Proofs in Linear Algebra

Properties of Vectors in $3$-space

The study of Linear Algebra originates from the geometric intuition of Euclidean spaces, primarily the plane ($\mathbb{R}^2$) and 3-space ($\mathbb{R}^3$). Historically, we represent a vector as a directed line segment from the origin to a terminal point. By abstracting the properties of $\mathbb{R}^n$, we develop a framework capable of characterizing diverse objects such as functions and matrices.

In the concrete case of $\mathbb{R}^3$, let $\mathbf{u} = (a_1, b_1, c_1)$ and $\mathbf{v} = (a_2, b_2, c_2)$, where $a_i, b_i, c_i \in \mathbb{R}$. We define the fundamental operations as follows:

  • Vector Addition:
$$ \mathbf{u} + \mathbf{v} = (a_1 + a_2, b_1 + b_2, c_1 + c_2) $$
  • Scalar Multiplication:
$$ \alpha \mathbf{u} = (\alpha a_1, \alpha b_1, \alpha c_1) $$

for any scalar $\alpha \in \mathbb{R}$.

Vector Addition and Scale

To illustrate the coordinate structure, we recreate the data from the foundational representations of vectors:

SpaceDimensionExemplar VectorsBasis Vectors
$\mathbb{R}^2$2-Space$\mathbf{u} = (4, 3)$$\mathbf{i}=(1,0), \mathbf{j}=(0,1)$
$\mathbb{R}^3$3-Space$\mathbf{v} = (2, 3, 4)$$\mathbf{i}=(1,0,0), \mathbf{j}=(0,1,0), \mathbf{k}=(0,0,1)$

Vector Spaces

Vectors in $\mathbb{R}^3$ must satisfy eight fundamental properties.

1. Commutative:

$$ \mathbf{u} + \mathbf{v} = (a_1+b_1, a_2+b_2, a_3+b_3) = (b_1+a_1, b_2+a_2, b_3+a_3) = \mathbf{v} + \mathbf{u} $$

relying on the commutativity of real numbers.

2. Associative:

$$ (\mathbf{u} + \mathbf{v}) + \mathbf{w} = \mathbf{u} + (\mathbf{v} + \mathbf{w}) $$

3. Zero Vector: There exists $\mathbf{z} = (0, 0, 0)$ such that

$$ \mathbf{u} + \mathbf{z} = \mathbf{u} $$

4. Additive Inverse: For $\mathbf{v} = (b_1, b_2, b_3)$, there exists $-\mathbf{v} = (-b_1, -b_2, -b_3)$ such that

$$ \mathbf{v} + (-\mathbf{v}) = (b_1+(-b_1), b_2+(-b_2), b_3+(-b_3)) = (0, 0, 0) = \mathbf{z} $$

5. Distributive (Scalar over Vector):

$$ \alpha(\mathbf{u} + \mathbf{v}) = \alpha\mathbf{u} + \alpha\mathbf{v} $$

6. Distributive (Scalar Sum):

$$ (\alpha + \beta)\mathbf{u} = \alpha\mathbf{u} + \beta\mathbf{u} $$

7. Scalar Associative:

$$ (\alpha\beta)\mathbf{u} = \alpha(\beta\mathbf{u}) $$

8. Scalar Identity:

$$ 1\mathbf{u} = \mathbf{u} $$

The transition from viewing vectors as “directed line segments” to “linear combinations of $\mathbf{i, j, k}$” is a shift toward computational abstraction. By expressing $\mathbf{u}$ as $a_1\mathbf{i} + b_1\mathbf{j} + c_1\mathbf{k}$, we move from a spatial domain to an algebraic one.

Vector Spaces

Vector Space

A nonempty set $V$ is a vector space over $\mathbb{R}$ if, for all $\mathbf{u, v, w} \in V$ and all $\alpha, \beta \in \mathbb{R}$, the following eight axioms hold:

  1. $\mathbf{u} + \mathbf{v} = \mathbf{v} + \mathbf{u}$
  2. $(\mathbf{u} + \mathbf{v}) + \mathbf{w} = \mathbf{u} + (\mathbf{v} + \mathbf{w})$
  3. $\exists \mathbf{z} \in V such that \mathbf{v} + \mathbf{z} = \mathbf{v}$
  4. $\forall \mathbf{v} \in V, \exists -\mathbf{v} \in V such that \mathbf{v} + (-\mathbf{v}) = \mathbf{z}$
  5. $\alpha(\mathbf{u} + \mathbf{v}) = \alpha\mathbf{u} + \alpha\mathbf{v}$
  6. $(\alpha + \beta)\mathbf{v} = \alpha\mathbf{v} + \beta\mathbf{v}$
  7. $(\alpha\beta)\mathbf{v} = \alpha(\beta\mathbf{v})$
  8. $1\mathbf{v} = \mathbf{v}$

This framework accommodates the standard $\mathbb{R}^n$ and abstract spaces like $F_{\mathbb{R}$ (all functions $f: \mathbb{R} \to \mathbb{R}$) and $\mathbb{R}[x]$ (polynomials).

Verification of the Function Space $F_R$

The verification of properties depends on the arithmetic of real numbers. Let $f, g, h \in F_R$ and $\alpha \in \mathbb{R}$:

Axiom 2 (Associative):

$$((f + g) + h)(x) = (f(x) + g(x)) + h(x) = f(x) + (g(x) + h(x)) = (f + (g + h))(x)$$

Axiom 3 (Zero Vector): Define the zero function $f_0(x) = 0$. Then

$$(f + f_0)(x) = f(x) + 0 = f(x)$$

Axiom 4 (Negative): Define $(-f)(x) = -(f(x))$. Then

$$(f + (-f))(x) = f(x) + (-f(x)) = 0 = f_0(x)$$

Axiom 5 (Distributive):

$$(\alpha(f + g))(x) = \alpha(f(x) + g(x)) = \alpha f(x) + \alpha g(x) = (\alpha f + \alpha g)(x)$$

Matrices

Matrices

Matrices are organized rectangular arrays that provide utility in representing linear systems.

Let $M_{mn}[\mathbb{R}]$ be the set of all $m \times n$ matrices with real entries $a_{ij}$. Two matrices $A = [a_{ij}]$ and $B = [b_{ij}]$ are equal if $a_{ij} = b_{ij}$ for all $i, j$.

Addition is defined as $A + B = [a_{ij} + b_{ij}]$ and scalar multiplication as $\alpha A = [\alpha a_{ij}]$.

Verification of $M_2[\mathbb{R}]$

Let $A = [a_{ij}]$, $B = [b_{ij}]$ be $2 \times 2$ matrices and $Z = [0]$ be the zero matrix:

Property 1 (Commutative):

$$A + B = [a_{ij} + b_{ij}] = [b_{ij} + a_{ij}] = B + A, as a_{ij}, b_{ij} \in \mathbb{R}$$

Property 3 (Zero Matrix):

$$A + Z = [a_{ij} + 0] = [a_{ij}] = A$$

Property 4 (Negative): Let $-A = [-a_{ij}]$. Then

$$A + (-A) = [a_{ij} + (-a_{ij})] = [0] = Z$$

Property 5 (Distributive):

$$\alpha(A + B) = [\alpha(a_{ij} + b_{ij})] = [\alpha a_{ij} + \alpha b_{ij}] = \alpha A + \alpha B$$

Note that the product $AB$ is defined by the inner product of the $i$-th row of $A$ and $j$-th column of $B$:

$$ c_{ij} = \sum_{k=1}^n a_{ik}b_{kj} $$

It is very important to recognize that while matrix multiplication is a hallmark of matrix algebra, it is a separate operation not required for $M_{mn}[\mathbb{R}]$ to qualify as a vector space. Notably, $AB$ and $BA$ are not generally equal, and $BA$ may not even be defined when $AB$ is, further distinguishing multiplication from the strictly commutative and always-defined addition required of vector spaces.

Some Properties of Vector Spaces

The integrity of an algebraic system requires the rigorous proof of “obvious” properties to prevent logical contradictions.

Unique Zero Vector

Every vector space has a unique zero vector.

Proof:

Assume $\mathbf{z}$ and $\mathbf{z’}$ are both zero vectors in $V$.

Since $\mathbf{z}$ is a zero vector,

$$\mathbf{z'} + \mathbf{z} = \mathbf{z'}$$

Since $\mathbf{z’}$ is a zero vector,

$$\mathbf{z} + \mathbf{z'} = \mathbf{z}$$

By commutativity,

$$\mathbf{z} = \mathbf{z} + \mathbf{z'} = \mathbf{z'} + \mathbf{z} = \mathbf{z'}$$

Thus, $\mathbf{z} = \mathbf{z’}$.

Unique Negative

Every vector $\mathbf{v}$ in $V$ has a unique negative.

Proof:

Assume $\mathbf{v}_1$ and $\mathbf{v}_2$ are both negatives of $\mathbf{v}$. Then

$$\mathbf{v} + \mathbf{v}_1 = \mathbf{z}$$

and

$$\mathbf{v} + \mathbf{v}_2 = \mathbf{z}$$

By Axiom 3 and substitution,

$$\mathbf{v}_1 = \mathbf{v}_1 + \mathbf{z} = \mathbf{v}_1 + (\mathbf{v} + \mathbf{v}_2)$$

By Axiom 2,

$$\mathbf{v}_1 + (\mathbf{v} + \mathbf{v}_2) = (\mathbf{v}_1 + \mathbf{v}) + \mathbf{v}_2 = \mathbf{z} + \mathbf{v}_2 = \mathbf{v}_2$$

Thus $\mathbf{v}_1 = \mathbf{v}_2$.

Theorem 15.3

If $\mathbf{v} + \mathbf{v} = \mathbf{v}$, then $\mathbf{v} = \mathbf{z}$.

Proof:

Since $\mathbf{v} + (-\mathbf{v}) = \mathbf{z}$, we have

$$\mathbf{z} = \mathbf{v} + (-\mathbf{v}) = (\mathbf{v} + \mathbf{v}) + (-\mathbf{v}) = \mathbf{v} + (\mathbf{v} + (-\mathbf{v})) = \mathbf{v} + \mathbf{z} = \mathbf{v}$$

Corollary 15.4

$$0\mathbf{v} = \mathbf{z}$$

and

(ii) $\alpha\mathbf{z} = \mathbf{z}$.

Proof:

(i)

$$0\mathbf{v} = (0+0)\mathbf{v} = 0\mathbf{v} + 0\mathbf{v}$$

By Theorem 15.3,

$$0\mathbf{v} = \mathbf{z}$$

(ii)

$$\alpha\mathbf{z} = \alpha(\mathbf{z} + \mathbf{z}) = \alpha\mathbf{z} + \alpha\mathbf{z}$$

By Theorem 15.3, $\alpha\mathbf{z} = \mathbf{z}$.

Theorem 15.5

If $\alpha\mathbf{v} = \mathbf{z}$, then $\alpha = 0$ or $\mathbf{v} = \mathbf{z}$.

Proof:

If $\alpha = 0$, the statement holds.

If $\alpha \neq 0$, then there exists $1/\alpha \in \mathbb{R}$. Multiplying gives

$$(1/\alpha)(\alpha\mathbf{v}) = (1/\alpha)\mathbf{z}$$

Using Axioms 7, 8, and Corollary 15.4(ii), we find

$$1\mathbf{v} = \mathbf{z}$$

so $\mathbf{v} = \mathbf{z}$

Subspaces

Subspace

A subspace is a subset $W$ of a vector space $V$ that is itself a vector space under the same operations.

Vector Subspaces

The Subspace Test

A nonempty subset $W$ of a vector space $V$ is a subspace of $V$ iff $W$ is closed under addition and scalar multiplication.

Proof

If $W$ is a subspace, it must be closed under both.

Conversely, if $W$ is nonempty and closed, it inherits Axioms 1, 2, and 5-8 from $V$. Nonemptiness implies

$$\exists \mathbf{v} \in W$$

Closure under scaling implies

$$0\mathbf{v} = \mathbf{z} \in W$$

that is, Axiom 3, and

$$(-1)\mathbf{v} = -\mathbf{v} \in W$$

that is, Axiom 4. Thus, $W$ is a vector space.

Spans of Vectors

A span describes the total “reach” of a set of vectors through the operations of addition and scaling. It is the formal method by which we define a subspace $W$ within a larger vector space $V$.

Linear Combination and Span

Given a set of vectors $S = {v_1, v_2, \dots, v_n}$ in $V$, a linear combination is any vector of the form $\alpha_1v_1 + \alpha_2v_2 + \dots + \alpha_nv_n$, where $\alpha_i \in \mathbb{R}$. The set of all such combinations is the span, denoted $\langle v_1, v_2, \dots, v_n \rangle$.

Linear Combination

Span

To visualize this, consider the subspace $W$ of $2 \times 2$ matrices $M_2(\mathbb{R})$ defined by the condition that the upper-right entry is zero. Any matrix $A \in W$ can be decomposed into a linear combination of three basis-like elements:

$$ A = \begin{bmatrix} a & 0 \\ b & c \end{bmatrix} = a \begin{bmatrix} 1 & 0 \\ 0 & 0 \end{bmatrix} + b \begin{bmatrix} 0 & 0 \\ 1 & 0 \end{bmatrix} + c \begin{bmatrix} 0 & 0 \\ 0 & 1 \end{bmatrix} $$

Thus,

$$W = \langle \begin{bmatrix} 1 & 0 \\ 0 & 0 \end{bmatrix}, \begin{bmatrix} 0 & 0 \\ 1 & 0 \end{bmatrix}, \begin{bmatrix} 0 & 0 \\ 0 & 1 \end{bmatrix} \rangle$$

The Subspace Property of Spans

The set $W$ of all linear combinations of ${v_1, \dots, v_n}$ is a subspace of $V$.

Proof

We verify this using the formal two-step Subspace Test:

1. Non-emptiness (Zero Vector Inclusion):

By setting all scalars $\alpha_i = 0$, we see that

$$\mathbf{z} = 0v_1 + 0v_2 + \dots + 0v_n$$

Thus, $\mathbf{z} \in W$.

  1. Closure under Addition and Scalar Multiplication:

Let $\mathbf{u}, \mathbf{w} \in W$ and $\alpha \in \mathbb{R}$. Then

$$\mathbf{u} = \sum_{i=1}^n \alpha_i v_i$$

and

$$\mathbf{w} = \sum_{i=1}^n \beta_i v_i$$

Addition:

$$\mathbf{u} + \mathbf{w} = (\alpha_1 + \beta_1)v_1 + (\alpha_2 + \beta_2)v_2 + \dots + (\alpha_n + \beta_n)v_n$$

Since $\alpha_i + \beta_i \in \mathbb{R}$, $\mathbf{u} + \mathbf{w} \in W$.

Scalar Multiplication:

$$\alpha \mathbf{u} = (\alpha \alpha_1)v_1 + (\alpha \alpha_2)v_2 + \dots + (\alpha \alpha_n)v_n$$

Since $\alpha \alpha_i \in \mathbb{R}$, $\alpha \mathbf{u} \in W$.

Different sets can generate identical subspaces. For example, in the polynomial space $\mathbb{R}[x]$, the sets $S_1 = {1, 1+x^2, 1+x^2+x^4}$ and $S_2 = {1, x^2, x^4}$ span the same space. This highlights the pedagogical “So What?”: we often have a choice in how we describe a space, and we generally seek the most efficient description.

Furthermore, $\langle v_1, \dots, v_n \rangle$ is the smallest (most restrictive) subspace containing those vectors. If any other subspace $W’$ contains $S$, it must also contain $\text{span}(S)$. This ensures that a span contains no elements other than those strictly required by the axioms of a vector space.

While the span describes the “reach” of a set, it does not account for redundancy. To determine the efficiency of our building blocks, we must turn to linear independence.

Linear Dependence and Independence

Linear Independence

A set is independent if no vector in it can be built from the others. That is, the vector equation $\sum c_i v_i = \mathbf{z}$ has only the trivial solution: $c_1 = c_2 = \dots = c_m = 0$.

Linear Dependence

A set of vectors $v_1, \dots, v_m$ is linearly dependent if there exist scalars $c_1, \dots, c_m$, not all zero, such that $\sum c_i v_i = \mathbf{z}$.

Linear Dependence and Independence

The following comparison illustrates how system solutions dictate set classification:

Example 15.18: Independence in $\mathbb{R}^3$ Let the set: $\{(1,1,1), (1,1,0), (0,1,1)\}$ We build the equation system:

$$a + b = 0$$$$a + b + c = 0$$$$a + c = 0$$

Subtracting (1) from (2) yields $c=0$, which implies $a=0$ and $b=0$. Only the trivial solution exists thus the set is linearly independent.

Note that independence is “hereditary”, removing elements from an independent set cannot create dependence. With these structural relationships established, we can now examine how linear transformations move these structures between spaces.

Linear Transformations

Linear Transformation

A linear transformation $T: V \to V’$ is a map that respects the algebraic properties of the vector space. They are “structure-preserving” because the relationship between vectors in the domain is mirrored in the codomain.

Linear Transformation

Linear Function

A function is linear if and only if it satisfies:

  1. Preservation of Addition:
$$T(\mathbf{u} + \mathbf{v}) = T(\mathbf{u}) + T(\mathbf{v})$$
  1. Preservation of Scalar Multiplication:
$$T(\alpha \mathbf{v}) = \alpha T(\mathbf{v})$$

In $\mathbb{R}^n$, transformations are often expressed as matrix multiplications

$$ T(\mathbf{v}) = A\mathbf{v} $$

For example,

$$ T(a, b, c) = (2a+c, 3c-b) $$

corresponds to a $2 \times 3$ matrix.

$$ T(v) = \begin{bmatrix} 2 & 0 & 1 \\ 0 & -1 & 3 \\ \end{bmatrix} \begin{bmatrix} a \\ b \\ c \end{bmatrix} = \begin{bmatrix} 2a + c \\ 3c - b \end{bmatrix} $$

Composition of Transformations

The composition of two linear transformations $T_1: V \to V’$ and $T_2: V’ \to V’’$ is itself linear.

Proof:

  1. Preservation of Addtition:
$$(T_2 \circ T_1)(\mathbf{u} + \mathbf{v}) = T_2(T_1(\mathbf{u} + \mathbf{v})) = T_2(T_1(\mathbf{u}) + T_1(\mathbf{v}))$$$$= T_2(T_1(\mathbf{u})) + T_2(T_1(\mathbf{v})) = (T_2 \circ T_1)(\mathbf{u}) + (T_2 \circ T_1)(\mathbf{v})$$
  1. Preservation of Scalar Multiplication:
$$(T_2 \circ T_1)(\alpha \mathbf{u}) = T_2(T_1(\alpha \mathbf{u})) $$$$= T_2(\alpha T_1(\mathbf{u})) = \alpha T_2(T_1(\mathbf{u})) = \alpha (T_2 \circ T_1)(\mathbf{u})$$

This property is the reason matrix multiplication is defined as it is; the product $A_2A_1$ represents the composition $T_2 \circ T_1$.

Compisition via Matrix Multiplication

Properties of Linear Transformations

Linearity imposes strict geometric constraints:

  1. A linear map must fix the origin
$$ T(\mathbf{z}) = \mathbf{z}': T(0\mathbf{z}) = 0T(\mathbf{z}) = \mathbf{z}' $$
  1. Inverting a vector in the domain results in an inverted image in the codomain
$$ T(-\mathbf{v}) = -T(\mathbf{v}) $$

The Kernel and Image

The Image

The Image $T(W)$ of a subspace is a subspace of the codomain.

The Kernel

The Kernel,

$$\text{ker}(T) = \{\mathbf{v} \in V : T(\mathbf{v}) = \mathbf{z}'\}$$

is a subspace of the domain.

Proof

Since $T(\mathbf{z}) = \mathbf{z}’, \mathbf{z} \in \text{ker}(T)$

If $\mathbf{u}, \mathbf{v} \in \text{ker}(T)$, then

$$T(\mathbf{u}+\mathbf{v}) = T(\mathbf{u}) + T(\mathbf{v}) = \mathbf{z}' + \mathbf{z}' = \mathbf{z}'$$

Similarly,

$$T(\alpha \mathbf{u}) = \alpha T(\mathbf{u}) = \alpha \mathbf{z}' = \mathbf{z}'$$

Example

Consider $T(a, b, c) = (2a+c, 3c-b)$. To find the kernel, solve $T(a, b, c) = (0, 0)$:

$$2a + c = 0 \implies a = -c/2$$$$3c - b = 0 \implies b = 3c$$

This yields vectors of the form $(-c/2, 3c, c)$, or $c(-1/2, 3, 1)$. The kernel is thus the subspace $\langle (-1/2, 3, 1) \rangle$. This identifies the specific dimension of the domain that is “lost” or collapsed to zero by the transformation.