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Linear Algebra for Mathematical Sciences students university of Limpopo

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A STUDY GUIDE

}

Amartya Goswami

University of Limpopo

Preface

This study guide is a compilation of the materials taken from the resources mentioned in

references. Notes are designed to motivate students in pure mathematics through the study of

finite-dimensional vector spaces. Problems have been provided after each section to grasp the

relevant ideas.

The aim of this course is to give the very basic foundation on finite-dimensional vector

spaces.

Amartya Goswami

i

How to do Mathematics?

When you are with any mathematical text, never ever read it like a story book. You need

to study it actively. What does it mean by that? Well! Assume you come across a definition.

Now, what should you do? First check whether do you know all the “mathematical words” in

the definition (except the defining word). If not, do the following with each unknown word:

Try to find examples of the mathematical word. It will be great if you come up with your own

examples which are not written in the text. Then try to find examples which are not examples

of that mathematical word, that is “counter-examples”. Once you do this process with all un-

known mathematical words, try to find examples and counter-examples of the defining word.

On completion of this process, you will definitely understand that definition.

Next, probably you will see a theorem or a proposition. Along with some extra conditions,

generally those things talk about properties of the mathematical words you have encountered

before. First thing you need to do is to look at the result carefully for a while. Ask yourself:

What does it mean? Does the property hold if we remove one or more assumptions from the

statement of the theorem? Do I know all the “ingredients” to prove the result? Once you

are satisfied with all these questions, try to prove the result by yourself without looking at

the proof given in the text. Proving a result by yourself is the biggest achievement towards

learning mathematics. Once you have a proof, try to understand overall meaning of the result

and how does the result contribute to the theory.

Finally, solving exercises are just a process of checking your understanding of the text you

have just read. Therefore, if you have understood the text up to the trivial level, solving

exercises become merely a routine work for you.

iii

Greek alphabet

A α Alpha

B β Beta

Γ γ Gamma

∆ δ Delta

E ε Epsilon

Z ζ Zeta

H η Eta

Θ θ Theta

I ι Iota

K κ Kappa

Λ λ Lambda

M µ Mu

N ν Nu

Ξ ξ Xi

O o Omicron

Π π Pi

P ρ Rho

Σ σ Sigma

T τ Tau

Y υ Upsilon

Φ φ Phi

X χ Chi

Ψ ψ Psi

Ω ω Omega

v

C ONTENTS

Preface i

Greek alphabet v

0 Introduction 1

0.1 What is linear algebra? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

0.2 Mathematical prerequisites . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1 Vector spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.2 Linear maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1.3 Vector subspaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

1.4 Quotient spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

1.5 Bases and coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

1.6 Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

1.7 Dual spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

2.1 The linear map associated with a matrix . . . . . . . . . . . . . . . . . . . . 37

2.2 The matrix associated with a linear map . . . . . . . . . . . . . . . . . . . . 38

2.3 Bases, matrices, and linear maps . . . . . . . . . . . . . . . . . . . . . . . . 40

3.1 Eigenvectors and eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . 45

3.2 The characteristic polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . 47

4.1 Scalar products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

4.1.1 The real positive definite case . . . . . . . . . . . . . . . . . . . . . 52

vii

viii Contents

References 59

I NTRODUCTION

0

0.1 What is linear algebra?

Mathematics is the study of mathematical structures and in particular, linear algebra is the

study of the algebraic structures called vector spaces or linear spaces and structure preserving

maps between them called linear transformations or linear maps. Like other mathematical

structures, from given vector spaces we construct new vector spaces: product of vector spaces,

subspaces, and quotient spaces. Every vector space has a set of free generators called basis

and in general a vector space may have many bases. The number of elements in a basis is the

dimension of the vector space.

Explicit calculations with a linear maps usually depend on a representation of that linear

map by a matrix of scalars. Each linear map has such a matrix representation under given

bases of the domain and the codomian spaces of the map. The idea is to develop ways of

replacing operations on linear maps by operations on the corresponding matrices, as well as

methods of describing the change in the matrix representing a linear map caused by a change

in the choice of bases.

In this section we summarise all the necessary definitions and results needed for this course.

We suggest [4] for details.

Instead of specifying A and B in advance, we could say that a relation is a triple R = (A, G, B),

where G is a subset of A × B called the graph of R. The sets A and B are called the domain of

R and the codomain of R, respectively. We shall also say that R is a relation from A to B.

1

2 CHAPTER 0. INTRODUCTION

(a) reflexive, if ∀x∈X (x, x) ∈ X;

(b) symmetric if ∀x∈X ∀y∈X ((x, y) ∈ E ⇒ (y, x) ∈ E);

(c) transitive, if ∀x∈X ∀y∈X ∀z∈X (((x, y) ∈ E ∧ (y, z) ∈ E) ⇒ (x, z) ∈ E);

(d) an equivalence relation (on X), if it is reflexive, symmetric, and transitive at the same

time.

write

[x]E = {y ∈ X | (x, y) ∈ E},

and call this set the equivalence class of x under E, or simply call the class of x and write [x]

for it; another standard notation uses clsE (x) = cls(x). Note that, as follows from reflexivity, x

always is an element of [x]E .

following conditions:

(a) ∪ S = {x ∈ X | ∃A∈S x ∈ A} = X;

(b) ∀A∈S ∀B∈S (A ∩ B 6= 0/ ⇒ A = B).

there exists a unique b in B with aRb; we then write R(a) = b, and call b the image of a under

R, or simply the R-image of a. We also say that by the function R, a maps to b and denote it

by a 7→ b.

D EFINITION 0.2.6 Given maps f : A → B and g : B → C, the composite of the maps f and g,

(we write g ◦ f : A → C) defined by

g ◦ f = {(a, c) ∈ A ×C | c = g( f (a))}.

we have h = g ◦ f , we say that the following diagram commutes:

f

A / B

g

h

C

(a) injective or an injection, if ∀a∈A ∀a0 ∈A ( f (a) = f (a0 ) ⇒ a = a0 ), that is, if f (a) = f (a0 ) in

B only when a = a0 in A;

(b) surjective or an surjection, if ∀b∈B ∃a∈A f (a) = b, that is, for every b in B, there exists a

in A with f (a) = b;

(c) bijective (or a bijection), if it is injective and surjective at the same time.

CHAPTER 0. INTRODUCTION 3

If this composite is the identity 1T = f ◦ g, call f a left inverse of g and g a right inverse of

f . When the composites in both orders are identities, so that f ◦ g = 1T and g ◦ f = 1S , call f

a two-sided inverse of g (and hence g a two-sided inverse of f ).

T HEOREM 0.2.1 A function with non-empty domain is an injection if and only if it has a left

inverse. A function is a surjection if and only if it has a right inverse.

i(a) = a for each a in A, is always injective. It is surjective, or, equivalently, bijective, if and

only if A = B, in which case it is called the identity map of A and denoted by 1A .

Remark 0.2.3. A map f : A → B is a bijection if and only if for every b in B there exists a

unique a in A with f (a) = b.

such that g ◦ f = 1A and f ◦ g = 1B .

D EFINITION 0.2.10 Let f : A → B be a map. For a subset X of A, the image f (X) of X under

f is defined by

f (X) = {b ∈ B | ∃x∈X f (x) = b}.

Let f : A → B be a map. For a subset X of B, the inverse image f −1 (X) of X under f is

defined by

f −1 (X) = {a ∈ A | f (a) ∈ X}.

Remark 0.2.4. Using such an operation we shall often write a ◦ b instead of ◦(a, b).

(a) associative if x ◦ (y ◦ z) = (x ◦ y) ◦ z for all x, y, z ∈ A;

(b) commutative if x ◦ y = y ◦ x for all x, y ∈ A.

(c) idempotent if x ◦ x = x for all x ∈ A.

D EFINITION 0.2.13 Let ◦ be a binary operation on a set X, while ◦0 is another such operation

on a set X 0 . A morphism or a homomorphism f : (X, ◦) → (X 0 , ◦0 ) is defined to be a map on

X to X 0 such that f (x ◦ y) = f (x) ◦0 f (y) for all x, y ∈ X.

(a) an endomorphism if X = X 0 and ◦ = ◦0 ;

(b) an isomorphism if f is a bijection;

(c) an automorphism if f is a bijection and an endomorphism.

4 CHAPTER 0. INTRODUCTION

Remark 0.2.5. Two sets (X, ◦) and (X 0 , ◦0 ), each with a binary operation, are called isomor-

phic when there exists some map which is an isomorphism and we denote it by (X, ◦) ∼ =

0 0

(X , ◦ ).

D EFINITION 0.2.15 A group is a set G together with a binary operation G×G → G, written

(a, b) 7→ ab, such that:

(i) The operation ◦ is associative.

(ii) There is an element e ∈ G with ea = a = ae for all a ∈ G.

(iii) For this element e, there is to each element a ∈ G an element a0 ∈ G with aa0 = e = a0 a.

Remark 0.2.6. The element ab is called the product of a and b in G, while e is the unit or the

identity of G, and a0 the inverse of a in G. Here the binary operation in G has been written as

a product; often it may be written as a sum (a, b) 7→ a + b; we say accordingly that the group is

multiplicative or additive. For additive or multiplicative groups we denote the corresponding

identity elements by 0 or 1, whereas the inverse of an element a is denoted by −a or 1/a. The

letter G will stand both for the set of elements of the group and for this set together with its

binary operation.

subset S of a group G is called a subgroup of G if S itself is a group under the binary operation

of G.

to G0 which is a morphism for the binary operations involved. In case G and G0 are both

multiplicative groups, this requirement means that f (ab) = f (a) f (b) for all a, b ∈ G, whereas

in case G and G0 are both additive groups, this requirement means that f (a + b) = f (a) + f (b)

for all a, b ∈ G.

T HEOREM 0.2.4 In a group G, the identity element is unique and for each element a ∈ G the

inverse element a0 of a is also unique.

T HEOREM 0.2.5 Any group homomorphism preserves identity and inverse elements.

D EFINITION 0.2.17 Let f : G → H be any morphism of groups. The image of f is the set

Im f = { f (a) ∈ H | a ∈ G}. The set Ker f = {a ∈ G | f (a) = 0} is called the kernel of the

morphism f .

T HEOREM 0.2.6 For any morphism f : G → H of groups, the sets Im f and Ker f are subgroups

of H and G respectively.

CHAPTER 0. INTRODUCTION 5

(a) a surjection if and only if Im f = H;

(b) an injection if and only if Ker f = 0;

(c) an isomorphism if and only if Im f = H and Ker f = 0.

D EFINITION 0.2.18 A field is a set F with two binary operations, addition + and multipli-

cation · such that (F, +, 0) and (F \{0}, ·, 1) are abelian groups, and for all α, β , γ ∈ F the

following distributive property holds:

α · (β + γ) = α · β + α · γ.

Remark 0.2.8. Having in mind · as the multiplicative operation, we often write the product of

two elements α and β of F as αβ instead of α · β .

field F 0 , which is a morphism of addition, of multiplication, and of multiplicative identity. In

other words, α must satisfy the conditions:

multiplicative identity, subtraction, multiplication, and multiplicative inverse (of non-zero el-

ements).

Review problems

P ROBLEM 0.2.1 Let R be the set of real numbers. Which of the following relations R → R

are maps?

(a) {(x, y) ∈ R × R | x = y};

(b) {(x, y) ∈ R × R | x 6= y};

(c) {(x, y) ∈ R × R | x2 = y};

(d) {(x, y) ∈ R × R | xy = 1}.

P ROBLEM 0.2.2 Which of the followings define a binary operations on the set of integers? Of

those that do, which are associative? Which are commutative? Which are idempotent?

(a) m ◦ n = mn + 1;

(b) m ◦ n = (m + n)/2;

(c) m ◦ n = m;

(d) m ◦ n = mn2 ;

(e) m ◦ n = m2 + n2 ;

(f) m ◦ n = 3.

6 CHAPTER 0. INTRODUCTION

P ROBLEM 0.2.3 Let α, β , and γ be maps from Z → Z defined by α(n) = 2n, β (n) = n + 1,

and γ(n) = n2 . Write a formula for each of the following compositions:

(a) α ◦ α;

(b) γ ◦ α;

(c) α ◦ β ;

(d) β ◦ β ;

(e) β ◦ γ;

(f) γ ◦ γ.

P ROBLEM 0.2.4 Each of the following maps, decide which are injections, surjections, or bi-

jections:

(a) f : N → Z; f (x) = 2x;

(b) f : Z → Z; f (x) = x − 4;

(c) f : N → N; f (x) = x2 ;

(d) f : R → R; f (x) = x3 .

P ROBLEM 0.2.5 Each of the following maps are from R to R. Find the inverse maps in each

case:

(a) f (x) = 5x;

(b) f (x) = x − 4;

(c) f (x) = −x/2;

(d) f (x) = x3 .

P ROBLEM 0.2.6 Let R be the set of real numbers, and R : R → R a relation. In which of the

following cases it is (i) reflexive? (ii) symmetric? (iii) transitive?

(a) R = {(x, y) ∈ R × R | 3x + 3x + 1 = 3y + 3y + 1};

(b) R = {(x, y) ∈ R × R | x + y = 0};

(c) R = {(x, y) ∈ R × R | x2 − y2 = 0};

(d) R = {(x, y) ∈ R × R | x ≤ y}.

P ROBLEM 0.2.7 Let R be the set of real numbers, f : R → R a map, and E the equivalence

relation on R defined by E = {(x, y) ∈ R × R | f (x) = f (y)}. Describe the equivalence classes

of the numbers 0, 1, and 2 in the following cases:

(a) f (x) = 2x + 1 for all x ∈ R;

(b) f (x) = x3 for all x ∈ R;

(c) f (x) = x3 + x for all x ∈ R;

(d) f (x) = x3 − x for all x ∈ R.

P ROBLEM 0.2.8 (a) Prove that in any group G satisfies the right and left cancellation laws:

For all a, b, c ∈ G, ab = ac =⇒ b = c; ba = ca =⇒ b = c.

(b) For e be the identity element of a group G and for all a, b ∈ G, prove that

CHAPTER 0. INTRODUCTION 7

(c) Prove that any group homomorphism f : G → G0 of groups preserves the identity and

inverse elements, i.e. f (e) = e0 and f (a−1 ) = ( f (a))−1 .

(d) Assume that a, b are elements of a group G. Show that ab = ba if and only if (ab)2 = a2 b2 .

P ROBLEM 0.2.9 In any field F and a, b, c, d ∈ F, show that the followings hold:

(a) (a/b) + (c/d) = (ad + bc)/bd, b, d 6= 0;

(b) (a/b)(c/d) = (ac)/(bd), b, d 6= 0;

(c) −(a/b) = (−a)/b = a/(−b), b 6= 0;

(d) (a/b)−1 = b/a, a, b 6= 0;

(e) (a/b)/(c/d) = (ad)/(bc), b, c, d 6= 0.

P ROBLEM 0.2.10 (a) Show that for any field morphism α : F → F 0 and a, b ∈ F, b 6= 0 we

have α(a/b) = (αa)/(αb).

(b) A morphism of fields is an injection.

F INITE - DIMENSIONAL VECTOR SPACES

1

1.1 Vector spaces

D EFINITION 1.1.1 A vector space V over a field F is an additive abelian group together with

a map F ×V → V, written (α, v) 7→ αv, and subject to the following axioms, for all elements

α, β ∈ F and v, w ∈ V :

(α + β )v = αv + β v, (2)

(αβ )v = α(β v), (3)

1v = v. (4)

Remark 1.1.1. The elements of the vector space V are called the vectors. The binary operation

of the abelian group V is called the addition, and the additive identity of the abelian group

V is called the zero vector or the null vector of V. The elements of the field F are called

the scalars, and the map F × V → V is called the scalar multiplication. The multiplicative

identity of F is denoted by 1.

Remark 1.1.2. For the rest of this course V will denote a vector space over a field F, and our

fields will be either R or C unless otherwise stated. If F = R, we call V is a real vector space

whereas if F = C, we say V is a complex vector space.

Remark 1.1.3. We will use the notation u − v for the addition u + (−v) of two vectors u and

−v, where −v is the additive inverse of v. We will use the same symbol 0 to denote both the

zero vector of V (that is the additive identity of V ) and the scalar zero of F (that is the additive

identity of F).

(a) 0v = 0.

(b) α0 = 0.

(c) (−α)v = α(−v) = −αv.

(d) αv = 0 implies either α = 0 or v = 0.

9

10 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

(b), (c), and (d) are left as exercises.

P ROPOSITION 1.1.2 Let U and V be two vector spaces over the same field F. The cartesian

product U ×V over F forms a vector space with respect to the following two operations:

(u, v) + (u0 , v0 ) = (u + u0 , v + v0 ),

α(u, v) = (αu, αv),

where u, u0 ∈ U, v, v0 ∈ V, and α ∈ F.

Proof. Exercise.

Remark 1.1.4. The vector space U ×V in Proposition 1.1.2 is called the product of the vector

spaces U and V.

Problems

P ROBLEM 1.1.1 Show that in a vector space there is only one zero vector.

P ROBLEM 1.1.2 Let V be a vector space and v ∈ V. Show that there is exactly one vector w ∈ V

such that v + w = w + v = 0.

P ROBLEM 1.1.3 Let V be a vector space and v, w two vectors of V. If v + w = 0, show that

w = −v.

P ROBLEM 1.1.4 Let V be a vector space, and v, w two vectors of V such that v + w = v. Show

that w = 0.

P ROBLEM 1.1.5 In any vector space V over a field F, prove that n(αv) = α(nv), where α ∈ F,

v ∈ V and n ∈ Z.

P ROBLEM 1.1.6 If F is a field then show that F n is a vector space over F under the following

two operations:

(i) (α1 , α2 , . . . , αn ) + (β1 , β2 , . . . , βn ) = (α1 + β1 , α2 + β2 , . . . , αn + βn ),

(ii) α(α1 , α2 , . . . , αn ) = (αα1 , αα2 , . . . , ααn ),

where α ∈ F, (α1 , α2 , . . . , αn ) ∈ F n , and (β1 , β2 , . . . , βn ) ∈ F n .

P ROBLEM 1.1.7 Let S be a set and F be a field. Let V be the set of all maps f : S → F of S

into F. Prove that V is a vector space over F under the following two operations:

(i) ( f + g)(x) = f (x) + g(x),

(ii) (α f )(x) = α f (x),

where α ∈ F, and f , g ∈ V.

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 11

P ROBLEM 1.1.8 Which of the following sets of polynomials in R[x] are vector spaces over R:

(i) all polynomials of degree exactly 4;

(ii) all polynomials of degree at most 4;

(iii) all monic polynomials;

(iv) all polynomials of even degree?

P ROBLEM 1.1.9 Prove that the set V = { f : R → R | f (x) 6= 0 ∀x ∈ R} does not form a vector

space over R under the following two operations:

(i) ( f + g)(x) = f (x) + g(x), (ii) (α f )(x) = α f (x), where α ∈ R, and f , g ∈ V.

P ROBLEM 1.1.10 Let V = {x ∈ R | x > 0}. For x, y ∈ V and α ∈ R define addition and scalar

multiplication as: x + y = xy and αx = xα . Show that V is a vector space over R.

D EFINITION 1.2.1 Let V and V 0 be the vector spaces over the field F. An F-linear map or

F-linear transformation or a morphism f : V → V 0 is a map which satisfies the following

two properties:

(a) For all v, v0 ∈ V we have f (v + v0 ) = f (v) + f (v0 ).

(b) For all α ∈ F and v ∈ V we have f (αv) = α f (v).

Remark 1.2.1. Since we usually deal with a fixed field F, we omit the prefix F, and say simply

that f is linear.

Remark 1.2.2. A linear map f : V → V (that is an endomorphism) is also often called an

operator, whereas linear maps f : V → F with codomain F (vector space F over itself) are

called linear functionals or linear forms.

T HEOREM 1.2.1 Let U × V be the product of vector spaces U and V over the same field

F. Define the maps π1 : U × V → U and π2 : U × V → V by π1 (u, v) = u and π2 (u, v) = v

respectively. Then

(a) the maps π1 and π2 are linear.

(b) For any vector space W with two linear maps f : W → U and g : W → V, there exists

a unique linear map h : W → U × V such that the two triangles in the following diagram

commute:

U oc 1 U ×V /V

π π2

O ;

h g

f

W

that is, f = π1 ◦ h and g = π2 ◦ h.

π1 ((u, v) + (u0 , v0 )) = π1 (u + u0 , v + v0 ) = u + u0 = π1 (u, v) + π1 (u0 , v0 ),

12 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

and

π1 (α(u, v)) = π1 (αu, αv) = αu = απ1 (u, v).

Therefore π1 is linear. The proof of linearity of π2 is similar.

(b) Define a map h : W → U × V by h(w) = ( f (w), g(w)). Immediately we notice that for

w ∈ W, (π1 ◦ h)(w) = π1 (h(w)) = π1 ( f (w), g(w)) = f (w), that is f = π1 ◦ h. The proof of

f = π2 ◦ h is similar.

For linearity of h, we notice that

h(w + w0 ) = ( f (w + w0 ), g(w + w0 ))

= ( f (w) + f (w0 ), g(w) + g(w0 ))

= ( f (w), g(w)) + ( f (w0 ), g(w0 ))

= h(w) + h(w0 ),

and

h(αw) = ( f (αw), g(αw))

= (α f (w), αg(w))

= α( f (w), g(w))

= αh(w).

We can see there is exactly one such h satisfying the conditions f = π1 ◦ h and g = π2 ◦ h.

Proof. We notice that for any α ∈ R, we have f (α) = f (1 · α) = α f (1). Therefore a linear

map f : R → V is completely determined by the vector f (1).

T HEOREM 1.2.2 If V and V 0 are two vector spaces over a field F, then the set HomF (V,V 0 ) =

{ f | f : V → V 0 is a linear map} is an abelian group under pointwise addition of maps.

Remark 1.2.3. Hereafter “hom”, with lower case “h” refers to the set of these morphisms f

and “Hom”, with capital “H”, to the additive group of these f .

Proof. The pointwise sum of two morphisms f , g : V → V 0 is the map f + g defined for all v ∈

V by ( f + g)(v) = f (v) + g(v). For any scalar κ, ( f + g)(κv) = κ( f (v) + g(v) = κ[( f + g)(v)],

so f + g is a morphism for any scalar multiple a v 7→ κv. It is also a morphism for addition

because, for any two vectorss v, w ∈ V,

( f + g)(v + w) = f (v + w) + g(v + w) = f (v) + f (w) + g(v) + g(w),

while

( f + g)(v) + ( f + g)(w) = f (v) + g(v) + f (w) + g(w);

the two results are equal because addition in V 0 is commutative. This sum gives a binary

operation ( f , g) 7→ f + g on HomF (V,V 0 ). As a pointwise sum, it is associative and commu-

tative. The zero for this sum is that morphism 0 which sends every v to 0 (the zero morphism

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 13

HomF (V,V 0 ) is indeed an abelian group.

g

// V 0

f

U /V h /W

g0

using the fact that h is a linear map. The proof of the second distributive law is similar, but

does not use the linearity of f .

L EMMA 1.2.1 If f : V → V 0 is an F-linear map then for each α ∈ F the pointwise multiple α f

is also an F-linear map on V to V 0 .

Proof. Here α f : V → V 0 is the map defined by (α f )(v) = α f (v) for each v ∈ V. Clearly, α f

is a morphism of addition (prove it!). Moreover, for any scalar κ and any v ∈ V,

α f : V → V 0 is an F-linear map, as asserted.

T HEOREM 1.2.4 For vector spaces V and V 0 over a field F, the set HomF (V,V 0 ) is itself a

vector space over F under pointwise addition and pointwise scalar multiplication.

Proof. The proof is a straight forward verification of the vector space axioms for the multiples

(α, f ) 7→ α f defined by the above lemma.

(a) a surjection if and only if Im f = V 0 ;

(b) an injection if and only if Ker f = 0;

(c) an isomorphism if and only if Im f = V 0 and Ker f = 0.

Proof. (a) The statement just reformulates the definition, for f is a surjection precisely when

Im f = V 0 .

(b) We know f (0) = 0. Therefore 0 ∈ Ker f . Suppose f is an injection and v ∈ Ker f . Then

f (v) = 0 = f (0) =⇒ v = 0,

14 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

where we have used the fact that f is an injection. Conversely, suppose that Ker f = 0. If

f (v) = f (w), then f (v − w) = f (v) − f (w) = 0, so v − w ∈ Ker f . Since Ker f = 0, we have

v = w; hence, f is indeed injective.

(c) The statement follows from (a) and (b).

Problems

P ROBLEM 1.2.1 Determine which of the following maps f are linear:

(i) f : R3 → R2 defined by f (x, y, z) = (x, z).

(ii) f : R2 → R2 defined by f (x, y) = (2x + y, y).

(iii) f : R2 → R2 defined by f (x, y) = (2, y − x).

(iv) f : R2 → R2 defined by f (x, y) = (y, x).

(v) f : R2 → R defined by f (x, y) = xy.

(i) f (0) = 0.

(ii) f (−v) = − f (v) for all v ∈ V.

P ROBLEM 1.2.3 Let V be a vector space over R, and let v, w ∈ V. The line passing through v

and parallel to w is defined to be the set of all vectors v + tw with t ∈ R. The line segment

between v and v + w is defined to be the set of all vectors v +tw with 0 ≤ t ≤ 1. Let f : V → U

be a linear map. Show that the image under f of a line segment in V is a line segment in U.

Between what points? Show that the image of a line under f is either a line or a point.

P ROBLEM 1.2.4 Let V be the vector space of maps which have derivatives of all orders, and

let D : V → V be the derivative. What is the kernel of D?

P ROBLEM 1.2.5 Let V be the space of all infinitely differentiable functions, and let D : V → V

be the derivative.

(i) Let L = D − I, where I is the identity map. What is the kernel of L?

(ii) Same question if L = D − aI, where a is a real number.

P ROBLEM 1.2.6 Let f : R2 → R2 be the linear maps as indicated. Show that f is a bijection

in each case.

(i) f (x, y) = (x + y, x − y).

(ii) f (x, y) = (2x + y, 3x − 5y).

P ROBLEM 1.2.7 (i) Let L : V → V be a linear map such that L2 = O. Show that I − L is a

bijection.

(ii) Let L : V → V be a linear map such that L2 + 2L + I = O. Show that L is a bijection.

(iii) Let L : V → V be a linear map such that L3 = O. Show that I − L is a bijection.

Here Ln = L ◦ L ◦ · · · ◦ L, the composition of n linear maps L. I is the identity map on V.

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 15

D EFINITION 1.3.1 A non-empty subset S of a vector space V is called a subspace of V if S is

closed under (vector) addition and under scalar multiplication, that is,

(a) s + s0 ∈ S for all s, s0 ∈ S;

(b) αs ∈ S for all α ∈ F and for all s ∈ S.

Remark 1.3.1. We notice that every subspace S of a vector space V over a field F is itself a

vector space over the same field F.

Remark 1.3.2. Among the subspaces of V, the subspace V itself and the set 0 consisting of

the zero vector alone are called the trivial or improper subspaces of V. Any subspace of V

different from these two is said to be a non-trivial or proper subspace of V.

P ROPOSITION 1.3.1 The set of subspaces of a vector space V satisfies the following properties:

(a) Every subspace S is a subspace of itself.

(b) Let S and T be two subspaces of V. If S is a subspace of T and T is a subspace of S then

S = T.

(c) Let S, T, and U be three subspaces of V. If S is a subspace of T, and T is a subspace of U

then S is a subspace of U.

Proof. Exercise.

P ROPOSITION 1.3.2 If S and T are two subspaces of a vector space V then so are the follow-

ings:

(a) the intersection S ∩ T = {v | v ∈ S and v ∈ T };

(b) the sum S + T = {s + t | s ∈ S and t ∈ T };

(c) the span Fv = {αv | α ∈ F}.

Proof. Exercise.

T HEOREM 1.3.1 For any linear map f : V → V 0 the sets Im f and Ker f are subspaces of V 0 and

V respectively.

Remark 1.3.3. Sometimes Ker f is called the null space and Im f the range space of f .

P ROPOSITION 1.3.3 If S and T are two subspaces of a vector space V, then the following

properties are equivalent:

(a) S ∩ T = {0}.

(b) Every vector in S + T can be written uniquely in the form s + t, where s ∈ S and t ∈ T.

Proof. To show that (b) implies (a), we note that if v ∈ S ∩ T, then v + 0 = 0 + v and the

uniqueness forces v = 0. Conversely, if (a) holds, then for s, s0 ∈ S and t,t 0 ∈ T, s + t = s0 + t 0

16 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

t = t 0.

Remark 1.3.4. When conditions (a) and (b) of the Proposition 1.3.3 are satisfied, we say S + T

is a direct sum of S and T. If, also, V = S + T, we say that S and T are supplementary

subspaces of V.

translation by a. If S is any subset of V, then fa (S) = {a + s | s ∈ S} is called the translation

of S by a. We often denote it by a + S. If S is a subspace of a vector space V, then a + S is

called a linear affine variety or simply a linear variety of V.

(ii) If S, T are two subspaces of V and a, b two vectors in V, then a + S ⊆ b + T if and only if

S ⊆ T and a − b ∈ T.

(ii) Now a + S ⊆ b + T if and only if every s ∈ S satisfies an equation a + s = b + t for some

suitable t ∈ T ; that is s = c + t, where c = b − a. In particular, taking s = 0, we have −c =

a − b ∈ T, which shows then that for all s ∈ S, s ∈ c + T = T, or S ⊆ T. On the other hand, if

S ⊆ T and a−b ∈ T, then a+S ⊆ a+T = a+((b−a)+T ) = b+T, since T = (b−a)+T.

Remark 1.3.5. The Theorem 1.3.2 (ii) shows that for each linear variety L of V, there corre-

sponds a unique subspace S such that L = a + S. On the other hand the vector a is not unique

as it may be replaced by any vector a + b with b ∈ S; in other words, the vector a can be chosen

arbitrarily within L. We call S the direction of the linear variety L.

a − b ∈ S + T. The intersection is then a linear variety with direction S ∩ T.

or a − b = −s + t ∈ S + T. The converse is obviously true (why?). Thus, the varieties can be

written as x + S, x + T, clearly showing that their intersection is x + (S ∩ T ) precisely.

D EFINITION 1.3.3 Let a + S and b + T be two linear varieties of V. We say that a + S and b + T

are parallel if S ⊆ T.

P ROPOSITION 1.3.5 Parallel varieties a + S and b + T are either totally disjoint or one of them

is contained in the other. Through any vector v ∈ V, there is one and only one variety with the

given direction (and therefore parallel to T ), namely v + S.

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 17

(ii) If a is a vector of V, then the translation fa : V → V has an inverse map which is the

translation f−a .

(iii) The set of all translations S = { fa | a ∈ V } on V forms an abelian group under the binary

operation ◦ : S × S → S defined by fa ◦ fb = fa+b .

(iv) The group (S, ◦) is isomorphic to the additive group structure of V.

fa+b (v) = (a + b) + v = a + (b + v) = fa (b + v) = fa ◦ fb (v).

(ii) For v ∈ V, we note that

( f−a ◦ fa )(v) = f−a ( fa (v)) = f−a (a + v) = −a + (a + v) = (−a + a) + v = v,

and

( fa ◦ f−a )(v) = fa ( f−a (v)) = fa (−a + v) = a + (−a + v) = (a − a) + v = v.

Hence f−a is the inverse map of fa for each a ∈ V.

(iii) We observe that for any fa ∈ S,

( fa ◦ f0 )(v) = fa ( f0 (v)) = fa (0 + v) = a + v = fa (v),

and

( f0 ◦ fa )(v) = f0 ( fa (v)) = f0 (a + v) = 0 + (a + v) = a + v = fa (v).

Therefore, f0 is the identity element for (S, ◦).

Also, for fa , fb , fc ∈ S, we notice that

( fa ◦ ( fb ◦ fc ))(v) = fa ( fb (c + v))

= fa (b + (c + v))

= a + ((b + c) + v)

= ((a + b) + c) + v

= (( fa ◦ fb ) ◦ fc )(v).

Finally, for fa , fb ∈ S, we have

( fa ◦ fb )(v) = fa (b + v)

= a + (b + v)

= (a + b) + v

= (b + a) + v

= b + (a + v)

= fb (a + v)

= ( fb ◦ fa )(v).

Hence (S, ◦) is an abelian group.

(iv) We define a map φ : (V, +, 0) → (S, ◦, f0 ) as φ (a) = fa . To show φ is an isomorphism, we

need to show

18 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

(b) φ is an injection: φ (a) = φ (b) =⇒ fa = fb =⇒ a = b.

(c) φ is surjective: For each fa ∈ S, we have the vector a ∈ V such that φ (a) = fa .

a + 0 = a.

Problems

P ROBLEM 1.3.1 Which of the following subsets of R2 are not subspaces?

(i) The line x = y.

(ii) The unit circle x2 + y2 = 1.

(iii) The line 2x + y = 1.

(iv) The set {(x, y) ∈ R2 | x ≥ 0, y ≥ 0}.

P ROBLEM 1.3.2 Prove that all lines through the origin and planes through the origin in R3 are

subspaces.

P ROBLEM 1.3.3 Let U, V, W be three subspaces of a vector space E. Show that if U ⊆ V, then

U + (V ∩W ) = (U +V ) ∩ (U +W ). Is this true if U is not a subspace of V ?

P ROBLEM 1.3.4 Let U, V, W be three subspaces of a vector space E. Show that if V ⊆ U, then

U ∩ (V +W ) = (U ∩V ) + (U ∩W ). Is this true if V is not a subspace of U?

(i) f (S ∩ T ) ⊆ f (S) ∩ f (T ).

(ii) f (S + T ) = f (S) + f (T ).

(i) f −1 (S0 ∩ T 0 ) = f −1 (S0 ) ∩ f −1 (T 0 ),

(ii) f −1 (S0 + T 0 ) ⊇ f −1 (S0 ) + f −1 (T 0 ),

where f −1 (X) denotes the inverse image of X.

P ROBLEM 1.3.7 Let V be a vector space. Let P : V → V be a linear map such that P2 = P.

Show that V = KerP + ImP and KerP ∩ ImP = {0}.

P ROBLEM 1.3.8 Let V be a vector space, and let P, Q be linear maps of V into itself. Assume

that they satisfy the following conditions:

(a) P + Q = I (identity map).

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 19

(b) PQ = QP = 0.

(c) P2 = P and Q2 = Q.

Show that V is equal to the direct sum of ImP and ImQ.

P ROPOSITION 1.4.1 Let S be a subspace of a vector space V. A relation R ⊆ V × V on V is

defined as follows: For u, v ∈ V, (u, v) ∈ R if v = u + s for some s ∈ S. The relation R is an

equivalence relation.

Proof. Exercise.

Remark 1.4.1. An equivalence class of the above equivalence relation is called a coset of S in

V, and is denoted by a + S = {a + s | s ∈ S}. By V/S = {a + S | a ∈ V }, we denote the set of

all equivalence classes of S in V.

(a) (a + S) ∩ (b + S) = 0.

/

(b) a + S = b + S.

Moreover, a + S = b + S if and only if a − b ∈ S.

Proof. Let a + S and b + S have non-empty intersection. Then there exists v ∈ V such that v ∈

a + S and v ∈ b + S, that is v = a + s and v = b + s0 for some s, s0 ∈ S. But then a − b = s − s0 ∈ S

This proves the last statement of the theorem.

Let u = a − b ∈ S. Let x ∈ a + S. Then x = a + s00 for some s ∈ S. Since a = (a − b) + b and

u = a − b ∈ S we see that x = u + b + s00 or x = b + s1 where s1 = u + s00 ∈ S. Thus x ∈ b + S.

Since x was an arbitrary element of a+S, we have thus proved that a+S ⊆ b+S. Interchanging

a and b we see that b + S ⊆ a + S.

P ROPOSITION 1.4.2 The set V/S forms a vector space over F under the following two opera-

tions:

(a) (a + S) + (b + S) = (a + b) + S;

(b) α(a + S) = (αa) + S,

where α ∈ F and a + S, b + S ∈ V/S.

Proof. Exercise.

T HEOREM 1.4.2 The map p : V → V/S defined by p(a) = a + S is a surjective linear map with

Kerp = S.

Proof. Linearity:

(i) p(a + b) = (a + b) + S = (a + S) + (b + S) = p(a) + p(b),

(ii) p(αa) = (αa) + S = α(a + S) = α p(a).

20 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

Kernel of p : Since the zero vector of V/S is the subspace S, we immediately have Kerp =

{v ∈ V | p(v) ∈ S} = S.

T HEOREM 1.4.3 Let S be a subspace of a vector space V and p : V → V/S be the linear map

defined by p(a) = a + S. If we have another linear map f : V → W such that S ⊆ Ker f then

there exists a unique linear map h : V/S → W such that the following diagram commutes:

p

V / V/S

h

f

W

that is, f = h ◦ p. Also, we have Imh = Im f and Kerh = Ker f/S.

f (a + s) = f (a) + f (s) = f (a) + 0 = f (a),

for all s ∈ S. We define a map h : V/S → W as h(a + S) = f (a) and immediately notice:

h((a + S) + (b + S)) = h((a + b) + S)

= f (a + b)

= f (a) + f (b)

= h(a + S) + h(b + S),

and

h(α(a + S)) = h((αa) + S)

= f (αa)

= α f (a)

= αh(a + S).

Therefore h is a linear map. Next, from the definition of h we get

(h ◦ p)(a) = h(p(a)) = h(a + S) = f (a),

that is f = h ◦ p.

For uniqueness of h, let h0 : V/S → W be a linear map such that f = h0 ◦ p. Since p is a

surjection, p has a right inverse r : V/S → V such that p ◦ r = 1V/S , where 1v/S is the identity

map on V/S. Hence

h = h ◦ 1V/S = h ◦ (p ◦ r) = (h ◦ p) ◦ r = (h0 ◦ p) ◦ r = h0 ◦ (p ◦ r) = h0 ◦ 1V/S = h0 .

The fact Imh = Im f follows from the definition of h. To find Kerh, we note that

h(a + S) = 0 ⇔ f (a) = 0 ⇔ a ∈ Ker f ⇔ a + S ∈ Ker f/S.

Therefore, Kerh = Ker f/S.

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 21

C OROLLARY 1.4.1 Let S be a subspace of a vector space V and p : V → V/S be the linear

map defined by p(a) = a + S. If we have another linear surjective map f : V → W such that

S = Ker f , then we have an isomorphism V/Ker f ∼

= Im f .

Proof. Exercise.

Problems

P ROBLEM 1.4.1 Find the cosets in each of the following cases:

(i) V = R2 , S = {(x, 0) | x ∈ R}.

(ii) V = R3 , S = {(x, y, 0) | x, y ∈ R}.

(iii) V = R2 , S = {(x, y) | ax + by = 0, (a, b) is a non-zero fixed vector of R2 }.

f : (M + N)/N → M/(M ∩ N)

defined by f (m + n + N) = m + (M ∩ N) is a linear isomorphism.

P ROBLEM 1.4.3 Let V be a direct sum of M and N. Prove that the map

f : M → V/N

defined by f (m) = m + N is a linear isomorphism.

Let V be a vector space over a field F, n is a natural number, and n = {1, . . . , n} the set of the

first n positive integers.

n-tuple (v1 , . . . , vn ) of n vectors in V.

Remark 1.5.1. The field F is itself a vector space, and a function ξ : n → F is a list of n scalars

ξ1 , . . . , ξn . The set F n of all such lists ξ is a vector space under termwise addition and (left)

scalar multiplication.

field F is an expression ξ1 v1 + · · · + ξn vn , where ξ1 , . . . , ξn ∈ F.

D EFINITION 1.5.3 An n-tuple v of n vectors of V spans the vector space V when every vector

u ∈ V can be expressed in at least one way as a linear combination

u = ξ1 v1 + · · · + ξn vn (5)

22 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

of the vectors of V.

F-linear combinations of the elements of vi of the given list and is subspace of V, called the

subspace spanned by v1 , . . . , vn . It is the intersection of all subspaces of V containing these n

vectors. Similarly, the subspace of V spanned by any subset X of V is the intersection of all the

subspaces of V containing X. Since every subspace contains the zero vector 0, the subspace of

V spanned by the empty subset of V is the subspace 0. A vector space V is said to be finitely

spanned or, of finite type if V = Fv1 + · · · + Fvn for some finite list v1 , . . . , vn of vectors of V.

D EFINITION 1.5.4 An n-tuple v of vectors of V is a basis for the vector space V when every

vector u ∈ V has exactly one expression as a linear combination of vectors of v.

every vector u ∈ V has atmost one expression as a linear combination of vectors of v.

Remark 1.5.3. The n-tuple v is linearly independent when, for all n-tuple α and β of n scalars

each,

n n

∑ αivi = ∑ βivi =⇒ α1 = β1 , α2 = β2 , . . . , αn = βn .

i=1 i=1

n n n

Since ∑ αi vi = ∑ βi vi implies ∑ (αi − βi )vi = 0, it is enough to require, for each n-tuple α

i=1 i=1 i=1

of n scalars, that

n

∑ αivi = 0 =⇒ α1 = α2 = · · · = αn = 0.

i=1

not linearly independent, that is, when ∑ni=1 αi vi = 0 for some n-tuple of scalars αi not all

zero.

Remark 1.5.4. Note that an n-tuple v of n vectors is a basis for V precisely when v spans V

and is linearly independent in V.

P ROPOSITION 1.5.1 Each n-tuple v of n vectors in a vector space V over a field F determines

a linear map fv : F n → V by fv (ξ ) = ξ1 v1 + · · · + ξn vn . Relative to this linear map,

(a) v spans V if and only if fv is a surjection;

(b) v is linearly independent in V if and only if fv is an injection;

(c) v is a basis of V if and only if fv is a bijection.

Proof. To show fv is linear, take ξ and η be two lists of n scalars. The sum ξ + η is the list of

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 23

n n n

fv (ξ + η) = ∑ (ξi + ηi )vi = ∑ ξi vi + ∑ ηi vi = fv (ξ ) + fv (η).

i=1 i=1 i=1

!

n n

fv (κξ ) = ∑ (κξi )vi = κ ∑ ξivi = κ fv (ξ ).

i=1 i=1

Given that fv is linear, the statement that fv is surjective means exactly that the list v spans,

and similarly for bases. Also, fv is injective means exactly that fv (ξ ) = fv (η) implies ξ = η.

This is equivalent to saying that fv has kernel 0.

scalars ξi of the unique list ξ used in the expression v = ξ1 b1 + · · · + ξn bn of v as a linear

combination of the bi . Each scalar ξi is called the i-th coordinate of v, relative to b.

T HEOREM 1.5.1 If b : n → V is a basis of the vector space V, then the map sending each vector

v ∈ V to the list ξ of its coordinates, relative to b, is an isomorphism V ∼

= F n of vector spaces.

The inverse of this isomorphism is the linear map

fb : F n ∼

= V, (6)

Proof. The proof follows from Theorem 1.5.1 and Definition 1.5.7.

Remark 1.5.5. Thus a vector space V with a finite basis is isomorphic to a vector space F n of

n-tuples of scalars-and isomorphic in many ways, one isomorphism for each choice of a basis.

Since

e1 = (1, 0, . . . , 0), e2 = (0, 1, . . . , 0), . . . , en = (0, 0, . . . , 1) (7)

is a basis of F n , the isomorphism fb of (6) takes these unit vectors to the basis vectors

b1 , . . . , bn .

P ROPOSITION 1.5.2 A list v of vectors is linearly dependent in V if and only if some one

vector vk of the list is zero or a linear combination of the previous vectors of the list. When

this is the case, removal of the vector vk gives a new list with the same span as v.

so there is a linear combination with at least one coefficient (to wit, −1) not zero, so the

list v is indeed linearly dependent. Moreover, let w be any vector in the subspace spanned

24 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

ηk−1 vk−1 represents w as a linear combination of the shorter list (v1 , . . . , vk−1 , vk+1 , . . . , vn )

with vk removed, as asserted.

Conversely, suppose that the list v is linearly dependent; then ∑ni=1 ξi vi = 0 for scalars ξi not

all zero. Let k be the last index with a coefficient ξk 6= 0, so that ξ1 v1 + · · · + ξk vk = 0. Since

F is a field, ξk−1 exists in F; multiply by ξk−1 and solve for vk as

the vector vk is indeed a linear combination of previous vectors unless k = 1, in which case

this equation shows that vk must be zero.

Proof. Since V is of finite type, it is spanned by some finite list v of n vectors. If this list v

happens to be also linearly independent, it is a basis of V . If not, v is linearly dependent; by

the proposition above we remove vectors one by one from this list till we get a shorter list, still

spanning V, which is independent.

Problems

P ROBLEM 1.5.1 In any vector space, prove:

(a) A list of just one vector is linearly independent if and only if the vector is non-zero;

(b) a list of two vectors is linearly dependent if and only if each is a scalar multiple of the

other.

P ROBLEM 1.5.2 Show that any two vectors (ξ1 , ξ2 ) and (η1 , η2 ) are linearly independent in

F 2 if and only if ξ1 η2 − ξ2 η1 6= 0.

P ROBLEM 1.5.3 let v, w be vectors of a vector space V over F, and assume that v 6= 0. If v, w

are linearly dependent, show that there is a scalar α ∈ F such that w = αv.

P ROBLEM 1.5.4 For any choices of scalars κ, λ , and µ show that the vectors (1, κ, λ ), (0, 1, µ),

and (0, 0, 1) form a basis of F 3 .

P ROBLEM 1.5.5 Do (1, 2, 3), (2, 3, 4), and (3, 4, 5) form a basis of Q3 ?

P ROBLEM 1.5.6 (a) Show that the list (1, 1, 0), (1, 0, 1), and (0, 1, 1) is a basis of Q3 .

(b) Find the coordinates of the unit vectors (1, 0, 0), (0, 1, 0), and (0, 0, 1) of Q3 relative to

this basis.

P ROBLEM 1.5.7 If κu + λ v + µw = 0, where κu 6= 0, show that the vectors u and v span the

same subspace as do v and w.

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 25

linear combination of the list w if and only if the list v, w1 , . . . , wn is linearly dependent.

P ROBLEM 1.5.9 If u, v, and w are three linearly independent vectors in a vector space over Q,

prove that v + w, w + u, and u + v are also linearly independent. Is this true over every field?

following properties of the composite list f ◦ v = ( f (v1 ), . . . , f (vn )) :

(a) If v spans V, then f ◦ v spans Im f .

(b) If f ◦ v is linearly independent in W, then v is linearly independent in V.

(c) If v is linearly independent in V and f is an injection, then f ◦ v is independent in W.

1.6 Dimension

D EFINITION 1.6.1 The number n of vectors in any one basis of a vector space V is called the

dimension of V, written dimV = n.

Remark 1.6.1. The dimension dimV infinite means that V has no (finite) basis. Thus dimF n =

n. A vector space of finite type is also called a finite-dimensional space.

T HEOREM 1.6.1 If a vector space V is spanned by some list of n vectors and also has a list v of

m linearly independent vectors, then m ≤ n. Moreover, V can be spanned by a list of n vectors

containing the given list v.

Proof. Given n, we shall prove both conclusions together by induction on m. For m = 0, the

result is immediate. Suppose then that the conclusion holds for all lists of m independent

vectors, and let v be a list of m + 1 linearly independent vectors. The first m vectors of this list

v are still linearly independent, so, by the induction assumption, n − m ≥ 0 and V is spanned

by some list

(v1 , v2 , . . . , vm , w1 , . . . , wn−m ) (8)

of n vectors including v1 , v2 , . . . , vm . In particular, vm+1 , as a vector of V, must be a linear

combination of these spanning vectors, say as

vm+1 = ξ1 v1 + · · · + ξm vm + η1 w1 + · · · + ηn−m wn−m . (9)

Now we can prove m + 1 ≤ n. If not, m = n, there are no vectors wi in (9), and this for-

mula expresses vm+1 in terms of v1 , . . . , vm , a contradiction to the hypothesis that the list

(v1 , . . . , vm , vm+1 ) is linearly independent.

Now adjoin the vector vm+1 to the list (8) of n vectors, getting a new list

(v1 , . . . , vm , vm+1 , w1 , . . . , wn−m )

of n + 1 vectors which still spans V (because the shorter list (8) did). Moreover, by the relation

(9) above, these n + 1 vectors are linearly dependent. By Proposition 1.5.2, we can remove

26 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

some one vector from this list; namely, the first one which is a linear combination of previous

vectors. The vector thereby removed is surely not one of the v1 , . . . , vm+1 , for these vectors

are known to be linearly independent. Therefore, the vector removed must be one in the list

w, say the vector w j . We now have a new list

of n vectors still spanning V and containing the whole list v. This completes the induction,

hence the proof.

C OROLLARY 1.6.1 (Invariance of Dimension) Any two bases for a vector space V of finite

type have the same number of vectors.

Proof. Let (b1 , . . . , bm ) and (c1 , . . . , cn ) be two bases of m and n vectors, respectively. Since b

is linearly independent and c spans V, the above theorem implies m ≤ n. Since c is independent

and b spans, n ≤ m. Together, these conclusions give n = m, as desired.

(i) Any list of n + 1 vectors of V is linearly dependent.

(ii) No list of n − 1 vectors of V can span V.

(i) Any linearly independent list of vectors is a part of a basis.

(ii) Any list of vectors spanning V has a part which is a basis.

Proof. To prove (ii), start with a list spanning V and remove dependent vectors by Proposition

1.5.2 till the resulting list is independent, and hence a basis. As for (i), let the list v be inde-

pendent, while some other list spans V, because V is finite-dimensional. Theorem 1.6.1 then

yields a list containing v which spans V. Remove dependent vectors, as before, until this list

becomes a basis containing v.

(i) Any list of n linearly independent vectors is a basis.

(ii) Any list of n vectors spanning V is a basis.

Proof. For (i), let v be a list of n independent vectors. By the Theorem 1.6.2, v is part of a

basis; by the invariance of dimension, this basis has exactly n vectors, hence must be just the

original list v. The proof of (ii) is similar.

T HEOREM 1.6.3 Let V and W be n dimensional vector spaces over a field F. Let b be a basis

of V . Let w be a list of n vectors of W . Then there exists a unique linear map f : V → W such

that f (bi ) = wi .

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 27

particular, we have f (bi ) = wi .

Linearity of f : Let u, v ∈ V such that u = ∑ni=1 αi bi and v = ∑ni=1 βi bi , where αi , βi ∈ F.

Then

!

n n

f (u + v) = f ∑ αi b i + ∑ β i b i

i=1 i=1

!

n

=f ∑ (αi + βi)bi

i=1

n

= ∑ (αi + βi ) f (bi )

i=1

n

= ∑ (αi + βi )wi

i=1

n n

= ∑ αi wi + ∑ βi wi

i=1 i=1

= f (u) + f (v).

Let α ∈ F, then

n n

f (αv) = ∑ (ααi )wi = α ∑ αi wi = α f (v).

i=1 i=1

To prove the uniqueness part of the theorem, let f 0 : V → W be another linear map such that

f 0 (bi ) = wi . Then for any v ∈ V,

!

n n n

f 0 (v) = f 0 ∑ αi b i = ∑ αi f 0 (bi ) = ∑ αi wi = f (v).

i=1 i=1 i=1

Remark 1.6.2. There is a parallel treatment for (possibly) infinite-dimensional vector spaces

V. In this treatment, a basis B is a possibly infinite set of vectors of V such that every vector

v ∈ V has exactly one expression as a linear combination of a finite number of vectors of B.

Using the axiom of choice, one can prove that every vector space V has a basis B, and that for

any two bases B and B0 of the same space there is a bijection B ∼ = B0 . Also, a subset X ⊆ V is

said to be linearly independent in V when every finite subset of X is linearly independent, in

the sense of our previous definition.

is part of a basis of V. Hence, dimS ≤ dimV ; moreover, dimS < dimV whenever S is a proper

subspace of V.

28 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

V. By Theorem 1.6.2, each such list is thus part of a basis of V. Moreover, a basis for S can be

a basis for the whole space V only if every vector of V is already in S.

Remark 1.6.3. In the next few theorems, we have occasion to “combine” two lists v = (v1 , . . . , vm )

and w = (w1 , . . . , wr ) of vectors into a single list which will be written as

v ∨ w = (v1 , . . . , vm , w1 , . . . , wr ).

In more detail, if a basis v for Ker f is part of a basis v ∨ w for V, then f ◦ v is a basis for Im f .

v = ∑ ξi vi + η j w j

for suitable lists ξ and η of scalars, and since f (vi ) = 0, each vector f (v) is ∑ η j f (w j ). Hence,

the list f ◦ w spans Im f . On the other hand, ∑ η j f (w j ) = 0 means f (∑ η j w j ) = 0; hence,

∑ η j w j ∈ Ker f . But v is a basis for Ker f , so ∑ η j w j = ∑ ξi vi for some list ξ of scalars. But

v ∨ w linearly independent makes all the η j and all the ξi zero. Hence, the list f ◦ w is linearly

independent in Im f . Since it is independent and also spans Im f , it is a basis, as asserted.

D EFINITION 1.6.2 The rank and nullity of a linear map f : V → V 0 are defined by rank f =

dim(Im f ), nullity f = dim(Ker f ).

C OROLLARY 1.6.4 If two vector spaces V and V 0 have the respective finite dimensions n and

n0 , then the rank r of any linear map f : V → V 0 is at most the smaller of n and n0 . For each

such map f there is a basis b of V and a basis b0 of V 0 such that

Proof. The inequalities r ≤ n and r ≤ n0 follow from 10 and Definition 1.6.2. To get the

indicated bases, we use the notation of the Theorem 1.6.4, set b = w ∨ v, and make f (w) part

of a basis b0 of V 0 .

C OROLLARY 1.6.5 Let V and V 0 be vector spaces of the same finite dimension. Then any

surjective linear map f : V → V 0 , and also any injective linear map f : V → V 0 , is necessarily

an isomorphism.

Proof. Set dimV = n = dimV 0 and use (10). If dim(Im f ) = n, (10) implies that dim(Ker f ) = 0,

so f is an isomorphism. If Ker f = 0, (10) implies that dim(Im f ) = n, so Im f must be all of

V 0 ; and f is again an isomorphism.

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 29

ing quotient space V/S has the dimension

subspace T of V with S + T = V and S ∩ T = 0; moreover T ∼= V/S.

Proof. Take a basis of S and adjoin vectors w1 , . . . , wm to get a basis of V. The subspace T

of V spanned by the adjoined vectors w1 , . . . , wm has S + T = V and S ∩ T = 0, as required.

Moreover, the Theorem 1.6.4 applied to the linear map p : V → V/S states that the list S +

w1 , . . . , S + wm of cosets is a basis of V/S. hence, the assignment ∑ η j w j 7→ ∑ η j (S + w j ) is an

isomorphism T ∼ = V/S.

P ROPOSITION 1.6.2 If a vector space W is the direct sum of two finite-dimensional subspaces

V1 and V2 , then any basis b0 of V1 and any basis b00 of V2 combine to form a basis b0 ∨ b00 of W.

Hence, the direct sum W is finite-dimensional, and dimW = dimV1 + dimV2 .

w ∈ W can be written uniquely as a sum w = v1 + v2 of vectors vi ∈ Vi . By the description

of a basis, v1 is uniquely a linear combination of the vectors of the list b0 , and v2 a similar

combination of b00 . Hence, each w is uniquely a linear combination of the list b0 ∨ b00 , and the

proposition follows.

C OROLLARY 1.6.8 If S and T are finite-dimensional subspaces of a vector space, then the

subspace S + T is also finite-dimensional, and

Proof. The quotient space (S + T )/(S ∩ T ) is the dierct sum of its subspaces S/(S ∩ T ) and

T/(S ∩ T ). Hence, the previous results on the dimensions of quotients and direct sums yield

= dim(S/(S ∩ T )) + dim(T/(S ∩ T )) + dim(S ∩ T )

= dimS + dimT − dim(S ∩ T ).

Problems

P ROBLEM 1.6.1 Show that any part of a linearly independent list is linearly independent.

30 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

P ROBLEM 1.6.2 If w is a list of vectors in V and if some part of w spans V,show that w spans

V.

P ROBLEM 1.6.3 If the vector v is not in the subspace S, but is in the subspace spanned by S

and the vector w, show that w is in the subspace spanned by S and v.

P ROBLEM 1.6.4 Let S and T be the subspaces of Q4 spanned, respectively, by the vectors

T : (0, −2, 0, −3), (1, 0, 1, 0).

space, show that their intersection S ∩ T has dimension 1. What does this mean geometrically?

dimU = dimV. Prove that U = V.

P ROBLEM 1.6.7 Suppose U and W are subspaces of R8 such that dimU = 3, dimW = 5, and

U +W = R8 . Prove that U ∩W = {0}.

P ROBLEM 1.6.8 Suppose that U and W are both five-dimensional subspaces of R9 . Prove that

U ∩W = {0}.

the following formula true?

− dim(U1 ∩U2 ) − dim(U1 ∩U3 ) − dim(U2 ∩U3 )

+ dim(U1 ∩U2 ∩U3 ).

S ∩ T 0 , S + T = S + T 0 , and T ⊆ T 0 , prove that T = T 0 .

D EFINITION 1.7.1 Let V be a vector space over a field F. The vector space

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 31

Remark 1.7.1. The elements of V ∗ are called linear functionals or linear forms.

T HEOREM 1.7.1 Let b be a basis of n vectors for the vector space V. Then to each list µ of n

scalars there is exactly one linear form f : V → F with f ◦ b = µ; namely, the map f defined

for each list ξ of n scalars as !

n n

f ∑ ξibi = ∑ ξi µi .

i=1 i=1

Moreover, the assignment f 7→ f ◦ b is an isomorphism V ∗ ∼

= F n of vector spaces.

C OROLLARY 1.7.1 Any finite-dimensional vector space V has the same dimension as its dual

space V ∗ .

= F n shows that V ∗ has dimension n = dimV.

Remark 1.7.2. If V is a finite-dimensional vector space of dimension n, then by Theorem 6

and Theorem 1.7.1 we obtain V ∗ ∼ = Fn ∼

= V, that is, every finite-dimensional vector space is

isomorphic to its dual space. The Theorem 1.7.1 will also construct an explicit basis for V ∗ ,

as follows:

the linear forms xi : V → F defined for i ∈ n by

xi (bi ) = 1, (12)

xi (b j ) = 0, i 6= j, j = 1, . . . , n. (13)

Proof. The isomorphism f 7→ f ◦ b of the Theorem 1.7.1 carries the linear forms xi to the unit

vectors ei = (0, . . . , 1, . . . , 0) of (7), which together constitute a basis of F n . Hence, x1 , . . . , xn

is a basis of V ∗ .

Remark 1.7.3. By (12) and (13), xi ∑nj=1 ξ j b j = ξi . Hence, the linear form xi : V → F is just

the map sending each vector v of V to its ith coordinate ξi , relative to b. In brief, given a basis,

the “coordinate maps” relative to that basis are elements of the dual space and form a basis

there.

This basis x1 , . . . , xn of V ∗ is called the dual basis to the given basis b. With the following

Kronecker delta notation for i, j ∈ n,

(

1, if i = j,

δi j =

0, if i 6= j,

the conditions (12) and (13) that a basis x of V ∗ be dual to a basis b of V read

x i b j = δi j , i, j = 1, . . . , n. (14)

L EMMA 1.7.1 To each non-zero linear form f on V there is at least one vector v with f (v) = 1.

32 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

Proof. Since f : V → F is a map, f 6= 0 means that f (u) 6= 0 for some vector u; a suitable

scalar multiple v of u then has f (v) = 1.

Remark 1.7.4. When V is finite-dimensional, the “symmetrical” property holds:

L EMMA 1.7.2 To any non-zero vector v a finite-dimensional vector space V, there exists at

least one linear form f with f (u) = 1.

corresponding linear form in the dual basis.

Remark 1.7.5. An element f ∈ V ∗ is by definition a map v 7→ f (v) of a “variable” v ∈ V. If

we hold v fixed and let f vary, then f 7→ f (v) becomes a map V ∗ → F. We label this map as

ωv : V ∗ → F. Thus ω maps V into its double dual V ∗∗ .

C OROLLARY 1.7.3 Any finite-dimensional vector space V is isomorphic to its double dual

V ∗∗ under the morphism ω : V → V ∗∗ which sends each vector v of V into the linear form

ωv : V ∗ → F, where ωv is defined for each f ∈ V ∗ by ωv ( f ) = f (v).

that Kerω = 0. Since dimV = dimV ∗∗ also, it follows that ω is an isomorphism, as required.

Remark 1.7.6. Note that the map ω : V → V ∗∗ is defined without reference to any basis, while

a basis was used to construct the isomorphism V ∼ = V ∗ in Corollary 1.7.2.

To bring out the parallel between Lemma 1.7.1 and Lemma 1.7.2, we will write h f , vi for

the value f (v) of the form f ∈ V ∗ on the vector v ∈ V. This gives a map

( f , v) 7→ h f , vi , V ∗ ×V → F.

To emphasize the symmetry of V and its dual V ∗ in this situation, we write W for the dual

space V ∗ , so that hw, vi is a map W ×V → F. This map of two arguments w and v is linear in

each argument, in the sense that the equations

hw, κ1 v1 + κ2 v2 i = κ1 hw, v1 i + κ2 hw, v2 i , (16)

holds for all scalars κi ∈ F and for all vectors w, wi ∈ W, v, vi ∈ V. In this language, Lemma

1.7.1 and Lemma 1.7.2 becomes symmetrical statements about fixed vectors w0 ∈ W or v0 ∈ V :

(i) If hw0 , vi = 0 for all v ∈ V, then w0 = 0.

(ii) If hw, v0 i = 0 for all w ∈ W, then v0 = 0.

More generally,

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 33

the annihilator of T is the subset

of V.

Remark 1.7.7. Because of the linearity (15) and (16), it follows that AnnihT is a subspace of

V and AnnihS is a subspace of W. Also conditions (i) and (ii) in Remark 1.7.6 can now be

written as

AnnihV = 0, and AnnihW = 0. (17)

has the properties (15), (16), and (17), then it determines isomorphisms W ∼

= V ∗ and V ∼

= W ∗.

Proof. For each vector v ∈ V the assignment w 7→ hw, vi is a map, written as h−, vi : W → F,

which is left-linear on W by (15). Therefore the assignment v 7→ h−, vi is a map on V to the

dual W ∗ , and by (16) it is a right-linear map V → W ∗ . The assumption AnnihW = 0 of (17)

states that this map has kernel 0 (is an injective linear map); hence by Proposition 1.6.1 and

Corollary 1.7.1,

dimV ≤ dimW ∗ = dimW.

Symmetrically, for each w ∈ W the assignment w 7→ hw, −i is a right-linear injection W → V ∗ ,

so that dimW ≤ dimV ∗ = dimV. Combined with the previous inequality this gives dimW =

dimV and implies by Corollary 1.6.5 that both linear injections are isomorphisms V ∼= W ∗ and

∼ ∗ ∼ ∗∗, ∗∗

W = V . This also yields V = V as in the isomorphism ω : V → V of Corollary 1.7.3.

T HEOREM 1.7.3 For subspaces S of a finite-dimensional vector space V and T of its dual

W = V ∗ there are isomorphisms

S∗ ∼

= V ∗/AnnihS, (V/S)∗ ∼

= AnnihS, (18)

T∗ ∼

= W ∗/AnnihT,

∗∼

(W/T ) = AnnihT. (19)

For each w ∈ W , the map hw, −i : V → F, if restricted to elements s ∈ S in the subspace S ⊆ V,

is a linear map denoted by

resS : W = V ∗ → S∗ .

Now any basis of the subspace S ⊆ V is by Theorem 1.6.2 part of a basis of V, so any linear

map g : S → F can be extended to a map g0 : V → F linear on all of V (say by making g0 zero

34 CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES

on the additional part of the chosen basis of V ). This observation means that every g in S∗ is

the restriction to S of some g0 = hw, −i, so the map resS above is a linear surjection. Its kernel

is AnnihS, by the very definition of this annihilator. Therefore, by Theorem 1.4.1 there is an

isomorphism S∗ ∼ = V ∗/AnnihS, as in the first of (18).

To treat the second isomorphism of (18), consider any h : V/S → F in the dual space (V/S)∗ .

Composing h with the projection p : V → V/S yields a linear map h ◦ p : V → F which an-

nihilates S. On the other hand, any linear map f : V → F which annihilates S must, by the

Theorem 1.4.3, factor through the projection p : V → V/S as f = h ◦ p for a unique h. There-

fore, h 7→ h ◦ p is the desired isomorphism (V/S)∗ ∼ = AnnihS.

Annih(AnnihS) = S. (21)

Proof. If dimV = n and dimS = k, then dim (V/S) = n − k, and by the second equation of (18),

dim(AnnihS) = dim (V/S)∗ = n − k. This is (20), as desired. Repeating the argument gives

dim(Annih(AnnihS)) = k. But if s ∈ S, then hw, si = 0 for all w ∈ AnnihS, so s ∈ Annih(AnnihS)

and therefore S ⊆ Annih(AnnihS). Since these spaces have the same dimension k, they must

by Proposition 1.6.1 be equal, as asserted in (21).

Remark 1.7.8. Note that this result depends essentially upon the fact that V is of finite dimen-

sion.

For a subspace T of W = V ∗ the equation corresponding to (20) is

This conceptual result is really a statement of the fundamental fact about systems of homo-

geneous linear equations. For if f ∈ V ∗ and v ∈ V the equation f v = 0 is a homogeneous

linear equation f in n unknowns (the coordinates of v). Thus if f1 , . . . , fk is a list of k elements

fi ∈ V ∗ and T the subspace of V ∗ which they span, then AnnihT is just the set of all v ∈ V with

f1 v = 0, · · · , fk v = 0;

in other words, AnnihT is the set (actually, the subspace) of all solutions of these k simultane-

ous homogeneous linear equations. Thus (22) states that the number of linearly independent

solutions is dimV , the number of unknowns, minus dimT , the maximum number of linearly

independent equations.

Problems

P ROBLEM 1.7.1 Consider the basis {(2, 1), (3, 1)} of R2 . Find the dual basis.

CHAPTER 1. FINITE-DIMENSIONAL VECTOR SPACES 35

P ROBLEM 1.7.2 Let V = {a + bt | a, b ∈ R}, the vector space of real polynomials of degree

≤ 1. Find the basis {v1 , v2 } of V that is dual to the basis {φ1 , φ2 } of V ∗ defined by

Z 1 Z 2

φ1 ( f (t)) = f (t) dt and φ2 ( f (t)) = f (t) dt.

0 0

V → F is a dual pairing. Prove:

(a) S1 ⊆ S2 =⇒ AnnihS1 ⊇ AnnihS2 .

(b) Annih(S1 + S2 ) = (AnnihS1 ) ∩ (AnnihS2 ).

(c) Annih(S1 ∩ S2 ) = (AnnihS1 ) + (AnnihS2 ).

L INEAR MAPS AND MATRICES

2

2.1 The linear map associated with a matrix

D EFINITION 2.1.1 Let F be a field and let m = {1, . . . , m}, n = {1, . . . , n} denote respectively

the sets of first m and n positive integers. An F-valued m × n matrix is a map M : m × n → F,

written (i, j) 7→ αi j , where i ∈ m, j ∈ n, and αi j ∈ F and may be displayed as

α11 · · · α1 j · · · α1n

α21 · · · α2 j · · · α2n

M = .. .. .

..

. . .

αm1 · · · αm j · · · αmn

Let

a11 · · · a1n

.. ..

A= . .

am1 · · · amn

be an m × n matrix. We can associate with A a map

LA : F n → F m

by letting

LA (X) = AX

for every column vector X in F n . Thus LA is defined by the association X 7→ AX, the product

being the product of matrices. We observe that LA is linear, indeed

A(X +Y ) = AX + AY and A(cX) = cAX

for all vectors X,Y in F n and all numbers c. We call LA the linear map associated with the

matrix A.

matrices A, B give rise to the same linear map, then they are equal.

37

38 CHAPTER 2. LINEAR MAPS AND MATRICES

Proof. By definition, we have Ai · X = Bi · X for all i, if Ai is the i-th row of A and Bi is the i-th

row of B. Hence (Ai − Bi ) · X = 0 for all i and all X. Hence Ai − Bi = O, and Ai = Bi for all i.

Hence A = B.

Problems

P ROBLEM find the vector LA (X).

2.1.1In eachcase,

2 1 3

(a) A = ,X= .

1 0 −1

1 0 5

(b) A = ,X= .

0 0 1

1 1 4

(c) A = ,X= .

0 1 1

0 0 7

(d) A = ,X= .

0 1 −3

We first consider a special case.

T HEOREM 2.2.1 Let L : F n → F be a linear map. There exists a unique vector A in F n such

that L = LA , i.e. such that for all X we have L(X) = A · X.

L(X) = L(x1 e1 + · · · + xn en )

= x1 L(e1 ) + · · · + xn L(en ).

If we now let ai = L(ei ), we see that L(X) = x1 a1 + · · · + xn an = X · A. This proves what we

wanted. It also gives us an explicit determination of the vector A such that L = LA , namely the

components of A are precisely the values L(e1 ), . . . , L(en ), where ei (i = 1, . . . , n) are the unit

vectors of F n .

We shall now generalize this to the case of an arbitrary linear map into F m , not just into F.

T HEOREM 2.2.2 Let L : F n → F m be a linear map. Then there exists a unique matrix A such

that L = LA .

Proof. As usual, let e1 , . . . , en be the unit column vectors in F n , and let ε1 , . . . , εm be the unit

column vectors in F m . We can write any vector X in F n as a linear combination

x1

..

X = x1 e1 + · · · + xn en = . ,

xn

CHAPTER 2. LINEAR MAPS AND MATRICES 39

find that L(X) = x1 L(e1 ) + · · · + xn L(en ) and we can write each L(e j ) in terms of ε1 , . . . , εm . In

other words, there exist numbers ai j such that

L(e1 ) = a11 ε1 + · · · + am1 εm

..

.

L(en ) = a1n ε1 + · · · + amn εm

or in terms of the column vectors,

a11 a1n

.. ..

L(e1 ) = . , · · · , L(en ) = . . (23)

am1 , amn

Hence

L(X) = x1 (a11 ε1 + · · · + am1 εm ) + · · · + xn ((a1n ε1 + · · · + amn εm )

= (a11 x1 + · · · + a1n xn )ε1 + · · · + (am1 x1 + · · · + amn xn )εm .

Consequently, if we let A = (ai j ), then we see that L(X) = AX. Written out in full, this reads

a11 · · · a1n x1 a11 x1 + · · · + a1n xn

.. .. .. = ..

.

. . . .

am1 · · · amn xn am1 x1 + · · · + amn xn

Thus L = LA is the linear map associated with the matrix A. We also call A the matrix asso-

ciated with the linear map L. We know that this matrix is uniquely determined by Theorem

2.1.1.

T HEOREM 2.2.3 Let A be an n × n matrix, and let A1 , . . . , An be its columns. Then A is invert-

ible if and only if A1 , . . . , An are linearly independent.

Problems

P ROBLEM 2.2.1 Find the matrix associated with the following linear maps:

(a) f : R4 → R2 given by f (x1 , x2 , x3 , x4 ) = (x1 , x2 ). (relative to the bases of unit vectors)

(b) f : R2 → R2 given by f (x, y) = (3x, 3y). (relative to the basis of unit vectors)

(c) f : R2 → R2 given by f (x, y) = (2x + 3y, 4x − 5y). (relative to the basis {(1, 2), (2, 5)})

(d) V is the vector space of differentiable maps over R, D : V → V defined by D( f (t)) =

d( f (t))/dt. (relative to the basis {sint, cost, e3t })

P ROBLEM 2.2.2 A linear map L : R2 → R2 a rotation if its associated matrix can be written

in the form

cos θ − sin θ

R(θ ) = .

sin θ cos θ

40 CHAPTER 2. LINEAR MAPS AND MATRICES

Let (1, 2) be a point of R2 . Let R be the rotation through an angle of π/4. What are the

coordinates of R(1, 2) relative to the usual basis {(1, 0), (0, 1)}.

P ROBLEM 2.2.3 Let R be a rotation through an

2

R we have kvk = kR(v)k, where k(x, y)k = x2 + y2 .

P ROBLEM 2.2.4 Let c be a real number, and let f : R3 → R3 be the linear map such that

f (v) = cv, where v ∈ R3 . What is the matrix associated with this linear map?

In the first two sections we consider the relation between matrices and linear maps of F n into

F m . Now let V,W be arbitrary finite dimensional vector spaces over F. Let

be bases of V and W respectively. Then we know that elements of V and W have coordinates

vectors with respect to these bases. In other words, if v ∈ V then we can express v uniquely as

a linear combination

v = x1 v1 + · · · + xn vn , xi ∈ F.

Thus V is isomorphic to F n under the map F n → V given by

(x1 , . . . , xn ) 7→ x1 v1 + · · · + xn vn .

Similarly for W. If f : V → W is a linear map, then using the above isomorphism, we can

interpret f as a linear map of F n into F m , and thus we can associate a matrix with f , depending

on our choice of bases, and denoted by Mbb0 ( f ). This matrix is the unique matrix A having the

following property:

basis b, then AX is the (column) coordinate vector of f (v) relative to the basis b0 .

To use a notation which shows that the coordinate vector X depends on v and on the basis b

we let Xb (v) denote this coordinate vector. Then the above property can be stated in a formula.

T HEOREM 2.3.2 Let V,W be vector spaces over F, and let f : V → W be a linear map. Let b

be a basis of V and b0 of W . If v ∈ V then Xb0 ( f (v)) = Mbb0 ( f )Xb (v).

Proof. Let A = Mbb0 ( f ), and X is the coordinate vector of v with respect to b, then by definition,

f (v) = (A1 · X)w1 + · · · + (Am · X)wm . This matrix A is determined by the effect of f on the

basis elements as follows.

CHAPTER 2. LINEAR MAPS AND MATRICES 41

Let

..

. (24)

f (vn ) = a1n w1 + · · · + amn wm .

a11 a21 · · · am1

a12 a22 · · · am2

.. .

.. ..

. . ··· .

a1n a2n · · · amn

Indeed, we have

= (A1 · · · X)w1 + · · · + (Am · X)wm .

C OROLLARY 2.3.1 Let V be a vector space, and let b, b0 be bases of V. Let v ∈ V . Then

Xb0 (v) = Mbb0 (1V )Xb (v).

Remark 2.3.1. The corollary expresses in a succinct way the manner in which the coordinates

of a vector change when we change the basis of the vector space.

T HEOREM 2.3.3 Let V,W be vector spaces. Let b be a basis of V, and b0 a basis of W. Let f , g

be two linear maps of V into W. Let M = Mbb0 . Then M( f +g) = M( f )+M(g). If c is a number,

then M(c f ) = cM( f ). The association f 7→ Mbb0 ( f ) is an isomorphism between the space of

linear maps Hom(V,W ) and the space of m × n matrices (if dimV = n and dimW = m.)

Proof. Proof The first formulas showing that f 7→ M( f ) is linear follow at once from the

definition of the associated matrix. The association f 7→ M( f ) is injective since M( f ) = M(g)

implies f = g, and it is surjective since every linear map is represented by a matrix. Hence

f 7→ M( f ) gives an isomorphism as stated.

We now pass from the additive properties of the associated matrix to the multiplicative

properties.

T HEOREM 2.3.4 Let V,W,U be vector spaces. Let b, b0 , b00 be bases for V,W,U respectively.

0

Let f : V → W and g : W → U be linear maps. Then Mbb00 (g)Mbb0 ( f ) = Mbb00 (g ◦ f ).

42 CHAPTER 2. LINEAR MAPS AND MATRICES

Proof. Let A be the matrix associated with f relative to the bases b, b0 and let B be the matrix

associated with g relative to the bases b0 , b00 .. Let v be an element of V and let X be its

(column) coordinate vector relative to b. Then the coordinate vector of f (v) relative to b0 is

AX. By definition, the coordinate vector of g( f (v)) relative to b00 is B(AX) which is equal to

(BA)X. But g( f (v)) = (g ◦ f )(v). Hence the coordinate vector of g ◦ f )(v) relative to the basis

b00 is (BA)X. By definition, this means that BA is the matrix associated with g ◦ f , and proves

our theorem.

Remark 2.3.2. In many applications, one deals with linear maps of a vector space V into itself.

If a basis b of V is selected, and f : V → V is a linear map, then the matrix Mbb ( f ) is usually

called the matrix associated with f relative to b (instead of saying relative to b, b). From

the definition, we see that Mbb (1V ) = I, where I is the matrix. As a direct consequences of

Corollary 2.3.1 we obtain

0 0

Mbb0 (1V )Mbb (1V ) = I = Mbb (1V )Mbb0 (1V ).

00

Proof. Take V = W = U in Theorem 2.3.4, and f = g = 1V and b = b. Our assertion then

drops out.

The general formula of Theorem 2.3.4 will allow us to describe precisely how the matrix

associated with a linear map changes when we change bases.

T HEOREM 2.3.5 Let f : V → V be a linear map, and let b, b0 be bases of V. Then there exists

0 0

an invertible matrix N such that Mbb0 ( f ) = N −1 Mbb ( f )N. In fact, we can take N = Mbb (1V ).

0 0

Mbb0 ( f ) = Mbb0 (1V )Mbb ( f )Mbb (1V ).

Remark 2.3.3. Let V be a finite dimensional vector space over F, and let f : V → V be a linear

map. A basis b of V is said to diagonalize f if the matrix associated with f relative to b is

a diagonal matrix. If there exists such a basis which diagonalizes f , then we say that f is

diagonalizable. It is not always true that a linear map can be diagonalized. Later on, we shall

find sufficient conditions under which it can. If A is an n × n matrix in a field F, we say that

A can be diagonalized (in F) if the linear map on F n represented by A can be diagonalized.

From Theorem 2.3.5, we conclude at once:

T HEOREM 2.3.6 Let V be a finite dimensional vector space over F, let f : V → V be a linear

map, and let M be its associated matrix relative to a basis b. Then f (or M) can be diagonalized

CHAPTER 2. LINEAR MAPS AND MATRICES 43

(in F) if and only if there exists an invertible matrix N in F such that N −1 MN is a diagonal

matrix.

Remark 2.3.4. In view of the importance of the map M 7→ N −1 MN, we give it a special name.

Two matrices, M, M 0 are called similar (over a field F) if there exists an invertible matrix N

in K such that M 0 = N −1 MN.

Problems

P ROBLEM 2.3.1 In each of the following cases, find Mbb0 (1R3 ). The vector space in each case

is R3 .

(a) b = {(1, 1, 0), (−1, 1, 1), (0, 1, 2)}

b0 = {(2, 1, 1), (0, 0, 1), (−1, 1, 1)}

(b) b = {(3, 2, 1), (0, −2, 5), (1, 1, 2)}

b0 = {(1, 1, 0), (−1, 2, 4), (2, −1, 1)}

that there are numbers c1 , . . . , cn such that f (vi ) = ci vi for i = 1, . . . , n. What is Mbb ( f )?

P ROBLEM 2.3.3 For each real number θ , let fθ : R2 → R2 be the linear map represented by

the matrix

cos θ − sin θ

r(θ ) = .

sin θ cos θ

Show that if θ , θ 0 are real numbers, then fθ fθ 0 = fθ +θ 0 . Also show that fθ−1 = f−θ .

P ROBLEM 2.3.4 Let X = (1, 2) be a point of the plane. Let r F be the rotation through an angle

of π/4. What are the coordinates of r(X) relative to the usual basis {e1 , e2 }?

P ROBLEM 2.3.5 In each of the following cases, let D = d/dt be the derivative. We give a set

of linearly independent maps b. These generate a vector space V, and D is a linear map from

V into itself. Find the matrix associated with D relative to the bases b, b.

(a) {et , e2t }

(b) {1,t}

(c) {et ,tet }

(d) {1,t,t 2 }

(e) {1,t, et , e2t ,te2t }

P ROBLEM 2.3.6 (a) Let N be a square matrix. We say that N is nilpotent if there exists a

positive integer r such that N r = 0. Prove that if N is nilpotent, then I − N is invertible.

(b) State and prove the analogous statement for linear maps of a vector space into itself.

E IGENVECTORS AND EIGENVALUES

3

3.1 Eigenvectors and eigenvalues

Let V be a vector space and let A : V → V be a linear map of V into itself. An element v ∈ V

is called an eigenvector of A if there exists a number λ such that Av = λ v. If v 6= 0 then λ

is uniquely determined, because λ1 v = λ2 v implies λ1 = λ2 . In this case , we say that λ is an

eigenvalue of A belonging to the eigenvector v. We also say that v is an eigenvector with the

eigenvalue λ . Instead of eigenvector and eigenvalue, one also uses the terms characteristic

vector and characteristic value.

If A is a square n × n matrix then an eigenvector of A is by definition an eigenvector of

the linear map of F n into itself represented by this matrix. Thus an eigenvector X of A is a

(column) vector of F n for which there exists λ ∈ K such that AX = λ X.

T HEOREM 3.1.1 Let V be a vector space and let A : V → V be a linear map. Let λ ∈ F. Let Vλ

be the subspace of V generated by all eigenvectors of A having λ as eigenvalue. Then every

non-zero element of Vλ is an eigenvector of A having λ as eigenvalue.

Remark 3.1.1. The subspace Vλ in Theorem 3.1.1 is called the eigenspace of A belonging to

λ . Note that if v1 , v2 are eigenvectors of A with different eigenvalues λ1 6= λ2 then of course

v1 + v2 is not an eigenvector of A. In fact, we have the following theorem:

T HEOREM 3.1.2 Let V be a vector space and let A : V → V be a linear map. Let v1 , . . . , vm be

eigenvectors of A, with eigenvalues λ1 , . . . , λm respectively. Assume that these eigenvalues are

distinct, i.e. λi 6= λ j if i 6= j. Then v1 , . . . , vm are linearly independent.

45

46 CHAPTER 3. EIGENVECTORS AND EIGENVALUES

Assume m > 1. Suppose that we have a relation

c1 v1 + · · · + cm vm = 0 (25)

with scalars ci . We must prove all ci = 0. We multiply our relation (25) by λ1 to obtain

c1 λ1 v1 + · · · + cm λ1 vm = 0.

c1 λ1 v1 + · · · + cm λm vm = 0.

c2 = · · · = cm = 0.

Going back to our original relation, we see that c1 v1 = 0, whence c1 = 0, and our theorem is

proved.

a linear map having n eigenvectors v1 , . . . , vn whose eigenvalues λ1 , . . . , λn are distinct. Then

{v1 , . . . , vn } is a basis of V.

Remark 3.1.3. Let V be a finite dimensional vector space, and let L : V → V be a linear map.

Let {v1 , . . . , vn } be a basis of V . We say that this basis diagonalizes L if each vi is an eigen-

vector of L, so Lvi = ci vi with some scalar ci . Then the matrix representing L with respect to

this basis is the diagonal matrix

c1 0 · · · 0

0 c2 · · · 0

A = .. .. . . .. .

. . . .

0 0 · · · cn

We say that the linear map L can be diagonalized if there exists a basis of V consisting of

eigenvectors.

Problems

1 a

P ROBLEM 3.1.1 Let a ∈ K and a 6= 0. Prove that the eigenvectors of the matrix gen-

0 1

erate a 1-dimensional space, and give a basis for this space.

CHAPTER 3. EIGENVECTORS AND EIGENVALUES 47

2 0

P ROBLEM 3.1.2 Prove that the eigenvectors of the matrix generate a 2-dimensional

0 2

space, and give a basis for this space. What are the eigenvalues of this matrix?

P ROBLEM 3.1.3 Let A be a diagonal matrix with diagonal elements a11 , . . . , ann . What is the

dimension of the space generated by the eigenvectors of A? Exhibit a basis for this space, and

give the eigenvalues.

P ROBLEM 3.1.4 Let A = (ai j ) be an n × n matrix such that for each i = 1, . . . , n we have

n

∑ ai j = 0. Show that 0 is an eigenvalue of A.

j=1

cos θ sin θ

P ROBLEM 3.1.5 Show that if θ ∈ R, then the matrix A = always has an

sin θ − cos θ

eigenvector in R2 , and in fact that there exists a vector v1 such that Av1 = v1 .

sin θ

[Hint: Let the first component of v1 be x = if cos θ 6= 1. Then solve for y. What if

1 − cos θ

cos θ = 1?]

P ROBLEM 3.1.6 Let V be a finite dimensional vector space. Let A, B be linear maps of V into

itself. Assume that AB = BA. Show that if v is an eigenvector of A, with eigenvalue λ , then

Bv is an eigenvector of A, with eigenvalue λ also if Bv 6= 0.

We shall now see how we can use determinants to find the eigenvalue of a matrix.

T HEOREM 3.2.1 Let V be a finite dimensional vector space, and let λ be a number. Let

A : V → V be a linear map. Then λ is an eigenvalue of A if and only if A − λ I is not invertible.

that Av = λ v. Hence Av − λ v = 0, and (A − λ I)v = 0. Hence A − λ I has a non-zero kernel, and

A − λ I cannot be invertible. Conversely, assume that A − λ I is not invertible, which implies

A−λ I must have a non-zero kernel, meaning that there exists an element v ∈ V, v 6= 0 such that

(A − λ I)v = 0. Hence Av − λ v = 0, and Av = λ v. Thus λ is an eigenvalue of A. This proves

our theorem.

48 CHAPTER 3. EIGENVECTORS AND EIGENVALUES

t − a11 · · · −a1n

−a21 · · · −a2n

P(t) = .. .. .

.

··· .

−an1 · · · t − ann

We can also view A as a linear map from F n to F n , and we also say that PA (t) is the charac-

teristic polynomial of this linear map.

is a root of the characteristic polynomial of A.

hence Det(λ I − A) = 0. Consequently λ is a root of the characteristic polynomial. Conversely,

if λ is a root of the characteristic polynomial, then Det(λ I − A) = 0, and hence we conclude

that λ I − A is not invertible. Hence λ is an eigenvalue of A by Theorem 3.2.1.

Remark 3.2.1. Theorem 3.2.2 gives us an explicit way of determining the eigenvalues of a

matrix, provided that we can determine explicitly the roots of its characteristic polynomial.

This is sometimes easy, especially in exercises at the end of sections when the matrices are

adjusted in such a way that one can determine the roots by inspection, or simple devices. It is

considerably harder in other cases.

Suppose the field of scalars F is the complex numbers. We then know the fact that every

non-constant polynomial with complex coefficients has a complex root. If A is a complex n × n

matrix, then the characteristic polynomial of A has complex coefficients, and has degree n ≥ 1,

so has a complex root which is an eigenvalue. Thus we have:

T HEOREM 3.2.3 Let A be an n × n matrix with complex components. Then A has a non-zero

eigenvector and an eigenvalue in the complex numbers.

T HEOREM 3.2.4 Let A, B be two n × n matrices, and assume that B invertible. Then the char-

acteristic polynomial of A is equal to the characteristic polynomial of B−1 AB.

= Det(tI − B−1 AB).

CHAPTER 3. EIGENVECTORS AND EIGENVALUES 49

operator. Select a basis for V and let A = Mbb (L) be the matrix associated with L with respect

to this basis. We then define the characteristic polynomial of L to be the characteristic

polynomial of A. If we change basis, then A changes to B−1 AB where B is invertible. By

Theorem 3.2.4, this implies that the characteristic polynomial does not depend on the choice

of basis.

Theorem 3.2.2 can be interpreted for L as stating:

T HEOREM 3.2.5 Let V be a finite dimensional vector space over C of dimension > 0. Let

L : V → V be an operator. Then L has a non-zero eigenvector and an eigenvalue in the complex

numbers.

It should be remembered that in the case of complex eigenvalues, the vector space is over

the complex numbers, so it consists of linear combinations of the given basis elements with

complex coefficients.

Problems

P ROBLEM 3.2.1 Let A be a diagonal matrix,

a1 0 ··· 0

0 a2 · · · 0

A = .. .. .

..

. . .

0 0 · · · an

(b) What are its eigenvalues?

a11 0 · · · 0

a21 a22 · · · 0

A = .. .. .

..

. . .

an1 an2 · · · ann

P ROBLEM 3.2.3 Find the characteristic polynomial, eigenvalues, and bases for the eigenspaces

of the

following

matrices:

1 2

(a) .

3 2

3 2

(b) .

−1 0

50 CHAPTER 3. EIGENVECTORS AND EIGENVALUES

4 0 1

(c) −2 1 0 .

−2 0 1

1 −3 3

(d) 3 −5 3 .

6 −6 4

P ROBLEM 3.2.4 Find the eigenvalues of the following matrices. Show that teh eigenvectors

forma 1-dimensional

space.

2 −1

(a) .

1 0

1 1

(b) .

0 1

1 1 1

(c) 0 1 1 .

0 0 1

1 1 0

(d) 0 1 1 .

1 0 1

P ROBLEM 3.2.5 Let V be an n-dimensional vector space and assume that the characteristic

polynomial of a linear map A : V → V has n distinct roots. Show that V has a basis consisting

of eigenvectors of A.

that λ −1 is an eigenvalue of A−1 .

P ROBLEM 3.2.7 Let V be the space generated over R by the two functions sint and costt.

Does the derivative (viewed as a linear map of V into itself) have any nonzero eigenvectors in

V ? If so, which?

P ROBLEM 3.2.8 Let A, B be square matrices of the same size. Show that the eigenvalues of

AB are the same as the eigenvalues of BA.

S CALAR PRODUCTS AND ORTHOGONALITY

4

4.1 Scalar products

D EFINITION 4.1.1 Let V be a vector space over a field F. A scalar product on V is an asso-

ciation which to any pair of elements v, w of V associates a scalar, denoted by hv, wi , or also

v · w, satisfying the following properties:

SP1 We have hv, wi = hw, vi for all v, w ∈ V.

SP2 If u, v, w are elements of V, then hu, v + wi = hu, vi + hu, wi .

SP3 If x ∈ F, then hxu, vi = x hu, vi and hu, xvi = x hu, vi .

The scalar product is said to be non-degenerate if in addition it also satisfies the condition:

SP4 If v is an element of V, and hv, wi = 0 for all w ∈ V, then v = 0.

or perpendicular, and write v ⊥ w, if hv, wi = 0.. If S is a subset of V , we denote by S⊥ the

set of all elements w ∈ V which are perpendicular to all elements of S, i.e. hv, wi = 0 for all

v ∈ S. Then using SP2 and SP3, one verifies at once that S⊥ is a subspace of V , called the

orthogonal space of S. If w is perpendicular to S, we also write w ⊥ S. Let U be the subspace

of V generated by the elements of S. If w is perpendicular to S, and if v1 , v2 ∈ S, then

If c is a scalar, then

hw, cv1 i = c hw, v1 i .

Hence w is perpendicular to linear combination of elements of S, and hence w is perpendicular

to U.

Let V again be a vector space over the field F,

with ascalar product. Let {v1 , . . . , vn } be a

basis of V. We say that it is an orthogonal basis if vi , v j = 0 for all i 6= j. We shall show later

that if V is a finite dimensional vector space, with a scalar product, then there always exists

an orthogonal basis. However, we shall first discuss important special cases over the real and

complex numbers.

51

52 CHAPTER 4. SCALAR PRODUCTS AND ORTHOGONALITY

D EFINITION 4.1.2 Let V be a vector space over R, with a scalar product. We say this scalar

product positive definite if hv, vi ≥ 0 for all v ∈ V, and hv, vi > 0 if v 6= 0.

Let W be a vector space over R, with a positive definite scalar product denoted by h , i. Let

W be a subspace. Then W has a scalar product defined by the same rule defining the scalar

product in V. In other words, if w, w0 are elements of W, we may form their scalar product

hw, w0 i. This scalar product on W is obviously positive definite.

p

D EFINITION 4.1.3 We define the norm of an element v ∈ V by kvk = hv, vi.

Remark 4.1.1. If c is any number, then we immediately get kcvk = |c| kvk , because

p q

kcvk = hcv, cvi = c2 hv, vi = |c|kvk.

dist(v, w) = kv − wk.

Let us justify our definition of perpendicularity. From the intuition of plane geometry and the

following figure tell us that v is perpendicular to w if and only if kv − wk = kv + wk.

wO

kw+vk kw−vk

−v o 0 / v

But then by algebra:

kv − wk = kv + wk ⇔ kv − wk2 = kv + wk2

⇔ (v − w)2 = (v + w)2

⇔ v2 − 2v · w + w2 = v2 + 2v · w + w2

⇔ 4v · w = 0

⇔ v · w = 0.

then v/kvk is a unit vector.

CHAPTER 4. SCALAR PRODUCTS AND ORTHOGONALITY 53

T HEOREM 4.1.3 Let w be an element of V such that kwk 6= 0. For any v there exists a unique

number c such that v − cw is perpendicular to w.

hv, wi

hcw, wi = 0 and hv, wi = c hw, wi . Thus c = . Conversely, letting c have this value shows

hw, wi

that v − cw is perpendicular to w (prove it!).

We call c the component of v along w. We call cw the projection of v along w.

Proof. If w = 0, then both sides are equal to 0 and our inequality is obvious. Next, assume that

w = e is a unit vector, that is e ∈ V and kek = 1. If c is the component of v along e, then v − ce

is perpendicular to e, and also perpendicular to ce. Hence by the Pythagoras theorem, we find

kvk2 = kv − cek2 + kcek2 = kv − cek2 + c2 . Hence c2 ≤ kvk2 , so that |c| ≤ kvk. Finally, if w

is arbitrary non-zero element of V, then

v, w

≤ kvk.

kwk

T HEOREM

Let v1 , . . . , vn be non-zero elements of V which are mutually perpendicular,

4.1.6

that is vi , v j = 0 if i 6= j. Let ci be the component of v along vi . Then v − c1 v1 − · · · − cn vn is

perpendicular to v1 , . . . , vn .

Proof. To prove

this, all we have to do is to take the scalar product with v j for any j.

All the

terms

involving

v i j will give 0 if i 6= j, and we shall have two remaining terms v, v j −

, v

c j v j , v j which cancel. Thus subtracting linear combinations as above orthogonalizes v with

respect to v1 , . . . , vn .

The next theorem shows that c1 v1 + · · · + cn vn gives the closest approximation to v as a

linear combination of v1 , . . . , vn .

T HEOREM 4.1.7 Let v1 , . . . , vn be vectors which are mutually perpendicular, and such that

kvi k 6= 0 for all i. Let v be an element of V, and let ci be the component of v along vi . Let

54 CHAPTER 4. SCALAR PRODUCTS AND ORTHOGONALITY

a1 , . . . , an be numbers. Then

n
n

v − ∑ ck vk
≤
v − ∑ ak vk
.

k=1
k=1

n

Proof. We know that v − ∑ ck vk is perpendicular to each vi , i = 1, . . . , n. Hence it is perpen-

k=1

dicular to any linear combination of v1 , . . . , vn . Now we have:

2
2

n
n n

v − ∑ ak vk
=
v − ∑ ck vk + ∑ (ck − ak )vk

k=1
k=1 k=1

2
2

n
n

=
v − ∑ ck vk
≤
v − ∑ ak vk
,

k=1
k=1

and thus our theorem is proved.

T HEOREM 4.1.8 (Bessel inequality.) If v1 , . . . , vn are mutually perpendicular unit vectors, and

n

if ci is the component of v along vi , then ∑ c2i ≤ kvk2 .

i=1

n

Proof. The elements v − ∑ ci vi , v1 , . . . , vn are mutually perpendicular. Therefore:

i=1

2
2

n
n

kvk2 =
v − ∑ ci vi
+
∑ ci vi

i=1
i=1

2

n

≥
∑ ci vi

i=1

n

= ∑ c2i

i=1

because v1 , . . . , vn are mutually perpendicular and kvi k2 = 1. This proves the theorem.

Problems

P ROBLEM 4.1.1 Prove the Theorem 4.1.1, Theorem 4.1.2, and Theorem 4.1.5.

P ROBLEM 4.1.2 Let V be a vector space with a scalar product. Show that h0, vi = 0 for all v

in V.

definite. Let v1 , . . . , vn be non-zero

elements which are mutually perpendicular, that is vi , v j = 0 if i 6= j. Show that they are

linearly independent.

CHAPTER 4. SCALAR PRODUCTS AND ORTHOGONALITY 55

Let V be a vector space with a positive scalar product through out this section. A basis

vi , v j = 0 whenever i 6= j. If in addition each element of the basis has norm 1, then the

basis is called orthonormal.

T HEOREM 4.2.1 Let V be a finite dimensional vector space, with a positive definite scalar

product. Let W be a subspace of V, and let {w1 , . . . , wm } be an orthogonal basis of W. If

W 6= V, then there exists elements wm+1 , . . . , wn of V such that {w1 , . . . , wn } is an orthogonal

basis of V.

Proof. The method of proof is as important as the theorem, and is called the Gram-Schmidt

orthogonalization process. We know that we can find elements vm+1 , . . . , vn of V such that

{w1 , . . . , wm , vm+1 , . . . , vn } is a basis. Of course, it is not an orthogonal basis. Let Wm+1 be the

space generated by w1 , . . . , wm , vm+1 . We shall first obtain an orthogonal basis of Wm+1 . The

idea is to take vm+1 and subtract from it its projection along w1 , . . . , wm . Thus we let

hvm+1 , w1 i hvm+1 , wm i

c1 = , · · · , cm = .

w1 , w1 hwm , wm i

more, wm+1 6= 0 (otherwise vm+1 would be linearly dependent on w1 , . . . , wm ) and vm+1 lies

in the space generated by w1 , . . . , wm+1 because vm+1 = wm+1 + c1 w1 + · · · + cm wm . Hence

{w1 , . . . , wm+1 } is an orthogonal basis of Wm+1 . We can now proceed by induction, showing

that the space Wm+s generated by w1 , . . . , wm , vm+1 , . . . , vm+s has an orthogonal basis

C OROLLARY 4.2.1 Let V be a finite dimensional vector space with a positive definite scalar

product. Assume that V 6= {0}. Then V has an orthogonal basis.

subspace generated by v1 , and apply the theorem to get the desired basis.

We summarize the procedure of Theorem 4.2.1 once more. Suppose we are given an arbi-

56 CHAPTER 4. SCALAR PRODUCTS AND ORTHOGONALITY

v01 = v1 ,

hv2 , v0 i

v02 = v2 −

0 10 v01 ,

v1 , v1

0 hv3 , v02 i 0 hv3 , v01 i 0

v3 = v3 − 0 0 v2 −

0 0 v1

v2 , v2 v1 , v1

..

.

vn , v0n−1 hvn , v01 i 0

0 0

vn = vn −

0 v − · · · − v .

vn−1 , v0n−1 n−1 v01 , v01 1

Then {v01 , . . . , v0n } is an orthogonal basis. Given an orthogonal basis, we can always obtain an

orthonormal basis by dividing each vector by its norm.

T HEOREM 4.2.2 Let V be a vector space over R with a positive definite scalar product, of

dimension n. Let W be a subspace of V of dimension r. Let W ⊥ be the subspace of V consisting

of all elements which are perpendicular to W. Then V is the direct sum of W and W ⊥ , and W ⊥

has dimension n − r. In other words, dimW + dimW ⊥ = dimV.

assume that W 6= V and W 6= 0. Let {w1 , . . . , wr } be an orthonormal basis of W. By Theo-

rem 4.2.1, there exists elements ur+1 , . . . , un of V such that {w1 , . . . , wr , ur+1 , . . . , un } is an

orthonormal basis of V. We shall prove that {ur+1 , . . . , un } is an orthonormal basis of W ⊥ .

Let u be an element of W ⊥ . Then there exist numbers x1 , . . . , xn such that

u = x1 w1 + · · · + xr wr + xr+1 ur+1 + · · · + xn un .

0 = hu, wi i = xi hwi , wi i = xi .

Conversely, let u = xr+1 ur+1 + · · · + xn un be a linear combination of ur+1 , . . . , un . taking the

scalar product with any wi yields 0. Hence u is perpendicular to all wi (i = 1, . . . , r), and hence

is perpendicular to W. This proves that ur+1 , . . . , un generate W ⊥ . Since they are mutually

perpendicular, and of norm 1, they form an orthonormal basis of W ⊥ , whose dimension is

therefore n − r. Furthermore, an element of V has a unique expression as a linear combination

x1 w1 + · · · + xr wr + xr+1 ur+1 + · · · + xn un

direct sum of W and W ⊥ .

Remark 4.2.1. The space W ⊥ is called the orthogonal complement of W.

CHAPTER 4. SCALAR PRODUCTS AND ORTHOGONALITY 57

Problems

P ROBLEM 4.2.1 What is the dimension of the subspace of R6 perpendicular to the two vectors

(1, 1, −2, 3, 4, 5) and (0, 0, 1, 1, 0, 7)?

P ROBLEM 4.2.2 Find an orthonormal basis for the subspace of R3 generated by the following

vectors: (a) (1, 1, −1) and (1, 0, 1). (b) (2, 1, 1) and (1, 3, −1).

P ROBLEM 4.2.3 In problems 4.2.3 through 4.2.5 we consider teh vector space of continuous

real-values maps on the interval [0, 1]. We define the scalar product of two such maps f , g by

the rule Z 1

h f , gi = f (t)g(t) dt.

0

Using standard properties of the integral, verify that this is a scalar product.

P ROBLEM 4.2.4 Let V be the subspace of maps generated by the two maps f , g such that

f (t) = t and g(t) = t 2 . Find an orthonormal basis for V.

P ROBLEM 4.2.5 Let V be the subspace generated by the three maps 1,t,t 2 (where 1 is teh

constant map). Find an orthonormal basis for V.

P ROBLEM 4.2.6 Let V be a finite dimensional vector space over R, with a positive definite

scalar product.

Let {v1 , . . . , vm } be a set of elements of V, of norm 1, and mutually perpendic-

ular (i.e. vi , v j = 0 if i 6= j). Assume that for every v ∈ V we have

m

kvk2 = ∑ hv, vi i2 .

i=1

P ROBLEM 4.2.7 Let V be a finite dimensional vector space over R, with a positive definite

scalar product. Prove the parallelogram law, for any elements v, w ∈ V

B IBLIOGRAPHY

[3] Paul R. Halmos, Linear algebra problem book, 1995, The Mathematical Association of

America.

[4] S. Mac Lane, G. Birkhoff, Algebra, third edition, 1999, AMS Chelsea Publishing.

59

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