{span}(S-\{v\})=\text{span}(S)$$ and if $S$ is linearly independent then $$\forall S'\subset S,\text{span}(S')\subset\text{span}(S)$$ *Proof* First, we prove the first proposition. By the definition of linear dependencies, $$\exists\{a_{i}\}_{i=1}^{n},\sum_{i=1}^{n}a_{i}v_{i}=0\land\exists i\in\{1,\dots,n\},a_{i}\neq0$$ Without loss of generality, we assume that $a_{1}\neq0$. Thus $$v_{1}=\sum_{i=2}^{n}\frac{a_{i}}{a_{1}}v_{i}=\sum_{i=2}^{n}b_{i}v_{i}$$ Now we have that $$\sum_{i=1}^{n}c_{i}v_{i}=\sum_{i=2}^{n}(c_{i}+b_{i})v_{i}\in\text{span}(S-\{v_{1}\})$$ In other words, $$v\in\text{span}(S)\implies v\in\text{span}(S-\{v_{1}\})$$ Thus $$\text{span}(S)\subseteq\text{span}(S-\{v_{1}\})$$ It easily to show that $$\text{span}(S-\{v_{1}\})\subseteq\text{span}(S)$$ Thus we conclude that $\text{span}(S)=\text{span}(S-\{v_{1}\})$. We now prove the second proposition. This proposition can be proven easily by contradiction. Assume that $$\exists S'\subset S,\text{span}(S')=\text{span}(S)$$ and, without generality, suppose that $S'=S-\{v_{1}\}$. We have that $$\sum_{i=1}^{n}a_{i}v_{i}=\sum_{i=2}^{n}b_{i}v_{i}$$ where $\sum_{i=1}^{n}a_{i}v_{i}\in S$, $a_{1}\neq0$ and $\sum_{i=2}^{n}b_{i}v_{i}\in S'$. This is due to $\text{span}(S)=\text{span}(S')$. Thus $$a_{1}v_{1}+\sum_{i=2}^{n}(a_{i}-b_{i})v_{i}=0$$ which implies that $S=\{v_{1},\dots,v_{n}\}$ is linearly dependent. This is a contradiction - [ ] ## Expansions **Complex numbers and rational numbers notation**: The set of complex numbers are denoted by $\textbf{C}$ and the set of rational numbers are denoted by $\textbf{Q}$ **Infinite dimensional vector space** is a vector space with infinitely many independent vectors **Summation of sets of vectors**: If $S_{1}$ and $S_{2}$ are nonempty subsets of a vector space $V$, then *the sum of $S_{1}$ and $S_{2}$* is $$S_{1}+S_{2}=\{x+y:x\in S_{1}\land y\in S_{2}\}$$