Math 304–504 Linear Algebra Lecture 11: Vector spaces and their subspaces. Vector space 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 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. r (a + b) = r a + r b for all r ∈ R and a, b ∈ V . A6. (r + s)a = r a + sa for all r , s ∈ R and a ∈ V . A7. (rs)a = r (sa) for all r , s ∈ R and a ∈ V . A8. 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, r1 u1 + r2 u2 + · · · + rk uk is called a linear combination of u1 , u2 , . . . , uk . Additional properties of vector spaces • The zero vector is unique. • For any a ∈ V , the negative −a is unique. • a + b = c ⇐⇒ a = c − b for all a, b, c ∈ V . • a + c = b + c ⇐⇒ a = b for all a, b, c ∈ V . • 0a = 0 for any a ∈ V . • (−1)a = −a for any a ∈ V . Examples of vector spaces In most examples, addition and scalar multiplication are natural operations so that properties A1–A8 are easy to verify. • R: real numbers • Rn (n ≥ 1): coordinate vectors • C: complex numbers • Mm,n (R): m×n matrices with real entries (also denoted Rm×n ) • R∞ : infinite sequences (x1 , x2 , . . . ), xi ∈ R • {0}: the trivial vector space Functional vector spaces • P: polynomials p(x) = a0 + a1 x + · · · + an x n en : polynomials of degree n (not a vector space) • P • Pn : polynomials of degree at most n • F (R): all functions f : R → R • C (R): all continuous functions f : R → R • F (R) \ C (R): all discontinuous functions f : R → R (not a vector space) • C 1 [a, b]: all continuously differentiable functions f : [a, b] → R • C ∞ [a, b]: all smooth functions f : [a, b] → R 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. Subspaces of vector spaces Definition. A vector space V0 is a subspace of a vector space V if V0 ⊂ V and the linear operations on V0 agree with the linear operations on V . Examples. • P: polynomials p(x) = a0 + a1 x + · · · + an x n • Pn : polynomials of degree at most n Pn is a subspace of P. • F (R): all functions f : R → R • C (R): all continuous functions f : R → R C (R) is a subspace of F (R). If S is a subset of a vector space V then S inherits from V addition and scalar multiplication. However S need not be closed under these operations. Proposition A subset S of a vector space V is a subspace of V if and only if S is nonempty and closed under linear operations, i.e., x, y ∈ S =⇒ x + y ∈ S, x ∈ S =⇒ r x ∈ S for all r ∈ R. Proof: “only if” is obvious. “if”: properties like associative, commutative, or distributive law hold for S because they hold for V . We only need to verify properties A3 and A4. Take any x ∈ S (note that S is nonempty). Then 0 = 0x ∈ S. Also, −x = (−1)x ∈ S. System of linear equations: a11 x1 + a12 x2 + · · · + a1n xn = b1 a21 x1 + a22 x2 + · · · + a2n xn = b2 ········· am1 x1 + am2 x2 + · · · + amn xn = bm Any solution (x1 , x2 , . . . , xn ) is an element of Rn . Theorem The solution set of the system is a subspace of Rn if and only if all equations in the system are homogeneous (all bi = 0). Theorem The solution set of the system is a subspace of Rn if and only if all equations in the system are homogeneous (all bi = 0). Proof: “only if”: the zero vector 0 = (0, 0, . . . , 0) is a solution only if all equations are homogeneous. “if”: if all equations are homogeneous then the solution set is not empty because it contains 0. Suppose x = (x1 , x2 , . . . , xn ) and y = (y1 , y2 , . . . , yn ) are solutions. That is, for every 1 ≤ i ≤ m ai1 x1 + ai2 x2 + · · · + ain xn = 0, ai1 y1 + ai2 y2 + · · · + ain yn = 0. Then ai1 (x1 + y1 ) + ai2 (x2 + y2 ) + · · · + ain (xn + yn ) = 0 and ai1 (rx1 ) + ai2 (rx2 ) + · · · + ain (rxn ) = 0 for all r ∈ R. Hence x + y and r x are also solutions. Let V be a vector space and v1 , v2 , . . . , vn ∈ V . Consider the set L of all linear combinations r1 v1 + r2 v2 + · · · + rn vn , where r1 , r2 , . . . , rn ∈ R. Theorem L is a subspace of V . Proof: First of all, L is not empty. For example, 0 = 0v1 + 0v2 + · · · + 0vn belongs to L. The set L is closed under addition since (r1 v1 +r2 v2 + · · · +rn vn ) + (s1 v1 +s2 v2 + · · · +sn vn ) = = (r1 +s1 )v1 + (r2 +s2 )v2 + · · · + (rn +sn )vn . The set L is closed under scalar multiplication since t(r1 v1 +r2 v2 + · · · +rn vn ) = (tr1 )v1 +(tr2 )v2 + · · · +(trn )vn . Example. V = R3 . • The plane z = 0 is a subspace of R3 . • The plane z = 1 is not a subspace of R3 . • The line t(1, 1, 0), t ∈ R is a subspace of R3 and a subspace of the plane z = 0. • The line (1, 1, 1) + t(1, −1, 0), t ∈ R is not a subspace of R3 as it lies in the plane x + y + z = 3, which does not contain 0. • The plane t1 (1, 0, 0) + t2 (0, 1, 1), t1 , t2 ∈ R is a subspace of R3 . • In general, a line or a plane in R3 is a subspace if and only if it passes through the origin.