Comprehensive Linear Algebra: Vector Spaces, Systems of Equations, and Linear Transformations
Vector Space Fundamentals and Axioms
Definition of a Vector Space:
A vector space over the field of real numbers 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 sum .
Scalar Multiplication: A rule assigning to each scalar and each vector an element .
To qualify as a vector space, the set and these operations must satisfy the following ten axioms for all vectors and all real scalars :
(i) Closure of Vector Addition: If , then .
(ii) Closure of Scalar Multiplication: For every and , the product .
(iii) Associative Law of Addition: .
(iv) Existence of an Additive Identity (Zero Vector): There exists a unique vector called zero, denoted by , such that .
(v) Existence of an Additive Inverse (Minus ): For every vector , there exists an element denoted by such that .
(vi) Commutative Law of Addition: .
(vii) Distributive Law of Scalar Multiplication over Vector Addition: .
(viii) Distributive Law of Scalar Multiplication over Scalar Addition: .
(ix) Associativity of Scalar Multiplication: .
(x) Scalar Identity Property: .
Canonical Examples of Vector Spaces:
The Two-Dimensional Real Space :
Comprises all real column vectors .
Vector addition operates component-wise: .
Scalar multiplication is defined by: .
The zero vector is .
The additive inverse of is .
Associativity follows directly from the real numbers: .
The -Dimensional Euclidean Vector Space :
Comprises all column vectors of size : .
Vector addition: .
Scalar multiplication: for any scalar .
The zero element is .
The Matrix Space :
Consists of all matrices with real entries.
Addition is performed component-wise: .
The zero vector is the zero matrix: .
The Polynomial Space :
The space of all polynomials in an indeterminate having degree less than or equal to .
Vector addition is defined by combining corresponding coefficients: .
Scalar multiplication distributes to every coefficient: .
The zero element is the zero polynomial ().
The Continuous Function Space :
Consists of all continuous, real-valued functions defined on the closed interval .
Addition: for all .
Scalar multiplication: for all and .
Continuity of and is established in calculus.
The zero element is the constant zero function: for all .
is an infinite-dimensional vector space.
Foundational Theorems and Proofs on Vector Spaces:
Theorem (Uniqueness of Zero): The zero vector in a vector space is unique.
Proof: Let and both be zero elements in .
Since is an additive identity: .
Since is an additive identity: .
Equating the two expressions yields .
Theorem (): For all vectors , the product of the scalar zero and is the zero vector.
Proof: Using scalar addition, .
Multiplying by vector gives .
Adding the additive inverse to both sides: . .
By uniqueness of zero, .
Theorem (): For all scalars , .
Proof: In , .
Scaling by yields .
Subtracting from both sides establishes .
Theorem (): For every vector , the additive inverse is obtained by scaling by .
Proof: Evaluate the sum : .
By the definition of the additive inverse , it follows that .
Theorem (Uniqueness of ): The additive inverse of any vector is unique.
Proof: Suppose and are both additive inverses of , such that and .
Then .
Hence, is uniquely determined.
Theorem (Cancellation Law): For all vectors , if and only if .
Proof: If , then , so .
Conversely, if , then: .
The Geometry of Euclidean Space and the Dot Product
Definition of the Dot Product:
For vectors , the dot product (scalar product), denoted , is defined algebraically as:
Worked Numerical Examples:
Let and . .
Let and . .
Let and . .
Orthogonality and Properties of the Dot Product:
Definition: Two vectors and are said to be orthogonal (perpendicular) if and only if .
Properties:
1. Positivity and Definiteness: , and if and only if .
2. Commutativity: for all vectors .
3. Distributivity over Vector Addition: for all .
4. Homogeneity with Scalars: for all scalars and vectors .
The Norm (Magnitude) of a Vector:
In , the norm (magnitude) of a vector is defined using the inner product:
Properties of the Norm:
(i) , and if and only if .
(ii) for all scalars and vectors .
(iii) Triangle Inequality: for all .
Worked Problems on Dot Products and Norms:
Problem 1 (Norm Computation): Given and , evaluate .
Compute the combined linear vector: .
Evaluate the inner product with itself: .
Compute the root: .
Problem 2 (Expansion with Orthogonality): Simplify the expression given that and are orthogonal vectors.
Expand using the distributive law: .
Since and are orthogonal, : .
Problem 3 (System of Equations for Norms): Given that and are orthogonal, , and , find and .
Expand the first equation using orthogonality (): .
Expand the second equation: .
From the first equation, substitute into the second: . . .
Solve for . .
Problem 4 (Parallelogram Law): Prove that for all vectors :
Proof: Expand both squared norms using the dot product: . .
Summing the two equations eliminates the cross terms: .
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 and , with equal side lengths: .
The two diagonals are given by the vector sum and difference: and .
Take their dot product: .
Since , it follows that .
Thus, , proving the diagonals are orthogonal.
Problem 6 (Pythagorean Theorem): Prove that in a right-angled triangle with hypotenuse , .
Proof: Let sides and be orthogonal, so .
The hypotenuse is represented as .
Taking the square of the norm: .
Substituting yields .
The Angle Between Vectors and Geometric Inequalities
Derivation of the Angle Formula via the Law of Cosines:

Consider triangle where sides are formed by vectors and , with angle between them, and the third side being .
Applying the Law of Cosines:
Expanding the squared norm using dot product properties:
Equating both representations:
Subtracting and dividing by yields:
Rearranging gives the formula for the cosine of the angle:
Special Orientations:
Parallel Vectors: If and are parallel, then for some scalar .
(same direction).
(opposite direction).
Perpendicular Vectors: If and are orthogonal, then , so:
Worked Examples for Angles:
Example (a): Find the acute angle between and .
Compute the dot product: .
Compute magnitudes: . .
Substitute into the formula: .
Calculate angle: .
Example (b): Find the acute angle between and .
Compute the dot product: .
Compute magnitudes: . .
Substitute into the formula: .
Calculate angle: .
Proof of the Triangle Inequality:
Theorem: For all vectors , .
Proof: Consider the squared norm of the sum: .
Substitute : .
Since for all : .
Taking the non-negative square root of both sides establishes the inequality: .
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 with position vector and directed toward point with position vector is: where is a scalar parameter and represents the direction vector.
Worked Example 1: Line joining and .
Direction vector: .
Vector equation: .
Parametric equations:
Worked Example 2: Line joining and .
Direction vector: .
Vector equation: .
Parametric equations:
Equation of a Plane in :
The general Cartesian equation of a plane is: where the vector represents the normal vector perpendicular to the plane.
Derivation: If is a known fixed point on the plane and is a general point on the plane, the vector lies within the plane and must be perpendicular to the normal vector :
Special Geometric Orientations:
When , the equation describes a plane passing through the origin .
When , the plane is parallel to the coordinate plane.
When , the plane is parallel to the coordinate plane.
When , the plane is parallel to the coordinate plane.
Intersection of a Line and a Plane:
Find the point of intersection between the plane and the line joining and .
Direction vector of the line: .
Parametric equations of the line:
Substitute the parametric coordinates into the plane equation: .
Compute the intersection coordinates:
The line intersects the plane at the point .
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 and .
Normal vectors: and .
Inner product: .
Magnitudes: . .
Cosine of the acute angle : .
Distance Formulas for Planes:
Distance of a Plane from the Origin:
Let be the nearest point on the plane to the origin.
lies along the normal line through the origin, so .
Substitute into the plane equation: .
The vector from the origin to is: .
The shortest distance is given by:
Distance of a Plane from an Arbitrary Point:
Let be a given point and be the nearest point on the plane .
Translate the origin to by applying the coordinate transformation:
The plane equation becomes:
The shortest distance from to the plane is given by the origin distance formula in the translated coordinate system:
Vector Subspaces and Linear Combinations
Definition of a Vector Subspace:
Given a vector space , a non-empty subset is called a vector subspace of if is itself a vector space with respect to the vector addition and scalar multiplication defined on .
The Two-Step Subspace Criterion Theorem:
Theorem: A non-empty subset of a vector space is a subspace of if and only if:
(i) for all (closure under vector addition).
(ii) for all and (closure under scalar multiplication).
Proof:
Necessity: If 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 , choose any .
By (ii), setting gives , guaranteeing that the zero vector is in .
By (ii), setting gives , guaranteeing additive inverses.
The remaining six vector space axioms (associativity, commutativity, distributivity, scalar identity) hold automatically in because they hold for all elements in the parent space .
Hence, is a vector space, and thus a subspace of .
Examples and Non-Examples of Subspaces:
Trivial Subspaces: For any vector space , the singleton zero set is a subspace (the trivial subspace), and is a subspace (the improper subspace).
Example in ():
Let .
Closure under addition: Let and , so and . . . Therefore, .
Closure under scalar multiplication: For any scalar , . . Therefore, .
Conclusion: is a subspace of .
Non-Subspace Example 1 ():
Let .
The zero vector is .
Testing the condition: .
Since , cannot be a vector subspace of .
Non-Subspace Example 2 ():
Let .
The vector since .
Adding this vector to itself: .
Testing membership: , but .
Since , is not closed under addition and is not a subspace.
Linear Combinations:
Definition: A vector is a linear combination of vectors if there exist scalars such that:
Numerical Verification: Let and . . Thus, is a linear combination of and .
Finding Scalars Using Orthogonality:
If the vectors are mutually orthogonal ( for ), the expansion scalars can be isolated directly by taking the dot product with each basis vector: . .
For , the scalar is computed via:
Worked Numerical Example 1: Write as a linear combination of and .
Verify orthogonality: .
Compute : .
Compute : .
Linear combination: .
Worked Non-Example 2: Show that is not a linear combination of and .
Set up the vector equation: .
Equating components: .
The third row yields , which is impossible.
Thus, cannot be expressed as a linear combination of the two vectors.
Worked Numerical Example 3: Express as a linear combination of , , and .
Verify mutual orthogonality: . . .
Compute coefficients: . . .
Linear combination: .
The Linear Span:
Definition: The set of all linear combinations of a finite set of vectors in a vector space is called the linear span (or subspace generated by the set), denoted:
Theorem: The linear span of any set of vectors is a vector subspace of .
Proof: Let .
Then and .
Addition: . Since , .
Scalar Multiplication: . Since , .
Both closure conditions are verified, so the span is a vector subspace.
Remarks:
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Linear Independence, Spanning Sets, and Bases
Linear Dependence and Independence:
Definition of Linear Dependence: A set of vectors in a vector space 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 is linearly dependent because .
Remark: Any set containing the zero vector is automatically linearly dependent because .
Theorem (Homogeneous Equation Test for Dependence): A set is linearly dependent if and only if there exist scalars , not all zero, such that:
Proof: If the set is dependent, one vector is a combination of the others. Without loss of generality, let: . Rearranging gives: . Here, the coefficient of is , providing a non-trivial linear combination equaling zero.
Conversely, assume with at least one non-zero scalar. Assume (if not, re-index): . Dividing by : . Thus, is a linear combination of the other vectors, meaning the set is linearly dependent.
Definition of Linear Independence: A set of vectors 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 are linearly independent if and only if the equation: admits only the trivial solution .
Proof: Follows directly as the logical contrapositive of the linear dependence theorem.
Detailed Examples and Proofs of Linear Independence:
Example 1 (): Show that and are linearly independent.
Set up the linear combination equating to zero: .
From the first row: .
Substitute into the second row: .
Then .
Since is the unique solution, the vectors are linearly independent.
Example 2 (): Prove that , , and are linearly independent.
Set up the vector equation: .
Resulting system: . . .
All scalars are identically zero, confirming linear independence.
Example 3 (Trigonometric Functions in ): Prove that and are linearly independent in .
Assume there exist scalars such that for all :
Differentiate with respect to :
Multiply (i) by and (ii) by :
Add equations (iii) and (iv): .
Using the identity : .
Substitute into (i): .
Since is not identically zero on , it follows that .
Thus, and are linearly independent.
Theorem (Orthogonal Vectors are Linearly Independent): If non-zero vectors are mutually orthogonal, then they are linearly independent.
Proof: Let .
Take the inner product of both sides with : . .
By orthogonality, for all : .
Since , , which requires . * Repeating this inner product with each yields for all . * Therefore, the vectors are linearly independent.
Bases and Dimension:
Theorem (Unique Representation Theorem): If is a linearly independent set and a vector is expressed as , then this representation is unique.
Proof: Suppose there exists another representation: .
Subtracting the two expressions gives: .
By linear independence of the set , each coefficient must vanish: . .
Therefore, the coordinate representation is unique.
Definition of a Basis: A set of vectors is called a finite basis of a vector space if:
1. The vectors are linearly independent.
2. The vectors span the space: .
Definition of Dimension: A vector space is finite-dimensional if it admits a finite basis. The number of vectors in any basis of is called the dimension of , written . If no finite basis exists, is infinite-dimensional.
Characterization Theorems for Bases:
Theorem (Maximal Linear Independence): A set of vectors is a basis of if and only if is a maximal linearly independent set in .
Proof: Let be a basis. Choose any . Because spans , is a linear combination of vectors in . Hence, the augmented set is linearly dependent, meaning is maximal.
Conversely, assume is maximal linearly independent. For any , the set must be linearly dependent. Thus, there exist scalars , not all zero, such that . If , linear independence of forces all , a contradiction. Thus , so . Hence spans and is a basis.
Theorem (Minimal Spanning Set): A set of vectors is a basis of if and only if is a minimal spanning set of (deleting any vector leaves a set that does not span ).
Theorem (Invariance of Dimension): If a vector space has a finite basis, every basis of contains the exact same number of vectors.
Finding Bases and Dimensions of Subspaces in :
Subspace 1: .
Decompose an arbitrary vector: .
Vectors and span and are orthogonal, hence linearly independent.
Basis: .
.
Subspace 2: .
Decompose: .
Vectors and span . Testing independence: .
Basis: .
.
Subspace 3: .
Substitute into the vector: .
Vectors and span and are linearly independent.
Basis: .
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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: .
Matrix multiplication is computed by taking the inner product of the -th row of with the -th column of : . Multiplication is defined only when the number of columns in equals the number of rows in .
Elementary Row Operations:
(i) Interchanging any two rows ().
(ii) Multiplying a row by a non-zero scalar ().
(iii) Adding a scalar multiple of one row to another ().
Row Equivalence: Matrix is row-equivalent (similar) to if can be obtained from 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 .
Apply and : .
Eliminate the sub-diagonal entry in row 3 using : . .
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 , , .
Construct matrix : .
Row operation : .
Row operation : .
No row is all zeros; therefore, the vectors are linearly independent.
Example 2 (Dependent): Test , , .
Construct matrix : .
Row operation : .
Row operation : .
A zero row appears, proving linear dependence.
Explicit Dependence Relation: Tracing the row operations: .
Verification: .
Linear Systems of Equations and Elimination Methods
Matrix Representation of Linear Systems:
A system of linear equations in unknowns:
Can be expressed compactly as the matrix equation , where:
Gaussian Elimination with Back-Substitution:
Worked Problem (Unique Solution): Solve the system:
Set up the augmented matrix: .
Apply row operations and : . . .
Interchange rows to reach echelon form: .
Reconstruct equations: . . . .
The unique solution is: , , .
Worked Problem (Infinitely Many Solutions): Solve the system:
Form the augmented matrix: .
Apply row operation : . .
Assign a free parameter : .
Solve for : . .
Since is arbitrary, there are infinitely many solutions.
Worked Problem (Inconsistent System): Solve the system:
Set up the augmented matrix and reduce: .
Eliminate from rows 2 and 3: . . .
Scale and combine row 2 and row 3: . .
The bottom row corresponds to the equation , which is impossible.
Conclusion: The system is inconsistent and has no solution.
Rank of a Matrix:
Definition: The rank of a matrix , denoted , is the number of non-zero rows in its echelon form.
Theorem (Consistency Criterion): A linear system is consistent if and only if . If , the system has no solution.
Rank Example 1: Determine the rank of .
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Echelon form: .
Since there are two non-zero rows, .
Rank Example 2: Determine the rank of .
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Echelon form has 2 non-zero rows, so .
The Gauss-Jordan Reduction Method:
Transforms the augmented matrix completely to reduced row echelon form , allowing solutions to be read directly without back-substitution.
Worked Matrix Equation Problem: Solve where and .
Form the augmented matrix: .
Apply row operation : . .
Apply row operation : . .
Scale row 2: : .
The unique solution matrix is: .
Matrix Inverses and LU Decomposition
The Matrix Inverse:
Definition: A square matrix of order is non-singular (invertible) if there exists a square matrix such that: The matrix is called the inverse of , denoted .
Theorems on Matrix Inverses:
Theorem: If is non-singular, then is non-singular and:
Proof: By definition, . By symmetry of the inverse definition, the inverse of is .
Theorem: If and are non-singular matrices of the same order, then is non-singular and:
Proof: Using matrix associativity: . .
Theorem: If is non-singular, then .
Proof: If , then .
Conversely, if , multiply on the left by : .
Finding the Inverse via Row Operations:
Row-reduce the block matrix to the form .
Worked Numerical Inversion: Find the inverse of .
Set up the augmented matrix: .
Row operation : .
Scale row 2 and row 3 to eliminate the sub-diagonal entry: . . . .
Scale row 3 to create a leading 1: : .
Eliminate entries above the pivot in column 3: . .
Scale row 2: : .
Eliminate the entry above the pivot in column 2: : .
Resulting inverse matrix: .
LU Decomposition:
Definition: The factorization of a square matrix into the product , where is a lower triangular matrix and is an upper triangular matrix (obtained from the echelon form of ).
Worked Example: Find the decomposition of .
Step 1: Reduce to Upper Triangular Form : . . . . .
Step 2: Solve for Lower Triangular Matrix : Let , such that : .
Compute matrix products to solve for unknown entries:
Row 1: .
Row 2: . .
Row 3: . . .
Final decomposition matrices: .
Linear Transformations and Their Properties
Definition of a Linear Transformation:
Let and be vector spaces over . A mapping is called a linear transformation if for all vectors and all scalars :
Note on Operations: The vector addition and scalar multiplication on the left-hand side occur in , whereas those on the right-hand side occur in .
Fundamental Theorems on Linear Transformations:
Theorem: If is a linear transformation, then:
(i) .
(ii) .
(iii) .
Proof:
Setting directly gives .
Setting gives .
Setting gives .
Detailed Examples and Non-Examples of Linear Transformations:
Example 1 (Fails Zero Property): Show that is not a linear transformation.
Proof: Evaluate the map at the origin: .
Since , cannot be a linear transformation.
Example 2 (Linear Transformation Proof): Prove that is a linear transformation.
Proof: Let and .
Linear combination in the domain: .
Apply : . . . .
Therefore, is a linear transformation.
Example 3 (Fails Additivity via Non-linear Powers): Show that is not a linear transformation.
Proof: Note that , so the zero property passes.
Test additivity using and : . .
Evaluate . .
Since , .
Thus, is not linear.
Example 4 (Fails Additivity via Cross-products): Prove that is not a linear transformation.
Proof: Note that .
Evaluate .
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Evaluate .
Since , is not linear.
Kernel and Image (Range):
Definitions: Let be a linear transformation.
Kernel: .
Image: .
Subspace Theorems:
Theorem: is a vector subspace of .
Proof: Since , , so .
Let , so and .
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Let and .
.
Therefore, is a subspace of .
Theorem: is a vector subspace of .
Injectivity and the Kernel:
Theorem: A linear transformation is injective (one-to-one) if and only if .
Proof: Assume is injective. We know . If , then . By injectivity, . Thus, .
Conversely, assume , and let .
Then .
This implies .
Since , .
Therefore, is injective.
Matrix Representations of Linear Transformations
General Construction of Transformation Matrices:
Let be an -dimensional vector space with basis , and be an -dimensional space with basis .
Any vector is uniquely expressed as .
Applying linear transformation : .
Each basis image is expressed as a linear combination of the basis vectors of : .
The matrix representing has columns that are the coordinate vectors of the images of the basis vectors .
Worked Examples of Matrix Representations:
Example 1 ( in Standard Basis): Find the matrix of with respect to the standard basis , .
Compute the basis images: . .
Form the transformation matrix by placing the image vectors into columns: .
Example 2 ( in Standard Basis): Find the matrix representing in the standard basis of .
Evaluate on each standard basis vector: . . .
Transformation matrix: .
Example 3 (Change to a Non-Standard Basis): Find the matrix representation of relative to the non-standard basis .
Image of : . Express in basis : . . First column: .
Image of : . Express in basis : . . .
Transformation matrix relative to basis : .
Isomorphisms and Coordinate Spaces
Composition and Inverse Transformations:
Theorem (Composition of Linear Transformations): If and are linear transformations, then the composite map , defined by , is a linear transformation.
Proof: Let and . . Using the linearity of : . Using the linearity of : .
Therefore, is linear.
Identity Mapping: The map defined by is linear, bijective, and satisfies and .
Inverse Linear Transformation: If is bijective (one-to-one and onto), its inverse function satisfies and .
Theorem: If is an invertible linear transformation, then is also a linear transformation.
Proof: Let and .
Since is surjective, there exist unique such that and , meaning and .
By the linearity of : .
Applying to both sides: .
Thus, is a linear transformation.
Isomorphisms of Vector Spaces:
Definition: A vector space is isomorphic to a vector space (denoted ) if there exists an invertible linear transformation .
Theorem (Preservation of Linear Independence): If are linearly independent vectors in and is an injective linear map, then the image vectors are linearly independent in .
Proof: Assume scalars satisfy: .
By the linearity of : .
This means the vector .
Since is injective, , requiring: .
Because are linearly independent in , it follows that: .
Thus, the images are linearly independent in .
Corollary: Isomorphic vector spaces have identical dimensions:
Corollary (Representation Theorem for Finite-Dimensional Spaces): Every real -dimensional vector space is isomorphic to .
Proof: Let be a basis for .
Every vector has a unique expansion .
Define the coordinate map by: .
Linearly combining vectors expands their coordinate entries by the same coefficients, making linear.
If , then , which forces , so and is injective.
For any , the vector satisfies , so is surjective.
Therefore, is an isomorphism, establishing .
Theorem: The Euclidean space is not isomorphic to if .