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Vector Spaces - Deep Dive

Mathematical Foundations

Detailed mathematical treatment of vector spaces with proofs, theorems, and rigorous definitions.

Formal Definitions

Vector Space Axioms

A vector space V over a field F is a set with two operations:

  • Vector addition: V × V → V
  • Scalar multiplication: F × V → V

Satisfying 8 axioms...

Subspace Theorem

Theorem: A subset W of vector space V is a subspace if and only if:

  1. The zero vector is in W
  2. W is closed under addition
  3. W is closed under scalar multiplication

Proof: (To be completed)

Theorems and Proofs

Linear Independence

Definition: Vectors v₁, v₂, ..., vₙ are linearly independent if...

Theorem: (To be completed)

Basis and Dimension

Theorem: All bases of a vector space have the same number of elements.

Proof: (To be completed)

The Four Fundamental Subspaces

Detailed Analysis

(Mathematical treatment to be completed)

Fundamental Theorems

Row Rank = Column Rank

The number of independent rows in a matrix AA is always equal to the number of independent columns. This number is the rank rr.

dim(C(AT))=dim(C(A))=rank(A)\dim(C(A^T)) = \dim(C(A)) = \text{rank}(A)

Intuition: For a 3×43 \times 4 matrix, A=[120300141217]A = \begin{bmatrix} 1 & 2 & 0 & 3 \\ 0 & 0 & 1 & 4 \\ 1 & 2 & 1 & 7 \end{bmatrix} We have r3=r1+r2r_{3} =r_1 + r_2, therefore:

  • Basis of C(AT)C(A^T) : {r1,r2}\{ r_1, r_2 \}
  • dim(C(AT))dim(C(A^T)): 2

Let's look at the columns,

  • c2=2c1c_2 = 2 \cdot c_1
  • c4=3c1+4c3c_4 = 3c_1 + 4c_3
  • c1c_1 and c3c_3 are independent. All the columns (c2c_2 and c4c_4) can be built from c1c_1 and c3c_3.
  • Basis for the C(A)C(A): {c1,c3}\{ c_1, c_3 \}
  • dim(C(A))\text{dim}(C(A)) = 2 So we found that Column and Row spaces share the same dimension, but why?

Look at our basis rows r1r_1 and r2r_2

  • r1=[1203]r_1 = \begin{bmatrix} 1 & \mathbf{2} & 0 & \mathbf{3} \end{bmatrix}
  • r2=[0014]r_2 = \begin{bmatrix} 0 & \mathbf{0} & 1 & \mathbf{4} \end{bmatrix}

The "recipe" to build the dependent columns (c2c_2 and c4c_4) is written directly into the non-basis columns of the basis rows (r1r_1 and r2r_2).

  • To make c2c_2, the recipe is 2c1+0c3\mathbf{2}c_1 + \mathbf{0}c_3. Those numbers, [20]\begin{bmatrix} 2 \\ 0 \end{bmatrix}, are sitting right there in the c2c_2 position of our basis rows.
  • To make c4c_4, the recipe is 3c1+4c3\mathbf{3}c_1 + \mathbf{4}c_3. Those numbers, [34]\begin{bmatrix} 3 \\ 4 \end{bmatrix}, are sitting right there in the c4c_4 position of our basis rows.

Look at our basis columns c1c_1 and c3c_3

  • {c1,c3}=[100111]\{c_1, c_3 \}=\begin{bmatrix} 1 & 0 \\0 & 1 \\1 & 1 \\\end{bmatrix}

Simultaneously, the "recipe" to build the dependent rows (r3r_3) is written directly into the non-basis rows of the basis columns (c1c_1 and c3c_3).

  • To make r3r_3, the recipe is 1r1+1r2\mathbf{1}r_1 + \mathbf{1}r_2. Those numbers, [11]\begin{bmatrix} 1 & 1 \end{bmatrix}, are sitting right there in the r3r_3 position of our basis columns (c1c_1 and c3c_3).

You can't add an independent row without also creating an independent column. You can't add a dependent column without it perfectly matching a dependency that already exists in the rows.

The rank rr is the true number of "independent ingredients" you have. This number dictates both how many independent rows you can form and how many independent columns you can form. They are two sides of the exact same coin.

Rank-Nullity Theorem

rank(A)+nullity(A)=n rank(A) + nullity(A) = n

Intuition: A=[102013]A = \begin{bmatrix} 1 & 0 & 2 \\ 0 & 1 & 3 \end{bmatrix} Let this matrix AA be a transform 3D space into 2D space (R3R2\mathbb{R}^3\Rightarrow \mathbb{R}^2). This means our matrix is 2×32 \times 3, and our input dimension nn is 3, and output dimension mm is 2. An input vector xx is in R3\mathbb{R}^3, so x=[x1x2x3]x = \begin{bmatrix} x_1 \\ x_2 \\ x_3 \end{bmatrix}. Our total input dimension is n=3n=3.

The Column Space C(A)C(A) is the output space. The rank is, by definition, the dimension of C(A)C(A). The output AxAx is just a combination of the columns of AA: x1[10]+x2[01]+x3[23]x_1 \begin{bmatrix} 1 \\ 0 \end{bmatrix} + x_2 \begin{bmatrix} 0 \\ 1 \end{bmatrix} + x_3 \begin{bmatrix} 2 \\ 3 \end{bmatrix} It's obvious that c3=2c1+3c2c_3 = 2c_1 + 3c_2. The third column is totally redundant; it doesn't add a new direction. The entire output space can be described by c1c_1 and c2c_2.

  • Basis for C(A)C(A): {[10],[01]}\{ \begin{bmatrix} 1 \\ 0 \end{bmatrix}, \begin{bmatrix} 0 \\ 1 \end{bmatrix} \}
  • rank(A)=2\text{rank}(A) = 2

So, among our 3 input dimensions, 2 dimensions "survive" to create the 2D output space. These are the pivot columns (columns 1 and 2).

The Null Space N(A)N(A) is the input space. The nullity is the dimension of N(A)N(A). Let's find them by solving Ax=0Ax = 0:

[102013][x1x2x3]=[00]\begin{bmatrix} 1 & 0 & 2 \\ 0 & 1 & 3 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \\ x_3 \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \end{bmatrix}

This gives us two equations:

  1. x1+2x3=0    x1=2x3x_1 + 2x_3 = 0 \implies x_1 = -2x_3
  2. x2+3x3=0    x2=3x3x_2 + 3x_3 = 0 \implies x_2 = -3x_3

The variable x3x_3 is "free variable". It can be anything, and it corresponds to the non-pivot column (column 3). Let x3=tx_3 = t. Any vector in the null space looks like:

xnull=[2t3tt]=t[231]x_{\text{null}} = \begin{bmatrix} -2t \\ -3t \\ t \end{bmatrix} = t \begin{bmatrix} -2 \\ -3 \\ 1 \end{bmatrix}

This is a line in R3\mathbb{R}^3. A line has one dimension.

  • Basis for N(A)N(A): {[231]}\{ \begin{bmatrix} -2 \\ -3 \\ 1 \end{bmatrix} \}
  • nullity(A)=1\text{nullity}(A) = 1 So, 1 dimension of our input space gets completely "lost" or collapsed to zero.

In sum,

  • Total Input Dimensions (nn): 3 (from the 3 columns)
  • Dimensions that "Survive" (Rank): 2 (the pivot columns)
  • Dimensions that "Get Lost" (Nullity): 1 (the free variable column)

rank(A)+nullity(A)=2+1=3=n\text{rank}(A) + \text{nullity}(A) = 2 + 1 = 3 = n

The number of pivot columns (rank) plus the number of free columns (nullity) must equal the total number of columns (nn).

Every single one of the nn dimensions of your input space is accounted for. It either contributes to the output (a pivot column) or it gets nullified (a free column).

Exercises

(Advanced problems to be completed)