\documentclass[../../script.tex]{subfiles} % !TEX root = ../../script.tex \begin{document} \section{Vector Spaces} We introduce the new field $\field$ which will stand for any field. It can be either $\realn$, $\cmpln$ or any other set that fulfils the field axioms. \begin{defi} A vector space is a set $V$ with the operations \noindent\begin{minipage}[t]{.5\linewidth} \[ \text{Addition} \] \[ \begin{split} +: V \times V &\longrightarrow V \\ (x, y) &\longmapsto x + y \end{split} \] \end{minipage} \begin{minipage}[t]{.5\linewidth} \[ \text{Scalar Multiplication} \] \[ \begin{split} \cdot: \field \times V &\longrightarrow V \\ (\alpha, y) &\longmapsto \alpha x \end{split} \] \end{minipage} We require the following conditions for these operations \begin{enumerate}[(i)] \item $\exists 0 \in V ~\forall x \in V: ~~x + 0 = x$ \item $\forall x \in V ~\exists (-x) \in V: ~~x + (-x) = 0$ \item $\forall x, y \in V: ~~x + y = y + x$ \item $\forall x, y, z \in V: ~~(x + y) + z = x + (y + z)$ \item $\forall \alpha \in \field ~\forall x, y \in V: ~~\alpha (x + y) = \alpha x + \alpha y$ \item $\forall \alpha, \beta \in \field ~\forall x \in V: ~~(\alpha + \beta)x = \alpha x + \beta x$ \item $\forall \alpha, \beta \in \field ~\forall x \in V: ~~(\alpha\beta )x = \alpha(\beta x)$ \item $\forall x \in V: ~~1 \cdot x = x$ \end{enumerate} Elements from $V$ are called vectors, elements from $\field$ are called scalars. \end{defi} \begin{rem} We now have two different addition operations that are denoted the same way: \begin{enumerate}[(i)] \item $+: V \times V \rightarrow V$ \item $+: \field \times \field \rightarrow \field$ \end{enumerate} Analogously there are two neutral elements and two multiplication operations. \end{rem} \begin{eg}\leavevmode \begin{enumerate}[(i)] \item $\field$ is already a vector space \item $V = \field^2$. In the case that $\field = \realn$ this vector space is the two-dimensional Euclidean space. The neutral element is $(0, 0)$, and the inverse is $(\chi_1, \chi_2) \rightarrow (-\chi_1, -\chi_2)$. This can be extended to $\field^n$. \item $\field$-valued sequences: \[ V = \set[\chi \in \field ~~\forall n \in \natn]{\seq{\chi}_{n \in \natn}} \] \item Let $M$ be a set. Then the set of all $\field$-valued functions on $M$ is a vector space \[ V = \set[f: M \rightarrow \field]{f} \] \end{enumerate} \end{eg} \begin{defi} Let $V$ be a vector space, let $x, x_1, \cdots, x_n \in V$ and let $M \subset V$. \begin{enumerate}[(i)] \item $x$ is said to be a linear combination of $x_1, \cdots, x_n$ if $\exists \alpha_1, \cdots, \alpha_n \in \field$ such that \[ x = \sum_{k=1}^n \alpha_k x_k \] \item The set of all linear combinations of elements from $M$ is called the \textit{span}, or the \textit{linear hull} of $M$ \[ \spn M := \set[n \in \natn, ~\alpha_1, \cdots, \alpha_n \in \field, ~x_1, \cdots, x_n \in V]{\sum_{k=1}^n \alpha_k x_k} \] \item $M$ (or the elements of $M$) are said to be linearly independent if $\forall \alpha_1, \cdots, \alpha_n \in \field, ~x_1, \cdots, x_n \in V$ \[ \series[n]{k} \alpha_k x_k = 0 \implies \alpha_1 = \alpha_2 = \cdots = \alpha_n = 0 \] \item $M$ is said to be a generator (of $V$) if \[ \spn M = V \] \item $M$ is said to be a basis of $V$ if it is a generator and linearly independent. \item $V$ is said to be finite-dimensional if there is a finite generator. \end{enumerate} \end{defi} \begin{eg}\leavevmode \begin{enumerate}[(i)] \item For $V = \realn^2$ consider the vectors $x=(1, 0)$, $y=(1,1)$. These vectors are linearly independent, since \[ \alpha x + \beta y = \alpha(1, 0) + \beta(1, 1) = (0, 0) \implies \alpha + \beta = 0 \wedge \beta = 0 \] So therefore $\alpha = \beta = 0$. We can show that $\spn\{x, y\} = \realn^2$ because \[ (\alpha, \beta) = (\alpha - \beta)x + \beta y \] So $\set{x, y}$ is a generator, hence $\realn^2$ is finite-dimensional. \item For $V = \realn^3$ consider $x=(1, -1, 2)$, $y=(2, -1, 0)$, $z=(4, -3, 3)$. These vectors are linearly dependent because \[ 2x + y - z = (0, 0, 0) \] \item Let $V = \set[f:\realn\rightarrow\realn]{f}$. Consider the vectors \[ \begin{split} f_n: \realn &\longrightarrow \realn \\ x &\longmapsto x^n \end{split} \] The $f_0, f_1, \cdots, f_n, \cdots$ are linearly independent, because \[ 0 = \series_{k=0}^n \alpha_k f_k = \series_{k=0}^n \alpha_k x^k \] implies $\alpha_0 = \alpha_1 = \cdots = \alpha_n = 0$. The span of the $f_k$ is the set of all polynomials of $(\le n)$-th degree. The function $x \mapsto (x-1)^3$ is a linear combination of $f_0, \cdots, f_3$: \[ (x-1)^3 = x^3 - 3x^2 + 3x - 1 \] \end{enumerate} \end{eg} \begin{rem} Let $V$ be a vector space, $y \in V$ a linear combination of $y_1, \cdots, y_n$, and each of those a linear combination of $x_1, \cdots, x_n$. I.e. \[ \exists \alpha_1, \cdots, \alpha_n \in \field: ~~y = \series[n]{k} \alpha_k y_k \] and \[ \exists \beta_{k,l} \in \field: ~~y_k = \series[n]{l} \beta_{k,l} x_l \] Then \[ y = \series[n]{k} \alpha_k y_k = \series[n]{k}\alpha_k\series[n]{l}\beta_{k, l} x_l = \series[n]{l}\underbrace{\left(\series[n]{k}\alpha_k\beta_{k,l}\right)}_{\in \field} x_l \] So therefore \[ \spn(\spn(M)) = \spn(M) \] \end{rem} \begin{thm} Let $V$ be a finite-dimensional vector space, and let $x_1, \cdots, x_n \in V$. Then the following are equivalent \begin{enumerate}[(i)] \item $x_1, \cdots, x_n$ is a basis. \item $x_1, \cdots, x_n$ is a minimal generator (Minimal means that no subset is a generator). \item $x_1, \cdots, x_n$ is a maximal linearly independent system (Maximal means that $x_1, \cdots, x_n, y$ is not linearly independent). \item $\forall x \in V$ there exists a unique $\alpha_1, \cdots, \alpha_n \in \field$ \[ x = \series[n]{k} \alpha_k x_k \] \end{enumerate} \end{thm} \begin{proof} First we prove "(i) $\implies$ (ii)". Let $x_1, \cdots, x_n$ be a basis of $V$. By definition $x_1, \cdots, x_n$ is a generator. Assume that $x_2, \cdots, x_n$ is still a generator, then \begin{equation} \exists \alpha_2, \cdots, \alpha_n \in \field: ~~x_1 = \series[n]{k} \alpha_k x_k \end{equation} However this contradicts the linear independence of the basis. Next, to prove "(ii) $\implies$ (iii)" let $x_1, \cdots, x_n$ be a minimal generator. Let $\alpha_1, \cdots, \alpha_n \in \field$ such that \begin{equation} 0 = \series[n]{k} \alpha_k x_k \end{equation} Assume that one coefficient is $\ne 0$ (w.l.o.g. $\alpha_1 = 0$). Then \begin{equation} x_1 = \sum_{k=2}^n -\frac{\alpha_k}{\alpha_1} x_k \end{equation} $x_1, \cdots, x_n$ is a generator, i.e. for $x \in V$ \begin{equation} \exists \beta_1, \cdots, \beta_n \in \field: ~~x = \series[n]{k} \beta_k x_k = \sum_{k=2}^n\left(\beta_k - \frac{\alpha_k}{\alpha_1}\right)x_k \end{equation} But this implies that $x_2, \cdots, x_n$ is a generator. That contradicts the assumption that $x_1, \cdots, x_n$ was minimal. \begin{equation} \implies \alpha_1 = \alpha_2 = \cdots = \alpha_n = 0 \end{equation} Now let $y \in V$. Then \begin{equation} \exists \gamma_1, \cdots, \gamma_n \in \field: ~~y = \series[n]{k} \gamma_k x_k \end{equation} So $x_1, \cdots, x_n, y$ is linearly dependent, and therefore $x_1, \cdots, x_n$ is maximal. To prove "(iii) $\implies$ (iv)" let $x_1, \cdots, x_n$ be a maximal linearly independent system. If $y \in V$, then \begin{equation} \exists \alpha_1, \cdots, \alpha_k, \beta \in \field: ~~\series[n]{k} \alpha_k x_k + \beta y = 0 \end{equation} Assume $\beta = 0$, then consequently \begin{equation} x_1, \cdots, x_n \text{ linearly independent} \implies \alpha_1 = \alpha_2 = \cdots = \alpha_n = 0 \end{equation} This is a contradiction, so therefore $\beta \ne 0$: \begin{equation} y = \series[n]{k} -\frac{\alpha_k}{\beta} x_k \end{equation} The uniqueness of these coefficients are left as an exercise for the reader. Finally, to finish the proof we need to show "(iv) $\implies$ (i)". By definition \begin{equation} V = \spn\set{x_1, \cdots, x_n} \end{equation} Hence, $\set{x_1, \cdots, x_n}$ is a generator. In case \begin{equation} 0 = \series[n]{k} \alpha_k x_k \end{equation} holds, then $\alpha_1 = \cdots = \alpha_n = 0$ follows from the uniqueness. \end{proof} \begin{cor} Every finite-dimensional vector space has a basis. \end{cor} \begin{proof} By condition, there is a generator $x_1, \cdots, x_n$. Either this generator is minimal (then it would be a basis), or we remove elements until it is minimal. \end{proof} \begin{lem}\label{lem:steinitz} Let $V$ be a vector space and $x_1, \cdots, x_k \in V$ a linearly independent set of elements. Let $y \in V$, then \[ x_1, \cdots, x_k, y \text{ linearly independent} \iff y \notin \spn\set{x_1, \cdots, x_k} \] \end{lem} \begin{proof} To prove "$\impliedby$", assume $y \ne \spn\set{x_1,\cdots,x_k}$. Therefore $x_1, \cdots, x_k, y$ must be linearly independent. To see this, consider \begin{equation} 0 = \series[n]{k} \alpha_k x_k + \beta y ~~\alpha_1, \cdots, \alpha_n \in \field \end{equation} Then $\beta = 0$, otherwise we could solve the above for $y$, and that would contradict our assumption. The argument works in the other direction as well. \end{proof} \begin{thm}[Steinitz exchange lemma] Let $V$ be a finite-dimensional vector space. If $x_1, \cdots, x_m$ is a generator and $y_1, \cdots, y_n$ a linear independent set of vectors, then $n \le m$. In case $x_1, \cdots, x_m$ and $y_1, \cdots, y_n$ are both bases, then $n=m$. \end{thm} \begin{hproof} Let $K \in \set{0, \cdots, \min\set{m, n} - 1}$ and let \begin{equation} x_1, \cdots, x_K, y_{K+1}, \cdots, y_n \end{equation} be linearly independent. Assume that \begin{equation} x_{K+1}, \cdots, x_m \in \spn\set{x_1, \cdots, x_k, y_{K+2}, \cdots, y_n} \end{equation} Then \begin{equation} y_{K+1} \in \spn\set{x_1, \cdots, x_m} \subset \spn\set{x_1, \cdots, x_K, y_{K+2}, \cdots, y_m} \end{equation} This contradicts with the linear independence of $x_1, \cdots, x_K, y_{K+2}, \cdots y_n$. Furthermore, \begin{equation} \exists x_i \in V: ~~x_i \notin \spn\set{x_1, \cdots, x_K, y_{K+ 2}, \cdots, y_n} \end{equation} W.l.o.g. $x:i = x_{K+1}$. By \Cref{lem:steinitz}, $x_1, \cdots, x_{K+1}, y_{K+2}, \cdots y_n$ is linearly independent. We can now sequentially replace $y_i$ with $x_i$ without losing the linear independence. Assume $n > m$, then this process leads to a linear independent system $x_1, \cdots, x_m, y_{m+1}, \cdots, y_n$. But since $x_1, \cdots, x_m$ is a generator, $y_{m+1}$ is a linear combination of $x_1, \cdots, x_m$. If $x_1, \cdots, x_m$ and $y_1, \cdots, y_n$ are both bases, then we cannot change the roles and therefore $m = n$. \end{hproof} \begin{defi} The amount of elements in a basis is said to be the dimension of $V$, and is denoted as $\dim V$ . \end{defi} \begin{eg}\leavevmode \begin{enumerate}[(i)] \item Let $V = \realn^n$ (or $\cmpln^n$). Define \[ e_k = (0, 0, \cdots, 0, \underset{\substack{\uparrow\\\mathrlap{\text{\hspace{-1.5em}k-th position}}}}{1}, 0, \cdots, 0) \] Then $e_1, \cdots, e_n$ is a basis, in fact, it is the standard basis of $\realn^n$ ($\cmpln^n$). \item Let $V$ be the vector space of polynomials \[ V = \set[n \in \natn, ~\alpha_1, \cdots, \alpha_n \in \realn, ~~f(x) = \sum_{k=1}^n \alpha_k x^k ~~\forall x \in \realn]{f:\realn \longrightarrow \realn} \] This space has the basis \[ \set[n \in \natn_0]{x \longmapsto x^n} \] \end{enumerate} \end{eg} \begin{cor} In an $n$-dimensional vector space, every generator has at least $n$ elements, and every linearly independent system has at most $n$ elements. \end{cor} \begin{proof} Let $M \subset \spn\set{x_1, \cdots, x_n}$. Then \begin{equation} V = \spn M \subset \spn{x_1, \cdots, x_n} \end{equation} Hence, $x_1, \cdots, x_n$ is a generator. On the other hand, assume \begin{equation} \exists y \in M \setminus \spn\set{x_1, \cdots, x_n} \end{equation} Then $x_1, \cdots, x_n, y$ is linearly independent (\Cref{lem:steinitz}), and we can sequentially add elements from $M$ until $x_1, \cdots, x_n, y_{n+1}, \cdots, y_{n+m}$ is a generator. \end{proof} \begin{defi}[Vector subspace] Let $V$ be a vector space. A non-empty set $W \subset V$ is called a vector subspace if \[ \forall x, y \in W ~\forall \alpha \in \field: ~~x + \alpha y \in W \] \end{defi} \begin{eg} Consider \[ W = \set[chi \in \realn]{(\chi, \chi) \in \realn^2} \] This is a subspace, because \[ (\chi, \chi) + \alpha(\eta, \eta) = (\chi + \alpha\eta, \chi + \alpha\eta) \] However, \[ A = \set[\chi^2 + \eta^2 = 1]{(\chi, \eta) \in \realn^2} \] is not a subspace, because $(1, 0), (0, 1) \in A$, but $(1, 1) \notin A$. \end{eg} \begin{rem}\leavevmode \begin{enumerate}[(i)] \item Every subspace $W \subset V$ contains the $0$ and the inverse elements. \item Let $W \subset V$ be a subspace. Then \[ \forall x_1, \cdots, x_n \in W, ~\alpha_1, \cdots, \alpha_n \in \field: ~~\series[n]{k} \alpha_k x_k \in W \] Furthermore, $M \subset W \implies \spn M \subset W$. \item $M \subset V$ is a subspace if and only of $\spn M = M$. \item Let $I$ be an index set, and $W_i \subset V$ subspaces. Then \[ \bigcap_{i \in I} W_i \] is also a subspace \item The previous doesn't hold for unions. \item Let $M \subset V$: \[ \spn M = \bigcap_{W \supset M \text{ subspace of } V} W \] \end{enumerate} \end{rem} \end{document}