Comprehensive Linear Algebra: Vector Spaces, Systems of Equations, and Linear Transformations

Vector Space Fundamentals and Axioms

  • Definition of a Vector Space:

    • A vector space VV over the field of real numbers R\mathbb{R} is defined as a non-empty set of elements called vectors, equipped with an equivalence relation (equality of vectors) and two closed operations:

      • Vector Addition: A rule assigning to each pair of vectors a,b∈Va, b \in V a sum a+b∈Va + b \in V.

      • Scalar Multiplication: A rule assigning to each scalar k∈Rk \in \mathbb{R} and each vector a∈Va \in V an element ka∈Vk a \in V.

    • To qualify as a vector space, the set VV and these operations must satisfy the following ten axioms for all vectors a,b,c∈Va, b, c \in V and all real scalars k,p,q∈Rk, p, q \in \mathbb{R}:

      • (i) Closure of Vector Addition: If a,b∈Va, b \in V, then a+b∈Va + b \in V .

      • (ii) Closure of Scalar Multiplication: For every a∈Va \in V and k∈Rk \in \mathbb{R}, the product ka∈Vk a \in V.

      • (iii) Associative Law of Addition: (a+b)+c=a+(b+c)(a + b) + c = a + (b + c).

      • (iv) Existence of an Additive Identity (Zero Vector): There exists a unique vector called zero, denoted by 00, such that 0+a=a0 + a = a.

      • (v) Existence of an Additive Inverse (Minus aa): For every vector a∈Va \in V, there exists an element denoted by −a-a such that a+(−a)=0a + (-a) = 0.

      • (vi) Commutative Law of Addition: a+b=b+aa + b = b + a.

      • (vii) Distributive Law of Scalar Multiplication over Vector Addition: k(a+b)=ka+kbk(a + b) = k a + k b.

      • (viii) Distributive Law of Scalar Multiplication over Scalar Addition: (p+q)a=pa+qa(p + q)a = p a + q a.

      • (ix) Associativity of Scalar Multiplication: (pq)a=p(qa)(p q)a = p(q a).

      • (x) Scalar Identity Property: 1a=a1 a = a.

  • Canonical Examples of Vector Spaces:

    • The Two-Dimensional Real Space R2\mathbb{R}^2:

      • Comprises all real column vectors x=(x1x2)x = \begin{pmatrix} x_1 \\ x_2 \end{pmatrix}.

      • Vector addition operates component-wise: (x1x2)+(y1y2)=(x1+y1x2+y2)\begin{pmatrix} x_1 \\ x_2 \end{pmatrix} + \begin{pmatrix} y_1 \\ y_2 \end{pmatrix} = \begin{pmatrix} x_1 + y_1 \\ x_2 + y_2 \end{pmatrix}.

      • Scalar multiplication is defined by: k(x1x2)=(kx1kx2)∈R2k \begin{pmatrix} x_1 \\ x_2 \end{pmatrix} = \begin{pmatrix} k x_1 \\ k x_2 \end{pmatrix} \in \mathbb{R}^2.

      • The zero vector is 0=(00)∈R20 = \begin{pmatrix} 0 \\ 0 \end{pmatrix} \in \mathbb{R}^2.

      • The additive inverse of x=(x1x2)x = \begin{pmatrix} x_1 \\ x_2 \end{pmatrix} is −x=(−x1−x2)-x = \begin{pmatrix} -x_1 \\ -x_2 \end{pmatrix}.

      • Associativity follows directly from the real numbers: (x1x2)+(y1y2)+(z1z2)=(x1+y1+z1x2+y2+z2)\begin{pmatrix} x_1 \\ x_2 \end{pmatrix} + \begin{pmatrix} y_1 \\ y_2 \end{pmatrix} + \begin{pmatrix} z_1 \\ z_2 \end{pmatrix} = \begin{pmatrix} x_1 + y_1 + z_1 \\ x_2 + y_2 + z_2 \end{pmatrix}.

    • The nn-Dimensional Euclidean Vector Space Rn\mathbb{R}^n:

      • Comprises all column vectors of size n×1n \times 1: x=(x1x2⋮xn)x = \begin{pmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{pmatrix}.

      • Vector addition: x+y=(x1x2⋮xn)+(y1y2⋮yn)=(x1+y1x2+y2⋮xn+yn)x + y = \begin{pmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{pmatrix} + \begin{pmatrix} y_1 \\ y_2 \\ \vdots \\ y_n \end{pmatrix} = \begin{pmatrix} x_1 + y_1 \\ x_2 + y_2 \\ \vdots \\ x_n + y_n \end{pmatrix}.

      • Scalar multiplication: kx=(kx1kx2⋮kxn)k x = \begin{pmatrix} k x_1 \\ k x_2 \\ \vdots \\ k x_n \end{pmatrix} for any scalar k∈Rk \in \mathbb{R}.

      • The zero element is 0=(00⋮0)0 = \begin{pmatrix} 0 \\ 0 \\ \vdots \\ 0 \end{pmatrix}.

    • The Matrix Space M(2)M(2):

      • Consists of all 2×22 \times 2 matrices with real entries.

      • Addition is performed component-wise: (a11a12a21a22)+(b11b12b21b22)=(a11+b11a12+b12a21+b21a22+b22)\begin{pmatrix} a_{11} & a_{12} \\ a_{21} & a_{22} \end{pmatrix} + \begin{pmatrix} b_{11} & b_{12} \\ b_{21} & b_{22} \end{pmatrix} = \begin{pmatrix} a_{11} + b_{11} & a_{12} + b_{12} \\ a_{21} + b_{21} & a_{22} + b_{22} \end{pmatrix}.

      • The zero vector is the zero matrix: 0=(0000)0 = \begin{pmatrix} 0 & 0 \\ 0 & 0 \end{pmatrix}.

    • The Polynomial Space PnP_n:

      • The space of all polynomials in an indeterminate xx having degree less than or equal to nn.

      • Vector addition is defined by combining corresponding coefficients:             (anxn+an−1xn−1+⋯+a1x+a0)+(bnxn+bn−1xn−1+⋯+b1x+b0)=(an+bn)xn+(an−1+bn−1)xn−1+⋯+(a0+b0)(a_n x^n + a_{n-1} x^{n-1} + \dots + a_1 x + a_0) + (b_n x^n + b_{n-1} x^{n-1} + \dots + b_1 x + b_0) = (a_n + b_n)x^n + (a_{n-1} + b_{n-1})x^{n-1} + \dots + (a_0 + b_0).

      • Scalar multiplication distributes to every coefficient:             k(anxn+an−1xn−1+⋯+a1x+a0)=(kan)xn+(kan−1)xn−1+⋯+(ka0)k(a_n x^n + a_{n-1} x^{n-1} + \dots + a_1 x + a_0) = (k a_n)x^n + (k a_{n-1})x^{n-1} + \dots + (k a_0).

      • The zero element is the zero polynomial (0xn+⋯+00 x^n + \dots + 0).

    • The Continuous Function Space C[0,1]C[0,1]:

      • Consists of all continuous, real-valued functions defined on the closed interval [0,1][0,1].

      • Addition: (f+g)(x)=f(x)+g(x)(f + g)(x) = f(x) + g(x) for all x∈[0,1]x \in [0,1].

      • Scalar multiplication: (kf)(x)=k⋅f(x)(k f)(x) = k \cdot f(x) for all k∈Rk \in \mathbb{R} and x∈[0,1]x \in [0,1].

      • Continuity of f+gf + g and kfk f is established in calculus.

      • The zero element is the constant zero function: 0(x)=00(x) = 0 for all x∈[0,1]x \in [0,1].

      • C[0,1]C[0,1] is an infinite-dimensional vector space.

  • Foundational Theorems and Proofs on Vector Spaces:

    • Theorem (Uniqueness of Zero): The zero vector in a vector space VV is unique.

      • Proof: Let 00 and 0′0' both be zero elements in VV.

      • Since 00 is an additive identity: 0+0′=0′0 + 0' = 0'.

      • Since 0′0' is an additive identity: 0+0′=00 + 0' = 0.

      • Equating the two expressions yields 0′=0+0′=00' = 0 + 0' = 0.

    • Theorem (0a=00 a = 0): For all vectors a∈Va \in V, the product of the scalar zero and aa is the zero vector.

      • Proof: Using scalar addition, 0+0=00 + 0 = 0.

      • Multiplying by vector aa gives 0a=(0+0)a=0a+0a0 a = (0 + 0)a = 0 a + 0 a.

      • Adding the additive inverse −(0a)-(0 a) to both sides:             0a+(−(0a))=(0a+0a)+(−(0a))0 a + (-(0 a)) = (0 a + 0 a) + (-(0 a)).             0=0a+(0a+(−(0a)))=0a+0=0a0 = 0 a + (0 a + (-(0 a))) = 0 a + 0 = 0 a.

      • By uniqueness of zero, 0a=00 a = 0.

    • Theorem (k0=0k 0 = 0): For all scalars k∈Rk \in \mathbb{R}, k0=0k 0 = 0.

      • Proof: In VV, 0+0=00 + 0 = 0.

      • Scaling by kk yields k0=k(0+0)=k0+k0k 0 = k(0 + 0) = k 0 + k 0.

      • Subtracting k0k 0 from both sides establishes k0=0k 0 = 0.

    • Theorem (−a=(−1)a-a = (-1)a): For every vector a∈Va \in V, the additive inverse is obtained by scaling aa by −1-1.

      • Proof: Evaluate the sum a+(−1)aa + (-1)a:             a+(−1)a=1a+(−1)a=(1+(−1))a=0a=0a + (-1)a = 1 a + (-1)a = (1 + (-1))a = 0 a = 0.

      • By the definition of the additive inverse −a-a, it follows that (−1)a=−a(-1)a = -a.

    • Theorem (Uniqueness of −a-a): The additive inverse of any vector a∈Va \in V is unique.

      • Proof: Suppose bb and b′b' are both additive inverses of aa, such that a+b=0a + b = 0 and a+b′=0a + b' = 0.

      • Then b=b+0=b+(a+b′)=(b+a)+b′=0+b′=b′b = b + 0 = b + (a + b') = (b + a) + b' = 0 + b' = b'.

      • Hence, −a-a is uniquely determined.

    • Theorem (Cancellation Law): For all vectors a,b,c∈Va, b, c \in V, a=ba = b if and only if a+c=b+ca + c = b + c.

      • Proof: If a=ba = b, then (a+c)−(b+c)=(a+c)−(a+c)=0(a + c) - (b + c) = (a + c) - (a + c) = 0, so a+c=b+ca + c = b + c.

      • Conversely, if a+c=b+ca + c = b + c, then:             a=a+0=a+(c+(−c))=(a+c)+(−c)=(b+c)+(−c)=b+(c+(−c))=b+0=ba = a + 0 = a + (c + (-c)) = (a + c) + (-c) = (b + c) + (-c) = b + (c + (-c)) = b + 0 = b.

The Geometry of Euclidean Space and the Dot Product

  • Definition of the Dot Product:

    • For vectors x,y∈Rnx, y \in \mathbb{R}^n, the dot product (scalar product), denoted x⋅yx \cdot y, is defined algebraically as:         x⋅y=x1y1+x2y2+⋯+xnynx \cdot y = x_1 y_1 + x_2 y_2 + \dots + x_n y_n

    • Worked Numerical Examples:

      • Let x=(1−12)x = \begin{pmatrix} 1 \\ -1 \\ 2 \end{pmatrix} and y=(2410)y = \begin{pmatrix} 2 \\ 4 \\ 10 \end{pmatrix}.             x⋅y=1(2)+(−1)(4)+2(10)=2−4+20=18x \cdot y = 1(2) + (-1)(4) + 2(10) = 2 - 4 + 20 = 18.

      • Let x=(−12)x = \begin{pmatrix} -1 \\ 2 \end{pmatrix} and y=(2−1)y = \begin{pmatrix} 2 \\ -1 \end{pmatrix}.             x⋅y=(−1)(2)+2(−1)=−2−2=−4x \cdot y = (-1)(2) + 2(-1) = -2 - 2 = -4.

      • Let x=(001)x = \begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix} and y=(100)y = \begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix}.             x⋅y=0(1)+0(0)+1(0)=0x \cdot y = 0(1) + 0(0) + 1(0) = 0.

  • Orthogonality and Properties of the Dot Product:

    • Definition: Two vectors xx and yy are said to be orthogonal (perpendicular) if and only if x⋅y=0x \cdot y = 0.

    • Properties:

      • 1. Positivity and Definiteness: x⋅x≥0x \cdot x \ge 0, and x⋅x=0x \cdot x = 0 if and only if x=0x = 0.

      • 2. Commutativity: x⋅y=y⋅xx \cdot y = y \cdot x for all vectors x,y∈Vx, y \in V.

      • 3. Distributivity over Vector Addition: x⋅(y+z)=x⋅y+x⋅zx \cdot (y + z) = x \cdot y + x \cdot z for all x,y,z∈Vx, y, z \in V.

      • 4. Homogeneity with Scalars: k(x⋅y)=(kx)⋅y=x⋅(ky)k(x \cdot y) = (k x) \cdot y = x \cdot (k y) for all scalars k∈Rk \in \mathbb{R} and vectors x,y∈Vx, y \in V.

  • The Norm (Magnitude) of a Vector:

    • In Rn\mathbb{R}^n, the norm (magnitude) of a vector xx is defined using the inner product:         ∥x∥=x⋅x\|x\| = \sqrt{x \cdot x}

    • Properties of the Norm:

      • (i)  travel∥x∥≥0\ travel{\|x\|} \ge 0, and  travel∥x∥=0\ travel{\|x\|} = 0 if and only if x=0x = 0.

      • (ii)  travel∥kx∥=∣k∣∥x∥\ travel{\|k x\|} = |k| \|x\| for all scalars k∈Rk \in \mathbb{R} and vectors x∈Rnx \in \mathbb{R}^n.

      • (iii) Triangle Inequality:  travel∥x+y∥≤∥x∥+∥y∥\ travel{\|x + y\|} \le \|x\| + \|y\| for all x,y∈Rnx, y \in \mathbb{R}^n.

  • Worked Problems on Dot Products and Norms:

    • Problem 1 (Norm Computation): Given x=(1−10)x = \begin{pmatrix} 1 \\ -1 \\ 0 \end{pmatrix} and y=(23−1)y = \begin{pmatrix} 2 \\ 3 \\ -1 \end{pmatrix}, evaluate  travel∥2x+3y∥\ travel{\|2x + 3y\|}.

      • Compute the combined linear vector:             2x+3y=2(1−10)+3(23−1)=(2−20)+(69−3)=(87−3)2x + 3y = 2\begin{pmatrix} 1 \\ -1 \\ 0 \end{pmatrix} + 3\begin{pmatrix} 2 \\ 3 \\ -1 \end{pmatrix} = \begin{pmatrix} 2 \\ -2 \\ 0 \end{pmatrix} + \begin{pmatrix} 6 \\ 9 \\ -3 \end{pmatrix} = \begin{pmatrix} 8 \\ 7 \\ -3 \end{pmatrix}.

      • Evaluate the inner product with itself:             (87−3)⋅(87−3)=82+72+(−3)2=64+49+9=122\begin{pmatrix} 8 \\ 7 \\ -3 \end{pmatrix} \cdot \begin{pmatrix} 8 \\ 7 \\ -3 \end{pmatrix} = 8^2 + 7^2 + (-3)^2 = 64 + 49 + 9 = 122.

      • Compute the root:             ∥2x+3y∥=122≈11.045\|2x + 3y\| = \sqrt{122} \approx 11.045.

    • Problem 2 (Expansion with Orthogonality): Simplify the expression (x+2y)⋅(3x−2y)(x + 2y) \cdot (3x - 2y) given that xx and yy are orthogonal vectors.

      • Expand using the distributive law:             (x+2y)⋅(3x−2y)=3(x⋅x)−2(x⋅y)+6(y⋅x)−4(y⋅y)=3∥x∥2+4(y⋅x)−4∥y∥2(x + 2y) \cdot (3x - 2y) = 3(x \cdot x) - 2(x \cdot y) + 6(y \cdot x) - 4(y \cdot y) = 3\|x\|^2 + 4(y \cdot x) - 4\|y\|^2.

      • Since xx and yy are orthogonal, x⋅y=0x \cdot y = 0:             3∥x∥2+4(0)−4∥y∥2=3∥x∥2−4∥y∥23\|x\|^2 + 4(0) - 4\|y\|^2 = 3\|x\|^2 - 4\|y\|^2.

    • Problem 3 (System of Equations for Norms): Given that xx and yy are orthogonal,  travel∥x+2y∥2=4\ travel{\|x + 2y\|^2} = 4, and  travel∥2x−3y∥2=9\ travel{\|2x - 3y\|^2} = 9, find  travel∥x∥\ travel{\|x\|} and  travel∥y∥\ travel{\|y\|}.

      • Expand the first equation using orthogonality (x⋅y=0x \cdot y = 0):             ∥x+2y∥2=∥x∥2+4(x⋅y)+4∥y∥2=∥x∥2+4∥y∥2=4\|x + 2y\|^2 = \|x\|^2 + 4(x \cdot y) + 4\|y\|^2 = \|x\|^2 + 4\|y\|^2 = 4.

      • Expand the second equation:             ∥2x−3y∥2=4∥x∥2−12(x⋅y)+9∥y∥2=4∥x∥2+9∥y∥2=9\|2x - 3y\|^2 = 4\|x\|^2 - 12(x \cdot y) + 9\|y\|^2 = 4\|x\|^2 + 9\|y\|^2 = 9.

      • From the first equation, substitute  travel∥x∥2=4−4∥y∥2\ travel{\|x\|^2} = 4 - 4\|y\|^2 into the second:             4(4−4∥y∥2)+9∥y∥2=94(4 - 4\|y\|^2) + 9\|y\|^2 = 9.             16−16∥y∥2+9∥y∥2=9  ⟹  16−7∥y∥2=9  ⟹  7∥y∥2=7  ⟹  ∥y∥2=116 - 16\|y\|^2 + 9\|y\|^2 = 9 \implies 16 - 7\|y\|^2 = 9 \implies 7\|y\|^2 = 7 \implies \|y\|^2 = 1.             ∥y∥=1\|y\| = 1.

      • Solve for  travel∥x∥\ travel{\|x\|}.             ∥x∥2=4−4(1)=0  ⟹  ∥x∥=0\|x\|^2 = 4 - 4(1) = 0 \implies \|x\| = 0.

    • Problem 4 (Parallelogram Law): Prove that for all vectors x,y∈Rnx, y \in \mathbb{R}^n:         ∥x+y∥2+∥x−y∥2=2∥x∥2+2∥y∥2\|x + y\|^2 + \|x - y\|^2 = 2\|x\|^2 + 2\|y\|^2

      • Proof: Expand both squared norms using the dot product:             ∥x+y∥2=(x+y)⋅(x+y)=∥x∥2+2(x⋅y)+∥y∥2\|x + y\|^2 = (x + y) \cdot (x + y) = \|x\|^2 + 2(x \cdot y) + \|y\|^2.             ∥x−y∥2=(x−y)⋅(x−y)=∥x∥2−2(x⋅y)+∥y∥2\|x - y\|^2 = (x - y) \cdot (x - y) = \|x\|^2 - 2(x \cdot y) + \|y\|^2.

      • Summing the two equations eliminates the cross terms:             ∥x+y∥2+∥x−y∥2=∥x∥2+2(x⋅y)+∥y∥2+∥x∥2−2(x⋅y)+∥y∥2=2∥x∥2+2∥y∥2\|x + y\|^2 + \|x - y\|^2 = \|x\|^2 + 2(x \cdot y) + \|y\|^2 + \|x\|^2 - 2(x \cdot y) + \|y\|^2 = 2\|x\|^2 + 2\|y\|^2.

    • Problem 5 (Diagonals of a Rhombus): Prove that the diagonals of a rhombus intersect at right angles.

      • Proof: Let the sides of the rhombus be represented by vectors aa and bb, with equal side lengths:  travel∥a∥=∥b∥\ travel{\|a\|} = \|b\|.

      • The two diagonals are given by the vector sum and difference: d1=a+bd_1 = a + b and d2=a−bd_2 = a - b.

      • Take their dot product:             d1⋅d2=(a+b)⋅(a−b)=a⋅a−a⋅b+b⋅a−b⋅b=∥a∥2−∥b∥2d_1 \cdot d_2 = (a + b) \cdot (a - b) = a \cdot a - a \cdot b + b \cdot a - b \cdot b = \|a\|^2 - \|b\|^2.

      • Since  travel∥a∥=∥b∥\ travel{\|a\|} = \|b\|, it follows that  travel∥a∥2−∥b∥2=0\ travel{\|a\|^2} - \|b\|^2 = 0.

      • Thus, d1⋅d2=0d_1 \cdot d_2 = 0, proving the diagonals are orthogonal.

    • Problem 6 (Pythagorean Theorem): Prove that in a right-angled triangle with hypotenuse cc,  travel∥c∥2=∥a∥2+∥b∥2\ travel{\|c\|^2} = \|a\|^2 + \|b\|^2.

      • Proof: Let sides aa and bb be orthogonal, so a⋅b=0a \cdot b = 0.

      • The hypotenuse is represented as c=a+bc = a + b.

      • Taking the square of the norm:             ∥c∥2=(a+b)⋅(a+b)=∥a∥2+2(a⋅b)+∥b∥2\|c\|^2 = (a + b) \cdot (a + b) = \|a\|^2 + 2(a \cdot b) + \|b\|^2.

      • Substituting a⋅b=0a \cdot b = 0 yields  travel∥c∥2=∥a∥2+∥b∥2\ travel{\|c\|^2} = \|a\|^2 + \|b\|^2.

The Angle Between Vectors and Geometric Inequalities

  • Derivation of the Angle Formula via the Law of Cosines:

Triangle geometry for the Law of Cosines and angle between vectors
  • Consider triangle ΔOAB\Delta OAB where sides are formed by vectors aa and bb, with angle θ\theta between them, and the third side being b−ab - a.

    • Applying the Law of Cosines:         ∥b−a∥2=∥a∥2+∥b∥2−2∥a∥∥b∥cos⁡(θ)\|b - a\|^2 = \|a\|^2 + \|b\|^2 - 2\|a\|\|b\|\cos(\theta)

    • Expanding the squared norm using dot product properties:         ∥b−a∥2=(b−a)⋅(b−a)=b⋅b−b⋅a−a⋅b+a⋅a=∥b∥2−2(a⋅b)+∥a∥2\|b - a\|^2 = (b - a) \cdot (b - a) = b \cdot b - b \cdot a - a \cdot b + a \cdot a = \|b\|^2 - 2(a \cdot b) + \|a\|^2

    • Equating both representations:         ∥a∥2+∥b∥2−2(a⋅b)=∥a∥2+∥b∥2−2∥a∥∥b∥cos⁡(θ)\|a\|^2 + \|b\|^2 - 2(a \cdot b) = \|a\|^2 + \|b\|^2 - 2\|a\|\|b\|\cos(\theta)

    • Subtracting  travel∥a∥2+∥b∥2\ travel{\|a\|^2} + \|b\|^2 and dividing by −2-2 yields:         a⋅b=∥a∥∥b∥cos⁡(θ)a \cdot b = \|a\|\|b\|\cos(\theta)

    • Rearranging gives the formula for the cosine of the angle:         cos⁡(θ)=a⋅b∥a∥∥b∥\cos(\theta) = \frac{a \cdot b}{\|a\| \|b\|}

  • Special Orientations:

    • Parallel Vectors: If aa and bb are parallel, then b=kab = k a for some scalar kk.         cos⁡(θ)=a⋅(ka)∥a∥∥ka∥=k∥a∥2∣k∣∥a∥2=±1\cos(\theta) = \frac{a \cdot (k a)}{\|a\| \|k a\|} = \frac{k \|a\|^2}{|k| \|a\|^2} = \pm 1

      • cos⁡(θ)=1  ⟹  θ=0∘\cos(\theta) = 1 \implies \theta = 0^\circ (same direction).

      • cos⁡(θ)=−1  ⟹  θ=180∘\cos(\theta) = -1 \implies \theta = 180^\circ (opposite direction).

    • Perpendicular Vectors: If aa and bb are orthogonal, then a⋅b=0a \cdot b = 0, so:         cos⁡(θ)=0∥a∥∥b∥=0  ⟹  θ=90∘\cos(\theta) = \frac{0}{\|a\|\|b\|} = 0 \implies \theta = 90^\circ

  • Worked Examples for Angles:

    • Example (a): Find the acute angle between a=(12)a = \begin{pmatrix} 1 \\ 2 \end{pmatrix} and b=(−34)b = \begin{pmatrix} -3 \\ 4 \end{pmatrix}.

      • Compute the dot product: a⋅b=1(−3)+2(4)=−3+8=5a \cdot b = 1(-3) + 2(4) = -3 + 8 = 5.

      • Compute magnitudes:             ∥a∥=12+22=5\|a\| = \sqrt{1^2 + 2^2} = \sqrt{5}.             ∥b∥=(−3)2+42=9+16=25=5\|b\| = \sqrt{(-3)^2 + 4^2} = \sqrt{9 + 16} = \sqrt{25} = 5.

      • Substitute into the formula:             cos⁡(θ)=55×5=15=55\cos(\theta) = \frac{5}{\sqrt{5} \times 5} = \frac{1}{\sqrt{5}} = \frac{\sqrt{5}}{5}.

      • Calculate angle:             θ=arccos⁡(55)≈63.435∘\theta = \arccos\left(\frac{\sqrt{5}}{5}\right) \approx 63.435^\circ.

    • Example (b): Find the acute angle between a=(−120)a = \begin{pmatrix} -1 \\ 2 \\ 0 \end{pmatrix} and b=(−102)b = \begin{pmatrix} -1 \\ 0 \\ 2 \end{pmatrix}.

      • Compute the dot product: a⋅b=(−1)(−1)+2(0)+0(2)=1+0+0=1a \cdot b = (-1)(-1) + 2(0) + 0(2) = 1 + 0 + 0 = 1.

      • Compute magnitudes:             ∥a∥=(−1)2+22+02=1+4+0=5\|a\| = \sqrt{(-1)^2 + 2^2 + 0^2} = \sqrt{1 + 4 + 0} = \sqrt{5}.             ∥b∥=(−1)2+02+22=1+0+4=5\|b\| = \sqrt{(-1)^2 + 0^2 + 2^2} = \sqrt{1 + 0 + 4} = \sqrt{5}.

      • Substitute into the formula:             cos⁡(θ)=15×5=15\cos(\theta) = \frac{1}{\sqrt{5} \times \sqrt{5}} = \frac{1}{5}.

      • Calculate angle:             θ=arccos⁡(15)≈78.463∘\theta = \arccos\left(\frac{1}{5}\right) \approx 78.463^\circ.

  • Proof of the Triangle Inequality:

    • Theorem: For all vectors x,y∈Rnx, y \in \mathbb{R}^n,  travel∥x+y∥≤∥x∥+∥y∥\ travel{\|x + y\|} \le \|x\| + \|y\|.

    • Proof: Consider the squared norm of the sum:         ∥x+y∥2=(x+y)⋅(x+y)=∥x∥2+2(x⋅y)+∥y∥2\|x + y\|^2 = (x + y) \cdot (x + y) = \|x\|^2 + 2(x \cdot y) + \|y\|^2.

    • Substitute x⋅y=∥x∥∥y∥cos⁡(θ)x \cdot y = \|x\|\|y\|\cos(\theta):         ∥x+y∥2=∥x∥2+2∥x∥∥y∥cos⁡(θ)+∥y∥2\|x + y\|^2 = \|x\|^2 + 2\|x\|\|y\|\cos(\theta) + \|y\|^2.

    • Since cos⁡(θ)≤1\cos(\theta) \le 1 for all θ\theta:         ∥x+y∥2≤∥x∥2+2∥x∥∥y∥(1)+∥y∥2=(∥x∥+∥y∥)2\|x + y\|^2 \le \|x\|^2 + 2\|x\|\|y\|(1) + \|y\|^2 = (\|x\| + \|y\|)^2.

    • Taking the non-negative square root of both sides establishes the inequality:         ∥x+y∥≤∥x∥+∥y∥\|x + y\| \le \|x\| + \|y\|.

    • Geometric Meaning: In any triangle, the length of the longest side cannot exceed the sum of the lengths of the other two sides.

Lines and Planes in Three Dimensions

  • Equation of a Straight Line:

    • The vector equation of a line passing through point AA with position vector aa and directed toward point BB with position vector bb is:         OP=a+t(b−a)OP = a + t(b - a)         where t∈Rt \in \mathbb{R} is a scalar parameter and b−ab - a represents the direction vector.

    • Worked Example 1: Line joining (0,1,−1)(0, 1, -1) and (3,0,2)(3, 0, 2).

      • Direction vector: (302)−(01−1)=(3−13)\begin{pmatrix} 3 \\ 0 \\ 2 \end{pmatrix} - \begin{pmatrix} 0 \\ 1 \\ -1 \end{pmatrix} = \begin{pmatrix} 3 \\ -1 \\ 3 \end{pmatrix}.

      • Vector equation:             (xyz)=(01−1)+t(3−13)\begin{pmatrix} x \\ y \\ z \end{pmatrix} = \begin{pmatrix} 0 \\ 1 \\ -1 \end{pmatrix} + t \begin{pmatrix} 3 \\ -1 \\ 3 \end{pmatrix}.

      • Parametric equations:             x=3tx = 3t             y=1−ty = 1 - t             z=−1+3tz = -1 + 3t

    • Worked Example 2: Line joining A(2,−1,3)A(2, -1, 3) and B(0,5,−1)B(0, 5, -1).

      • Direction vector: (05−1)−(2−13)=(−26−4)\begin{pmatrix} 0 \\ 5 \\ -1 \end{pmatrix} - \begin{pmatrix} 2 \\ -1 \\ 3 \end{pmatrix} = \begin{pmatrix} -2 \\ 6 \\ -4 \end{pmatrix}.

      • Vector equation:             (xyz)=(2−13)+t(−26−4)\begin{pmatrix} x \\ y \\ z \end{pmatrix} = \begin{pmatrix} 2 \\ -1 \\ 3 \end{pmatrix} + t \begin{pmatrix} -2 \\ 6 \\ -4 \end{pmatrix}.

      • Parametric equations:             x=2−2tx = 2 - 2t             y=−1+6ty = -1 + 6t             z=3−4tz = 3 - 4t

  • Equation of a Plane in R3\mathbb{R}^3:

    • The general Cartesian equation of a plane is:         ax+by+cz=ka x + b y + c z = k         where the vector n=(abc)n = \begin{pmatrix} a \\ b \\ c \end{pmatrix} represents the normal vector perpendicular to the plane.

    • Derivation: If P0(x0,y0,z0)P_0(x_0, y_0, z_0) is a known fixed point on the plane and P(x,y,z)P(x, y, z) is a general point on the plane, the vector P−P0P - P_0 lies within the plane and must be perpendicular to the normal vector nn:         (abc)⋅(x−x0y−y0z−z0)=0\begin{pmatrix} a \\ b \\ c \end{pmatrix} \cdot \begin{pmatrix} x - x_0 \\ y - y_0 \\ z - z_0 \end{pmatrix} = 0         a(x−x0)+b(y−y0)+c(z−z0)=0a(x - x_0) + b(y - y_0) + c(z - z_0) = 0         ax+by+cz=ax0+by0+cz0=ka x + b y + c z = a x_0 + b y_0 + c z_0 = k

    • Special Geometric Orientations:

      • When k=0k = 0, the equation ax+by+cz=0a x + b y + c z = 0 describes a plane passing through the origin (0,0,0)(0,0,0).

      • When a=b=0a = b = 0, the plane cz=kc z = k is parallel to the x−yx-y coordinate plane.

      • When b=c=0b = c = 0, the plane ax=ka x = k is parallel to the y−zy-z coordinate plane.

      • When a=c=0a = c = 0, the plane by=kb y = k is parallel to the x−zx-z coordinate plane.

  • Intersection of a Line and a Plane:

    • Find the point of intersection between the plane 2x−3y+5z=152x - 3y + 5z = 15 and the line joining (0,−1,1)(0, -1, 1) and (3,−1,0)(3, -1, 0).

      • Direction vector of the line: (3−10)−(0−11)=(30−1)\begin{pmatrix} 3 \\ -1 \\ 0 \end{pmatrix} - \begin{pmatrix} 0 \\ -1 \\ 1 \end{pmatrix} = \begin{pmatrix} 3 \\ 0 \\ -1 \end{pmatrix}.

      • Parametric equations of the line:             x=0+3t=3tx = 0 + 3t = 3t             y=−1+0t=−1y = -1 + 0t = -1             z=1−tz = 1 - t

      • Substitute the parametric coordinates into the plane equation:             2(3t)−3(−1)+5(1−t)=152(3t) - 3(-1) + 5(1 - t) = 15             6t+3+5−5t=15  ⟹  t+8=15  ⟹  t=76t + 3 + 5 - 5t = 15 \implies t + 8 = 15 \implies t = 7.

      • Compute the intersection coordinates:             x=3(7)=21x = 3(7) = 21             y=−1y = -1             z=1−7=−6z = 1 - 7 = -6

      • The line intersects the plane at the point (21,−1,−6)(21, -1, -6).

  • Acute Angle Between Two Planes:

    • The angle between two planes equals the angle between their respective normal vectors.

    • Find the acute angle between the planes x−2y+5z=3x - 2y + 5z = 3 and 2x+y−3z=152x + y - 3z = 15.

      • Normal vectors: n1=(1−25)n_1 = \begin{pmatrix} 1 \\ -2 \\ 5 \end{pmatrix} and n2=(21−3)n_2 = \begin{pmatrix} 2 \\ 1 \\ -3 \end{pmatrix}.

      • Inner product: n1⋅n2=1(2)+(−2)(1)+5(−3)=2−2−15=−15n_1 \cdot n_2 = 1(2) + (-2)(1) + 5(-3) = 2 - 2 - 15 = -15.

      • Magnitudes:             ∥n1∥=12+(−2)2+52=1+4+25=30\|n_1\| = \sqrt{1^2 + (-2)^2 + 5^2} = \sqrt{1 + 4 + 25} = \sqrt{30}.             ∥n2∥=22+12+(−3)2=4+1+9=14\|n_2\| = \sqrt{2^2 + 1^2 + (-3)^2} = \sqrt{4 + 1 + 9} = \sqrt{14}.

      • Cosine of the acute angle θ\theta:             cos⁡(θ)=∣n1⋅n2∣∥n1∥∥n2∥=∣−15∣3014=15420=152105\cos(\theta) = \frac{|n_1 \cdot n_2|}{\|n_1\| \|n_2\|} = \frac{|-15|}{\sqrt{30} \sqrt{14}} = \frac{15}{\sqrt{420}} = \frac{15}{2\sqrt{105}}.

  • Distance Formulas for Planes:

    • Distance of a Plane from the Origin:

      • Let A(α,β,γ)A(\alpha, \beta, \gamma) be the nearest point on the plane ax+by+cz=ka x + b y + c z = k to the origin.

      • AA lies along the normal line through the origin, so (αβγ)=t(abc)\begin{pmatrix} \alpha \\ \beta \\ \gamma \end{pmatrix} = t \begin{pmatrix} a \\ b \\ c \end{pmatrix}.

      • Substitute into the plane equation:             a(ta)+b(tb)+c(tc)=k  ⟹  t(a2+b2+c2)=k  ⟹  t=ka2+b2+c2a(t a) + b(t b) + c(t c) = k \implies t(a^2 + b^2 + c^2) = k \implies t = \frac{k}{a^2 + b^2 + c^2}.

      • The vector from the origin to AA is:             OA=ka2+b2+c2(abc)O A = \frac{k}{a^2 + b^2 + c^2} \begin{pmatrix} a \\ b \\ c \end{pmatrix}.

      • The shortest distance d=∥OA∥d = \|O A\| is given by:             d=∣k∣a2+b2+c2d = \frac{|k|}{\sqrt{a^2 + b^2 + c^2}}

    • Distance of a Plane from an Arbitrary Point:

      • Let Q(x1,y1,z1)Q(x_1, y_1, z_1) be a given point and A(x,y,z)A(x, y, z) be the nearest point on the plane ax+by+cz=ka x + b y + c z = k.

      • Translate the origin to QQ by applying the coordinate transformation:             X=x−x1X = x - x_1             Y=y−y1Y = y - y_1             Z=z−z1Z = z - z_1

      • The plane equation becomes:             a(X+x1)+b(Y+y1)+c(Z+z1)=ka(X + x_1) + b(Y + y_1) + c(Z + z_1) = k             aX+bY+cZ=k−ax1−by1−cz1a X + b Y + c Z = k - a x_1 - b y_1 - c z_1

      • The shortest distance from QQ to the plane is given by the origin distance formula in the translated coordinate system:             d=∣k−ax1−by1−cz1∣a2+b2+c2d = \frac{|k - a x_1 - b y_1 - c z_1|}{\sqrt{a^2 + b^2 + c^2}}

Vector Subspaces and Linear Combinations

  • Definition of a Vector Subspace:

    • Given a vector space VV, a non-empty subset W⊆VW \subseteq V is called a vector subspace of VV if WW is itself a vector space with respect to the vector addition and scalar multiplication defined on VV.

  • The Two-Step Subspace Criterion Theorem:

    • Theorem: A non-empty subset WW of a vector space VV is a subspace of VV if and only if:

      • (i) a+b∈Wa + b \in W for all a,b∈Wa, b \in W (closure under vector addition).

      • (ii) ka∈Wk a \in W for all a∈Wa \in W and k∈Rk \in \mathbb{R} (closure under scalar multiplication).

    • Proof:

      • Necessity: If WW is a subspace, it is a vector space in its own right, so properties (i) and (ii) hold by definition.

      • Sufficiency: Assume (i) and (ii) hold. Since W≠∅W \ne \emptyset, choose any a∈Wa \in W.

      • By (ii), setting k=0k = 0 gives 0a=0∈W0 a = 0 \in W, guaranteeing that the zero vector is in WW.

      • By (ii), setting k=−1k = -1 gives (−1)a=−a∈W(-1)a = -a \in W, guaranteeing additive inverses.

      • The remaining six vector space axioms (associativity, commutativity, distributivity, scalar identity) hold automatically in WW because they hold for all elements in the parent space VV.

      • Hence, WW is a vector space, and thus a subspace of VV.

  • Examples and Non-Examples of Subspaces:

    • Trivial Subspaces: For any vector space VV, the singleton zero set W={0}W = \{0\} is a subspace (the trivial subspace), and W=VW = V is a subspace (the improper subspace).

    • Example in R2\mathbb{R}^2 (a+2b=0a + 2b = 0):

      • Let W={(ab)∈R2  |  a+2b=0}W = \left\{ \begin{pmatrix} a \\ b \end{pmatrix} \in \mathbb{R}^2 \;\middle|\; a + 2b = 0 \right\}.

      • Closure under addition: Let u=(ab)∈Wu = \begin{pmatrix} a \\ b \end{pmatrix} \in W and v=(xy)∈Wv = \begin{pmatrix} x \\ y \end{pmatrix} \in W, so a+2b=0a + 2b = 0 and x+2y=0x + 2y = 0.             u+v=(a+xb+y)u + v = \begin{pmatrix} a + x \\ b + y \end{pmatrix}.             (a+x)+2(b+y)=(a+x)+2b+2y=(a+2b)+(x+2y)=0+0=0(a + x) + 2(b + y) = (a + x) + 2b + 2y = (a + 2b) + (x + 2y) = 0 + 0 = 0.             Therefore, u+v∈Wu + v \in W.

      • Closure under scalar multiplication: For any scalar k∈Rk \in \mathbb{R},             ku=(kakb)k u = \begin{pmatrix} k a \\ k b \end{pmatrix}.             (ka)+2(kb)=k(a+2b)=k(0)=0(k a) + 2(k b) = k(a + 2b) = k(0) = 0.             Therefore, ku∈Wk u \in W.

      • Conclusion: WW is a subspace of R2\mathbb{R}^2.

    • Non-Subspace Example 1 (x+y=1x + y = 1):

      • Let W={(xy)∈R2  |  x+y=1}W = \left\{ \begin{pmatrix} x \\ y \end{pmatrix} \in \mathbb{R}^2 \;\middle|\; x + y = 1 \right\}.

      • The zero vector is 0=(00)0 = \begin{pmatrix} 0 \\ 0 \end{pmatrix}.

      • Testing the condition: 0+0=0≠10 + 0 = 0 \ne 1.

  • Since 0∉W0 \notin W, WW cannot be a vector subspace of R2\mathbb{R}^2.

  • Non-Subspace Example 2 (y=x2y = x^2):

    • Let W={(xy)∈R2  |  y=x2}W = \left\{ \begin{pmatrix} x \\ y \end{pmatrix} \in \mathbb{R}^2 \;\middle|\; y = x^2 \right\}.

    • The vector (11)∈W\begin{pmatrix} 1 \\ 1 \end{pmatrix} \in W since 1=121 = 1^2.

    • Adding this vector to itself:         (11)+(11)=(22)\begin{pmatrix} 1 \\ 1 \end{pmatrix} + \begin{pmatrix} 1 \\ 1 \end{pmatrix} = \begin{pmatrix} 2 \\ 2 \end{pmatrix}.

    • Testing membership: x=2,y=2x = 2, y = 2, but x2=22=4≠2x^2 = 2^2 = 4 \ne 2.

  • Since (22)∉W\begin{pmatrix} 2 \\ 2 \end{pmatrix} \notin W, WW is not closed under addition and is not a subspace.

  • Linear Combinations:

    • Definition: A vector xx is a linear combination of vectors x1,x2,…,xn∈Vx_1, x_2, \dots, x_n \in V if there exist scalars c1,c2,…,cn∈Rc_1, c_2, \dots, c_n \in \mathbb{R} such that:         x=c1x1+c2x2+⋯+cnxnx = c_1 x_1 + c_2 x_2 + \dots + c_n x_n

    • Numerical Verification: Let x1=(2−1)x_1 = \begin{pmatrix} 2 \\ -1 \end{pmatrix} and x2=(1−5)x_2 = \begin{pmatrix} 1 \\ -5 \end{pmatrix}.         x=3x1+5x2=3(2−1)+5(1−5)=(6−3)+(5−25)=(11−28)x = 3 x_1 + 5 x_2 = 3\begin{pmatrix} 2 \\ -1 \end{pmatrix} + 5\begin{pmatrix} 1 \\ -5 \end{pmatrix} = \begin{pmatrix} 6 \\ -3 \end{pmatrix} + \begin{pmatrix} 5 \\ -25 \end{pmatrix} = \begin{pmatrix} 11 \\ -28 \end{pmatrix}.         Thus, (11−28)\begin{pmatrix} 11 \\ -28 \end{pmatrix} is a linear combination of x1x_1 and x2x_2.

  • Finding Scalars Using Orthogonality:

    • If the vectors x1,x2,…,xnx_1, x_2, \dots, x_n are mutually orthogonal (xi⋅xj=0x_i \cdot x_j = 0 for i≠ji \ne j), the expansion scalars can be isolated directly by taking the dot product with each basis vector:         x1⋅x=x1⋅(c1x1+c2x2+⋯+cnxn)=c1(x1⋅x1)+c2(x1⋅x2)+⋯+cn(x1⋅xn)x_1 \cdot x = x_1 \cdot (c_1 x_1 + c_2 x_2 + \dots + c_n x_n) = c_1(x_1 \cdot x_1) + c_2(x_1 \cdot x_2) + \dots + c_n(x_1 \cdot x_n).         x1⋅x=c1∥x1∥2+0+⋯+0=c1∥x1∥2x_1 \cdot x = c_1 \|x_1\|^2 + 0 + \dots + 0 = c_1 \|x_1\|^2.

  • For xi≠0x_i \ne 0, the scalar cic_i is computed via:         ci=xi⋅x∥xi∥2,i=1,2,…,nc_i = \frac{x_i \cdot x}{\|x_i\|^2}, \quad i = 1, 2, \dots, n

    • Worked Numerical Example 1: Write x=(7−5)x = \begin{pmatrix} 7 \\ -5 \end{pmatrix} as a linear combination of x1=(12)x_1 = \begin{pmatrix} 1 \\ 2 \end{pmatrix} and x2=(2−1)x_2 = \begin{pmatrix} 2 \\ -1 \end{pmatrix}.

      • Verify orthogonality:             x1⋅x2=1(2)+2(−1)=2−2=0x_1 \cdot x_2 = 1(2) + 2(-1) = 2 - 2 = 0.

      • Compute c1c_1:             c1=x1⋅x∥x1∥2=1(7)+2(−5)12+22=7−105=−35c_1 = \frac{x_1 \cdot x}{\|x_1\|^2} = \frac{1(7) + 2(-5)}{1^2 + 2^2} = \frac{7 - 10}{5} = -\frac{3}{5}.

      • Compute c2c_2:             c2=x2⋅x∥x2∥2=2(7)+(−1)(−5)22+(−1)2=14+55=195c_2 = \frac{x_2 \cdot x}{\|x_2\|^2} = \frac{2(7) + (-1)(-5)}{2^2 + (-1)^2} = \frac{14 + 5}{5} = \frac{19}{5}.

      • Linear combination:             (7−5)=−35(12)+195(2−1)\begin{pmatrix} 7 \\ -5 \end{pmatrix} = -\frac{3}{5}\begin{pmatrix} 1 \\ 2 \end{pmatrix} + \frac{19}{5}\begin{pmatrix} 2 \\ -1 \end{pmatrix}.

    • Worked Non-Example 2: Show that (001)\begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix} is not a linear combination of (110)\begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix} and (020)\begin{pmatrix} 0 \\ 2 \\ 0 \end{pmatrix}.

      • Set up the vector equation:             c1(110)+c2(020)=(001)c_1\begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix} + c_2\begin{pmatrix} 0 \\ 2 \\ 0 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix}.

      • Equating components:             (c1c1+2c20)=(001)\begin{pmatrix} c_1 \\ c_1 + 2c_2 \\ 0 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix}.

      • The third row yields 0=10 = 1, which is impossible.

      • Thus, (001)\begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix} cannot be expressed as a linear combination of the two vectors.

    • Worked Numerical Example 3: Express x=(4−23)x = \begin{pmatrix} 4 \\ -2 \\ 3 \end{pmatrix} as a linear combination of x1=(001)x_1 = \begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix}, x2=(110)x_2 = \begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix}, and x3=(2−20)x_3 = \begin{pmatrix} 2 \\ -2 \\ 0 \end{pmatrix}.

      • Verify mutual orthogonality:             x1⋅x2=0(1)+0(1)+1(0)=0x_1 \cdot x_2 = 0(1) + 0(1) + 1(0) = 0.             x1⋅x3=0(2)+0(−2)+1(0)=0x_1 \cdot x_3 = 0(2) + 0(-2) + 1(0) = 0.             x2⋅x3=1(2)+1(−2)+0(0)=2−2+0=0x_2 \cdot x_3 = 1(2) + 1(-2) + 0(0) = 2 - 2 + 0 = 0.

      • Compute coefficients:             c1=x1⋅x∥x1∥2=0(4)+0(−2)+1(3)02+02+12=31=3c_1 = \frac{x_1 \cdot x}{\|x_1\|^2} = \frac{0(4) + 0(-2) + 1(3)}{0^2 + 0^2 + 1^2} = \frac{3}{1} = 3.             c2=x2⋅x∥x2∥2=1(4)+1(−2)+0(3)12+12+02=4−22=22=1c_2 = \frac{x_2 \cdot x}{\|x_2\|^2} = \frac{1(4) + 1(-2) + 0(3)}{1^2 + 1^2 + 0^2} = \frac{4 - 2}{2} = \frac{2}{2} = 1.             c3=x3⋅x∥x3∥2=2(4)+(−2)(−2)+0(3)22+(−2)2+02=8+44+4=128=32c_3 = \frac{x_3 \cdot x}{\|x_3\|^2} = \frac{2(4) + (-2)(-2) + 0(3)}{2^2 + (-2)^2 + 0^2} = \frac{8 + 4}{4 + 4} = \frac{12}{8} = \frac{3}{2}.

      • Linear combination:             (4−23)=3(001)+1(110)+32(2−20)\begin{pmatrix} 4 \\ -2 \\ 3 \end{pmatrix} = 3\begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix} + 1\begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix} + \frac{3}{2}\begin{pmatrix} 2 \\ -2 \\ 0 \end{pmatrix}.

  • The Linear Span:

    • Definition: The set of all linear combinations of a finite set of vectors {x1,x2,…,xn}\{x_1, x_2, \dots, x_n\} in a vector space VV is called the linear span (or subspace generated by the set), denoted:         W=span⁡{x1,x2,…,xn}W = \operatorname{span}\{x_1, x_2, \dots, x_n\}

    • Theorem: The linear span of any set of vectors {x1,x2,…,xn}\{x_1, x_2, \dots, x_n\} is a vector subspace of VV.

      • Proof: Let u,v∈span⁡{x1,…,xn}u, v \in \operatorname{span}\{x_1, \dots, x_n\}.

      • Then u=c1x1+⋯+cnxnu = c_1 x_1 + \dots + c_n x_n and v=c1′x1+⋯+cn′xnv = c'_1 x_1 + \dots + c'_n x_n.

      • Addition:             u+v=(c1x1+⋯+cnxn)+(c1′x1+⋯+cn′xn)=(c1+c1′)x1+⋯+(cn+cn′)xnu + v = (c_1 x_1 + \dots + c_n x_n) + (c'_1 x_1 + \dots + c'_n x_n) = (c_1 + c'_1)x_1 + \dots + (c_n + c'_n)x_n.             Since (ci+ci′)∈R(c_i + c'_i) \in \mathbb{R}, u+v∈span⁡{x1,…,xn}u + v \in \operatorname{span}\{x_1, \dots, x_n\}.

      • Scalar Multiplication:             ku=k(c1x1+⋯+cnxn)=(kc1)x1+⋯+(kcn)xnk u = k(c_1 x_1 + \dots + c_n x_n) = (k c_1)x_1 + \dots + (k c_n)x_n.             Since (kci)∈R(k c_i) \in \mathbb{R}, ku∈span⁡{x1,…,xn}k u \in \operatorname{span}\{x_1, \dots, x_n\}.

      • Both closure conditions are verified, so the span is a vector subspace.

    • Remarks:

      • span⁡{0}={0}\operatorname{span}\{0\} = \{0\}.

      • span⁡(V)=V\operatorname{span}(V) = V.

Linear Independence, Spanning Sets, and Bases

  • Linear Dependence and Independence:

    • Definition of Linear Dependence: A set of vectors {x1,x2,…,xn}\{x_1, x_2, \dots, x_n\} in a vector space VV is linearly dependent if at least one vector in the set can be expressed as a linear combination of the remaining vectors.

      • Example: The set {(01),(11),(10)}\left\{ \begin{pmatrix} 0 \\ 1 \end{pmatrix}, \begin{pmatrix} 1 \\ 1 \end{pmatrix}, \begin{pmatrix} 1 \\ 0 \end{pmatrix} \right\} is linearly dependent because (11)=(01)+(10)\begin{pmatrix} 1 \\ 1 \end{pmatrix} = \begin{pmatrix} 0 \\ 1 \end{pmatrix} + \begin{pmatrix} 1 \\ 0 \end{pmatrix}.

      • Remark: Any set containing the zero vector is automatically linearly dependent because 0=0x1+0x2+⋯+0xn0 = 0 x_1 + 0 x_2 + \dots + 0 x_n.

    • Theorem (Homogeneous Equation Test for Dependence): A set {x1,x2,…,xn}\{x_1, x_2, \dots, x_n\} is linearly dependent if and only if there exist scalars c1,c2,…,cnc_1, c_2, \dots, c_n, not all zero, such that:         c1x1+c2x2+⋯+cnxn=0c_1 x_1 + c_2 x_2 + \dots + c_n x_n = 0

      • Proof: If the set is dependent, one vector is a combination of the others. Without loss of generality, let:             x1=c2x2+c3x3+⋯+cnxnx_1 = c_2 x_2 + c_3 x_3 + \dots + c_n x_n.             Rearranging gives:             −1x1+c2x2+c3x3+⋯+cnxn=0-1 x_1 + c_2 x_2 + c_3 x_3 + \dots + c_n x_n = 0.             Here, the coefficient of x1x_1 is −1≠0-1 \ne 0, providing a non-trivial linear combination equaling zero.

  • Conversely, assume c1x1+c2x2+⋯+cnxn=0c_1 x_1 + c_2 x_2 + \dots + c_n x_n = 0 with at least one non-zero scalar. Assume c1≠0c_1 \ne 0 (if not, re-index):             c1x1=−c2x2−c3x3−⋯−cnxnc_1 x_1 = -c_2 x_2 - c_3 x_3 - \dots - c_n x_n.             Dividing by c1c_1:             x1=(−c2c1)x2+(−c3c1)x3+⋯+(−cnc1)xnx_1 = \left(-\frac{c_2}{c_1}\right)x_2 + \left(-\frac{c_3}{c_1}\right)x_3 + \dots + \left(-\frac{c_n}{c_1}\right)x_n.             Thus, x1x_1 is a linear combination of the other vectors, meaning the set is linearly dependent.

    • Definition of Linear Independence: A set of vectors {x1,x2,…,xn}\{x_1, x_2, \dots, x_n\} is linearly independent if none of the vectors can be expressed as a linear combination of the others.

    • Theorem (Homogeneous Equation Test for Independence): The vectors x1,x2,…,xnx_1, x_2, \dots, x_n are linearly independent if and only if the equation:         c1x1+c2x2+⋯+cnxn=0c_1 x_1 + c_2 x_2 + \dots + c_n x_n = 0         admits only the trivial solution c1=c2=⋯=cn=0c_1 = c_2 = \dots = c_n = 0.

      • Proof: Follows directly as the logical contrapositive of the linear dependence theorem.

  • Detailed Examples and Proofs of Linear Independence:

    • Example 1 (R2\mathbb{R}^2): Show that v1=(21)v_1 = \begin{pmatrix} 2 \\ 1 \end{pmatrix} and v2=(−12)v_2 = \begin{pmatrix} -1 \\ 2 \end{pmatrix} are linearly independent.

      • Set up the linear combination equating to zero:             c1(21)+c2(−12)=(00)  ⟹  (2c1−c2c1+2c2)=(00)c_1\begin{pmatrix} 2 \\ 1 \end{pmatrix} + c_2\begin{pmatrix} -1 \\ 2 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \end{pmatrix} \implies \begin{pmatrix} 2c_1 - c_2 \\ c_1 + 2c_2 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \end{pmatrix}.

      • From the first row: 2c1−c2=0  ⟹  c2=2c12c_1 - c_2 = 0 \implies c_2 = 2c_1.

      • Substitute into the second row:             c1+2(2c1)=0  ⟹  5c1=0  ⟹  c1=0c_1 + 2(2c_1) = 0 \implies 5c_1 = 0 \implies c_1 = 0.

      • Then c2=2(0)=0c_2 = 2(0) = 0.

      • Since c1=c2=0c_1 = c_2 = 0 is the unique solution, the vectors are linearly independent.

    • Example 2 (R3\mathbb{R}^3): Prove that v1=(110)v_1 = \begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix}, v2=(010)v_2 = \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix}, and v3=(012)v_3 = \begin{pmatrix} 0 \\ 1 \\ 2 \end{pmatrix} are linearly independent.

      • Set up the vector equation:             c1(110)+c2(010)+c3(012)=(000)c_1\begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix} + c_2\begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix} + c_3\begin{pmatrix} 0 \\ 1 \\ 2 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \\ 0 \end{pmatrix}.

      • Resulting system:             c1+0+0=0  ⟹  c1=0c_1 + 0 + 0 = 0 \implies c_1 = 0.             0+0+2c3=0  ⟹  c3=00 + 0 + 2c_3 = 0 \implies c_3 = 0.             c1+c2+c3=0  ⟹  0+c2+0=0  ⟹  c2=0c_1 + c_2 + c_3 = 0 \implies 0 + c_2 + 0 = 0 \implies c_2 = 0.

      • All scalars are identically zero, confirming linear independence.

    • Example 3 (Trigonometric Functions in C[0,2π]C[0, 2\pi]): Prove that cos⁡(θ)\cos(\theta) and sin⁡(θ)\sin(\theta) are linearly independent in C[0,2π]C[0, 2\pi].

      • Assume there exist scalars c1,c2c_1, c_2 such that for all θ∈[0,2π]\theta \in [0, 2\pi]:             c1cos⁡(θ)+c2sin⁡(θ)=0— (i)c_1 \cos(\theta) + c_2 \sin(\theta) = 0 \quad \text{--- (i)}

      • Differentiate with respect to θ\theta:             −c1sin⁡(θ)+c2cos⁡(θ)=0— (ii)-c_1 \sin(\theta) + c_2 \cos(\theta) = 0 \quad \text{--- (ii)}

      • Multiply (i) by sin⁡(θ)\sin(\theta) and (ii) by cos⁡(θ)\cos(\theta):             c1sin⁡(θ)cos⁡(θ)+c2sin⁡2(θ)=0— (iii)c_1 \sin(\theta) \cos(\theta) + c_2 \sin^2(\theta) = 0 \quad \text{--- (iii)}             −c1sin⁡(θ)cos⁡(θ)+c2cos⁡2(θ)=0— (iv)-c_1 \sin(\theta) \cos(\theta) + c_2 \cos^2(\theta) = 0 \quad \text{--- (iv)}

      • Add equations (iii) and (iv):             c2sin⁡2(θ)+c2cos⁡2(θ)=0  ⟹  c2(sin⁡2(θ)+cos⁡2(θ))=0c_2 \sin^2(\theta) + c_2 \cos^2(\theta) = 0 \implies c_2(\sin^2(\theta) + \cos^2(\theta)) = 0.

      • Using the identity sin⁡2(θ)+cos⁡2(θ)=1\sin^2(\theta) + \cos^2(\theta) = 1:             c2(1)=0  ⟹  c2=0c_2(1) = 0 \implies c_2 = 0.

      • Substitute c2=0c_2 = 0 into (i):             c1cos⁡(θ)=0c_1 \cos(\theta) = 0.

      • Since cos⁡(θ)\cos(\theta) is not identically zero on [0,2π][0, 2\pi], it follows that c1=0c_1 = 0.

      • Thus, cos⁡(θ)\cos(\theta) and sin⁡(θ)\sin(\theta) are linearly independent.

    • Theorem (Orthogonal Vectors are Linearly Independent): If non-zero vectors x1,x2,…,xnx_1, x_2, \dots, x_n are mutually orthogonal, then they are linearly independent.

      • Proof: Let c1x1+c2x2+⋯+cnxn=0c_1 x_1 + c_2 x_2 + \dots + c_n x_n = 0.

      • Take the inner product of both sides with x1x_1:             x1⋅(c1x1+c2x2+⋯+cnxn)=x1⋅0=0x_1 \cdot (c_1 x_1 + c_2 x_2 + \dots + c_n x_n) = x_1 \cdot 0 = 0.             c1(x1⋅x1)+c2(x1⋅x2)+⋯+cn(x1⋅xn)=0c_1(x_1 \cdot x_1) + c_2(x_1 \cdot x_2) + \dots + c_n(x_1 \cdot x_n) = 0.

      • By orthogonality, x1⋅xj=0x_1 \cdot x_j = 0 for all j≠1j \ne 1:             c1∥x1∥2=0c_1 \|x_1\|^2 = 0.

  • Since x1≠0x_1 \ne 0,  travel∥x1∥2≠0\ travel{\|x_1\|^2} \ne 0, which requires c1=0c_1 = 0. * Repeating this inner product with each xjx_j yields cj=0c_j = 0 for all j=1,…,nj = 1, \dots, n. * Therefore, the vectors are linearly independent.

  • Bases and Dimension:

    • Theorem (Unique Representation Theorem): If {x1,x2,…,xn}\{x_1, x_2, \dots, x_n\} is a linearly independent set and a vector xx is expressed as x=c1x1+c2x2+⋯+cnxnx = c_1 x_1 + c_2 x_2 + \dots + c_n x_n, then this representation is unique.

      • Proof: Suppose there exists another representation:             x=c1′x1+c2′x2+⋯+cn′xnx = c'_1 x_1 + c'_2 x_2 + \dots + c'_n x_n.

      • Subtracting the two expressions gives:             0=x−x=(c1−c1′)x1+(c2−c2′)x2+⋯+(cn−cn′)xn0 = x - x = (c_1 - c'_1)x_1 + (c_2 - c'_2)x_2 + \dots + (c_n - c'_n)x_n.

      • By linear independence of the set {xi}\{x_i\}, each coefficient must vanish:             c1−c1′=0,  c2−c2′=0,  …,  cn−cn′=0c_1 - c'_1 = 0, \; c_2 - c'_2 = 0, \; \dots, \; c_n - c'_n = 0.             c1=c1′,  c2=c2′,  …,  cn=cn′c_1 = c'_1, \; c_2 = c'_2, \; \dots, \; c_n = c'_n.

      • Therefore, the coordinate representation is unique.

    • Definition of a Basis: A set of vectors {x1,x2,…,xn}\{x_1, x_2, \dots, x_n\} is called a finite basis of a vector space VV if:

      • 1. The vectors {x1,x2,…,xn}\{x_1, x_2, \dots, x_n\} are linearly independent.

      • 2. The vectors span the space: span⁡{x1,x2,…,xn}=V\operatorname{span}\{x_1, x_2, \dots, x_n\} = V.

    • Definition of Dimension: A vector space VV is finite-dimensional if it admits a finite basis. The number of vectors in any basis of VV is called the dimension of VV, written dim⁡(V)\dim(V). If no finite basis exists, VV is infinite-dimensional.

    • Characterization Theorems for Bases:

      • Theorem (Maximal Linear Independence): A set of vectors B={x1,x2,…,xn}B = \{x_1, x_2, \dots, x_n\} is a basis of VV if and only if BB is a maximal linearly independent set in VV.

        • Proof: Let BB be a basis. Choose any x∈Vx \in V. Because BB spans VV, xx is a linear combination of vectors in BB. Hence, the augmented set {x1,…,xn,x}\{x_1, \dots, x_n, x\} is linearly dependent, meaning BB is maximal.

        • Conversely, assume BB is maximal linearly independent. For any x∈Vx \in V, the set {x1,…,xn,x}\{x_1, \dots, x_n, x\} must be linearly dependent. Thus, there exist scalars c1,…,cn,kc_1, \dots, c_n, k, not all zero, such that c1x1+⋯+cnxn+kx=0c_1 x_1 + \dots + c_n x_n + k x = 0. If k=0k = 0, linear independence of BB forces all ci=0c_i = 0, a contradiction. Thus k≠0k \ne 0, so x=−∑i=1ncikxix = -\sum_{i=1}^n \frac{c_i}{k} x_i. Hence BB spans VV and is a basis.

      • Theorem (Minimal Spanning Set): A set of vectors B={x1,x2,…,xn}B = \{x_1, x_2, \dots, x_n\} is a basis of VV if and only if BB is a minimal spanning set of VV (deleting any vector leaves a set that does not span VV).

      • Theorem (Invariance of Dimension): If a vector space VV has a finite basis, every basis of VV contains the exact same number of vectors.

  • Finding Bases and Dimensions of Subspaces in R3\mathbb{R}^3:

    • Subspace 1: W1={(a,b,0)∣a,b∈R}W_1 = \{(a, b, 0) \mid a, b \in \mathbb{R}\}.

      • Decompose an arbitrary vector:             (ab0)=(a00)+(0b0)=a(100)+b(010)\begin{pmatrix} a \\ b \\ 0 \end{pmatrix} = \begin{pmatrix} a \\ 0 \\ 0 \end{pmatrix} + \begin{pmatrix} 0 \\ b \\ 0 \end{pmatrix} = a\begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix} + b\begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix}.

      • Vectors (1,0,0)(1, 0, 0) and (0,1,0)(0, 1, 0) span W1W_1 and are orthogonal, hence linearly independent.

      • Basis: {(1,0,0),(0,1,0)}\{(1, 0, 0), (0, 1, 0)\}.

      • dim⁡(W1)=2\dim(W_1) = 2.

    • Subspace 2: W2={(a,a−b,b)∣a,b∈R}W_2 = \{(a, a - b, b) \mid a, b \in \mathbb{R}\}.

      • Decompose:             (aa−bb)=(aa0)+(0−bb)=a(110)+b(0−11)\begin{pmatrix} a \\ a - b \\ b \end{pmatrix} = \begin{pmatrix} a \\ a \\ 0 \end{pmatrix} + \begin{pmatrix} 0 \\ -b \\ b \end{pmatrix} = a\begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix} + b\begin{pmatrix} 0 \\ -1 \\ 1 \end{pmatrix}.

      • Vectors (1,1,0)(1, 1, 0) and (0,−1,1)(0, -1, 1) span W2W_2. Testing independence:             c1(110)+c2(0−11)=(000)  ⟹  c1=0,  c2=0c_1\begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix} + c_2\begin{pmatrix} 0 \\ -1 \\ 1 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \\ 0 \end{pmatrix} \implies c_1 = 0, \; c_2 = 0.

      • Basis: {(1,1,0),(0,−1,1)}\{(1, 1, 0), (0, -1, 1)\}.

      • dim⁡(W2)=2\dim(W_2) = 2.

    • Subspace 3: W3={(a,b,c)∣2a+c=b}W_3 = \{(a, b, c) \mid 2a + c = b\}.

      • Substitute b=2a+cb = 2a + c into the vector:             (a2a+cc)=(a2a0)+(0cc)=a(120)+c(011)\begin{pmatrix} a \\ 2a + c \\ c \end{pmatrix} = \begin{pmatrix} a \\ 2a \\ 0 \end{pmatrix} + \begin{pmatrix} 0 \\ c \\ c \end{pmatrix} = a\begin{pmatrix} 1 \\ 2 \\ 0 \end{pmatrix} + c\begin{pmatrix} 0 \\ 1 \\ 1 \end{pmatrix}.

      • Vectors (1,2,0)(1, 2, 0) and (0,1,1)(0, 1, 1) span W3W_3 and are linearly independent.

      • Basis: {(1,2,0),(0,1,1)}\{(1, 2, 0), (0, 1, 1)\}.

      • dim⁡(W3)=2\dim(W_3) = 2.

Matrices, Row Operations, and Echelon Forms

  • Matrix Operations:

    • A matrix is a rectangular array of numbers. Matrix addition is defined for matrices of identical dimension by adding corresponding entries: (A+B)ij=aij+bij(A + B)_{ij} = a_{ij} + b_{ij}.

    • Matrix multiplication ABA B is computed by taking the inner product of the ii-th row of AA with the jj-th column of BB: (AB)ij=∑kaikbkj(A B)_{ij} = \sum_k a_{ik} b_{kj}. Multiplication is defined only when the number of columns in AA equals the number of rows in BB.

  • Elementary Row Operations:

    • (i) Interchanging any two rows (Ri↔RjR_i \leftrightarrow R_j).

    • (ii) Multiplying a row by a non-zero scalar (Ri→kRi,  k≠0R_i \to k R_i, \; k \ne 0).

    • (iii) Adding a scalar multiple of one row to another (Ri→Ri+kRjR_i \to R_i + k R_j).

    • Row Equivalence: Matrix AA is row-equivalent (similar) to BB if BB can be obtained from AA by a finite sequence of elementary row operations.

  • Echelon Form:

    • A matrix is in echelon form if, for each non-zero row, the leading entry (the first non-zero entry) occurs strictly to the right of the leading entry of the row above it, and all entries below each leading entry are zero. Any rows consisting entirely of zeros are grouped at the bottom.

    • Worked Reduction to Echelon Form:         Reduce A=(1−10232−13−1)A = \begin{pmatrix} 1 & -1 & 0 \\ 2 & 3 & 2 \\ -1 & 3 & -1 \end{pmatrix}.

      • Apply R2→R2−2R1R_2 \to R_2 - 2R_1 and R3→R3+R1R_3 \to R_3 + R_1:             (1−1005202−1)\begin{pmatrix} 1 & -1 & 0 \\ 0 & 5 & 2 \\ 0 & 2 & -1 \end{pmatrix}.

      • Eliminate the sub-diagonal entry in row 3 using R3→5R3−2R2R_3 \to 5R_3 - 2R_2:             5(0,2,−1)−2(0,5,2)=(0,10−10,−5−4)=(0,0,−9)5(0, 2, -1) - 2(0, 5, 2) = (0, 10 - 10, -5 - 4) = (0, 0, -9).             (1−1005200−9)\begin{pmatrix} 1 & -1 & 0 \\ 0 & 5 & 2 \\ 0 & 0 & -9 \end{pmatrix}.

      • The matrix is in echelon form with 3 non-zero rows.

  • Using Row Reduction to Determine Linear Independence:

    • Theorem: The non-zero rows of a matrix in echelon form are linearly independent.

    • Method: Place a given set of vectors as the rows of a matrix and reduce it to echelon form. If the echelon form contains no zero rows, the vectors are linearly independent. If one or more zero rows appear, the vectors are linearly dependent.

    • Example 1 (Independent): Determine the independence of v1=(−1,2,3)v_1 = (-1, 2, 3), v2=(0,1,5)v_2 = (0, 1, 5), v3=(−4,3,0)v_3 = (-4, 3, 0).

      • Construct matrix AA:             A=(−123015−430)A = \begin{pmatrix} -1 & 2 & 3 \\ 0 & 1 & 5 \\ -4 & 3 & 0 \end{pmatrix}.

      • Row operation R3→R3−4R1R_3 \to R_3 - 4R_1:             (−1230150−5−12)\begin{pmatrix} -1 & 2 & 3 \\ 0 & 1 & 5 \\ 0 & -5 & -12 \end{pmatrix}.

      • Row operation R3→R3+5R2R_3 \to R_3 + 5R_2:             (−1230150013)\begin{pmatrix} -1 & 2 & 3 \\ 0 & 1 & 5 \\ 0 & 0 & 13 \end{pmatrix}.

      • No row is all zeros; therefore, the vectors are linearly independent.

    • Example 2 (Dependent): Test v1=(−1,2,3)v_1 = (-1, 2, 3), v2=(0,1,5)v_2 = (0, 1, 5), v3=(−5,12,25)v_3 = (-5, 12, 25).

      • Construct matrix AA:             A=(−123015−51225)A = \begin{pmatrix} -1 & 2 & 3 \\ 0 & 1 & 5 \\ -5 & 12 & 25 \end{pmatrix}.

      • Row operation R3→R3−5R1R_3 \to R_3 - 5R_1:             (−1230150210)\begin{pmatrix} -1 & 2 & 3 \\ 0 & 1 & 5 \\ 0 & 2 & 10 \end{pmatrix}.

      • Row operation R3→R3−2R2R_3 \to R_3 - 2R_2:             (−123015000)\begin{pmatrix} -1 & 2 & 3 \\ 0 & 1 & 5 \\ 0 & 0 & 0 \end{pmatrix}.

      • A zero row appears, proving linear dependence.

      • Explicit Dependence Relation: Tracing the row operations:             R3−2R2−5R1=0  ⟹  v3=5v1+2v2R_3 - 2R_2 - 5R_1 = 0 \implies v_3 = 5 v_1 + 2 v_2.

      • Verification: 5(−123)+2(015)=(−51015)+(0210)=(−51225)5\begin{pmatrix} -1 \\ 2 \\ 3 \end{pmatrix} + 2\begin{pmatrix} 0 \\ 1 \\ 5 \end{pmatrix} = \begin{pmatrix} -5 \\ 10 \\ 15 \end{pmatrix} + \begin{pmatrix} 0 \\ 2 \\ 10 \end{pmatrix} = \begin{pmatrix} -5 \\ 12 \\ 25 \end{pmatrix}.

Linear Systems of Equations and Elimination Methods

  • Matrix Representation of Linear Systems:

    • A system of mm linear equations in nn unknowns:         a11x1+a12x2+⋯+a1nxn=b1a_{11} x_1 + a_{12} x_2 + \dots + a_{1n} x_n = b_1         a21x1+a22x2+⋯+a2nxn=b2a_{21} x_1 + a_{22} x_2 + \dots + a_{2n} x_n = b_2         ⋮\vdots         am1x1+am2x2+⋯+amnxn=bma_{m1} x_1 + a_{m2} x_2 + \dots + a_{mn} x_n = b_m

    • Can be expressed compactly as the matrix equation Ax=bA x = b, where:         A=(a11a12…a1na21a22…a2n⋮⋮⋱⋮am1am2…amn),x=(x1x2⋮xn),b=(b1b2⋮bm)A = \begin{pmatrix} a_{11} & a_{12} & \dots & a_{1n} \\ a_{21} & a_{22} & \dots & a_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ a_{m1} & a_{m2} & \dots & a_{mn} \end{pmatrix}, \quad x = \begin{pmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{pmatrix}, \quad b = \begin{pmatrix} b_1 \\ b_2 \\ \vdots \\ b_m \end{pmatrix}

  • Gaussian Elimination with Back-Substitution:

    • Worked Problem (Unique Solution): Solve the system:         x−2y+3z=3— (i)x - 2y + 3z = 3 \quad \text{--- (i)}         2x−4y+5z=0— (ii)2x - 4y + 5z = 0 \quad \text{--- (ii)}         x+3y−z=5— (iii)x + 3y - z = 5 \quad \text{--- (iii)}

      • Set up the augmented matrix:             (1−23∣32−45∣013−1∣5)\begin{pmatrix} 1 & -2 & 3 & \mid & 3 \\ 2 & -4 & 5 & \mid & 0 \\ 1 & 3 & -1 & \mid & 5 \end{pmatrix}.

      • Apply row operations R2→2R1−R2R_2 \to 2R_1 - R_2 and R3→R1−R3R_3 \to R_1 - R_3:             2(1,−2,3,3)−(2,−4,5,0)=(0,0,1,6)2(1, -2, 3, 3) - (2, -4, 5, 0) = (0, 0, 1, 6).             (1,−2,3,3)−(1,3,−1,5)=(0,−5,4,−2)(1, -2, 3, 3) - (1, 3, -1, 5) = (0, -5, 4, -2).             (1−23∣3001∣60−54∣−2)\begin{pmatrix} 1 & -2 & 3 & \mid & 3 \\ 0 & 0 & 1 & \mid & 6 \\ 0 & -5 & 4 & \mid & -2 \end{pmatrix}.

      • Interchange rows R2↔R3R_2 \leftrightarrow R_3 to reach echelon form:             (1−23∣30−54∣−2001∣6)\begin{pmatrix} 1 & -2 & 3 & \mid & 3 \\ 0 & -5 & 4 & \mid & -2 \\ 0 & 0 & 1 & \mid & 6 \end{pmatrix}.

      • Reconstruct equations:             z=6z = 6.             −5y+4z=−2  ⟹  −5y+4(6)=−2  ⟹  −5y=−26  ⟹  y=265-5y + 4z = -2 \implies -5y + 4(6) = -2 \implies -5y = -26 \implies y = \frac{26}{5}.             x−2y+3z=3  ⟹  x−2(265)+3(6)=3x - 2y + 3z = 3 \implies x - 2\left(\frac{26}{5}\right) + 3(6) = 3.             x−525+18=3  ⟹  x+385=3  ⟹  x=3−385=−235x - \frac{52}{5} + 18 = 3 \implies x + \frac{38}{5} = 3 \implies x = 3 - \frac{38}{5} = -\frac{23}{5}.

      • The unique solution is: x=−235x = -\frac{23}{5}, y=265y = \frac{26}{5}, z=6z = 6.

    • Worked Problem (Infinitely Many Solutions): Solve the system:         2x−5y+z=52x - 5y + z = 5         5x−4y+5z=15x - 4y + 5z = 1

      • Form the augmented matrix:             (2−51∣55−45∣1)\begin{pmatrix} 2 & -5 & 1 & \mid & 5 \\ 5 & -4 & 5 & \mid & 1 \end{pmatrix}.

      • Apply row operation R2→2R2−5R1R_2 \to 2R_2 - 5R_1:             2(5,−4,5,1)−5(2,−5,1,5)=(0,−8+25,10−5,2−25)=(0,17,5,−23)2(5, -4, 5, 1) - 5(2, -5, 1, 5) = (0, -8 + 25, 10 - 5, 2 - 25) = (0, 17, 5, -23).             (2−51∣50175∣−23)\begin{pmatrix} 2 & -5 & 1 & \mid & 5 \\ 0 & 17 & 5 & \mid & -23 \end{pmatrix}.

      • Assign a free parameter z=αz = \alpha:             17y+5α=−23  ⟹  y=−23−5α1717y + 5\alpha = -23 \implies y = \frac{-23 - 5\alpha}{17}.

      • Solve for xx:             2x=5+5y−z=5+5(−23−5α17)−α=85−115−25α−17α17=−30−42α172x = 5 + 5y - z = 5 + 5\left(\frac{-23 - 5\alpha}{17}\right) - \alpha = \frac{85 - 115 - 25\alpha - 17\alpha}{17} = \frac{-30 - 42\alpha}{17}.             x=−15−21α17x = \frac{-15 - 21\alpha}{17}.

      • Since α∈R\alpha \in \mathbb{R} is arbitrary, there are infinitely many solutions.

    • Worked Problem (Inconsistent System): Solve the system:         2x−y=52x - y = 5         x+3y=1x + 3y = 1         4x−7y=24x - 7y = 2

      • Set up the augmented matrix and reduce:             (2−1∣513∣14−7∣2)→(13∣12−1∣54−7∣2)\begin{pmatrix} 2 & -1 & \mid & 5 \\ 1 & 3 & \mid & 1 \\ 4 & -7 & \mid & 2 \end{pmatrix} \to \begin{pmatrix} 1 & 3 & \mid & 1 \\ 2 & -1 & \mid & 5 \\ 4 & -7 & \mid & 2 \end{pmatrix}.

      • Eliminate xx from rows 2 and 3:             R2→R2−2R1  ⟹  (0,−7,3)R_2 \to R_2 - 2R_1 \implies (0, -7, 3).             R3→R3−4R1  ⟹  (0,−19,−2)R_3 \to R_3 - 4R_1 \implies (0, -19, -2).             (13∣10−7∣30−19∣−2)\begin{pmatrix} 1 & 3 & \mid & 1 \\ 0 & -7 & \mid & 3 \\ 0 & -19 & \mid & -2 \end{pmatrix}.

      • Scale and combine row 2 and row 3:             7R3−19R2=7(0,−19,−2)−19(0,−7,3)=(0,0,−14−57)=(0,0,−71)7R_3 - 19R_2 = 7(0, -19, -2) - 19(0, -7, 3) = (0, 0, -14 - 57) = (0, 0, -71).             (13∣10−7∣300∣−71)\begin{pmatrix} 1 & 3 & \mid & 1 \\ 0 & -7 & \mid & 3 \\ 0 & 0 & \mid & -71 \end{pmatrix}.

      • The bottom row corresponds to the equation 0=−710 = -71, which is impossible.

      • Conclusion: The system is inconsistent and has no solution.

  • Rank of a Matrix:

    • Definition: The rank of a matrix AA, denoted rank⁡(A)\operatorname{rank}(A), is the number of non-zero rows in its echelon form.

    • Theorem (Consistency Criterion): A linear system Ax=bA x = b is consistent if and only if rank⁡(A)=rank⁡([A∣b])\operatorname{rank}(A) = \operatorname{rank}([A \mid b]). If rank⁡(A)<rank⁡([A∣b])\operatorname{rank}(A) < \operatorname{rank}([A \mid b]), the system has no solution.

    • Rank Example 1: Determine the rank of A=(1−10235325)A = \begin{pmatrix} 1 & -1 & 0 \\ 2 & 3 & 5 \\ 3 & 2 & 5 \end{pmatrix}.

      • R2→R2−2R1  ⟹  (0,5,5)R_2 \to R_2 - 2R_1 \implies (0, 5, 5).

      • R3→R3−3R1  ⟹  (0,5,5)R_3 \to R_3 - 3R_1 \implies (0, 5, 5).

      • R3→R3−R2  ⟹  (0,0,0)R_3 \to R_3 - R_2 \implies (0, 0, 0).

      • Echelon form:             (1−10055000)\begin{pmatrix} 1 & -1 & 0 \\ 0 & 5 & 5 \\ 0 & 0 & 0 \end{pmatrix}.

      • Since there are two non-zero rows, rank⁡(A)=2\operatorname{rank}(A) = 2.

    • Rank Example 2: Determine the rank of A=(1352−13124)A = \begin{pmatrix} 1 & 3 & 5 \\ 2 & -1 & 3 \\ 1 & 2 & 4 \end{pmatrix}.

      • R2→R2−2R1  ⟹  (0,−7,−7)R_2 \to R_2 - 2R_1 \implies (0, -7, -7).

      • R3→R3−R1  ⟹  (0,−1,−1)R_3 \to R_3 - R_1 \implies (0, -1, -1).

      • R3→7R3−R2  ⟹  (0,0,0)R_3 \to 7R_3 - R_2 \implies (0, 0, 0).

      • Echelon form has 2 non-zero rows, so rank⁡(A)=2\operatorname{rank}(A) = 2.

  • The Gauss-Jordan Reduction Method:

    • Transforms the augmented matrix completely to reduced row echelon form [I∣X][I \mid X], allowing solutions to be read directly without back-substitution.

    • Worked Matrix Equation Problem: Solve AX=BA X = B where A=(1234)A = \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix} and B=(5678)B = \begin{pmatrix} 5 & 6 \\ 7 & 8 \end{pmatrix}.

      • Form the augmented matrix:             (12∣5634∣78)\begin{pmatrix} 1 & 2 & \mid & 5 & 6 \\ 3 & 4 & \mid & 7 & 8 \end{pmatrix}.

      • Apply row operation R2→3R1−R2R_2 \to 3R_1 - R_2:             3(1,2,5,6)−(3,4,7,8)=(0,2,8,10)3(1, 2, 5, 6) - (3, 4, 7, 8) = (0, 2, 8, 10).             (12∣5602∣810)\begin{pmatrix} 1 & 2 & \mid & 5 & 6 \\ 0 & 2 & \mid & 8 & 10 \end{pmatrix}.

      • Apply row operation R1→R1−R2R_1 \to R_1 - R_2:             (1,2,5,6)−(0,2,8,10)=(1,0,−3,−4)(1, 2, 5, 6) - (0, 2, 8, 10) = (1, 0, -3, -4).             (10∣−3−402∣810)\begin{pmatrix} 1 & 0 & \mid & -3 & -4 \\ 0 & 2 & \mid & 8 & 10 \end{pmatrix}.

      • Scale row 2: R2→12R2R_2 \to \frac{1}{2} R_2:             (10∣−3−401∣45)\begin{pmatrix} 1 & 0 & \mid & -3 & -4 \\ 0 & 1 & \mid & 4 & 5 \end{pmatrix}.

      • The unique solution matrix is:             X=(−3−445)X = \begin{pmatrix} -3 & -4 \\ 4 & 5 \end{pmatrix}.

Matrix Inverses and LU Decomposition

  • The Matrix Inverse:

    • Definition: A square matrix AA of order nn is non-singular (invertible) if there exists a square matrix BB such that:         AB=I=BAA B = I = B A         The matrix BB is called the inverse of AA, denoted A−1A^{-1}.

    • Theorems on Matrix Inverses:

      • Theorem: If AA is non-singular, then A−1A^{-1} is non-singular and:             (A−1)−1=A(A^{-1})^{-1} = A

        • Proof: By definition, A(A−1)=I=(A−1)AA(A^{-1}) = I = (A^{-1})A. By symmetry of the inverse definition, the inverse of A−1A^{-1} is AA.

      • Theorem: If AA and BB are non-singular matrices of the same order, then ABA B is non-singular and:             (AB)−1=B−1A−1(A B)^{-1} = B^{-1} A^{-1}

        • Proof: Using matrix associativity:                 (AB)(B−1A−1)=A(BB−1)A−1=A(I)A−1=AA−1=I(A B)(B^{-1} A^{-1}) = A(B B^{-1})A^{-1} = A(I)A^{-1} = A A^{-1} = I.                 (B−1A−1)(AB)=B−1(A−1A)B=B−1(I)B=B−1B=I(B^{-1} A^{-1})(A B) = B^{-1}(A^{-1} A)B = B^{-1}(I)B = B^{-1} B = I.

      • Theorem: If AA is non-singular, then AX=B  ⟺  X=A−1BA X = B \iff X = A^{-1} B.

        • Proof: If X=A−1BX = A^{-1} B, then AX=A(A−1B)=(AA−1)B=IB=BA X = A(A^{-1} B) = (A A^{-1})B = I B = B.

        • Conversely, if AX=BA X = B, multiply on the left by A−1A^{-1}:                 A−1(AX)=A−1B  ⟹  (A−1A)X=A−1B  ⟹  IX=A−1B  ⟹  X=A−1BA^{-1}(A X) = A^{-1} B \implies (A^{-1} A)X = A^{-1} B \implies I X = A^{-1} B \implies X = A^{-1} B.

  • Finding the Inverse via Row Operations:

    • Row-reduce the block matrix [A∣I][A \mid I] to the form [I∣A−1][I \mid A^{-1}].

    • Worked Numerical Inversion: Find the inverse of A=(1−12021121)A = \begin{pmatrix} 1 & -1 & 2 \\ 0 & 2 & 1 \\ 1 & 2 & 1 \end{pmatrix}.

      • Set up the augmented matrix:             (1−12∣100021∣010121∣001)\begin{pmatrix} 1 & -1 & 2 & \mid & 1 & 0 & 0 \\ 0 & 2 & 1 & \mid & 0 & 1 & 0 \\ 1 & 2 & 1 & \mid & 0 & 0 & 1 \end{pmatrix}.

      • Row operation R3→R3−R1R_3 \to R_3 - R_1:             (1−12∣100021∣01003−1∣−101)\begin{pmatrix} 1 & -1 & 2 & \mid & 1 & 0 & 0 \\ 0 & 2 & 1 & \mid & 0 & 1 & 0 \\ 0 & 3 & -1 & \mid & -1 & 0 & 1 \end{pmatrix}.

      • Scale row 2 and row 3 to eliminate the sub-diagonal entry:             R2→3R2  ⟹  (0,6,3,∣,0,3,0)R_2 \to 3R_2 \implies (0, 6, 3, \mid, 0, 3, 0).             R3→2R3  ⟹  (0,6,−2,∣,−2,0,2)R_3 \to 2R_3 \implies (0, 6, -2, \mid, -2, 0, 2).             R3→R3−R2  ⟹  (0,0,−5,∣,−2,−3,2)R_3 \to R_3 - R_2 \implies (0, 0, -5, \mid, -2, -3, 2).             (1−12∣100021∣01000−5∣−2−32)\begin{pmatrix} 1 & -1 & 2 & \mid & 1 & 0 & 0 \\ 0 & 2 & 1 & \mid & 0 & 1 & 0 \\ 0 & 0 & -5 & \mid & -2 & -3 & 2 \end{pmatrix}.

      • Scale row 3 to create a leading 1: R3→−15R3R_3 \to -\frac{1}{5} R_3:             (1−12∣100021∣010001∣2535−25)\begin{pmatrix} 1 & -1 & 2 & \mid & 1 & 0 & 0 \\ 0 & 2 & 1 & \mid & 0 & 1 & 0 \\ 0 & 0 & 1 & \mid & \frac{2}{5} & \frac{3}{5} & -\frac{2}{5} \end{pmatrix}.

      • Eliminate entries above the pivot in column 3:             R2→R2−R3  ⟹  (0,2,0,∣,−25,25,25)R_2 \to R_2 - R_3 \implies (0, 2, 0, \mid, -\frac{2}{5}, \frac{2}{5}, \frac{2}{5}).             R1→R1−2R3  ⟹  (1,−1,0,∣,15,−65,45)R_1 \to R_1 - 2R_3 \implies (1, -1, 0, \mid, \frac{1}{5}, -\frac{6}{5}, \frac{4}{5}).

      • Scale row 2: R2→12R2R_2 \to \frac{1}{2} R_2:             (1−10∣15−6545010∣−151515001∣2535−25)\begin{pmatrix} 1 & -1 & 0 & \mid & \frac{1}{5} & -\frac{6}{5} & \frac{4}{5} \\ 0 & 1 & 0 & \mid & -\frac{1}{5} & \frac{1}{5} & \frac{1}{5} \\ 0 & 0 & 1 & \mid & \frac{2}{5} & \frac{3}{5} & -\frac{2}{5} \end{pmatrix}.

      • Eliminate the entry above the pivot in column 2: R1→R1+R2R_1 \to R_1 + R_2:             R1=(1,0,0,∣,15−15,−65+15,45+15)=(1,0,0,∣,0,−1,1)R_1 = \left(1, 0, 0, \mid, \frac{1}{5} - \frac{1}{5}, -\frac{6}{5} + \frac{1}{5}, \frac{4}{5} + \frac{1}{5}\right) = (1, 0, 0, \mid, 0, -1, 1).

      • Resulting inverse matrix:             A−1=(0−11−1515152535−25)A^{-1} = \begin{pmatrix} 0 & -1 & 1 \\ -\frac{1}{5} & \frac{1}{5} & \frac{1}{5} \\ \frac{2}{5} & \frac{3}{5} & -\frac{2}{5} \end{pmatrix}.

  • LU Decomposition:

    • Definition: The factorization of a square matrix AA into the product A=LUA = L U, where LL is a lower triangular matrix and UU is an upper triangular matrix (obtained from the echelon form of AA).

    • Worked Example: Find the LUL U decomposition of A=(1−53211014)A = \begin{pmatrix} 1 & -5 & 3 \\ 2 & 1 & 1 \\ 0 & 1 & 4 \end{pmatrix}.

      • Step 1: Reduce AA to Upper Triangular Form UU:             A=(1−53211014)A = \begin{pmatrix} 1 & -5 & 3 \\ 2 & 1 & 1 \\ 0 & 1 & 4 \end{pmatrix}.             R2→2R1−R2  ⟹  (0,−11,5)R_2 \to 2R_1 - R_2 \implies (0, -11, 5).             (1−530−115014)\begin{pmatrix} 1 & -5 & 3 \\ 0 & -11 & 5 \\ 0 & 1 & 4 \end{pmatrix}.             R3→11R3+R2  ⟹  11(0,1,4)+(0,−11,5)=(0,0,49)R_3 \to 11R_3 + R_2 \implies 11(0, 1, 4) + (0, -11, 5) = (0, 0, 49).             U=(1−530−1150049)U = \begin{pmatrix} 1 & -5 & 3 \\ 0 & -11 & 5 \\ 0 & 0 & 49 \end{pmatrix}.

      • Step 2: Solve for Lower Triangular Matrix LL:             Let L=(a00bc0def)L = \begin{pmatrix} a & 0 & 0 \\ b & c & 0 \\ d & e & f \end{pmatrix}, such that LU=AL U = A:             (a00bc0def)(1−530−1150049)=(1−53211014)\begin{pmatrix} a & 0 & 0 \\ b & c & 0 \\ d & e & f \end{pmatrix} \begin{pmatrix} 1 & -5 & 3 \\ 0 & -11 & 5 \\ 0 & 0 & 49 \end{pmatrix} = \begin{pmatrix} 1 & -5 & 3 \\ 2 & 1 & 1 \\ 0 & 1 & 4 \end{pmatrix}.

      • Compute matrix products to solve for unknown entries:

        • Row 1: a(1)=1  ⟹  a=1a(1) = 1 \implies a = 1.

        • Row 2: b(1)=2  ⟹  b=2b(1) = 2 \implies b = 2.                 b(−5)+c(−11)=1  ⟹  2(−5)−11c=1  ⟹  −10−11c=1  ⟹  c=−1b(-5) + c(-11) = 1 \implies 2(-5) - 11c = 1 \implies -10 - 11c = 1 \implies c = -1.

        • Row 3: d(1)=0  ⟹  d=0d(1) = 0 \implies d = 0.                 d(−5)+e(−11)=1  ⟹  −11e=1  ⟹  e=−111d(-5) + e(-11) = 1 \implies -11e = 1 \implies e = -\frac{1}{11}.                 d(3)+e(5)+f(49)=4  ⟹  −511+49f=4  ⟹  49f=4+511=4911  ⟹  f=111d(3) + e(5) + f(49) = 4 \implies -\frac{5}{11} + 49f = 4 \implies 49f = 4 + \frac{5}{11} = \frac{49}{11} \implies f = \frac{1}{11}.

      • Final decomposition matrices:             L=(1002−100−111111),U=(1−530−1150049)L = \begin{pmatrix} 1 & 0 & 0 \\ 2 & -1 & 0 \\ 0 & -\frac{1}{11} & \frac{1}{11} \end{pmatrix}, \quad U = \begin{pmatrix} 1 & -5 & 3 \\ 0 & -11 & 5 \\ 0 & 0 & 49 \end{pmatrix}.

Linear Transformations and Their Properties

  • Definition of a Linear Transformation:

    • Let VV and WW be vector spaces over R\mathbb{R}. A mapping T:V→WT: V \to W is called a linear transformation if for all vectors x,y∈Vx, y \in V and all scalars α,β∈R\alpha, \beta \in \mathbb{R}:         T(αx+βy)=αT(x)+βT(y)T(\alpha x + \beta y) = \alpha T(x) + \beta T(y)

    • Note on Operations: The vector addition and scalar multiplication on the left-hand side occur in VV, whereas those on the right-hand side occur in WW.

  • Fundamental Theorems on Linear Transformations:

    • Theorem: If T:V→WT: V \to W is a linear transformation, then:

      • (i) T(0)=0T(0) = 0.

      • (ii) T(x+y)=T(x)+T(y)T(x + y) = T(x) + T(y).

      • (iii) T(−x)=−T(x)T(-x) = -T(x).

    • Proof:

      • Setting α=1,β=1\alpha = 1, \beta = 1 directly gives T(x+y)=T(x)+T(y)T(x + y) = T(x) + T(y).

      • Setting α=0,β=0\alpha = 0, \beta = 0 gives T(0)=T(0x+0y)=0T(x)+0T(y)=0T(0) = T(0x + 0y) = 0 T(x) + 0 T(y) = 0.

      • Setting α=−1,β=0\alpha = -1, \beta = 0 gives T(−x)=T((−1)x+0y)=−1T(x)+0=−T(x)T(-x) = T((-1)x + 0y) = -1 T(x) + 0 = -T(x).

  • Detailed Examples and Non-Examples of Linear Transformations:

    • Example 1 (Fails Zero Property): Show that T(x,y,z)=(2,x−y,y+z)T(x, y, z) = (2, x - y, y + z) is not a linear transformation.

      • Proof: Evaluate the map at the origin:             T(0,0,0)=(2,0−0,0+0)=(2,0,0)≠(0,0,0)T(0, 0, 0) = (2, 0 - 0, 0 + 0) = (2, 0, 0) \ne (0, 0, 0).

  • Since T(0)≠0T(0) \ne 0, TT cannot be a linear transformation.

  • Example 2 (Linear Transformation Proof): Prove that T(x,y)=(x−y,x+2y)T(x, y) = (x - y, x + 2y) is a linear transformation.

    • Proof: Let α,β∈R\alpha, \beta \in \mathbb{R} and u=(x1,y1),v=(x2,y2)∈R2u = (x_1, y_1), v = (x_2, y_2) \in \mathbb{R}^2.

    • Linear combination in the domain:         αu+βv=(αx1+βx2,αy1+βy2)\alpha u + \beta v = (\alpha x_1 + \beta x_2, \alpha y_1 + \beta y_2).

    • Apply TT:         T(αu+βv)=((αx1+βx2)−(αy1+βy2),(αx1+βx2)+2(αy1+βy2))T(\alpha u + \beta v) = ((\alpha x_1 + \beta x_2) - (\alpha y_1 + \beta y_2), (\alpha x_1 + \beta x_2) + 2(\alpha y_1 + \beta y_2)).         =(α(x1−y1)+β(x2−y2),α(x1+2y1)+β(x2+2y2))= (\alpha(x_1 - y_1) + \beta(x_2 - y_2), \alpha(x_1 + 2y_1) + \beta(x_2 + 2y_2)).         =α(x1−y1,x1+2y1)+β(x2−y2,x2+2y2)= \alpha(x_1 - y_1, x_1 + 2y_1) + \beta(x_2 - y_2, x_2 + 2y_2).         =αT(x1,y1)+βT(x2,y2)= \alpha T(x_1, y_1) + \beta T(x_2, y_2).

    • Therefore, TT is a linear transformation.

  • Example 3 (Fails Additivity via Non-linear Powers): Show that T(x,y)=(x2+y2,x−y)T(x, y) = (x^2 + y^2, x - y) is not a linear transformation.

    • Proof: Note that T(0,0)=(0,0)T(0, 0) = (0, 0), so the zero property passes.

    • Test additivity using u=(1,1)u = (1, 1) and v=(1,1)v = (1, 1):         T(1,1)=(12+12,1−1)=(2,0)T(1, 1) = (1^2 + 1^2, 1 - 1) = (2, 0).         T(1,1)+T(1,1)=(2,0)+(2,0)=(4,0)T(1, 1) + T(1, 1) = (2, 0) + (2, 0) = (4, 0).

    • Evaluate T(u+v)=T(2,2)T(u + v) = T(2, 2).         T(2,2)=(22+22,2−2)=(4+4,0)=(8,0)T(2, 2) = (2^2 + 2^2, 2 - 2) = (4 + 4, 0) = (8, 0).

    • Since (4,0)≠(8,0)(4, 0) \ne (8, 0), T(u+v)≠T(u)+T(v)T(u + v) \ne T(u) + T(v).

    • Thus, TT is not linear.

  • Example 4 (Fails Additivity via Cross-products): Prove that T(x,y)=(xy,x−y)T(x, y) = (x y, x - y) is not a linear transformation.

    • Proof: Note that T(0,0)=(0,0)T(0, 0) = (0, 0).

    • Evaluate T(1,1)=(1⋅1,1−1)=(1,0)T(1, 1) = (1 \cdot 1, 1 - 1) = (1, 0).

    • T(1,1)+T(1,1)=(1,0)+(1,0)=(2,0)T(1, 1) + T(1, 1) = (1, 0) + (1, 0) = (2, 0).

    • Evaluate T((1,1)+(1,1))=T(2,2)=(2⋅2,2−2)=(4,0)T((1, 1) + (1, 1)) = T(2, 2) = (2 \cdot 2, 2 - 2) = (4, 0).

    • Since (4,0)≠(2,0)(4, 0) \ne (2, 0), TT is not linear.

  • Kernel and Image (Range):

    • Definitions: Let T:V→WT: V \to W be a linear transformation.

      • Kernel: ker⁡(T)={v∈V∣T(v)=0}\ker(T) = \{v \in V \mid T(v) = 0\}.

      • Image: Im⁡(T)={w∈W∣∃v∈V such that T(v)=w}\operatorname{Im}(T) = \{w \in W \mid \exists v \in V \text{ such that } T(v) = w\}.

    • Subspace Theorems:

      • Theorem: ker⁡(T)\ker(T) is a vector subspace of VV.

        • Proof: Since T(0)=0T(0) = 0, 0∈ker⁡(T)0 \in \ker(T), so ker⁡(T)≠∅\ker(T) \ne \emptyset.

      • Let v1,v2∈ker⁡(T)v_1, v_2 \in \ker(T), so T(v1)=0T(v_1) = 0 and T(v2)=0T(v_2) = 0.

      • T(v1+v2)=T(v1)+T(v2)=0+0=0  ⟹  v1+v2∈ker⁡(T)T(v_1 + v_2) = T(v_1) + T(v_2) = 0 + 0 = 0 \implies v_1 + v_2 \in \ker(T).

      • Let α∈R\alpha \in \mathbb{R} and v∈ker⁡(T)v \in \ker(T).

      • T(αv)=αT(v)=α(0)=0  ⟹  αv∈ker⁡(T)T(\alpha v) = \alpha T(v) = \alpha(0) = 0 \implies \alpha v \in \ker(T).

      • Therefore, ker⁡(T)\ker(T) is a subspace of VV.

    • Theorem: Im⁡(T)\operatorname{Im}(T) is a vector subspace of WW.

  • Injectivity and the Kernel:

    • Theorem: A linear transformation T:V→WT: V \to W is injective (one-to-one) if and only if ker⁡(T)={0}\ker(T) = \{0\}.

      • Proof: Assume TT is injective. We know T(0)=0T(0) = 0. If v∈ker⁡(T)v \in \ker(T), then T(v)=0=T(0)T(v) = 0 = T(0). By injectivity, v=0v = 0. Thus, ker⁡(T)={0}\ker(T) = \{0\}.

      • Conversely, assume ker⁡(T)={0}\ker(T) = \{0\}, and let T(u)=T(v)T(u) = T(v).

      • Then T(u)−T(v)=0  ⟹  T(u−v)=0T(u) - T(v) = 0 \implies T(u - v) = 0.

      • This implies u−v∈ker⁡(T)u - v \in \ker(T).

      • Since ker⁡(T)={0}\ker(T) = \{0\}, u−v=0  ⟹  u=vu - v = 0 \implies u = v.

      • Therefore, TT is injective.

Matrix Representations of Linear Transformations

  • General Construction of Transformation Matrices:

    • Let VV be an nn-dimensional vector space with basis BV={v1,v2,…,vn}B_V = \{v_1, v_2, \dots, v_n\}, and WW be an mm-dimensional space with basis BW={w1,w2,…,wm}B_W = \{w_1, w_2, \dots, w_m\}.

    • Any vector x∈Vx \in V is uniquely expressed as x=c1v1+c2v2+⋯+cnvnx = c_1 v_1 + c_2 v_2 + \dots + c_n v_n.

    • Applying linear transformation TT:         T(x)=c1T(v1)+c2T(v2)+⋯+cnT(vn)T(x) = c_1 T(v_1) + c_2 T(v_2) + \dots + c_n T(v_n).

    • Each basis image T(vj)T(v_j) is expressed as a linear combination of the basis vectors of WW:         T(vj)=a1jw1+a2jw2+⋯+amjwmT(v_j) = a_{1j} w_1 + a_{2j} w_2 + \dots + a_{mj} w_m.

    • The matrix A=[aij]A = [a_{ij}] representing TT has columns that are the coordinate vectors of the images of the basis vectors T(vj)T(v_j).

  • Worked Examples of Matrix Representations:

    • Example 1 (R2→R2\mathbb{R}^2 \to \mathbb{R}^2 in Standard Basis): Find the matrix of T(x,y)=(x−y,2x−3y)T(x, y) = (x - y, 2x - 3y) with respect to the standard basis e1=(10)e_1 = \begin{pmatrix} 1 \\ 0 \end{pmatrix}, e2=(01)e_2 = \begin{pmatrix} 0 \\ 1 \end{pmatrix}.

      • Compute the basis images:             T(10)=(1−02(1)−3(0))=(12)T\begin{pmatrix} 1 \\ 0 \end{pmatrix} = \begin{pmatrix} 1 - 0 \\ 2(1) - 3(0) \end{pmatrix} = \begin{pmatrix} 1 \\ 2 \end{pmatrix}.             T(01)=(0−12(0)−3(1))=(−1−3)T\begin{pmatrix} 0 \\ 1 \end{pmatrix} = \begin{pmatrix} 0 - 1 \\ 2(0) - 3(1) \end{pmatrix} = \begin{pmatrix} -1 \\ -3 \end{pmatrix}.

      • Form the transformation matrix by placing the image vectors into columns:             A=(1−12−3)A = \begin{pmatrix} 1 & -1 \\ 2 & -3 \end{pmatrix}.

    • Example 2 (R3→R3\mathbb{R}^3 \to \mathbb{R}^3 in Standard Basis): Find the matrix representing T(x,y,z)=(2x−y,x+3z,x−2y+z)T(x, y, z) = (2x - y, x + 3z, x - 2y + z) in the standard basis of R3\mathbb{R}^3.

      • Evaluate on each standard basis vector:             T(100)=(2(1)−01+3(0)1−2(0)+0)=(211)T\begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix} = \begin{pmatrix} 2(1) - 0 \\ 1 + 3(0) \\ 1 - 2(0) + 0 \end{pmatrix} = \begin{pmatrix} 2 \\ 1 \\ 1 \end{pmatrix}.             T(010)=(2(0)−10+3(0)0−2(1)+0)=(−10−2)T\begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix} = \begin{pmatrix} 2(0) - 1 \\ 0 + 3(0) \\ 0 - 2(1) + 0 \end{pmatrix} = \begin{pmatrix} -1 \\ 0 \\ -2 \end{pmatrix}.             T(001)=(2(0)−00+3(1)0−2(0)+1)=(031)T\begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix} = \begin{pmatrix} 2(0) - 0 \\ 0 + 3(1) \\ 0 - 2(0) + 1 \end{pmatrix} = \begin{pmatrix} 0 \\ 3 \\ 1 \end{pmatrix}.

      • Transformation matrix:             A=(2−101031−21)A = \begin{pmatrix} 2 & -1 & 0 \\ 1 & 0 & 3 \\ 1 & -2 & 1 \end{pmatrix}.

    • Example 3 (Change to a Non-Standard Basis): Find the matrix representation of T(x,y)=(x−2y,2x−3y)T(x, y) = (x - 2y, 2x - 3y) relative to the non-standard basis B={v1=(21),v2=(−12)}B = \left\{ v_1 = \begin{pmatrix} 2 \\ 1 \end{pmatrix}, v_2 = \begin{pmatrix} -1 \\ 2 \end{pmatrix} \right\}.

      • Image of v1v_1:             T(v1)=T(2,1)=(2−2(1),2(2)−3(1))=(01)T(v_1) = T(2, 1) = (2 - 2(1), 2(2) - 3(1)) = \begin{pmatrix} 0 \\ 1 \end{pmatrix}.             Express (01)\begin{pmatrix} 0 \\ 1 \end{pmatrix} in basis BB:             (01)=c1(21)+c2(−12)  ⟹  2c1−c2=0,  c1+2c2=1\begin{pmatrix} 0 \\ 1 \end{pmatrix} = c_1\begin{pmatrix} 2 \\ 1 \end{pmatrix} + c_2\begin{pmatrix} -1 \\ 2 \end{pmatrix} \implies 2c_1 - c_2 = 0, \; c_1 + 2c_2 = 1.             c2=2c1  ⟹  c1+4c1=1  ⟹  c1=15,  c2=25c_2 = 2c_1 \implies c_1 + 4c_1 = 1 \implies c_1 = \frac{1}{5}, \; c_2 = \frac{2}{5}.             First column: (1525)\begin{pmatrix} \frac{1}{5} \\ \frac{2}{5} \end{pmatrix}.

      • Image of v2v_2:             T(v2)=T(−1,2)=(−1−2(2),2(−1)−3(2))=(−5−8)T(v_2) = T(-1, 2) = (-1 - 2(2), 2(-1) - 3(2)) = \begin{pmatrix} -5 \\ -8 \end{pmatrix}.             Express (−5−8)\begin{pmatrix} -5 \\ -8 \end{pmatrix} in basis BB:             (−5−8)=k1(21)+k2(−12)  ⟹  2k1−k2=−5,  k1+2k2=−8\begin{pmatrix} -5 \\ -8 \end{pmatrix} = k_1\begin{pmatrix} 2 \\ 1 \end{pmatrix} + k_2\begin{pmatrix} -1 \\ 2 \end{pmatrix} \implies 2k_1 - k_2 = -5, \; k_1 + 2k_2 = -8.             k2=2k1+5  ⟹  k1+2(2k1+5)=−8  ⟹  5k1+10=−8  ⟹  k1=−185k_2 = 2k_1 + 5 \implies k_1 + 2(2k_1 + 5) = -8 \implies 5k_1 + 10 = -8 \implies k_1 = -\frac{18}{5}.             k2=2(−185)+5=−365+255=−115k_2 = 2\left(-\frac{18}{5}\right) + 5 = -\frac{36}{5} + \frac{25}{5} = -\frac{11}{5}.

      • Transformation matrix relative to basis BB:             [T]B=(15−18525−115)[T]_B = \begin{pmatrix} \frac{1}{5} & -\frac{18}{5} \\ \frac{2}{5} & -\frac{11}{5} \end{pmatrix}.

Isomorphisms and Coordinate Spaces

  • Composition and Inverse Transformations:

    • Theorem (Composition of Linear Transformations): If T:V→WT: V \to W and S:W→XS: W \to X are linear transformations, then the composite map S∘T:V→XS \circ T: V \to X, defined by (ST)(x)=S(T(x))(S T)(x) = S(T(x)), is a linear transformation.

      • Proof: Let α,β∈R\alpha, \beta \in \mathbb{R} and x,y∈Vx, y \in V.             (ST)(αx+βy)=S(T(αx+βy))(S T)(\alpha x + \beta y) = S(T(\alpha x + \beta y)).             Using the linearity of TT:             =S(αT(x)+βT(y))= S(\alpha T(x) + \beta T(y)).             Using the linearity of SS:             =αS(T(x))+βS(T(y))=α(ST)(x)+β(ST)(y)= \alpha S(T(x)) + \beta S(T(y)) = \alpha (S T)(x) + \beta (S T)(y).

      • Therefore, STS T is linear.

    • Identity Mapping: The map I:V→VI: V \to V defined by I(x)=xI(x) = x is linear, bijective, and satisfies TI=TT I = T and IT=TI T = T.

    • Inverse Linear Transformation: If T:V→WT: V \to W is bijective (one-to-one and onto), its inverse function T−1:W→VT^{-1}: W \to V satisfies TT−1=IWT T^{-1} = I_W and T−1T=IVT^{-1} T = I_V.

    • Theorem: If T:V→WT: V \to W is an invertible linear transformation, then T−1:W→VT^{-1}: W \to V is also a linear transformation.

      • Proof: Let w1,w2∈Ww_1, w_2 \in W and α,β∈R\alpha, \beta \in \mathbb{R}.

      • Since TT is surjective, there exist unique v1,v2∈Vv_1, v_2 \in V such that T(v1)=w1T(v_1) = w_1 and T(v2)=w2T(v_2) = w_2, meaning T−1(w1)=v1T^{-1}(w_1) = v_1 and T−1(w2)=v2T^{-1}(w_2) = v_2.

      • By the linearity of TT:             T(αv1+βv2)=αT(v1)+βT(v2)=αw1+βw2T(\alpha v_1 + \beta v_2) = \alpha T(v_1) + \beta T(v_2) = \alpha w_1 + \beta w_2.

      • Applying T−1T^{-1} to both sides:             T−1(αw1+βw2)=αv1+βv2=αT−1(w1)+βT−1(w2)T^{-1}(\alpha w_1 + \beta w_2) = \alpha v_1 + \beta v_2 = \alpha T^{-1}(w_1) + \beta T^{-1}(w_2).

      • Thus, T−1T^{-1} is a linear transformation.

  • Isomorphisms of Vector Spaces:

    • Definition: A vector space VV is isomorphic to a vector space WW (denoted V≅WV \cong W) if there exists an invertible linear transformation T:V→WT: V \to W.

    • Theorem (Preservation of Linear Independence): If x1,x2,…,xnx_1, x_2, \dots, x_n are linearly independent vectors in VV and T:V→WT: V \to W is an injective linear map, then the image vectors T(x1),T(x2),…,T(xn)T(x_1), T(x_2), \dots, T(x_n) are linearly independent in WW.

      • Proof: Assume scalars c1,c2,…,cnc_1, c_2, \dots, c_n satisfy:             c1T(x1)+c2T(x2)+⋯+cnT(xn)=0c_1 T(x_1) + c_2 T(x_2) + \dots + c_n T(x_n) = 0.

      • By the linearity of TT:             T(c1x1+c2x2+⋯+cnxn)=0T(c_1 x_1 + c_2 x_2 + \dots + c_n x_n) = 0.

      • This means the vector c1x1+c2x2+⋯+cnxn∈ker⁡(T)c_1 x_1 + c_2 x_2 + \dots + c_n x_n \in \ker(T).

      • Since TT is injective, ker⁡(T)={0}\ker(T) = \{0\}, requiring:             c1x1+c2x2+⋯+cnxn=0c_1 x_1 + c_2 x_2 + \dots + c_n x_n = 0.

      • Because {xi}\{x_i\} are linearly independent in VV, it follows that:             c1=c2=⋯=cn=0c_1 = c_2 = \dots = c_n = 0.

      • Thus, the images {T(xi)}\{T(x_i)\} are linearly independent in WW.

    • Corollary: Isomorphic vector spaces have identical dimensions:         V≅W  ⟹  dim⁡(V)=dim⁡(W)V \cong W \implies \dim(V) = \dim(W)

    • Corollary (Representation Theorem for Finite-Dimensional Spaces): Every real nn-dimensional vector space VV is isomorphic to Rn\mathbb{R}^n.

      • Proof: Let B={x1,x2,…,xn}B = \{x_1, x_2, \dots, x_n\} be a basis for VV.

      • Every vector x∈Vx \in V has a unique expansion x=c1x1+c2x2+⋯+cnxnx = c_1 x_1 + c_2 x_2 + \dots + c_n x_n.

      • Define the coordinate map T:V→RnT: V \to \mathbb{R}^n by:             T(x)=(c1,c2,…,cn)T(x) = (c_1, c_2, \dots, c_n).

      • Linearly combining vectors expands their coordinate entries by the same coefficients, making TT linear.

      • If T(x)=0T(x) = 0, then (c1,c2,…,cn)=(0,0,…,0)(c_1, c_2, \dots, c_n) = (0, 0, \dots, 0), which forces x=0x = 0, so ker⁡(T)={0}\ker(T) = \{0\} and TT is injective.

      • For any (k1,…,kn)∈Rn(k_1, \dots, k_n) \in \mathbb{R}^n, the vector v=∑kixi∈Vv = \sum k_i x_i \in V satisfies T(v)=(k1,…,kn)T(v) = (k_1, \dots, k_n), so TT is surjective.

      • Therefore, TT is an isomorphism, establishing V≅RnV \cong \mathbb{R}^n.

    • Theorem: The Euclidean space Rn\mathbb{R}^n is not isomorphic to Rm\mathbb{R}^m if n≠mn \ne m.