Real Vector Spaces (Part 2) 1

MANAGEMENT
MATHEMATICS
Real Vector Spaces (Part 2)

盧信銘
台大資管
 Real Vector Spaces (Part 2) 2

Topics
• Preliminaries
• Vectors in the Plane and in 3-Space
• Vector Spaces
• Subspaces
• Span and Linear Independence span: 生成
• Basis and Dimension
• Homogeneous Systems
• Coordinates and Isomorphisms
• Rank of a Matrix
 Real Vector Spaces (Part 2) 3

▪ vector space：向量空間
▪ n-space：n維空間
▪ matrix space：矩陣空間
▪ polynomial space：多項式空間
▪ subset: 子集
▪ proper Subset: 真子集
• subspace：子空間
• basis：基底
• dimension：維度
• finite dimension：有限維度
• infinite dimension：無限維度
 Real Vector Spaces (Part 2) 4

Span and Linear Independence

• Defn - Let S = { v1, v2, …, vk } be a set of vectors in a
vector space V. A vector v ∈ V is called a
linear combination of the vectors in S if
v = a1 v1 + a2 v2 + … + ak vk for some real numbers
a1, a2 , …, ak

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 Real Vector Spaces (Part 2) 5

Example: Span and Linear Independence

Example
• Consider the three-dimensional vectors

1 1 1
𝐯1 = 2 , 𝐯2 = 0 , 𝐯3 = 1
1 2 0

2
Express the vector 𝐯 = 1 as a linear combination of v1, v2
and v 5
3

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 Real Vector Spaces (Part 2) 6

Span and Linear Independence

Example (continued)

1 1 1 𝑎1 + 𝑎2 + 𝑎3 1 1 1 𝑎1 2
𝑎1 2 + 𝑎2 0 + 𝑎3 1 = 2𝑎1 + 0 + 𝑎3 = 2 0 1 𝑎2 = 1
1 2 0 𝑎1 + 2𝑎2 + 0 1 2 0 𝑎3 5

The linear system may be solved to yield a1 = 1, a2 = 2

and a3 = -1. So, v = v1 + 2 v2 - v3

☼
 Real Vector Spaces (Part 2) 7

Span and Linear Independence

• Defn - Let S = { v1, v2, …, vk } be a set of vectors in a

vector space V. The span of S (denoted as Span(S)) is the set
of all linear combinations of the elements of S.
• For 𝑎1 , 𝑎2 , … , 𝑎𝑘 ∈ 𝑅,
𝑎1 𝑣1 + 𝑎2 𝑣2 + ⋯ + 𝑎𝑘 𝑣𝑘 ∈ 𝑠𝑝𝑎𝑛(𝑆)
• To determine if a vector v belongs to the span of S, need to
examine the corresponding system of linear equations. If
that system has a solution (or solutions), then v belongs to
the span of S
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 Real Vector Spaces (Part 2) 8

Example
• In R3, the span of e1 and e2 is the set of all vectors of
the form
1 0 α
 e1 +  e2 = α 0 + β 1 = β
0 0 0

Span(e1, e2) is the set

of all vectors in R3 that
lie in the x1x2-plane.

☼
 Real Vector Spaces (Part 2) 9

Your Turn
• Is Span (𝒆1 , 𝒆2 ) a subspace of R3?

• Span(𝒆1 , 𝒆2 ) is a subset of 𝑅 3 .
• Is it close under vector addition?
• Is it close under scalar multiplication?

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 Real Vector Spaces (Part 2) 10

Span is a Subspace
• Theorem - Let S = { v1, v2, …, vk } be a set of vectors in a vector space V.
The span of S is a subspace of V.
• Proof – Since span(S) ⊆ V (why?), to show that span(S) is a subspace of V,
have to show
• If u, v ∈ span(S), then u + v ∈ span(S)

• If c is a real number and u ∈ span(S), then cu ∈ span(S)

--- Continue on next slide.

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 Real Vector Spaces (Part 2) 11

Span is a Subspace (Cont’d.)

• Let 𝐮, 𝐯 ∈ span(S). Then 𝒖 = σ𝑘
𝑖=1 𝑎𝑖 𝒗 𝑖 , 𝒗 = σ 𝑘
𝑖=1 𝑏𝑖 𝒗𝑖
for some real numbers a1, a2, …, ak and b1, b2, …, bk .

• 𝐮 + 𝐯 = σ𝑘 𝑎 𝐯
𝑖=1 𝑖 𝑖 + σ 𝑘
𝑏 𝐯
𝑖=1 𝑖 𝑖 = σ 𝑘
𝑖=1 𝑎𝑖 + 𝑏𝑖 𝐯𝑖 ∈ 𝑠𝑝𝑎𝑛(𝑆)
• Closed under vector addition.

• Let c be a real number,

𝑘 𝑘
𝑐𝐮 = 𝑐 ෍ 𝑎𝑖 𝐯𝑖 = ෍ 𝑐𝑎𝑖 𝐯𝑖 ∈ 𝑠𝑝𝑎𝑛 𝑆
𝑖=1 𝑖=1
• Closed under scalar multiplication.
 Real Vector Spaces (Part 2) 12

S Spans V
• Defn - Let S = { v1, v2, …, vk } be a set of vectors in a
vector space V. The set S spans V if every vector in V is a
linear combination of the vectors in S

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 Real Vector Spaces (Part 2) 13

Example (Span)
• Consider the homogeneous 1 1 0 2
−2 −2 1 −5
system Ax = 0 where 𝐴=
1 1 −1 3
4 4 −1 9

Form augmented matrix 1 1 0 2 0

and put it into reduced 0 0 1 −1 0
0 0 0 0 0
row echelon form
0 0 0 0 0

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 Real Vector Spaces (Part 2) 14

Example (continued)
𝑥1 + 𝑥2 + 2𝑥4 = 0
𝑥1 𝑥3 − 𝑥4 = 0
𝑥2
Let the solution be 𝑥 = 𝑥
3 Set x4 = s  x3 = s
𝑥4 x1 + x2 = -2s
Set x2 = r  x1 = - r - 2s

−𝑟 − 2𝑠 −1 −2 −1 −2
𝑟 1 0 1 0
𝑥= =𝛾 +𝑠 ⋅
𝑠 0 1 0 1
𝑠 0 1 0 1
Spans the solution on space ☼
 Real Vector Spaces (Part 2) 15

• In general, if two vectors x

and y can be used to
determine a plane in 3-space
R3, that plane is the
geometrical representation of
Span(x, y).

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 Real Vector Spaces (Part 2) 16

Spanning Set for a Vector Space

• Let v1, v2, …, vn be vectors in a vector space V.
Span(v1, v2, …, vn) is referred to as the subspace
spanned by v1, v2, …, vn.

• If Span(v1, v2, …, vn) = V, the vectors v1, …, vn is said to

span V or that {v1, v2, …, vn} is a spanning set for V.

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 Real Vector Spaces (Part 2) 17

Example
• Which of the following are spanning sets for R3?
(a) {e1, e2, e3, (1, 2, 3)T}

(b) {(1, 1, 1)T , (1, 1, 0)T , (1, 0, 0)T}

(c) {(1, 0, 1)T, (0, 1, 0)T}

(d) {(1, 2, 4)T, (2, 1, 3)T, (4, -1, 1)T}

Continue on next slide…

 Real Vector Spaces (Part 2) 18

Example Continued (a)

• let (a, b, c)T  R3

𝑎 1 0 0 1 1
𝑏 = 𝑎 0 + 𝑏 1 + 𝑐 0 + 0 2 = 𝑎 e1 + 𝑏 e2 + 𝑐 e3 + 0 2
𝑐 0 0 1 3 3

•  (a) is a spanning set for R3.

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 Real Vector Spaces (Part 2) 19

Example Continued: Note

• The “standard” spanning set for R3:

1 0 0
e1 = 0 , e2 = 1 , e3 = 0
0 0 1

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 Real Vector Spaces (Part 2) 20

Example Continued (b)

𝑎 1 1 1 α1 + α2 + α3
𝑏 = α1 1 + α2 1 + α3 0 = α1 + α2
𝑐 1 0 0 α1

 1 + 2 + 3 = a
1 + 2 =b
1 =c

 α1 𝑐
α2 = 𝑏 − 𝑐
α3 𝑎−𝑏
☼
 Real Vector Spaces (Part 2) 21

Example Continued (b)

𝑎 1 1 1
 𝑏 =𝑐 1 + (𝑏 − 𝑐) 1 + (𝑎 − 𝑏) 0
𝑐 1 0 0
𝑐 𝑏−𝑐 𝑎−𝑏 𝑎
= 𝑐 + 𝑏−𝑐 + 0 = 𝑏
𝑐 0 0 𝑐

 (b) is a spanning set for R3.

☼
 Real Vector Spaces (Part 2) 22

Example Continued (c)

{(1, 0, 1)T, (0, 1, 0)T}

𝑎 1 0 α1
𝑏 = α1 0 + α2 1 = α2
𝑐 1 0 α1

if a  c, then  Span{(1, 0, 1)T, (0, 1, 0)T}

 (c) is not a spanning set for R3

☼
 Real Vector Spaces (Part 2) 23

Example Continued (d)

{(1, 2, 4)T, (2, 1, 3)T, (4, -1, 1)T}

𝑎 1 2 4 α1 + 2α2 + 4α3
𝑏 = α1 2 + α2 1 + α3 −1 = 2α1 + α2 − α3
𝑐 4 3 1 4α1 + 3α2 + α3

 1 + 22 + 43 = a
21 + 2 - 3 = b
41 + 32 + 3 = c

☼
 Real Vector Spaces (Part 2) 24

Example Continued (d)

1 2 4 𝑎 1 2 4 𝑎
2 1 −1 ቮ 𝑏 ⇒ 0 −3 −9 ቮ −2𝑎 + 𝑏
4 3 1 𝑐 0 −5 −15 −4𝑎 + 𝑐
1 2 4 𝑎
⇒ 0 1 3ቮ (2𝑎 − 𝑏)/3
0 0 0 −(2𝑎 − 5𝑏 + 3𝑐)/3

if 2a – 3c + 5b  0, then the system is inconsistent

 (d) is not a spanning set for R3

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 Real Vector Spaces (Part 2) 25

Your Turn
• Do the vectors 1 – x2, x + 2, and x2 span P2?

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 Real Vector Spaces (Part 2) 26

Linear Independence
• Each vector in the vector space can be built up from the
elements in a generating set (spanning set) using only
the operations of addition and scalar multiplication.

• In general, it is desirable to find a minimum spanning set.

• In order to do so, need to know how the vectors in the

generating set depend on each other.

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 Real Vector Spaces (Part 2) 27

Linearly dependence/independence

• Consider the following vectors in R3:

1 −2 −1
x1 = −1 , x2 = 3 , x3 = 3
2 1 8
• Let S be the subspace of R3 spanned by x1, x2, and x3.
• Note that: 3 −4 −1
3x1 + 2x2 = −3 + 6 = 3 = x3
6 2 8

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 Real Vector Spaces (Part 2) 28

Any linear combination of x1, x2, x3 can be reduced to a

linear combination of x1 and x2:
1x1 + 2x2 + 3x3
= 1x1 + 2x2 + 3(3x1 + 2x2)
= (1 + 33) x1 + (2 + 23) x2
Thus, Span(x1, x2, x3) = Span(x1, x2)

☼
 Real Vector Spaces (Part 2) 29

• Eq. (1) can be rewritten as

3x1 + 2x2 - 1x3 = 0
2 1 3 1
x1 = − x2 + x3 , x2 = − x1 + x3 , x3 = 3x1 + 2x2
3 3 2 2
• Span(x1, x2, x3)
= Span(x1, x2) = Span(x2, x3) = Span(x1, x3)

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 Real Vector Spaces (Part 2) 30

• Because of the dependency relation:

3x1 + 2x2 - x3 = 0

• the subspace S can be represented as the span of any

two of the given vectors.

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 Real Vector Spaces (Part 2) 31

Linearly Dependent and Independent

• Defn - Let S = { v1, v2, …, vk } be a set of distinct vectors
in a vector space V. Then S is said to be linearly dependent
if there exist constants, a1, a2 , …, ak , not all zero, such that
a1 v1 + a2 v2 + … +aj vj +… + ak vk = 0
• Defn - Let S = { v1, v2, …, vk } be a set of distinct vectors in
a vector space V. If S is not linearly dependent, then S is
said to be linearly independent. That is, the only way to
have a1 v1 + a2 v2 + … + ak vk = 0
is for a1 = a2 = … = ak = 0.
☼
 Real Vector Spaces (Part 2) 32

Two Views of Linear Dependence

• Linear dependence means that some members of S can be

expressed as a linear combination of other members.

• Linear dependence also means that the span of S can be

expressed as the span of some proper subset of S.

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 Real Vector Spaces (Part 2) 33

Example
−1 −2
• The vectors 1 and 0 that span the solution
0 1
0 1
space of the previous example are linearly
independent

1 −𝑎1 − 2𝑎2 = 0
−1 −2
0
1 0 𝑎1 =0
𝑎1 + 𝑎2 = 0 ⇒
0 1 𝑎2 = 0
0
0 1 𝑎2 = 0
0
The only solution is a1 = 0, a2 = 0 ☼
 Real Vector Spaces (Part 2) 34

Your Turn
Example
• Let V be R4 and v1 = [ 1 0 1 2 ], v2 = [ 0 1 1 2 ] and
v3 = [ 1 1 1 3 ]. Determine if S = { v1, v2, v3 } is linearly
independent or linearly dependent?

☼
 Real Vector Spaces (Part 2) 35

Properties of Linear Dependence

• Theorem - Let S1 and S2 be finite subsets of a vector space
and let S1 be a subset of S2 (i.e., 𝑆1 ⊆ 𝑆2 ). Then 𝑆2
a) If S1 is linearly dependent, so is S2 𝑆1
𝑆1
b) If S2 is linearly independent, so is S1
• Proof - Introduce some notation S1 = { v1, v2, …, vk } and
S2 = { v1, v2, …, vk , vk+1 , …, vm }
a) Since S1 is linearly dependent, there exist constants
a1, a2 , …, ak , not all zero, such that
a1 v1 + a2 v2 + … + ak vk = 0

continue next page…

 Real Vector Spaces (Part 2) 36

• Proof (continued) -
Then
a1 v1 + a2 v2 + … + ak vk + 0 vk+1 + … + 0 vm = 0
Since not all of the coefficients are 0, S2 is linearly
dependent.
b) Let S2 be linearly independent. Then S1 is either linearly
independent or linearly dependent. Suppose S1 is linearly
dependent, then by part (a) S2 must be linearly dependent,
which is a contradiction. So, S1 must be linearly
independent.
☼

QED
 Real Vector Spaces (Part 2) 37

Consequence of the Theorem

• The set S = { 0 } is linearly dependent since, for example,

5 0 = 0 and 5 ≠ 0.
By the theorem, any set of vectors that contains 0 must be
linearly dependent
• Also, any set containing a single nonzero vector must be
independent. (Have a theorem that says if c v = 0 then either
c = 0 or v = 0)

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 Real Vector Spaces (Part 2) 38

Geometric Interpretations in R2 and R3

• Suppose { v1, v2 } is linearly dependent in R2. There exist a1
and a2, not both zero, such that a1v1 + a2v2 = 0. If
a1 ≠ 0, then v1 = -( a2 / a1 ) v2. If a2 ≠ 0, then
v2 = -( a1 / a2 ) v1. Either way, one vector is a multiple of the
other.
• Let { v1, v2, v3 } be a set of linearly dependent vectors in R3.
There are three possibilities
1) All three vectors are the zero vector
2) All three vectors lie on the same line through the
origin
3) All three vectors lie in a plane through the origin
☼
spanned by two of the vectors
 Real Vector Spaces (Part 2) 39

Linear Dependence via Proceeding Vectors

• Theorem - Let S = { v1, v2, …, vn } be a set of nonzero vectors
in a vector space V. Then S is linearly dependent
if and only if one of the vectors vj is a linear combination of the
preceding vectors in S.
• Proof -  Let S be linearly dependent. Then there exist scalars
a1, a2 , …, an , not all zero, such that
a1 v1 + a2 v2 + … + an vn = 0.
• Let j be the largest subscript for which aj ≠ 0. Know that j > 1
since j = 1 implies a1 v1 = 0, which implies v1 = 0, which
contradicts the hypothesis of the theorem,
so j > 1 𝑎1 𝑎2 𝑎𝑗−1 ☼
𝐯𝑗 = − 𝐯1 − 𝐯2 − ⋯ − 𝐯𝑗−1
𝑎𝑗 𝑎𝑗 𝑎𝑗
 Real Vector Spaces (Part 2) 40

• Proof (continued) -
 Let vj be a linear combination of the preceding vectors
in S. Then vj = a1 v1 + a2 v2 + … + aj-1 vj-1 where not all of
the ai coefficients are zero. So,
a1 v1 + a2 v2 + … + aj-1 vj-1 - vj + 0 vj+1 + … + 0 vn = 0

QED

☼
 Real Vector Spaces (Part 2) 41

Your Turn (True or False)

• The span of a set S is the same as the True
set of all linear combinations of the
vectors in S.

False. Should
• If W is a subspace of the vector space be the other
V, then every linear combination of way around.
vectors from V is also in W.

False. Since
• Every subspace of 𝑅 3 contains infinitely
{0} only
many vectors. contain one
vector.
 Real Vector Spaces (Part 2) 42

Animated Linear Algebra (Parts 2 and 3)

• https://youtu.be/k7RM-ot2NWY
• https://youtu.be/kYB8IZa5AuE