Linear independence • Solution of a m × n system • Rank of a matrix • Linear independence and dependence • Spanning a subspace • Basis for a subspace • Dimension of a subspace 1 3 3 2 6 9 5 A= 2 −1 −3 3 0 The echelon form: 1 A → E = 0 0 3 3 0 3 0 0 2 1 0 A typical “Staircase pattern” of the echelon form: ∗ ∗ ∗ ∗ ... ∗ 0 ∗ ∗ ∗ . . . ∗ 0 0 0 ∗ . . . ∗ 0 0 0 0 . . . ∗ . . . . . . . . . . . . . . . . . . 0 0 0 0 ... 0 ∗ ∗ ∗ ∗ ... ∗ Important example of subspaces: Solutions of a homogeneous equation Ax = 0 form a linear subspace. Note, that 0 is always a solution, but there maybe more. This depends on the echelon form. Lemma Ax = 0 has either 1 solution which is identically 0, or infinitely many. Corollary Suppose Ax = b has a solution then it either has infinitely many or only 1 Corollary Solution of Ax = b “algorithm”: find a solution of Ax = b, if possible then find “all” solutions of Ax = 0. Note use of vector spaces - seems that we gained nothing, but it is useful. 1 Examples: ode, ∆u = f (x). Compare it with cases when A 6= P LE: if case 1: there are two consecutive rows of E such that the leading nonzero entry in the higher row appears two or more entries farther to the left than the leading nonzero entry in the lower row. 1 3 5 | 1 1 3 5 | 1 0 0 3 | 2 , 0 0 3 | 2 , 1 3 5 7 | 1 , 0 0 1 1 | 2 0 0 0 | 2 0 0 0 | 0 or case 2 E has nonzero entries columns: 1 3 | 0 1 | 0 0 | or case 3 E has nonzero entries rows: 1 0 0 on the diagonal, but it has more rows than 1 1 2 , 0 2 0 3 | 1 1 | 2 , 0 | 0 on the diagonal, but it has more columns than 3 1 0 5 7 | 1 3 3 | 2 . 1 1 | 2 Lemma a) Ax = 0 has only a trivial solution if and only if its echelon form has nonzero elements on the diagonal and the number of rows is larger or equal than the number of columns. If A is also square, then there is A−1 , otherwise only the left inverse exists. b) Ax = 0 has a nontrivial solution if and only if i) its echelon form has a zero the diagonal, ii) the number of rows is smaller than the number of columns, or, equivalently, Ax = 0 has more unknowns than equations. Note If Ax = 0 has a nontrivial solution, then all solutions can be found by basic/free variables method. Definition Rank r of a matrix is the number of nonzero rows of its echelon form. Lemma a) r ≤ min(m, n). b) If r = m (m rows), then there is always a solution of Ax = b (cf. right inverse exists). c) If r = n (n columns), there is no more than 1 solution (cf. left inverse exists). Important note: In “real world” either r = m or r = n. Why? When there is no solutions? If r < m, inconsistency is possible. Why? The rank counts the number of genuinely independent rows in A Definition Vectors v1 , v2 , . . . vn are linearly dependent if there is nontrivial sequence of scalars c1 , c2 , . . . , cn , such that c1 v1 + c2 v2 + . . . cn vn = 0. 2 Vectors v1 , v2 , . . . vn are linearly independent if there is no such nontrivial sequences of scalars. Nontrivial means c1 , c2 , . . . , cn 6= 0, 0, . . . , 0. Nontrivial is very important. Examples: 1. Any 3 vectors in R2 . 2. Functions 1, sin2 x, cos2 x are linearly dependent. 3. The r nonzero rows of the echelon matrix are linearly independent. Hence there are exactly (unspecified) r rows of the original matrix which are linearly independent. Why? 4. Any number of vectors where one of them is a zero vector are linearly dependent. 5. Consider (1, 0, . . . , 0, . . . ), (0, 1, . . . , 0, . . . ), . . . (0, 0, . . . , 1, . . . ), . . . and (1, 1, . . . , 1, . . . ) are they linearly independent? A set of linearly dependent vectors v1 , v2 , . . . vn has redundancy! Definition A span of vectors v1 , v2 , . . . vn is a space V that consists of all possible its linear combinations. If v1 , v2 , . . . vn are linearly dependent, then their span equals to a span of some 0 subset v10 , v20 , . . . vm , m < n of these vectors. V is a vector space. Why? Note: A general definition of a span may contain infinitely many vi . This is useful in Functional Analysis, however there linear combinations still contain only finitely many vectors. When no vectors are wasted? Definition For a vector space a set v1 , v2 , . . . vn is a basis if a) they are linearly independent, b) they span V . Question: How many bases there are for a given vector space? The characteristic number of a vector space is its dimension. Dimension is a count of degrees of freedom Example: Dimension of the space of solutions of Ax = 0 is the number of free variables. Lemma Any two bases for a vector space V contain the same number of vectors. This number is the dimension of V . Question: How to find a basis for a vector space? 3