MATH 311-504
Topics in Applied Mathematics
Lecture 2-1:
Vector spaces.
Linear maps.
Linear operations on vectors
Let x = (x1, x2, . . . , xn ) and y = (y1, y2, . . . , yn ) be
n-dimensional vectors, and r ∈ R be a scalar.
Vector sum: x + y = (x1 + y1, x2 + y2, . . . , xn + yn )
Scalar multiple:
Zero vector:
r x = (rx1, rx2, . . . , rxn )
0 = (0, 0, . . . , 0)
Negative of a vector:
−y = (−y1, −y2, . . . , −yn )
Vector difference:
x − y = x + (−y) = (x1 − y1, x2 − y2, . . . , xn − yn )
Properties of linear operations
x+y =y+x
(x + y) + z = x + (y + z)
x+0=0+x= x
x + (−x) = (−x) + x = 0
r (x + y) = r x + r y
(r + s)x = r x + sx
(rs)x = r (sx)
1x = x
(−1)x = −x
0x = 0
Linear operations on matrices
Let A = (aij ) and B = (bij ) be m×n matrices,
and r ∈ R be a scalar.
Matrix sum:
A + B = (aij + bij )1≤i≤m,
Scalar multiple:
rA = (raij )1≤i≤m,
Zero matrix O:
all entries are zeros
Negative of a matrix:
Matrix difference:
1≤j≤n
1≤j≤n
−A = (−aij )1≤i≤m,
1≤j≤n
A − B = (aij − bij )1≤i≤m,
1≤j≤n
As far as the linear operations are concerned,
the m×n matrices have the same properties as
mn-dimensional vectors.
Vector space: informal description
Vector space = linear space = a set V of objects
(called vectors) that can be added and scaled.
That is, for any u, v ∈ V and r ∈ R expressions
u + v and r u
should make sense.
Certain restrictions apply. For instance,
u + v = v + u,
2u + 3u = 5u.
That is, addition and scalar multiplication in V
should be like those of n-dimensional vectors.
Vector space: definition
Vector space is a set V equipped with two
operations α : V × V → V and µ : R × V → V
that have certain properties (listed below).
The operation α is called addition. For any
u, v ∈ V , the element α(u, v) is denoted u + v.
The operation µ is called scalar multiplication. For
any r ∈ R and u ∈ V , the element µ(r , u) is
denoted r u.
Properties of addition and scalar multiplication
(brief)
A1.
A2.
A3.
A4.
a+b=b+a
(a + b) + c = a + (b + c)
a+0=0+a=a
a + (−a) = (−a) + a = 0
A5.
A6.
A7.
A8.
r (a + b) = r a + r b
(r + s)a = r a + sa
(rs)a = r (sa)
1a = a
Properties of addition and scalar multiplication (detailed)
A1. a + b = b + a for all a, b ∈ V .
A2. (a + b) + c = a + (b + c) for all a, b, c ∈ V .
A3. There exists an element of V , called the zero
vector and denoted 0, such that a + 0 = 0 + a = a
for all a ∈ V .
A4. For any a ∈ V there exists an element of V ,
denoted −a, such that a + (−a) = (−a) + a = 0.
A5.
A6.
A7.
A8.
r (a + b) = r a + r b for all r ∈ R and a, b ∈ V .
(r + s)a = r a + sa for all r , s ∈ R and a ∈ V .
(rs)a = r (sa) for all r , s ∈ R and a ∈ V .
1a = a for all a ∈ V .
• Associativity of addition implies that a multiple
sum u1 + u2 + · · · + uk is well defined for any
u1 , u2, . . . , uk ∈ V .
• Subtraction in V is defined as usual:
a − b = a + (−b).
• Addition and scalar multiplication are called
linear operations.
Given u1 , u2, . . . , uk ∈ V and r1 , r2, . . . , rk ∈ R,
r1u1 + r2u2 + · · · + rk uk
is called a linear combination of u1 , u2, . . . , uk .
Examples of vector spaces
In most examples, addition and scalar multiplication
are natural operations so that properties A1–A8 are
easy to verify.
• Rn : n-dimensional coordinate vectors
• Mm,n (R): m×n matrices with real entries
• R∞ : infinite sequences (x1, x2, . . . ), xi ∈ R
For any x = (x1 , x2 , . . . ), y = (y1 , y2 , . . . ) ∈ R∞ and r ∈ R
let x + y = (x1 + y1 , x2 + y2 , . . . ), r x = (rx1 , rx2 , . . . ).
Then 0 = (0, 0, . . . ) and −x = (−x1 , −x2 , . . . ).
• {0}: the trivial vector space
0 + 0 = 0, r 0 = 0, −0 = 0.
Functional vector spaces
• F (R): the set of all functions f : R → R
Given functions f , g ∈ F (R) and a scalar r ∈ R, let
(f + g )(x) = f (x) + g (x) and (rf )(x) = rf (x) for all x ∈ R.
Zero vector: o(x) = 0. Negative: (−f )(x) = −f (x).
• C (R): all continuous functions f : R → R
Linear operations are inherited from F (R). We only need to
check that f , g ∈ C (R) =⇒ f +g , rf ∈ C (R), the zero
function is continuous, and f ∈ C (R) =⇒ −f ∈ C (R).
• C 1 (R): all continuously differentiable functions
f :R→R
• C ∞ (R): all smooth functions f : R → R
• P: all polynomials p(x) = a0 + a1x + · · · + an x n
Some general observations
• The zero is unique.
If z1 and z2 are zeros then z1 = z1 + z2 = z2 .
• For any a ∈ V , the negative −a is unique.
Suppose b and b′ are negatives of a. Then
b′ = b′ + 0 = b′ + (a + b) = (b′ + a) + b = 0 + b = b.
• 0a = 0 for any a ∈ V .
Indeed, 0a + a = 0a + 1a = (0 + 1)a = 1a = a.
Then 0a + a = a =⇒ 0a + a − a = a − a =⇒ 0a = 0.
• (−1)a = −a for any a ∈ V .
Indeed, a + (−1)a = (−1)a + a = (−1)a + 1a = (−1 + 1)a
= 0a = 0.
Counterexample: dumb scaling
Consider the set V = Rn with the standard
addition and a nonstandard scalar multiplication:
r ⊙ a = 0 for any a ∈ Rn and r ∈ R.
Properties A1–A4 hold because they do not involve
scalar multiplication.
A5. r ⊙ (a + b) = r ⊙ a + r ⊙ b ⇐⇒ 0 = 0 + 0
A6. (r + s) ⊙ a = r ⊙ a + s ⊙ a ⇐⇒ 0 = 0 + 0
A7. (rs) ⊙ a = r ⊙ (s ⊙ a)
⇐⇒ 0 = 0
A8. 1 ⊙ a = a
⇐⇒ 0 = a
A8 is the only property that fails. As a consequence,
property A8 does not follow from properties A1–A7.
Counterexample: lazy scaling
Consider the set V = Rn with the standard
addition and a nonstandard scalar multiplication:
r ⊙ a = a for any a ∈ Rn and r ∈ R.
Properties A1–A4 hold because they do not involve
scalar multiplication.
A5. r ⊙ (a + b) = r ⊙ a + r ⊙ b ⇐⇒ a + b = a + b
A6. (r + s) ⊙ a = r ⊙ a + s ⊙ a ⇐⇒ a = a + a
A7. (rs) ⊙ a = r ⊙ (s ⊙ a)
⇐⇒ a = a
A8. 1 ⊙ a = a
⇐⇒ a = a
The only property that fails is A6.
Linear mapping = linear transformation = linear function
Definition. Given vector spaces V1 and V2 , a
mapping L : V1 → V2 is linear if
L(x + y) = L(x) + L(y),
L(r x) = rL(x)
for any x, y ∈ V1 and r ∈ R.
A linear mapping ℓ : V → R is called a linear
functional on V .
If V1 = V2 (or if both V1 and V2 are functional
spaces) then a linear mapping L : V1 → V2 is called
a linear operator.
Examples of linear mappings
• Scaling L : V → V , L(v) = sv, where s ∈ R.
L(x + y) = s(x + y) = sx + sy = L(x) + L(y),
L(r x) = s(r x) = r (sx) = rL(x).
• Dot product with a fixed vector
ℓ : Rn → R, ℓ(v) = v · v0, where v0 ∈ Rn .
ℓ(x + y) = (x + y) · v0 = x · v0 + y · v0 = ℓ(x) + ℓ(y),
ℓ(r x) = (r x) · v0 = r (x · v0 ) = r ℓ(x).
• Cross product with a fixed vector
L : R3 → R3 , L(v) = v × v0 , where v0 ∈ R3 .
• Multiplication by a fixed matrix
L : Rn → Rm , L(v) = Av, where A is an m×n
matrix and all vectors are column vectors.
Linear mappings of functional vector spaces
• Evaluation at a fixed point
ℓ : F (R) → R, ℓ(f ) = f (a), where a ∈ R.
• Multiplication by a fixed function
L : F (R) → F (R), L(f ) = gf , where g ∈ F (R).
• Differentiation D : C 1 (R) → C (R), L(f ) = f ′ .
D(f + g ) = (f + g )′ = f ′ + g ′ = D(f ) + D(g ),
D(rf ) = (rf )′ = rf ′ = rD(f ).
• Integration over a finite
Z b interval
ℓ : C (R) → R, ℓ(f ) =
f (x) dx, where
a, b ∈ R, a < b.
a