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\chapter{Vector Spaces}
\begin{center}
{\bf LINEAR ALGEBRA IS THE MOST IMPORANT OF ALL OF THE MATHEMATICAL SCIENCES}
\end{center}
Why?
\begin{itemize}
\item Within linear algebra is the language that describes all of the how and why
for all linear operations.
\begin{itemize}
\item solving linear differential equations
\item the reasons why the derivative and the integral operators work so nicely
\item geometry and transformations
\item computer graphics (video games are 99\% linear algebra)
\item image processing (Photoshop = fancy linear algebra package)
\item large scale stress computations (linear elasticity)
\item \dots
\end{itemize}
\item Linear Algebra is {\bf far} more than just {\it matrices}.
\end{itemize}
Before talking about vectors and vector spaces let's briefly talk about how you learned about functions. First you were told to think of
a function as a ``rule'' that accepted an input and gave a single output (high school
algebra). Then you got used to the notion that you could add, subtract, multiply, and
divide functions to get new functions (pre-calculus). When you took calculus you started
to think of functions as {\it objects} themselves and started discussing ways to get
properties of those objects (e.g. concavity, boundedness). The process that you've gone through with functions is
called ``objectification'' of a mathematical idea: you have turned functions into objects
in your mind's eye. Our goal in this chapter is to ``objectify'' the idea of vectors. We
are going to turn them into abstract objects that have mathematical properties.
\section{What is a Vector Space}
To get properly in to Linear Algebra we first need to establish some of the common
notation. You are familiar with 2D and 3D Vectors but using the spatial notion of
``dimension'' limits how you will think about vectors in linear algebra. Instead of
thinking of the spatial dimensions that we live in you should be thinking of vectors as
abstract objects with mathematical properties. Your intuitive notion of ``arrows'' is
limiting and ultimately incorrect for many purposes. This chapter starts us in the
direction of abstract vector spaces, but don't be worried that we will be doing abstract
mathematics. We are not abstracting a familiar notion for no good reason. It was this
very abstraction that has allowed mathematics to advance over the past several centuries.
\begin{definition}[Set]
A {\bf set} is an unordered collection of objects. Typically we use curly braces to
indicate the things in the set. For example,
\begin{itemize}
\item The set $S$ defined as $S = \{ a,b,c\}$
contains three objects: the letter $a$, the letter $b$, and the letter $c$.
\item The set $S = \{ f(x) \, :\, f'(x) \text{exists} \}$ is the set of all
functions $f(x)$ such that the first derivative of that function exists.
There are infinitely many things in this set!
\item The set $S = \{ A \, : \, A^{-1} \text{exists} \}$ is the set of all
matrices that have an inverse. There are infinitely many matrices in
this set.
\end{itemize}
\label{def:set}
\end{definition}
\begin{definition}[Element of a Set]
An object $x$ is an {\bf element of a set} if $x$ can be found somewhere in the set.
We use the symbol ``$\in$'' to represent that an element is ``in'' (or ``belongs to'')
a set. For example
\begin{itemize}
\item $3 \in \{ 1,2,3,4,5,6,7\}$ since 3 is in the set on the right.
\item $\sin(x) \in \{ f(x) \, : \, f'(x) \text{exists} \}$ since the function
$f(x) = \sin(x)$ is a function who's first derivative exists.
\item $-5 \not\in \{1,3,5,7,9,\ldots\}$ since $-5$ is not in the set of posivite
odd numbers.
\end{itemize}
\label{def:element}
\end{definition}
\begin{definition}[Subset]
A set $R$ is called a {\bf subset} of a set $S$ if all of the elements of $R$ can be
found inside the set $S$. We use the symbol $\subset$ or $\subseteq$ for subsets.
The choice of symbol is supposed to remind you of the ``less than'' ($<$) and ``less
than or equal to'' ($\leq$) symbols for comparing numbers. For example
\begin{itemize}
\item $\{1,2,3\} \subset \{1,2,3,4,5\}$ since the elements $1, 2$, and $3$ all
fall within the set $\{1,2,3,4,5\}$
\item $\{1,2,3,4,\ldots\} \subset \{a/b \, : \, a,b \in \{1,2,3,4,\ldots\}\}$.
This one says that the counting numbers ($1, 2, 3, 4,$ etc) are contained
within the set of all positive fractions. This is certainly true since we
could take the denominator $b$ to be $1$.
\item $\{p \, : \, p \text{ is prime } \} \not\subset \{1,3,5,7,9,\ldots\}$. This
says that the set of all prime numbers is not a subset of the odd numbers.
This is true since $2$ is in the set of all primes but it is not in the set of
all odds.
\end{itemize}
\label{def:subset}
\end{definition}
\begin{definition}[Common Sets of Numbers]
{\bf The Euclidean Sets of Real Numbers:}
\begin{flalign*}
\mathbb{R} &= \text{the set of all real numbers (integers, fractions, and irrationals)} \\
\mathbb{R}^2&= \{ (x,y) \, : \, x,y \in \mathbb{R} \} \\
\mathbb{R}^3&= \{ (x,y,z) \, : \, x,y,z \in \mathbb{R} \} \\
\mathbb{R}^4&= \{ (x_1,x_2,x_3,x_4) \, : \, x_j \in \mathbb{R} \quad \text{for}
\quad j \in \{1,2,3,4\} \} \\
\vdots\\
\mathbb{R}^n&= \{ (x_1,x_2,\ldots,x_n) \, : \, x_j \in \mathbb{R} \quad \text{for}
\quad j \in \{1,2,\ldots,n\}\}
\end{flalign*}
{\bf The Natural Numbers, Integers, and the Rational Numbers:}
\begin{flalign*}
\mathbb{N} &= \{1, 2, 3, \ldots \} \\
\mathbb{Z} &= \{\ldots, -3, -2, -1, 0, 1, 2, 3, \ldots \} \\
\mathbb{Q} &= \left\{ \frac{a}{b} \, :\, a,b \in \mathbb{Z} \right\}
\end{flalign*}
\end{definition}
\vspace{0.1in}\hrule\vspace{0.1in}
Now let's to the business at hand. From your past experiences with vectors you probably
have a working definition such as:
\begin{quote}
{\it a vector is an arrow that has a magnitude and direction.}
\end{quote}
This is a very useful definition when you are talking about forces in physics or
engineering.
\begin{problem}
($<5$ minutes): Make a list of all of the things that you can do to vectors in $\mathbb{R}^2$ and
$\mathbb{R}^3$ and give examples of how you do them.
\end{problem}
\solution{
Students likely list addition, subtraction, scalar multiplication, maybe the cross product
(but this doesn't have a great meaning above 3D), projections, length, zero, etc.
}
The list that you made for vectors in $\mathbb{R}^n$ is really just a wish list of all of
the things that you would like out of a well defined collection of mathematical objects
called ``vectors''. We are going to abstract the idea so that we do not have to just
think about arrows and lines in space. Instead, a {\it vector space} is a collection of
abstract mathematical objects that satisfies a collection of rules (the rules that you
likely already wrote down).
\begin{definition}[Vector Space]\label{defn:vs}
A {\bf Vector Space} $\mathcal{V}$ is defined as a set of {\it mathematical objects}
called vectors that follow the following 10 rules.\\
If $\bu$, $\bv$, and $\bw$ are vectors in $\mathcal{V}$ and $c_1,c_2 \in \mathbb{R}$ then
\begin{enumerate}
\item Closure under Addition: $\bu + \bv \in \mathcal{V}$
\item Closure under Scalar Multiplication: $c\bu \in \mathcal{V}$
\item Commutativity: $\bu + \bv = \bv + \bu$
\item Associativity: $\bu + (\bv + \bw) = (\bu + \bv) + \bw$
\item Zero Vector: $\bu + \bo = \bo + \bu = \bu$
\item Additive Inverses: $\bu + (-\bu) = (-\bu) + \bu = \bo$
\item Distributive Properties: $c_1 (\bu + \bv) = c_1 \bu + c_1 \bv$
\item $(c_1 + c_2) \bu = c_1 \bu + c_2 \bu$
\item $c_1 (c_2 \bu) = (c_1 c_2) \bu$
\item Scalar Identity: $1 \bu = \bu$
\end{enumerate}
\end{definition}
\begin{problem}
What other {\it sets of things} have the mathematical properties of vector
spaces?
\end{problem}
\solution{
The collection of all differentiable functions, The collection of all square matrices of
the same size, the collection of all polynomials, \dots
}
\begin{problem}
Is $\mathcal{V} = \left\{ \begin{pmatrix} x \\ y \end{pmatrix} \, : \, x \ge 0 \text{
and } y \ge 0 \right\}$ a vector space over the real numbers? Why or why not?
\end{problem}
\solution{
no since $-1 \bv \not\in \mathcal{V}$ for $\bv \in \mathcal{V}$
}
\begin{problem}
Is $\mathcal{V} = \left\{ \begin{pmatrix} x\\y\\z \end{pmatrix} \, : \, x=y=z=0
\right\}$ a vector space over the real numbers? Why or why not?
\end{problem}
\solution{
Yes. The only thing in this vector space is the zero vector so adding it to itself
and scaling it by anything will still result in just the zero vector. Admittedly this
is a pretty un-interesting vector space since there is only one thing in it.
}
\begin{problem}
Is $\mathcal{V} = \left\{ \begin{pmatrix} x \\ y \end{pmatrix} \, : \, x y\ge 0 \right\}$ a vector space? Why or why not?
\end{problem}
\solution{
if $\bv = (1,1)^T$ and $\bu = (-1,-2)^T$ then $\bv + \bu = (0,-1)^T \not\in
\mathcal{V}$
}
\begin{problem}
Is the collection of all polynomials of the form $p(t) = at^2$ a vector space where $a
\in \mathbb{R}$?
\end{problem}
\solution{
yes
}
\begin{problem}
Is $\mathcal{V} = \left\{ f(x) \, : \, f(x) \text{ is continuous on the interval
$[a,b]$ and } f(a) = f(b) \right\}$ a vector space?
\end{problem}
\solution{
It would be helpful to draw a few functions that have these properties. \ldots I'll
wait.
If you add two functions that have these properties then all of the properties hold.
If we scale a function that has these properties then all of the properties of the set
hold. The rest of the rules for vectors spaces follow from these two observations.
}
\begin{problem}
Is the collection $\mathcal{V} = \{ f(x) \, : \, f'(x) \text{ exists }\}$ a vector
space?
\end{problem}
\solution{
yes
}
\begin{problem}
Is $\mathcal{V} = \left\{ A \in \mathbb{R}^{2\times 2} \, : \, \det(A) \neq 0
\right\}$ a vector space?
\end{problem}
\solution{
No!. Consider the matrices
\[ A = \begin{pmatrix} a & 0 \\ 0 & 1 \end{pmatrix} \quad \text{and} \quad
B = \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix} \]
If we add $A$ and $B$ then observe that
\[ A + B = \begin{pmatrix} 2 & 0 \\ 0 & 0 \end{pmatrix} \]
and this resulting matrix is not invertible. Therefore $\mathcal{V}$ is not closed
under addition.
}
\begin{definition}[The Trace of a Matrix]
Let $A$ be a square $n \times n$ matrix. The trace of $A$, denoted $\text{tr}(A)$ is
the sum of the diagonal entries. For example, the trace of a $2 \times 2$ matrix is
\[ \text{tr} \left( \begin{pmatrix} a & b \\ c & d \end{pmatrix} \right) = a + d. \]
\end{definition}
\begin{problem}
Let $\mathcal{V}$ be defined as
\[ \mathcal{V} = \left\{ A = \begin{pmatrix} a & b \\ c & d \end{pmatrix} \, : \,
a,b,c,d \in \mathbb{R} \text{ and } \text{tr}(A) = 0 \right\} \]
Is $\mathcal{V}$ a vector space?
\end{problem}
\solution{
yes
}
\newpage\section{Linear Independence and Linear Dependence}
\begin{problem}
Organize the following sets into two groups.
\begin{flalign*}
S_1 &= \left\{ \begin{pmatrix} 1 \\ 2 \end{pmatrix} \, , \, \begin{pmatrix} 2\\
4\end{pmatrix} \right\} \\
S_2 &= \left\{ \begin{pmatrix} 1 \\ 2 \end{pmatrix} \, , \, \begin{pmatrix} 2\\
5\end{pmatrix} \right\} \\
S_3 &= \{ 3 - 5x \, , \, -6 + 10x \} \\
S_4 &= \{ 3-5x \, , \, 2 + 5x \} \\
S_5 &= \left\{ \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix} \, , \,
\begin{pmatrix} 2 & 4 \\ 6 & 8 \end{pmatrix} \right\} \\
S_6 &= \left\{ \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix} \, , \,
\begin{pmatrix} 2 & -1 \\ 6 & 8 \end{pmatrix} \right\} \\
S_7 &= \left\{ e^{-3t} \, , \, te^{-3t} \right\} \\
S_8 &= \left\{ e^{-3t} \, , \, 8e^{-3t} \right\}
\end{flalign*}
\end{problem}
When studying vector spaces it is useful to think about how to {\it build} the vector
space out of the simplest possible components. In order to understand that we first need
an important idea in linear algebra: {\it linear independence}. Roughly
speaking, a collection of vectors
is called linearly independent if you cannot make any of the vectors in the collection by
taking linear combinations of the other vectors in the collection. Keep this in mind when
you read the following formal definition.
\begin{definition}[Linearly Independent Vectors]
The vectors $\bu_1$ and $\bu_2$ are linearly independent if the equation
\[ c_1 \bu_1 + c_2 \bu_2 = \bo \]
has only the trivial solution $c_1 = c_2 = 0$.
More generally,
The vectors $\bu_1, \bu_2, \bu_3, \ldots, \bu_n$ are linearly independent if the equation
\[ \sum_{j=1}^n c_j \bu_j = \bo \]
has only the trivial solution $c_1 = c_2 = \cdots = c_n = 0$.\\
A set of vectors that is not linearly independent is called {\it linearly dependent}.
\end{definition}
\begin{problem}
Write three vectors that are linearly independent in $\mathbb{R}^3$. Then write
three vectors that are linearly dependent in $\mathbb{R}^3$.
\end{problem}
\begin{problem}
Consider the vector space
\[ \mathcal{P}_n = \{ a_0 + a_1 x + a_2 x^2 + \cdots + a_n x^n \,
: \, a_0, a_1, \dots, a_n \in \mathbb{R} \}. \]
Let $n=3$ and find 4 linearly
independent {\it vectors} in this vector space. Then find 4 linearly dependent
vectors in this vector space.
\end{problem}
\begin{problem}
Consider the vector space $\mathcal{V} = \{ f(x) \, : \, f'(x) \text{ exists } \}$.
Find three linearly independent vectors in this vector space that are also a solution
to the differential equation $y' = -2y + 3t + 5$.
\end{problem}
\solution{
\[ \{ e^{2t}, t, 1 \} \]
}
\begin{problem}
If $\bv_1$ and $\bv_2$ are vectors in $\mathbb{R}^2$ how would we show that they are
linearly independent?
\end{problem}
\solution{
Solve the system of equations $C_1 \bv_1 + C_2 \bv_2 = \bo$ for $C_1$ and $C_2$. If $C_1
= C_2 = 0$ then they are linearly independent.
}
\begin{thm}
Let $S$ be a set of vectors in a vector space $\mathcal{V}$. If the zero vector,
$\bo$, is contained in $S$ then the set $S$ is linearly dependent.
\end{thm}
\begin{proof}
Prove this theorem.
\end{proof}
\solution{
Let $S = \{ \bv_1, \bv_2, \dots, \bv_p, \bo\}$. Then
\[ \bo = 0 \bv_1 + 0\bv_2 + \cdots + 0 \bv_p + c \bo \]
where $c$ is any real number. Hence the only solution to the equation $\bo =
\sum_{j=1}^{p+1} c_j \bv_j $ is NOT the trivial solution and this means that the
vectors are linearly dependent.
}
\begin{thm}
Let $S$ be a set of vectors in a vector space $\mathcal{V}$. If $\bu \in S$
and $c\bu \in S$ for some fixed real number $c$ then the set $S$ is linearly
dependent.
\end{thm}
\begin{proof}
Prove this theorem.
\end{proof}
\solution{
Let $S = \{\bv_1 = \bu, \bv_2 = c\bu, \bv_3, \bv_4, \dots, \bv_p\}$. If $\bo =
\sum_{j=1}^p c_j \bv_j$ then a non-trivial solution is $\bo = -c \bu + 1 (c\bu) +
\sum_{j=3}^p 0 \bv_p$. Hence the vectors are not linearly independent.
}
\begin{problem}
Consider the first order non-homogeneous differential equation \[ y' = -3y + 4t. \] What
are the homogeneous and particular solutions that arise from using the method of
undetermined coefficients? Are these functions linearly independent? Verify that the
analytic solution to the differential equations is a linear combination of these
solutions.
\end{problem}
\solution{
$y_{hom} = e^{-3t}$ and $y_{part} = C_1 t + C_2$.
\[ y(t) = C_1 e^{-3t} + C_1 t + C_2 \]
}
\begin{problem}
Suppose you wish to determine whether a set of vectors is linearly independent. You
form a matrix with those vectors as the columns and you calculate the reduced row
echelon form
\[ R = \begin{pmatrix} 1 & 0 & 0 & 1 \\ 0 & 1 & 0 & 1 \\ 0 & 0 & 1 & 2 \\ 0 & 0 & 0 &
0 \end{pmatrix}. \]
What do you decide?
\begin{enumerate}
\item[(a)] The vectors are linearly independent.
\item[(b)] The vectors are not linearly independent.
\end{enumerate}
\end{problem}
\solution{
These vectors are not linearly independent.
}
\begin{problem}
To determine whether a set $S$ of vectors is linearly independent you form a matrix
which has those vectors as columns and you calculate its row reduced form. Suppose
the resulting form is
\[ R = \begin{pmatrix} 1 & 0 & 0 & 1 \\ 0 & 1 & 0 & 1 \\ 0 & 0 & 1 & 2 \\ 0 & 0 & 0 &
0 \end{pmatrix}. \]
Which of the following subsets of $S$ are linearly independent?
\begin{enumerate}
\item[(a)] The first, second, and third vectors
\item[(b)] The first, second, and fourth vectors
\item[(c)] The first, third, and fourth vectors
\item[(d)] The second, third, and fourth vectors
\item[(e)] All of the above
\end{enumerate}
\end{problem}
\solution{
The first, second, and third
}
\begin{problem}
\begin{enumerate}
\item[(a)] True or False: A set of 2 vectors from $\mathbb{R}^3$ must be linearly independent.
\solution{
False.
}
\item[(b)] True or False: A set of 3 vectors from $\mathbb{R}^3$ could be linearly independent.
\solution{
True
}
\item[(c)] True or False: A set of 5 vectors from $\mathbb{R}^4$ could be linearly independent.
\solution{
False
}
\end{enumerate}
\end{problem}
\begin{problem}
Let $y_1(t) = e^{2t}$. For which of the following functions $y_2(t)$ will the set
$\{y_1,y_2\}$ be linearly independent?
\begin{enumerate}
\item[(a)] $y_2(t) = e^{-2t}$
\item[(b)] $y_2(t) = te^{2t}$
\item[(c)] $y_2(t) = 1$
\item[(d)] $y_2(t) = e^{3t}$
\item[(e)] All of the above
\item[(f)] None of the above
\end{enumerate}
\end{problem}
\solution{All}
% \begin{problem}
% \begin{itemize}
% \input{ClickerQuestions/LA.00.17.090}
% \end{itemize}
% \end{problem}
% \solution{
% All of them.
% }
\begin{problem}
True or False: The function $h(t) = 4+3t$ is a linear combination of the functions
$f(t) = (1+t)^2$ and $g(t) = 2 - t - 2t^2$.
\end{problem}
\solution{
True. $h(t) = 2f(t) + g(t) = 2(1+2t+t^2) + (2-t-2t^2) = 4 + 3t$
}
% \begin{problem}
% \begin{itemize}
% \input{ClickerQuestions/LA.00.17.050}
% \end{itemize}
% \end{problem}
\begin{problem}
True or False: The function $h(t) = t^2$ is a linear combination of $f(t) = (1-t)^2$
and $g(t) = (1+t)^2$.
\end{problem}
\solution{False}
%
% \begin{problem}
% \begin{itemize}
% \input{ClickerQuestions/LA.00.17.070}
% \end{itemize}
% \end{problem}
% \solution{
% false
% }
\newpage\section{Span}
The following sequence of problems is modified from \cite{carpet}.
\begin{problem}[The Magic Carpet Ride 1]
You are a young traveler leaving home for the first time. Your parents want to help
you on your journey, so just before your departure they give you two gifts.
Specifically, they give you two forms of transportation: a hover board and a magic
carpet. Your parents inform you that both the hover board and the magic carpet have
restrictions in how they operate:
\begin{itemize}
\item If you traveled ``forward'' on the hover board for one hour it would move along a
diagonal path that would result in a displacement of 3 miles East and 1 mile
North of the starting location. Mathematically, the hover board's motion is
restricted to the vector $\bv_1 = \begin{pmatrix} 3\\1\end{pmatrix}$
\item If you traveled ``forward'' on the magic carpet for one hour it would move along a
diagonal path that would result in a displacement of 1 mile East and 2 miles
North of the starting location. Mathematically, the magic carpet's motion is
restricted to the vector $\bv_2 = \begin{pmatrix} 1\\2\end{pmatrix}$
\end{itemize}
Your Uncle Euler suggests that your first adventure should be to go visit the wise
man, Old Man Gauss. Uncle Euler tells you that Old Man Gauss lives in a cabin that is
107 miles East and 64 miles North of your home. Can you use the hover board and the
magic carpet to get to Old Man Gauss' cabin? Be able to defend your answer.
\end{problem}
\begin{problem}[Magic Carpet Ride 2]
Old Man Gauss wants to move to a cabin in a different location. You are not sure
whether Gauss is just trying to test your wits at finding him or if he actually wants
to hide somewhere that you can't visit him.
Are there some locations that he can hide and you cannot reach him with using the
hover board and the magic carpet? Describe the places that you can reach using a
combination of the hover board and the magic carpet and those you cannot. Be able to
support your answers.
\end{problem}
\solution{
you can get anywhere with these two modes of transportation. Note well that traveling
backward is allowed.
}
\begin{problem}[Magic Carpet Ride 3]
Suppose now that you get a third mode of transporation: a jet pack!. In this new
scenario assume that your three modes of transportation work as follows:
\begin{itemize}
\item The hover board's motion is restricted to the vector $\bv_1 =
\begin{pmatrix} 1\\1\\1\end{pmatrix}$.
\item The magic carpet's motion is restricted to the vector $\bv_2 =
\begin{pmatrix} 4\\1\\6\end{pmatrix}$.
\item The jet pack's motion is restricted to the vector $\bv_3 =
\begin{pmatrix} 6\\3\\8\end{pmatrix}$.
\end{itemize}
You are allowed to use each mode of transportation {\bf EXACTLY ONCE} (in the forward or
backward direction) for a fixed amount of time ($c_1$ on $\bv_1$, $c_2$ on $\bv_2$,
and $c_3$ on $\bv_3$). Find the amounts of time on each mode of transportation ($c_1,
c_2,$ and $c_3$ respectively) needed to go on a journey that starts and ends at home
$(0,0,0)$ OR explain why it is not possible to do so.
\end{problem}
\solution{
The three vectors are linearly dependent since $2 \bv_1 + 1 \bv_2 - 1 \bv_3 = \bo$.
}
\begin{problem}[Magic Carpet Ride 4]
Modify the jet pack's restriction so that it is not possible to ride each mode of
transportation exactly once and end up back at home.
\end{problem}
Now let's formalize a few of the ideas that we just ran into.
\begin{definition}
The {\bf span} of a collection of vectors $\{\bu_1,\bu_2,\ldots,\bu_n\}$ is the set \[
\{ c_1 \bu_1 + c_2 \bu_2 + \cdots c_n \bu_n \, : \, c_j \in \mathbb{R} \} \] This is
the set of all linear combinations of the vectors $\bu_1, \ldots, \bu_n$.
\end{definition}
\begin{problem}
Explain the definition of the span of a set of vectors in the context of the magic
carpet ride problems.
\end{problem}
\begin{problem}
Explain the definition of the linear independence of a set of vectors in the context
of the magic carpet ride problems.
\end{problem}
\begin{problem}\label{prob:MATLAB_span}
Span is the collection of all linear combinations of a collection of vectors. Let's
build some MATLAB code that may help us visualize that. Let's consider the vectors
$\bv_1, \bv_2 \in \mathbb{R}^2$
\[ \bv_1 = \begin{pmatrix} 1 \\ 2 \end{pmatrix} \quad \text{and} \quad \bv_2 =
\begin{pmatrix} -1 \\ 3 \end{pmatrix} \]
and we'll use the following code to generate 1000 different random linear combinations
of $\bv_1$ and $\bv_2$. Fire up MATLAB and write the following code.
\begin{lstlisting}
clear; clc; clf;
v1 = [1;2];
v2 = [-1;3];
plot(v1(1),v1(2),'r*'), hold on
plot(v2(1),v2(2),'k*')
for j=1:1000
c = 20*rand(2,1)-10; % random weights between -10 and 10
w = c(1)*v1 + c(2)*v2; % random linear combination of v1 and v2
plot(w(1),w(2),'bo')
end
\end{lstlisting}
Based on the resulting picture, what is $\text{span}\{\bv_1,\bv_2\}$?
\end{problem}
\solution{
You should see that the random linear combinations fill the plan so
$\text{span}\{\bv_1,\bv_2\} = \mathbb{R}^2$.
}
\begin{problem}
In Problem \ref{prob:MATLAB_span} change $\bv_2$ to
\[ \bv_2 = \begin{pmatrix} 2 \\ 4\end{pmatrix} \]
and determine $\text{span}\{\bv_1,\bv_2\}$.
\end{problem}
\solution{
This time the span should be a line going through $(1,2)$ and the origin.
}
\begin{problem}
In this problem we'll take Problem \ref{prob:MATLAB_span} and ramp it up to three
dimensions. Let $\bv_1$ and $\bv_2$ be
$\bv_1, \bv_2 \in \mathbb{R}^3$ such that
\[ \bv_1 = \begin{pmatrix} 1 \\ 2 \\ 4 \end{pmatrix} \quad \text{and} \quad \bv_2 =
\begin{pmatrix} -1 \\ 3 \\ 5 \end{pmatrix} \]
Modify your code from Problem \ref{prob:MATLAB_span} to match the following.
\begin{lstlisting}
clear; clc; clf;
v1 = [1;2;4];
v2 = [-1;3;5];
plot3(v1(1),v1(2),v1(3),'r*'), hold on
plot3(v2(1),v2(2),v2(3),'k*')
for j=1:1000
c = 20*rand(2,1)-10; % random weights between -10 and 10
w = c(1)*v1 + c(2)*v2; % random linear combination of v1 and v2
plot3(w(1),w(2),w(3),'bo')
end
\end{lstlisting}
Based on the resulting picture, what is $\text{span}\{\bv_1,\bv_2\}$?
\end{problem}
\solution{
This time you should have a plane in $\mathbb{R}^3$.
}
\begin{problem}
Describe the span of the vectors $\bu$ and $\bv$ where
\[ \bu = \begin{pmatrix} 1 \\ 0 \end{pmatrix} \quad \text{and} \quad \bv =
\begin{pmatrix} 1 \\ 3 \end{pmatrix} \]
\begin{enumerate}
\item all of $\mathbb{R}^3$
\item A plane in $\mathbb{R}^3$
\item all of $\mathbb{R}^2$
\item A line in $\mathbb{R}^2$
\item none of these
\end{enumerate}
\end{problem}
\solution{
All of $\mathbb{R}^2$.
}
\begin{problem}
Describe the span of the vectors $\bu$ and $\bv$ where
\[ \bu = \begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix} \quad \text{and} \quad
\bv = \begin{pmatrix} 1 \\ 3 \\ 0 \end{pmatrix} \]
\begin{enumerate}
\item all of $\mathbb{R}^3$
\item A plane in $\mathbb{R}^3$
\item all of $\mathbb{R}^2$
\item A line in $\mathbb{R}^2$
\item none of these
\end{enumerate}
\end{problem}
\solution{
A plane in $\mathbb{R}^3$.
}
\begin{problem}
Describe the span of the vectors $\bu_1, \bu_2,$ and $\bu_3$ where
\[ \bu_1 = \begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix}, \quad
\bu_2 = \begin{pmatrix} 1 \\ 3 \\ 0 \end{pmatrix}, \quad \text{and} \quad
\bu_3 = \begin{pmatrix} 0 \\ -4 \\ 2 \end{pmatrix} \]
\begin{enumerate}
\item all of $\mathbb{R}^3$
\item A plane in $\mathbb{R}^3$
\item all of $\mathbb{R}^2$
\item A line in $\mathbb{R}^2$
\item none of these
\end{enumerate}
\end{problem}
\solution{
All of $\mathbb{R}^3$.
}
\begin{problem}
What is the span of the set $S = \{ e^{-2t} \, , \, 1 \}$ in the space of all
differentiable functions. What first order differential equation has a solution space spanned by $S$?
\end{problem}
\solution{
$\text{span}(S) = C_1 e^{-2t} + C_2$. This is the general solution to the
differential equation $y'(t) = -2y + c$.
}
\begin{problem}
What is the span of the set $S = \left\{ \begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix}
\, , \, \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} \, , \, \begin{pmatrix} 0 & 0 \\
0 & 1 \end{pmatrix} \right\}$?
\end{problem}
\solution{
This is the set of all $2 \times 2$ matrices with a zero on the bottom left corner.
}
\begin{problem}
What is the span of the set $S = \{1, x, x^2\}$?
\end{problem}
\solution{
The set of all quadratic functions.
}
\newpage\section{Subspaces}
The structure of a vector space is filled with geometric richness and wonderful
abstraction. As you have already experienced, we can use this abstraction to better
understand the structure of sets that contain {\it mathematical things} that are not
vectors in the traditional physics sense. We now examine the notion of a subspace to a
vector space. The basic idea is that if we take a vector space and {\it zoom in} to just
the right part we will find that there are subspaces embedded within most vector spaces.
This is another abstract notion but, as it turns out, we have been dealing with subspaces
all along. In multivariable calculus you got used to dealing with $\mathbb{R}^3$ and
undoubtedly dealt with planes in $\mathbb{R}^3$ that went through the origin. Those
planes were vector spaces in their own right (check the 10 rules in Definition
\ref{defn:vs}).
To get going with the idea of a subspace we need to formalize what we mean by {\it zoom
in}. Let's start this section with a little background terminology.
\begin{definition}[Subset]
Let $S$ be a set. A subset $B$ of $S$ is a collection of elements that are in $S$.
We use the notation $B \subset S$ or $B \subseteq S$.
\end{definition}
\begin{example}
Let $S = \{ a,b,c,d\}$. Then the set $B = \{a,b\}$ is a subset of $S$. The set $C =
\{ a,b,c,e\}$ is not a subset of $S$ since $e \not\in S$.
\end{example}
\begin{example}
Let $S = \mathbb{R}^2$. The set $B = \{ (x,y) \, : \, x \cdot y \ge 0 \}$ is a subset
of $S$ since it contains things that are all in $\mathbb{R}^2$. Geometrically, $B$ is
the set of all points in the first and third quadrants of the coordinate plane whereas
$S$ is all of the coordinate plane.
\end{example}
\begin{problem}
Let $S = \mathbb{R}^3$. Give an example of a set $S_1$ that IS a subset of $S$ and a
set $S_2$ that IS NOT a subset of $S$.
\end{problem}
\solution{
$S_1$ is any collection of things from $\mathbb{R}^3$. $S_2$ needs to at least contain
things that are not in $\mathbb{R}^3$.
}
\begin{problem}
How many elements are in each of the following sets?
\[ S_1 = \mathbb{R}^2 \qquad S_2 = \{ \mathbb{R}^2 \} \qquad S_3 = \emptyset \qquad
S_4 = \{ \emptyset \} \]
\end{problem}
\solution{
$S_1$ has an uncountable infinity of elements, $S_2$ has exactly 1 element, $S_3$ has no
elements, $S_4$ has exactly 1 element.
}
Throughout the following definitions you need to keep in mind the notion of a subset, but
now we will be taking special subsets of vector spaces.
\begin{definition}[Subspace]
If $\mathcal{V}$ is a Vector Space and $S$ is a subset of $\mathcal{V}$
then $S$ is called a {\bf subspace} if it is a vector space in its own right.
\end{definition}
\begin{problem}
Consider the vector space $\mathbb{R}^2$. Propose a subspace of $\mathbb{R}^2$ and be
able to defend your proposition.
\end{problem}
\solution{Any line that goes through the origin}
\begin{problem}
Which of the vector space criteria would need to establish to show that a set $S$ is a
subspace of a vector space $\mathcal{V}$? Look back to the vector space definition here:
\ref{defn:vs}.
\end{problem}
\solution{We only need closure under addition and closure under scalar multiplication and
the rest comes along for the ride.}
\begin{problem}
Which of the following sets are subspaces of $\mathbb{R}^3$? (there are multiple
answers)
\begin{enumerate}
\item $\{(x,0,0) : x \in \mathbb{R} \}$
\item $\{(5x+4y, 7x+2y,-8x-2y) : x,y \in \mathbb{R}\}$
\item $\{(x,y,z) : x,y,z > 0\}$
\item $\{(-6,y,z)) : y,z\in\mathbb{R}\}$
\item $\{(x,y,z) : -7x + 8y - 4z = -5 \}$
\item $\{(x,y,z) : x+y+z=0\}$
\end{enumerate}
\end{problem}
\solution{ a,b, f }
\begin{problem}
The set of all $2 \times2$ matrices with determinant equal to zero is not a vector
subspace. Why?
\begin{enumerate}
\item[(a)] $2\times 2$ matrices are not vectors
\item[(b)] With matrices, $AB$ need not equal $BA$
\item[(c)] $\begin{pmatrix} 1 & 1 \\ 1 & 1 \end{pmatrix} + \begin{pmatrix} 1 & 2
\\ 1 & 1 \end{pmatrix} = \begin{pmatrix} 2 & 3 \\ 2 & 2 \end{pmatrix}$ and
$\begin{pmatrix} 2 & 3 \\ 2 & 2 \end{pmatrix}$ is not in the set.
\item[(d)] $\begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix} + \begin{pmatrix} 0 & 1
\\ 0 & 1 \end{pmatrix} = \begin{pmatrix} 1 & 1 \\ 0 & 1 \end{pmatrix}$ and
$\begin{pmatrix} 1 & 1 \\ 0 & 1 \end{pmatrix}$ is not in the set.
\item[(e)] None of the above
\end{enumerate}
\end{problem}
\solution{
(d) since the two matrices on the left are in the set but the sum is not.
}
% \begin{problem}
% \begin{itemize}
% \input{ClickerQuestions/LA.00.15.200}
% \end{itemize}
% \end{problem}
% \solution{
% 4 since the two matrices on the left are in the set but the sum is not.
% }
\begin{problem}
Let $\bv_1 = \begin{pmatrix} 1 \\ 1 \\ 2 \end{pmatrix}$, $\bv_2 = \begin{pmatrix} 3 \\
0 \\ -1 \end{pmatrix}$, and $\bv_3 = \begin{pmatrix} 6 \\ 0 \\ -2 \end{pmatrix}$.
Which of the following vectors is {\it not} in the subspace of $\mathbb{R}^3$
spanned by $\{ \bv_1, \bv_2, \bv_3\}$?
\begin{enumerate}
\item[(a)] $(1,0,0)$
\item[(b)] $(4,1,1)$
\item[(c)] $(3,3,6)$
\item[(d)] All of these are in the subspace of $\mathbb{R}^3$ spanned by the set
$\{\bv_1,\bv_2,\bv_3\}$
\end{enumerate}
\end{problem}
\solution{
$(1,0,0)^T$
}
% \begin{problem}
% \begin{itemize}
% \input{ClickerQuestions/LA.00.15.260}
% \end{itemize}
% \end{problem}
\begin{thm}
If $A$ is an $n \times n$ matrix, then the solution set of the homogeneous linear
system $A\bx = \bo$ is a subspace of $\mathbb{R}^n$.
\end{thm}
\begin{example}
Consider the homogeneous system of equations
\[ \begin{pmatrix} 1 & 3 & 6 \\ 1 & 0 & 0 \\ 2 & -1 & -2 \end{pmatrix} \begin{pmatrix}
x_1 \\ x_2 \\ x_3 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \\ 0 \end{pmatrix} \]
We would like to know which subspace of $\mathbb{R}^3$ is spanned by the solution to
this system. \\
{\bf Solution: } We first row reduce the augmented system
\[ \left( \begin{array}{ccc|c} 1 & 3 & 6 & 0 \\ 1 & 0 & 0 & 0 \\ 2 & -1 & -2 & 0
\end{array} \right) \to
\left( \begin{array}{ccc|c} 1 & 0 & 0 &0 \\ 0 & 1 & 2& 0 \\ 0 & 0 & 0 & 0 \end{array}\right) \]
Hence, the solution to the system is
\[ \begin{pmatrix} x_1 \\ x_2 \\ x_3 \end{pmatrix} = \begin{pmatrix} 0 \\ -2 \\ 1
\end{pmatrix} t \quad \text{where} \quad t \in \mathbb{R} \]
Therefore the subspace spanned by the solution to the homogeneous system is
\[ S = \text{span}\left( \begin{pmatrix} 0\\-2\\1\end{pmatrix} \right) \]
which is a one-dimensional subspace of $\mathbb{R}^3$. Geometrically, this subspace
is a line through the origin in $\mathbb{R}^3$ pointing in the direction of the vector
$(0,-2,1)^T$.
\end{example}
\begin{problem}
What subspace of $\mathbb{R}^3$ is spanned by the solution space of the equations
\[ \left\{ \begin{array}{rl} 3x_1 + 2x_2 + x_3 &= 0 \\
2x_1 +5x_2 - 3x_3 &= 0 \\
5x_1-4x_2 +9x_3 &= 0 \end{array} \right. \]
\end{problem}
\solution{
We can augment and row reduce
\[ \left( \begin{array}{ccc|c} 3 & 2 & 1 & 0 \\ 2 & 5 & -3 & 0 \\ 5 & -4 & 9 & 0
\end{array} \right) \to \cdots \to \left( \begin{array}{ccc|c} 1 & 0 & 1 & 0 \\ 0 & 1 & -1 & 0 \\ 0 & 0 & 0 & 0
\end{array} \right) \]
Therefore,
\[ \begin{pmatrix} x_1 \\ x_2 \\ x_3 \end{pmatrix} = t \begin{pmatrix}-1 \\ 1 \\
1\end{pmatrix} \]
so the subspace spanned by the solutions to the homogeneous system are
\[ S = \text{span}\left( \begin{pmatrix} -1\\1\\1\end{pmatrix} \right) \]
}
\begin{thm}[Proving that a set is a subspace]\label{thm:prove_subspace}
Let $S$ be a subset of a vector space $\mathcal{V}$. To prove that $S$ is a
subspace of $\mathcal{V}$ we only need to check that
\begin{itemize}
\item if $\bu \in S$ then $c\bu \in S$ for any scalar $c$.
\item if $\bu, \bv \in S$ then $\bu + \bv \in S$.
\end{itemize}
More simply, you can check both conditions simultaneously:\\
If $\bu,\bv\in S$ and $c,d \in \mathbb{R}$ then show that $c\bu + d\bv \in S$.
\end{thm}
\begin{problem}
Discuss why the technique listed above is sufficient to prove that $S$ is a vector
space in its own right (go back to the definition of a vector space).
\end{problem}
\begin{thm}
The set containing the zero vector, $S = \{ \bo \}$, is a subspace of
every vector space.
\end{thm}
\begin{proof}
(Prove this theorem)
\end{proof}
\solution{
\begin{proof}
We will use Theorem \ref{thm:prove_subspace} to prove this theorem. Let $\mathcal{V}$ be a vector space and let $S$ be a subset of
$\mathcal{V}$ that contains only the zero vector: $S = \{ \bo \}$. If $\bu,\bv \in
S$ and $c_1,c_2 \in \mathbb{R}$ then $c_1 \bu + c_2 \bv = c_1 \bo + c_2 \bo = \bo +
\bo = \bo \in S$. Therefore $S$ is a subspace of $\mathcal{V}$.
\end{proof}
}
\begin{thm}\label{thm:span_subspace}
The span of a set of vectors is a subspace.
\end{thm}
\begin{proof}
(prove this theorem)
\end{proof}
\solution{
True.
\begin{proof}
Let $S = \{\bv_1, \bv_2, \ldots, \bv_k\}$ be a set of vectors from a vector space
$\mathcal{V}$. Let $\bu, \bw \in
\text{span}(S)$ and $c_1, c_2 \in \mathbb{R}$. Since $\bu, \bw \in \text{span}(S)$ we
know that there exists real constants $c_1, \ldots, c_k$ and $d_1, \ldots, d_k$ such
that
\[ \bu = c_1 \bv_1 + c_2 \bv_2 + \cdots + c_k \bv_k \quad \text{and} \quad \bw = d_1
\bv_1 + c_2 \bv_2 + \cdots + c_k \bv_k. \]
Hence, if we consider the linear combination $C \bu + D \bw$ we get
\begin{flalign*}
C\bu + D \bw &= C\left( c_1 \bv_1 + c_2 \bv_2 + \cdots + c_k \bv_k \right) +
D\left( d_1
\bv_1 + c_2 \bv_2 + \cdots + c_k \bv_k \right) \\
&= \left( Cc_1 + Dd_1 \right)\bv_1 + \left( Cc_2 + Dd_2 \right) \bv_2 + \cdots +
\left( Cc_k + Dd_k \right) \bv_k \in \text{span}(S).
\end{flalign*}
By Theorem \ref{thm:prove_subspace} we see that $\text{span}(S)$ is a subspace of
$\mathcal{V}$.
\end{proof}
}
\begin{example}
Consider the vector space $\mathbb{R}^2$ and consider the subset of $\mathbb{R}^2$
\[ S = \left\{ \begin{pmatrix} x \\ 0 \end{pmatrix} \, : \, x \in \mathbb{R}
\right\}. \]
Prove that $S$ is a subspace of $\mathbb{R}^2$.
\begin{proof}
Let $\bu,\bv \in S$. Therefore there exists real numbers $x$ and $z$ such that $\bu =
\begin{pmatrix} x \\ 0 \end{pmatrix}$ and $\bv = \begin{pmatrix} z \\ 0
\end{pmatrix}$. We will check both closure under addition and closure under scalar
multiplication.
\[ \text{Closure under addition: } \quad \bu + \bv = \begin{pmatrix} x \\ 0
\end{pmatrix} + \begin{pmatrix} z \\ 0 \end{pmatrix} = \begin{pmatrix} x+z \\ 0
\end{pmatrix} \in S \quad \checkmark \]
\[ \text{Closure under scalar multiplication: } \quad c \bu = \begin{pmatrix} cx \\
0 \end{pmatrix} \in S \quad \checkmark \]
\end{proof}
\end{example}
\begin{example}
Prove that the following subset of $\mathbb{R}^4$ is not a subspace of
$\mathbb{R}^4$.
\[ S = \left\{ \begin{pmatrix} 3 \\ y \\ z \\ w \end{pmatrix} \, : \,
y,z,w\in\mathbb{R} \right\} \]
\begin{proof}
If $\bu \in S$ then $\bu = (3,y,z,w)^T$ but we see that $c\bu \not \in S$ for any
$c$ that is not 1. Hence, the set $S$ is not closed under scalar multiplication
and therefore cannot be a subspace of $\mathbb{R}^4$.
\end{proof}
\end{example}
\begin{problem}
Which of the following sets are subspaces of $\mathbb{R}^3$ and which are not? Be sure to explain
your reasoning. (Hint: three of them are subspace of $\mathbb{R}^3$ and three of
them are not.)
\begin{flalign*}
S_1 &= \left\{ \begin{pmatrix} 8x \\ -2x \\ -9x \end{pmatrix} \, : \, x \in
\mathbb{R} \right\}\\
S_2 &= \left\{ \begin{pmatrix} x \\ y \\ z \end{pmatrix} \, : \, x+y+z = 0