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Ch03 - Part1 - RealVector V2a (61) - DONE
Ch03 - Part1 - RealVector V2a (61) - DONE
MANAGEMENT
MATHEMATICS
Real Vector Spaces
(Part 1)
盧信銘
台大資管
Real Vector Spaces (Part 1) 2
Topics
• Preliminaries
• Vectors in the Plane and in 3-Space
• Vector Spaces
• Subspaces
• Span and Linear Independence
• Basis and Dimension
• Homogeneous Systems
• Coordinates and Isomorphisms
• Rank of a Matrix
Real Vector Spaces (Part 1) 3
▪ vector space:向量空間
▪ n-space:n維空間
▪ matrix space:矩陣空間
▪ polynomial space:多項式空間
• subspace:子空間
• basis:基底
• dimension:維度
• finite dimension:有限維度
• infinite dimension:無限維度
Real Vector Spaces (Part 1) 4
Topics
• Preliminaries
• Vectors in the Plane and in 3-Space
• Vector Spaces
• Subspaces
• Span and Linear Independence
• Basis and Dimension
• Homogeneous Systems
• Coordinates and Isomorphisms
• Rank of a Matrix
Real Vector Spaces (Part 1) 5
Preliminaries
Topics
• Preliminaries
• Vectors in the Plane and in 3-Space
• Vector Spaces
• Subspaces
• Span and Linear Independence
• Basis and Dimension
• Homogeneous Systems
• Coordinates and Isomorphisms
• Rank of a Matrix
• Four Fundamental Subspaces
Real Vector Spaces (Part 1) 7
hand use 𝑉.
• Defn - The numbers x and y in the definition of a vector are
called the components of the vector v.
𝑥1 𝑥2
• Defn - Will say that two vectors 𝒗 =
𝑦1 and 𝒖 = 𝑦2
are equal if x1 = x2 and y1 = y2
☼
Real Vector Spaces (Part 1) 8
Vector Addition
𝑢1 𝑣1 𝑢1 + 𝑣1
• Defn – Let 𝐮 = 𝑢 and 𝐯 = 𝑣2 . Define 𝐮 + 𝐯 = 𝑢 + 𝑣
2 2 2
• Geometric interpretation
y
v
u u+v
v
x
Real Vector Spaces (Part 1) 10
Scalar Multiplication
𝑢1
• Defn - Let c be a scalar (e.g. a real number) and 𝒖 =
𝑢2
☼
Real Vector Spaces (Part 1) 11
Vector Subtraction
• Define u - v as u + (-1) v
• Geometric relationship among u, v, u + v, and u - v
☼
Real Vector Spaces (Part 1) 12
P2 t 1
P2 − P1 t =1
P1 0 t 1
t =0
t 0
☼
Real Vector Spaces (Part 1) 13
Three-Dimensional Vectors
𝑥
• A three-dimensional vector is a 3 x 1 matrix 𝑦
𝑧
where x, y and z are real numbers
• Vector addition, scalar multiplication and vector subtraction
are defined analogously to two dimensions
☼
Real Vector Spaces (Part 1) 14
Example
☼
Real Vector Spaces (Part 1) 15
• 林志玲 金城武
• Photos of 250 X 250 pixels. Just like a matrix of same size.
• You can think of pictures as a vector.
• Each pixel has a value in [0, 255].
Real Vector Spaces (Part 1) 17
(二變.gif)
Real Vector Spaces (Part 1) 19
Question
• Consider 𝑀𝑡𝑟𝑒𝑒 , which is a picture of a tree.
• Can we find 𝑏, 𝑐 ∈ 𝑅 such that
• 𝑀𝑡𝑟𝑒𝑒 = 𝑏 𝑀
志玲 + 𝑐 𝑀城武 ?
(三變.gif)
Real Vector Spaces (Part 1) 21
A few observations
• You can create new vectors by doing linear combinations
of selected “base” vectors.
• You can generate as many new pictures as you want.
• However, these generated pictures are “restricted” in
certain sense.
• You can broaden the restrictions by adding more pictures
into the base vectors.
• The base vectors will be referred to as the “basis” in the
text book.
• The linear combination of basis formed a vector space.
• We are going to discuss the properties of the vector space
shortly.
Real Vector Spaces (Part 1) 22
Topics
• Preliminaries
• Vectors in the Plane and in 3-Space
• Vector Spaces
• Subspaces
• Span and Linear Independence
• Basis and Dimension
• Homogeneous Systems
• Coordinates and Isomorphisms
• Rank of a Matrix
• Four Fundamental Subspaces
☼
Real Vector Spaces (Part 1) 23
Vector Spaces
• Defn - A real vector space is a set V of elements on which two
operations ⊕ and ⊙ are defined with the following properties
(a) 1) If u, v ∈V, then 𝒖 ⊕ 𝒗 ∈ 𝑉. (closed under operation ⊕)
2) 𝒖 ⊕ 𝒗 ⊕ 𝒘 = 𝒖 ⊕ 𝒗 ⊕ 𝒘 for all u, v, w ∈ V.
3) There exist a unique 0 ∈V such that 𝟎 ⊕ 𝒖 = 𝒖 ⊕ 𝟎 = 𝒖, ∀𝒖 ∈ 𝑉.
4) For each u ∈ V, there exist a unique v ∈ V such that
𝒖 ⊕ 𝒗 = 𝒗 ⊕ 𝒖 = 𝟎.
5) 𝒖 ⊕ 𝒗 = 𝒗 ⊕ 𝒖 for u, v ∈ V.
(b) 6) If u ∈ V and c is any real number, then 𝑐 ⊙ 𝒖 ∈ 𝑉. (closed under operation ⊙)
7) For 𝒖, 𝒗 ∈ 𝑉 and a real numbers c, 𝑐 ⊙ 𝒖 ⊕ 𝒗 = 𝑐 ⊙ 𝒖 ⊕ (𝑐 ⊙ 𝒗).
8) 𝑐 + 𝑑 ⊙ 𝒖 = 𝑐 ⊙ 𝒖 ⊕ 𝑑 ⊙ 𝒖 for any 𝒖 ∈ 𝑉 and
real numbers c and d.
9) 𝑐 ⊙ 𝑑 ⊙ 𝒖 = 𝑐𝑑 ⊙ 𝒖 for any 𝒖 ∈ 𝑉 and real numbers c and d. ☼
10) 1 ⊙ 𝒖 = 𝒖 for any u∈ V.
Real Vector Spaces (Part 1) 24
☼
Real Vector Spaces (Part 1) 25
☼
Real Vector Spaces (Part 1) 27
☼
Real Vector Spaces (Part 1) 28
Example 4
• The set mRn of all real m x n matrices forms a vector
space with ⊕ as matrix addition and ⊙ as scalar
multiplication.
☼
Real Vector Spaces (Part 1) 29
Example: Polynomials
• Consider polynomials in a variable t
𝑝 𝑡 = 𝑎0 𝑡 𝑛 + 𝑎1 𝑡 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑡 + 𝑎𝑛
where a0,
a1, …, an are real numbers. If a0 ≠ 0, the degree of p(t)
is n.
• The zero polynomial 0𝑡 𝑛 + 0𝑡 𝑛−1 + ⋯ + 0𝑡 + 0 has no
degree.
• Polynomials of degree 0 are constants.
• Let Pn be the set of all polynomials of degree ≤ n
together with the zero polynomial.
𝑞 𝑡 = 𝑏0 𝑡 𝑛 + 𝑏1 𝑡 𝑛−1 + ⋯ + 𝑏𝑛−1 𝑡 + 𝑏𝑛
• Let p(t) be as above and let
continue next slide…
☼
Real Vector Spaces (Part 1) 30
Example: Polynomials
(continued)
Define 𝑝 𝑡 ⊕𝑞 𝑡 as
Example: Polynomials
(continued)
• Since 𝑝 𝑡 ⊕ 𝑞 𝑡 ∈ 𝑃𝑛 ➔ 1) holds
𝑐 ⊙ 𝑝 𝑡 ∈ 𝑃𝑛 ➔ 6) holds
• To verify 5), observe 𝑞 𝑡 ⊕ 𝑝 𝑡 = 𝑏𝑛 + 𝑎𝑛 𝑡 𝑛 +
⋯ . + 𝑏0 + 𝑎0 = 𝑝 𝑡 ⊕ 𝑞 𝑡
• Similar techniques can verify 2)
• The zero polynomial is the 𝟎 needed in 3)
• If 𝑝(𝑡) is as given, then −𝑝 𝑡 = −𝑎𝑛 𝑡 𝑛 − 𝑎𝑛−1 𝑡 𝑛−1 −
⋯ − 𝑎0 (Property 4))
• 𝑐 + 𝑑 ⊙ 𝑝 𝑡 = ⋯ = 𝑐 ⊙ 𝑝 𝑡 ⊕ 𝑑 ⊙ 𝑝(𝑡) (Property
8))
• Can also verify Property 7, 9, 10.
☼
Real Vector Spaces (Part 1) 32
Example: C[0,1]
• Let V be the set of all real valued continuous functions on
the closed interval [0, 1]. For f, g ∈V, define 𝑓⨁𝑔 as
𝑓⊕𝑔 𝑡 =𝑓 𝑡 +𝑔 𝑡 ∀𝑡 ∈ 0,1
Example: C[0,1]
• (continue)
For property 1, want to show that if 𝑓 ∈ 𝐶[0,1] and 𝑔 ∈
𝐶[0,1], then (𝑓 ⊕ 𝑔) 𝑡 = 𝑓 𝑡 + 𝑔 𝑡 ∈ 𝐶 0,1
Your Turn
• Example: Let V be the set of all real numbers with the
operations 𝒖 ⊕ 𝒗 = 𝒖 − 𝒗
and 𝑐 ⊙ 𝒖 = 𝑐𝒖. Is V a vector space?
☼
Real Vector Spaces (Part 1) 35
☼
Real Vector Spaces (Part 1) 36
• Proof:
• (a) 0 ⊙ 𝒖 = 0 + 0 ⊙ 𝒖
= 0 ⊙ 𝒖 ⊕ 0 ⊙ 𝒖 (property 6).
Add −0 ⊙ 𝒖 to both side of the above equation:
0 ⊙ 𝒖 ⊕ −0 ⊙ 𝒖 = 0 ⊙ 𝒖 ⊕ 0 ⊙ 𝒖 ⊕ −0 ⊙ 𝒖
➔ 𝟎 = 0 ⊙ 𝒖 (property 4 and 6),
so we obtain 0 ⊙ 𝒖 = 𝟎
• (b) and (c): Exercise 21
• (d) −1 ⊙ 𝒖 ⊕ 𝒖
= −1 ⊙ 𝒖 ⊕ 1 ⊙ 𝒖 (Property 10)
= −1 + 1 ⊙ 𝒖 (Property 8)
= 0 ⊙ 𝒖 = 𝟎.
Since −𝒖 unique, we conclude that −1 ⊙ 𝒖 = −𝒖
☼
Real Vector Spaces (Part 1) 37
Topics
• Preliminaries
• Vectors in the Plane and in 3-Space
• Vector Spaces
• Subspaces
• Span and Linear Independence
• Basis and Dimension
• Homogeneous Systems
• Coordinates and Isomorphisms
• Rank of a Matrix
• Four Fundamental Subspaces
☼
Real Vector Spaces (Part 1) 38
𝑎 𝑏
• if 2𝑎
∈ 𝑆 and ∈ 𝑆 , then
2𝑏
𝑎 𝑏 𝑎+𝑏
+ = ∈ 𝑆
2𝑎 2𝑏 2(𝑎 + 𝑏)
Subspace
• Defn - Let V be a vector space and let W be a subset of V.
If W is a vector space with respect to the operations in V, then W
is called a subspace of V.
☼
Real Vector Spaces (Part 1) 41
Examples of Subspaces
Example
• Let Pn be the vector space of all polynomials of degree ≤ n.
Then P2 is a subspace of P3, P3 is a subspace of P4. In
general, Pk is a subspace of Pn if k ≤ n
Example
• Let W be the set of polynomials of degree exactly 2. Then
W is a subset of P3 but it is not a subspace since it is not
closed. 𝑡 2 + 2𝑡 + 1 ∈ W and −𝑡 2 + 𝑡 + 1 ∈ W
but
𝑡 2 + 2𝑡 + 1 + −𝑡 2 + 𝑡 + 1 ∉ W
☼
Real Vector Spaces (Part 1) 42
Subspaces
• Prepare to proof
• Restate our goal:
• If the following properties holds:
a) If u and v are any two vectors in W, then 𝒖⨁𝒗 ∈ 𝑾
b) If c is any real number and u is any vector in W, then
𝑐⨀𝒖∈𝑾
• Then, W is a subspace of V
• Key idea: What do a) and b) say about 0 and –u?
• If b) is true, then for 𝒖 ∈ 𝑾, 0 ⨀ 𝒖 = 𝟎 ∈ 𝑾, (Slide 29;
Vector Space Property) ➔ 𝑾 contains the zero vector.
(Property 3)
• If b) is true, then for 𝒖 ∈ 𝑾, −1 ⨀ 𝒖 = −𝒖 ∈ 𝑾, (Slide 29;
Vector Space Property) ➔ W satisfy (Property 4)
Since W is a subset of V, propertiesReal
2, 5, 7, 8,
Vector 9, and
Spaces 101)of the vector44space
(Part
definition hold. Properties (a) and (b) above ensure that properties 1 and 6 of
the vector space definition hold.
From previous slide, Property 3 and 4 hold.
Therefore, W is a vector space and a subspace of V.
Your Turn
☼
Real Vector Spaces (Part 1) 46
Your Turn
𝑥
• Let S = { | x is a real number}, is S a subspace of R2?
1
☼
Real Vector Spaces (Part 1) 47
Your Turn
☼
Real Vector Spaces (Part 1) 48
☼
Real Vector Spaces (Part 1) 49
True of False
Example
• True or False: Let W be the set of all vectors in R2 with
nonnegative components. W is a subspace.
☼
Real Vector Spaces (Part 1) 50
Example: Pn
• Let S be the set of all polynomials of degree < n with the
property that p(0) = 0. The set S is nonempty since it
contains the zero polynomial.
• Is S is a subspace of Pn?
• Yes!
• This follows because
(i) If p(x) S and is a scalar, then
p(0) = · 0 = 0
and hence p S.
☼
Real Vector Spaces (Part 1) 51
Example Continued
and hence p + q S.
☼
Real Vector Spaces (Part 1) 52
☼
Real Vector Spaces (Part 1) 53
Example: Cn[a, b]
• Let Cn[a, b] be the set of all functions f that have a
continuous nth derivative on [a, b], then Cn[a, b] is a
subspace of C[a, b].
• Proof:
• (1) C[a,b] is a vector space and 𝐶 𝑛 [𝑎, 𝑏] ⊂ 𝐶[𝑎, 𝑏]
(why?). Need to show 𝐶 𝑛 [𝑎, 𝑏] satisfy closure
properties.
• (2) if 𝑝 ∈ 𝐶 𝑛 [𝑎, 𝑏], and 𝑞 ∈ 𝐶 𝑛 [𝑎, 𝑏], then from theories
in Calculus, we know 𝑝 + 𝑞 ∈ 𝐶 𝑛 [𝑎, 𝑏]
• (3) if 𝑝 ∈ 𝐶 𝑛 [𝑎, 𝑏], and 𝑐 ∈ 𝑅, then
𝑐 ⋅ 𝑝 ∈ 𝐶 𝑛 [𝑎, 𝑏].
• ➔ Cn[a, b] is a subspace of C[a, b]. ☼
Real Vector Spaces (Part 1) 54
• Thus, f S.
☼
Real Vector Spaces (Part 1) 55
Example Continued
• If f and g are both in S, then
(𝑓 + 𝑔)″ (𝑥) + (𝑓 + 𝑔)(𝑥) = 𝑓 ″ (𝑥) + 𝑔″ (𝑥) + 𝑓(𝑥) + 𝑔(𝑥)
= [𝑓 ″ (𝑥) + 𝑓(𝑥)] + [𝑔″ (𝑥)
=0+0=0
☼
Real Vector Spaces (Part 1) 56
Constructing a Subspace
• Let v1 and v2 be vectors in a vector space V. The set of all
vectors of the form a1v1 + a2 v2 , for real numbers a1 and
a2 , forms a subspace of V
To see why:
• Let 𝒘1 = 𝑎1 𝒗1 + 𝑎2 𝒗2 and 𝒘2 = 𝑏1 𝒗1 + 𝑏2 𝒗2 be vectors in
W. Then 𝒘1 + 𝒘2 = 𝑎1 + 𝑏1 𝒗1 + 𝑎2 + 𝑏2 𝒗2 ∈ 𝑊
• If 𝑐 is a scalar, then 𝑐𝒘1 = 𝑐𝑎1 𝒗1 + 𝑐𝑎2 𝒗2 ∈ 𝑊
• Hence W is a subspace of V.
☼
Real Vector Spaces (Part 1) 57
Null Space
• Let A be an m x n matrix and consider the homogeneous
system Ax = 0 where x ∈ Rn.
• Define W = {𝒙 ∈ 𝑅 𝑛 | Ax = 0 }. W is a subspace of Rn
called the null space of A.
• Notation: N(A) denotes the null space of A.
• Let x and y be solutions of the homogeneous system,
i.e. Ax = 0 and Ay = 0.
A( x + y ) = Ax + Ay = 0 + 0 = 0. So, x + y ∈ W.
• Let c be a scalar, then A( c x ) = c( Ax ) = c 0 = 0.
So, c x ∈ W and W is a subspace of Rn. The null space
is also called the kernel of A
☼
Real Vector Spaces (Part 1) 58
Example
1 1 1 0
• Determine N(A) if A =
• Sol: 2 1 0 1
Using the Gauss-Jordan reduction to solve Ax = 0
1 1 1 0 0 1 1 1 0 0
⇒
2 1 0 1 0 0 −1 −2 1 0
1 1 1 0 0
⇒
0 1 2 −1 0
1 1 1 0 0
⇒
0 1 2 −1 0
1 0 −1 1 0 ☼
⇒
0 1 2 −1 0
Real Vector Spaces (Part 1) 59
Example Continued
is a solution to Ax = 0
☼
Real Vector Spaces (Part 1) 60
Example Continued
☼
Real Vector Spaces (Part 1) 61