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6 - Digression - 29jan2019

The document discusses linear independence and linear systems of equations. It defines linear independence of vectors and matrices, including that vectors are linearly independent if their linear combination equals the zero vector only when all scalars are zero. It also describes properties of the rank of a matrix, which indicates the number of linearly independent rows or columns. Finally, it examines properties of systems of linear equations, including the relationship between the rank of the coefficient matrix and existence and uniqueness of solutions.

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cihtanbio
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68 views11 pages

6 - Digression - 29jan2019

The document discusses linear independence and linear systems of equations. It defines linear independence of vectors and matrices, including that vectors are linearly independent if their linear combination equals the zero vector only when all scalars are zero. It also describes properties of the rank of a matrix, which indicates the number of linearly independent rows or columns. Finally, it examines properties of systems of linear equations, including the relationship between the rank of the coefficient matrix and existence and uniqueness of solutions.

Uploaded by

cihtanbio
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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DIGRESSION A.

LINEAR INDEPENDENCE
Graphically,
A.1 Two vectors with the same direction are linearly
dependent; otherwise, they are linearly independent.

v2

⎡1 ⎤ x-axis 4
v=⎢ ⎥
⎣2⎦ y-axis
x
⎡3⎤
w=⎢ ⎥ 2
⎣1⎦
v
⎡2⎤ 1
x=⎢ ⎥
⎣4⎦ w
v1
1 2 3
A.2 A combination of linearly independent vectors is also
linearly independent of the vectors that form it.
(−1 / 5)v + (2 / 5)w = u

Multiply the number w/ each ⎡1 ⎤ ⎡3⎤ ⎡1⎤


element in the vector ( −1 / 5) ⎢ ⎥ + ( 2 / 5) ⎢ ⎥ = ⎢ ⎥
⎣ 2⎦ ⎣1⎦ ⎣0⎦
v2
v

v1
u u is independent of both v & w!
A.3 Two vectors, v and w, are linearly independent
if the scalars λ1 and λ2 satisfying
λ1v + λ2w = 0
are zero. Here 0 is a null vector.

If vectors are linearly dependent, then


λ2
v=− w λ2/λ1 = scalar multiple = constant
λ1
This means that v is just a scalar multiple of w.
Mathematically, two vectors are linearly dependent if one is the multiple of the other

Example:

⎡3⎤ ⎡1 ⎤
v=⎢ ⎥ w=⎢ ⎥ Linearly dependent
⎣6⎦ ⎣ 2⎦
⎡3⎤ ⎡1⎤ ⎡0⎤
λ1 ⎢ ⎥ + λ2 ⎢ ⎥ = ⎢ ⎥ ⇒ λ1 = 1 λ2 = −3
⎣6⎦ ⎣2⎦ ⎣0⎦

⎡3⎤ ⎡1⎤
x=⎢ ⎥ y=⎢ ⎥ Linearly independent
⎣6⎦ ⎣0⎦

⎡3⎤ ⎡1⎤ ⎡0⎤


λ1 ⎢ ⎥ + λ2 ⎢ ⎥ = ⎢ ⎥ ⇒ λ1 = 0 λ2 = 0
⎣6⎦ ⎣0⎦ ⎣0⎦
Ex: λ1 [ 1 2 ] + λ2 [ 2 4 ] = [ 0 0 ]
λ1 = -2 & λ2 = 0
A.4 A set of vectors {a1, ....., am } in ℜn is a
linearly independent set if λ1a1 + ....+ λm am = 0
implies λ1 = ..... = λm = 0.

Examples:
1st & 2nd
Vectors are
⎡4 2 − 8 ⎤ ⎡4 2 5⎤
independent ⎢3 6 − 6⎥ ⎢ 3 6 1⎥
1st & 3rd
Vectors are
⎢ ⎥ ⎢ ⎥
dependent ⎢⎣1 8 − 2⎥⎦ ⎢⎣1 8 3⎥⎦

A.5 The rank of matrix A, ρ (A), is the number of


linearly independent columns in A.

⎡ 2 3⎤ ⎡3 6⎤
ρ⎢ =2 ρ⎢ ⎥ =1
⎥ ⎣ 2 4⎦
⎣8 6 ⎦
A.6 Some Properties:
a) Column rank = row rank Ex: With 2 rows
& 3 columns,
rows x columns
b) If A is m x n, then ρ(A) = integer ≤ min (m, n). rank cannot be >2
but can be <2
c) ρ(I) = n * Identity Matrix = 0 elements except the diagonal elements
* P = Permutation, similar to identity matrix where there are 1’s &
d) ρ(0) = 0, ρ(P) = n. 0’s, s.t. there’s only 1 non-zero element
e)  ρ(Aʹ) = ρ(A) = ρ(Aʹ A) Transpose = Rows of Matrix A = Columns of Matrix B
f) The rank of a matrix is not changed if one row
(column) is multiplied by a nonzero constant or if such
a multiple of one row (column) is added to another row
(column). Ex:
^J = [ 2 6 ] & J=[1 3]
[2 1] [2 1]
Notes: To multiply, multiply each element in the row of - Multiply the first row by
the 1st matrix to teach element in the 2nd matrix and sum -1 & add it to the 2nd row
- The column of the first matrix = row of the 2nd matrix so that you produce ^^J = [ 1 3 ] * -1 & 2
- m x n of the new matrix = row x column of the matrices [1 2]
Digression B. System of Linear Equations

B.1 The system of m linear equations in n unknowns:


a11 x1 + a12 x2 + ! + a1n xn = b1
"
an1 x1 + an 2 x2 + ! + ann xn = bn
is summarized by the matrix equation:
Ax=b
where A = [aij ] is the m x n coefficient matrix, x = [xj ]
is the column vector of variables, and b = [bj] is the
column vector of constants, i = 1, ...., m, j = 1, ...., n.

B.2 A solution to A x = b is a vector of x satisfying the


equation. If Ax = b has a solution, it is said to be
consistent. Otherwise, it is inconsistent.
B.3 The solution is trivial if x = 0. Any nonzero solution x
is nontrivial.

B.4 If the vector b = 0, then Ax = 0 is called a homogenous


equation.

B.5 The system of linear equations can have a unique


solution, a non-unique solution, or no solution.
where n = variables (i.e. x1, x2)
Augmented matrix

•  A solution exists iff ρ (A) = ρ (A | b) = r.


Ex: If A & A|B have common ranks
•  The solution is unique if r = n. n=5&r=3
There is a solution, but it’s not unique bec I
can assign n-r any value

•  If a solution exists, but r < n, then n - r of the


variables can be assigned arbitrary values.
B.6 Examples:
a) 3x1 + 8x2 = 53
6x1 + 2x2 = 50

⎡3 8 ⎤
ρ[ A] = ⎢ ⎥ =2
⎣6 2⎦

⎡3 8 53⎤
ρ [A b] = ⎢ ⎥ =2
⎣6 2 50⎦
•  unique solution

b) ⎡ 2⎤ ⎡6⎤
⎢8 ⎥ x1 = ⎢24⎥ since variable = 1, rank = 1
⎣ ⎦ ⎣ ⎦
•  unique solution
c) No solution
Rank of A = 1 & A|B = 2
No solution because:
⎡ 2⎤ ⎡6⎤
⎢3⎥ x1 = ⎢− 1⎥
2x1 = 6 -> x1 = 3
3x1 = -1 -> x1 = -1/3
⎣ ⎦ ⎣ ⎦ only 1 variable!

⎡2 4⎤ ⎡ x1 ⎤ ⎡ 6 ⎤
⎢3 6⎥ ⎢ x ⎥ = ⎢10⎥
p(A|B) = 2 but 3 variables
common rank is less than the unknowns
⎣ ⎦⎣ 2 ⎦ ⎣ ⎦
x1 + 2x2 - 3x3 = 4
2x1 + 4x2 - 6x3 = 6

Let us say that x3 = 0 :


⎡ x1 ⎤ 2x1 - 3x2 = 2 -> 2x1 = 3x2 + 2 -> x1 = 3/2 x2 + 1

⎡1 2 − 3⎤ ⎢ ⎥ ⎡ 4 ⎤
8x1 + 2x2 = 4 -> 8(3/2 x2 + 1) + 2x2 = 4
12x2 + 8 + 2x2 = 4
⎢2 4 − 6⎥ ⎢ x2 ⎥ = ⎢6⎥ x2 = -2/7, x1 = 4/7

⎣ ⎦ ⎣ ⎦
⎢⎣ x3 ⎥⎦ However, if x1 = 0
-3x2 + x3 = 2
This shows that the numbers depend on 2x2 = 4 -> x2 = 2
the arbitrary variable of what I assign x3 = 8
d) Non-unique solution

⎡3 6 ⎤ ⎡ x1 ⎤ ⎡ 9 ⎤ p(A) = 1 = p(A|B) but 2 variables :. r < n


solution exists but is not unique
⎢8 16⎥ ⎢ x ⎥ = ⎢24⎥ 3x1 + 6x2 = 9
⎣ ⎦⎣ 2 ⎦ ⎣ ⎦ 8x1 + 16x2 = 24
If x2 = 1 and I set a diff number for x1, I can get a diff value for x2

⎡2 4⎤ ⎡ x1 ⎤ ⎡0⎤
⎢ 3 6 ⎥ ⎢ x ⎥ = ⎢0 ⎥
⎣ ⎦⎣ 2 ⎦ ⎣ ⎦

⎡ x1 ⎤
⎡ 2 − 3 1 ⎤ ⎢ ⎥ ⎡ 2⎤ r = 1, n = 3

⎢8 2 0⎥ ⎢ x2 ⎥ = ⎢4⎥
p(A) = 2 :. p(A|B) = 2

⎣ ⎦ ⎣ ⎦
⎢⎣ x3 ⎥⎦

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