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Linear Algebra Done Right Ch2: Finite-Dimensional Vector Spaces
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- 走歪的工程師James
In the previous chapter, we understood what an abstract vector space is. Linear algebra focuses mainly on finite-dimensional vector spaces. But what does 'finite dimension' mean? How do you define dimension? We know that is two-dimensional, is three-dimensional, and is n-dimensional; these are all finite dimensional. But if a vector is not in the form of a list, how do we define its dimension? What does "dimension" actually mean?
Actually, the dimension of a vector space, is defined by "the number of vectors required to span the space".
As an example, can be spanned by . this means that, any point on the plane, can be decomposed into multiplied by a scalar, plus multiplied by a scalar.
Using the set notation, we have
On top of that, are not the only vectors that work. Pick any 2 vectors in , and you will find that as long as they are not scalar multiples of each other(in the same direction), then they span . So the choice of vectors don't seem to matter.
However, if we reduce the list to 1 vector, it cannot span anymore, whichever vector you pick. So it seems like the 2D plan requires at least 2 vectors to span, while the 3D space requires at least 3 vectors to span. This gives a basis for an intuition of the definition of dimension.
A 2-dimensional space can be spanned by 2 vectors.
A 3-dimensional space can be spanned by 3 vectors.
That's pretty much what dimension is! We've explained it in a loose, intuitive manner.
Now, let us explore this further and see how linear algebra formally defines and arrives at the definition of "dimension"!
2.A Span and Linear Independence
When we talk about list of vectors, we often omit the surrounding parentheses. For example:
- When we say spans , we actually mean the list spans .
- is a list of length two of vectors in .
So let's get this definition out of the way.
definition 2.1:list of vectors
We will usually write lists of vectors without surrounding parentheses.
Back to the main topic. We previously touch upon the notion of "the sum of scalar multiples of vectors". We call this a linear combination. Here we formally define it.
definition 2.2: linear combination
A linear combination of a list of vectors in is a vector of the form
where .
For example: is a linear combination of , because
However, is not a linear combination of , because no exist such that
Now we formally define "span".
definition 2.4: span
The set of all linear combinations of a list of vectors in is called the span of , denoted by . In other words,
The span of the empty list ( ) is defined to be .
For example,
definition 2.9: finite-dimensional vector spaces
A vector space is called finite-dimensional if some list of vectors in it spans the space.
For instance, for any positive integer , is a finite-dimensional vector space. because:
- Any vector in can be written as
- Hence
Polynomials, which we've seen a lot an high school math, can actually also be seen as vectors! Is it finite dimensional or not though? Before we explore that, let's first introduce some notations.
definition 2.10: polynomial,𝒫(𝐅)
- A function is called a polynomial with coefficients in if there exist such that
for all .
- is the set of all polynomials with coefficients in .
We introduce 2 concepts here:
- First, we look at polynomials from a new perspective: as a function that maps a number to a number()
- Second, we define the notation to denote the set of all polynomials
As two examples:
Having defined the set , you might have guess what I'm going to say next. That's right! We claim that is a vector space. You are encouraged to verify all the conditions for a vector space. Refer back to the last chapter if needed.
Remember that we mentioned that is a vector space in the last chapter? This means , being a special case, a subspace of it.
Now we define , the set of all polynomials with degree no more than
definition 2.11:degree of a polynomial, deg 𝑝
- A polynomial is said to have degree if there exist scalars with such that for every , we have
- The polynomial that is identically 0 is said to have degree .
- The degree of a polynomial is denoted by .
notation 2.12:notation: 𝒫𝑚(𝐅)
For a nonnegative integer, denotes the set of all polynomials with coefficients in and degree at most .
It's easy to see . In other words, a finite list of vectors spans , implying is a finite-dimensional vector space.
definition 2.13:definition: infinite-dimensional vector space
A vector space is called infinite-dimensional if it is not finite-dimensional.
This definition may seem a bit repetitive. But let's think through it to see what it means.
- Finite-dimensional is defined to mean "can be spanned by a finite list of vectors"
- Infinite-dimensional is defined to mean "not finite-dimensional"
- Therefore, a vector space that cannot be spanned by a finite list of vectors is infinite-dimensional
As an example, is infinite-dimensional. Why?
- Think of any list of members
- Let denote the hight degree of the polynomials in this list
- Then every polynomial in the span of this list has degree at most
- Thus is not in said span
- Hence no list spans
- Thus is infinite dimensional
Linear Independence
We have understood that the 2D plane can be spanned by 2 vectors. But 2 vectors on the same line cannot span the 2D plane. This distinction is formalized by the concept of "linear independence".
definition 2.15: linearly independent
- A list of vectors in is called linearly independent if the only choice of that makes is .
- The empty list ( ) is also declared to be linearly independent.
A list of vectors is linearly independent if and only if
- has only 1 way to be written as a linear combination(taking all coefficients to be 0)
- Any vector in has only one representation as a linear combination of
Pause and think about why this is the case. Visualize it with the 2D or 3D cases. What does it look like when your list of vectors is linear independent, and when it is linear dependent?
Now we look at a few examples:
- is linearly independent in . To see why, assume . Then we have Hence Thus . So is linearly independent in .
- is linearly independent in
- A list of one vector is linearly independent if and only if it is not the vector
- A list of 2 vectors is linearly independent neither of them is a scalar multiple of the other
If a list of vectors is not linearly independent, they are linearly dependent.
definition 2.17: linearly dependent
- A list of vectors in is called linearly dependent if it is not linearly independent.
- In other words, a list of vectors in is linearly dependent if there exist , not all 0 , such that .
Here are a few examples. Make sure to understand each of them:
- is linearly dependent in
- In , if a list of vectors has a vector that is a linear combination of the other vectors, then this list is linearly dependent.(proof: Writing that one vector in the list as equal to a linear combination of the other vectors, move that vector to the other side of the equation to get a linear combination of that is not all 0 coefficients)
- Every list of vectors in containing the vector is linearly dependent.(a special case of the previous bullet point)
The next lemma is a useful tool that we will use a lot for many proofs we will see later.
definition 2.19:linear dependence lemma
Suppose is a linearly dependent list in . Then there exists such that
Furthermore, if satisfies the condition above and the term is removed from , then the span of the remaining list equals .
Proof: This is a straightforward proof. We want to prove that:
- There exists a number such that the -th vector is a linear combination of the vectors preceding it, i.e.
- Removing from the list does not change the span
We first prove the first bullet point.
- are linearly dependent, which means there exist , not all zero, such that .
- Suppose is the last non-zero coefficient among , then we can rearrange to get .
- This implies , as desired.
Now we come to the second point.
- Suppose is a vector in the span, that is, .
- can be written as a linear combination of these vectors: .
- From the first point, we know that can be replaced by a linear combination of .
- Since is any vector, it means that any vector in the span can be formed without needing , thus proving the point.
We've completed the proof. But how should we interpret this theorem? I essentially says that in a linearly dependent list of vectors, we can find one vector that is a linear combination of the previous elements. Thus even if the throw out this "redundant" vector, the span of the list does not become smaller.
Conversely, when you adjoin to a list a vector already in the span of of the list, the span does not grow bigger. Only linearly independent vectors contribute to the span.
Let us look at a few examples:
example 2.21
are linearly dependent in . To see why,
- If we take , the first vector must be 0. But since is not the zero vector, we cannot take .
- If we take , the second vector must be a multiple of the first vector, but there does not exist such that , so we cannot take .
- Taking , we can find , thus this set of vectors is linearly dependent.
With this lemma proven, we now prepared to prove a key result.
theorem 2.22:length of linearly independent list <= length of spanning list
In a finite-dimensional vector space, the length of every linearly independent list of vectors is less than or equal to the length of every spanning list of vectors.
Proof: We first assume:
- are linearly dependent in
- spans
We prove by the following process. Note that in each step we add one of the 's and remove one of the 's.
Step 1:
- Let be the list that spans .
- Insert at the beginning of , which will produce a linearly dependent list
- According to 2.19 (the linear dependence lemma), one of the vectors in the list can be expressed as a combination of the preceding vectors, and thus can be removed. This "redundant vector" will not be , because is not in (where is the span of the empty list).
- In other words, one of the 's can be removed without affecting the span of the list.
Step ():
- The list obtained from step spans .
- Therefore, we can insert into the list, forming a linearly dependent list (the subscripts of the 's are omitted here).
- Because this list is linearly dependent, we can remove one of the vectors without affecting its span.
- It is important to note that the first part of this list (composed of the 's) is linearly independent and thus will not be removed. Since we need to find a vector that can be composed of the preceding vectors, the one to be removed must be from the part.
Repeat process above, which adds a and removes a in each step, and we will find that all of the 's have been moved to the other list, implying there are more 's than 's, as we expect.
This proof may be confusing at first glance, so here is some additional explanation:
- Every time we insert a , we get a linearly dependent list
- By lemma 2.19, there MUST be a vector that we can move without changing the span
- This vector CANNOT be a , because all of the 's are linearly independent. Thus it must be one of the 's
- This implies there are more 's than 's
In plain English, this theorem states that a linearly independent list of vectors is always shorter than a spanning list, the explanation for which is that once a list already spans the entire space, any new vector adjoined to it must already be in the span, thus forming a linearly dependent list.
This theorem implies an interesting result: in some cases we know without any calculation whether a list of vector is linearly dependent or not.
example 2.23
- The list of length 3 spans .
- This also means that in , no list of length greater than 3 can be linearly independent!
- For example, the list has a length of four, and therefore cannot be linearly independent!
example 2.24
- The list is of length 4 and is linearly independent.
- Therefore, any list that spans must have a length greater than 4, meaning no list of fewer than 4 vectors can span .
- For example, the list has a length of 3, and therefore cannot span .
Linear Algebra Done Right, Ch2.A)
Hand-picked exercises(from(a) Show that a list of length one in a vector space is linearly independent if and only if the vector in the list is not 0.
(b) Show that a list of length two in a vector space is linearly independent if and only if neither of the vectors in the list are not scalar multiples of the other.
(a) Show that if we think of as a vector space over , then the list is linearly independent.
(b) Show that if we think of as a vector space over , then the list is linearly dependent.
- Explain why there does not exist a list of six polynomials that is linearly independent in .
2.B Bases
definition 2.26: Bases
A basis of is a list of vectors in that is linearly independent and spans .
Let us look at some examples:
- The list is a basis of , called the standard basis of .
- The list is a basis of . Note that this list has length two, which is the same as the length of the standard basis of . In the next section, we will see that this is not a coincidence.
- The list is linearly independent in but is not a basis of because it does not span .
- The list spans but is not a basis of because it is not linearly independent.
- The list is a basis of .
- The list is a basis of
- The list is a basis of , called the standard basis of .
Make sure you work through each example in your brain!
definition 2.28: criterion for basis
A list of vectors in is a basis of if and only if every can be written uniquely in the form
where .
This is a bi-directional proof. We first prove the right arrow direction:
- Assume is a basis for
- Let be a vector in
- Because spans there exist such that 2.29 holds
- To show that the representation in 2.29 is unique, suppose are scalars such that we also have
- Subtracting the last equation from 2.29, we get
- This implies that each equals 0 (because is linearly independent).
- Hence . We have the desired uniqueness, completing the proof in one direction.
Now, the other direction:
- suppose every can be written uniquely in the form given by 2.29.
- This implies that the list spans .
- To show that is linearly independent, suppose are such that
- The uniqueness of the representation 2.29 (taking ) now implies that
- Thus is linearly independent and hence is a basis of .
theorem 2.30:every spanning list reduces to a basis
Every spanning list in a vector space can be reduced to a basis of the vector space.
Proof:
We first assume spans . Applying the following algorithm gives a basis.
Step 1:
- If , then delete from . If , then leave unchanged.
Step :
- If is in , then delete from the list .
- If is not in , then leave unchanged.
The process stops after steps. We denote the remaining list by . spans because we only removed vectors that were linear combinations of previous vectors. This algorithm ensures does not have any "redundant" vector. Hence by 2.19, is linearly independent, forming a basis for .
theorem 2.31: basis of finite-dimensional space
Every finite-dimensional vector space has a basis.
- By definition, a finite-dimensional vector space has a spanning list.
- The previous result tells us that each spanning list can be reduced to a basis
theorem 2.32: linearly independent lists extend to bases
Every linearly independent list of vectors in a finite-dimensional vector space can be extended to a basis of the vector space.
Proof:
- Suppose is linearly independent in a finite-dimensional vector space
- Let be a list of vectors in that spans
- Thus the list spans .
- Applying the procedure of the proof of 2.30 to reduce this list to a basis of
- produces a basis consisting of the vectors and some of the 's (none of the 's get deleted in this procedure because is linearly independent).
As an example in :
- Suppose we start with the linearly independent list .
- Take to be the standard basis of
- Applying the procedure in the proof above produces the list which is a basis of .
Up until now, we have learned the new concept of a "basis". A basis combines the concepts of "linear independence" and "spanning lists" introduced earlier. A basis of
- spans
- is linearly independent
Think of it as "the shortest list of vectors that spans a vector space". It has just the right length—not too many to lose linear independence, and not too few to fail to span the space.
Having understood the basis, in the next section, we can define the concept of "dimension"!
Linear Algebra Done Right, Ch2.B)
2.B Hand-picked exercises(From(a) Let be the subspace of defined by
Find a basis of .
(b) Extend the basis in (a) to a basis of .
(c) Find a subspace of such that .
- Prove or give a counterexample: If is a list in such that none of the polynomials has degree 2 , then is not a basis of .
- Suppose is a basis of . Prove that is also a basis of .
- Suppose and are subspaces of such that . Suppose also that is a basis of and is a basis of . Prove that is a basis of .
2.C Dimension
Now we finally come to define "dimension", which we mentioned in the beginning. Intuitively, the definition should be such that
- has dimension 2
- has dimension 3
- has dimension 。
The concept of a basis may lead you to the intuition of
"Maybe we can define dimension as the length of a basis?"
However, a finite-dimensional vector space in general has many different bases. Our attempted definition only makes sense if all bases for a vector space have the same length. Otherwise, we wouldn't have a consistent dimension for a vector space.
Fortunately, the is not an issue. All bases do have the same length, as we now show.
theorem 2.34: every basis has the same length
Any two bases of a finite-dimensional vector space have the same length.
Recall 2.22:
In a finite-dimensional vector space, the length of every linearly independent list of vectors is less than or equal to the length of every spanning list of vectors.
We now show every basis has the same length using 2.22:
- Suppose is finite-dimensional. Let and be two bases of .
- Then is linearly independent in and spans , so the length of 𝐵1 is at most the length of (by 2.22).
- Interchanging the roles of and , we also see that the length of is at most the length of 𝐵1.
- Thus the length of equals the length of , as desired
Now that we know that any two bases of a finite-dimensional vector space have the same length, we are ready to define the dimension of such spaces.
definition 2.35: dimension、dim V
- The dimension of a finite-dimensional vector space is the length of any basis of the vector space.
- The dimension of a finite-dimensional vector space is denoted by .
- because the standard basis of has length .
- because the standard basis of has length .
- If , then because is a basis of .
- If , then because the list is a basis of .
By definition, a basis of a vector space must
- be linearly independent
- span
Now we show that if a list of vector has the right length, then one of the properties being true implies the other holds as well!
For example:
- If there are three linearly independent vectors in , then they will definitely span , so they form a basis.
- If there are three vectors that span , then they are definitely linearly independent in , so they form basis.
Now we prove this intuition is true.
definition 2.38: linearly independent list of the right length is a basis
Suppose is finite-dimensional. Then every linearly independent list of vectors in of length is a basis of .
Proof
- Suppose and is linearly independent in .
- The list can be extended to a basis of (by 2.32).
- However, every basis of has length , so in this case the extension is the trivial one, meaning that no elements are adjoined to .
- Thus is a basis of , as desired.
Now we prove that a spanning list of the right length must be linearly independent, and thus is a basis.
definition 2.42: spanning list of the right length is a basis
Suppose is finite-dimensional. Then every spanning list of vectors in of length is a basis of .
Proof
- Suppose and spans .
- The list can be reduced to a basis of (by 2.30).
- However, every basis of has length , so in this case the reduction is the trivial one, meaning that no elements are deleted from .
- Thus is a basis of , as desired.
The next result gives a formula for the dimension of the sum of two subspaces of a finite-dimensional vector space. The resembles the formula for the number of elements in the union of two sets:
Writing it with formal notations:
We now prove this formula.
definition 2.43: definition of a sum
If and are subspaces of a finite-dimensional vector space, then
Proof:
- Let be a basis of ; thus .
- Because is a basis of , it is linearly independent in .
- Hence this list can be extended to a basis of (by 2.32). Thus .
- Also extend to a basis of ; thus .
We will show that
is a basis of . This will complete the proof, because then we will have
To get started, we know that
- The list 2.44 is contained in and thus is contained in .
- The span of this list contains and contains and hence is equal to .
- Thus to show that 2.44 is a basis of we only need to show that it is linearly independent.
To prove that 2.44 is linearly independent, suppose
where all the 's, 's, and 's are scalars.
We need to prove that all the 's, 's, and 's equal 0 . The equation above can be rewritten as
which shows that .
All the 's are in , so this implies that .
Because is a basis of , we have
for some scalars . Moving all the terms to the same side, we have
But is linearly independent, so this implies that all the 's (and 's) equal 0 . Thus 2.45 becomes the equation
Because the list is linearly independent, this equation implies that all the 's and 's are 0 , completing the proof.
Linear Algebra Done Right, Ch2.C)
2.C Hand-picked exercises(From- Show that the subspaces of are precisely , all lines in containing the origin, and .
(a) Let . Find a basis of .
(b) Extend the basis in (a) to a basis of .
(c) Find a subspace of such that .
- Suppose is linearly independent in and . Prove that
- Suppose and are both five-dimensional subspaces of . Prove that .
- Explain why you might guess, motivated by analogy with the formula for the number of elements in the union of three finite sets, that if are subspaces of a finite-dimensional vector space, then Then either prove the formula above or give a counterexample.
Summary
We started this chapter with an intuition for dimension and then formally define and prove our way up to its formal definition.
- First, we defined "linear combinations" and "spans"
- Second, we defined "linear dependence"
- Then, we combined both concepts and defined "bases"
- Finally, we proved that all bases have the same length to show our definition makes sense