Linear Functions: Review and Summary 1 Basic Definitions A function L : Rn → Rm is linear if it preserves vector addition and scalar product, that is, L(~x + ~y ) = L(~x) + L(~y ) for all ~x, ~y ∈ Rn and L(t~x) = tL(~x) for all ~x ∈ Rn , t ∈ R. Taking t = 0 in the second property, we see that L must take ~0 ∈ Rn to ~0 ∈ Rm . The matrix of L is the m × n matrix whose columns are the images under L of the standard basis vectors 1 0 0 1 0 0 0 0 0 ê1 = .. , ê2 = .. , . . . , ên = .. ∈ Rn . . . . 0 0 0 0 0 1 Matrix multiplication is defined so that if L : Rn → Rm has matrix [L] and T : Rm → Rk has matrix [T ], then the matrix of the composition T ◦ L : Rn → Rk is the matrix product [T ][L]. The range of L is the the set L(Rn ) = {L(~x)| ~x ∈ Rn }: it is a subspace of m R . The kernel of L is the set ker L = {~x ∈ Rn | L(~x) = ~0}: it is a subspace of Rn . The rank of L is the the dimension of the range of L, and the nullity of L is the dimension of the kernel of L. The rank-nullity theorem says that rank L + nullity L = n. ˜ obtained by The rank of L is the number of leading 1’s in the matrix [L] row-reducing the matrix [L] of L. A basis for the range of L can be obtained 1 by choosing rank L linearly independent columns of [L]. Since ˜ x = ~0}, ker L = {~x ∈ Rn | [L]~x = ~0} = {~x ∈ Rn | [L]~ ˜ x = ~0. nullity L=dim ker L is the number of free variables in the solution of [L]~ 2 Inverses Any function f : A → B is one-to-one if f (x) 6= f (y) whenever x 6= y in A, and onto if for every z ∈ B there is some x ∈ A with f (x) = z. The function f has an inverse (that is, a function f −1 : B → A such that f ◦ f −1 is the identity function on B and f −1 ◦ f is the identity function on A) if and only if f is one-to-one and onto. A linear function L : Rn → Rm is one-to-one exactly when nullity L = 0, and is onto if and only if rank L = m. Thus, L has an inverse only if nullity L = 0 and rank L = m: by the rank-nullity theorem, this can only happen if n = m = rank L. In that case, the inverse [L]−1 of the matrix [L] of L is the matrix of the linear function L−1 . Your calculator will compute matrix inverses: a useful fact for hand calculation is that a 2 × 2 matrix a b c d has an inverse if and only if ad − bc 6= 0, in which case the inverse matrix is 1 d −b . ad − bc −c a 3 Projections If W ⊂ Rn is a subspace of Rn , the function PW that takes x ∈ Rn to its orthogonal projection onto W is a linear function from Rn to itself. The function PW has range W and kernel W ⊥ = {~x ∈ Rn | ~x · ~z = 0 for all ~z ∈ W }, so by the rank-nullity theorem dim W + dim W ⊥ = n. If {~y1 , . . . , ~yk } is a (not necessarily orthogonal) basis for W , then we can form an n × k matrix Y whose columns are the vectors ~y1 , . . . , ~yn , and if PW ~x = a1 ~y1 +· · ·+ak ~yk = Y ~a, (where ~a is the column vector containing the ai ), then ~a = (Y T Y )−1 Y T ~x and PW ~x = Y ~a = Y (Y T Y )−1 Y T ~x, where T means transpose. Note that 2 PW = Y (Y T Y )−1 Y T Y (Y T Y )−1 Y T = Y (Y T Y )−1 Y T = PW . 2 4 Exercises 1. Suppose f : Rn → Rm is linear. a. If V is a subspace of Rn , prove that f (V ) = {f (~x)| ~x ∈ Rn } is a subspace of Rm . b. For ~y ∈ f (Rn ), prove that {~x ∈ Rn | f (~x) = ~y } is an affine set. 2. Let G : R3 → R3 be the linear function with matrix 1 2 3 4 5 6 . 7 8 9 a. Find the rank and nullity of G. b. Give bases for the subspaces ker G and G(R3 ) of R3 . 3. Let W be the subspace of R4 with basis 1 −1 −1 , 2 . 0 −1 −1 1 1 3 Find PW −1, and also work out the matrix of PW . 0 3