Linear Span and Subspaces |
Definition. A linear combination of vectors \(\overrightarrow{v_1},\overrightarrow{v_2},\ldots,\overrightarrow{v_k}\) of \(\mathbb{R}^n\) is a sum of their scalar multiples, i.e., \[c_1\overrightarrow{v_1}+c_2\overrightarrow{v_2}+\cdots+c_k\overrightarrow{v_k}\] for some scalars \(c_1,c_2,\ldots,c_k\) (real numbers throughout this chapter). The set of all linear combinations of a nonempty set \(S\) of vectors of \(\mathbb R^n\) is called the linear span or span of \(S\), denoted by \(\operatorname{Span}(S)\) or \(\operatorname{Span} S\), i.e., \[\operatorname{Span}\{\overrightarrow{v_1},\overrightarrow{v_2},\ldots,\overrightarrow{v_k}\} = \{c_1\overrightarrow{v_1}+c_2\overrightarrow{v_2}+\cdots+c_k\overrightarrow{v_k}\;|\; c_1,c_2,\ldots,c_k\in \mathbb R\}.\] We define \(\operatorname{Span} \varnothing=\{\overrightarrow{0}\}\). When \(\operatorname{Span}\{\overrightarrow{v_1},\ldots,\overrightarrow{v_k}\} =\mathbb R^n\), we say \(\{\overrightarrow{v_1},\ldots,\overrightarrow{v_k}\}\) spans \(\mathbb{R}^n\).
Example. For \(S=\left\lbrace \left[\begin{array}{r} 1\\ 1\\0 \end{array} \right],\;\left[\begin{array}{r} 1\\2\\0 \end{array} \right] \right\rbrace\), \[\operatorname{Span}(S) =\left\lbrace c_1 \left[\begin{array}{r}1\\ 1\\ 0 \end{array} \right] +c_2 \left[\begin{array}{r}1\\2\\0 \end{array} \right] \; |\; c_1,c_2 \in \mathbb R \right\rbrace. \] Note that \([0,0,1]^T\) is not in \(\operatorname{Span}(S)\) because there are no \(c_1,c_2\) for which \[\left[\begin{array}{r}0\\0\\1 \end{array}\right] =c_1 \left[\begin{array}{r}1\\ 1\\0 \end{array}\right] +c_2 \left[\begin{array}{r}1\\2\\0 \end{array}\right].\] Thus \(S\) does not span \(\mathbb R^3\). But any vector of the form \([a,b,0]^T\) is in \(\operatorname{Span}(S)\) because \[x_1 \left[\begin{array}{r}1\\ 1\\0 \end{array}\right] +x_2 \left[\begin{array}{r}1\\2\\0 \end{array}\right] =\left[\begin{array}{r}a\\b\\0 \end{array}\right] \implies x_1= 2a-b, x_2=-a+b .\] \[\text{i.e., } \left[\begin{array}{r}a\\b\\0 \end{array}\right] =(2a-b) \left[\begin{array}{r}1\\ 1\\0 \end{array}\right] +(-a+b) \left[\begin{array}{r}1\\2\\0 \end{array}\right]\in \operatorname{Span}(S).\] Thus \(S\) spans the following set \[\operatorname{Span}(S) =\left\lbrace \left[\begin{array}{r}a\\ b\\ 0 \end{array} \right] \; |\; a,b \in \mathbb R \right\rbrace,\] which is the \(xy\)-plane in \(\mathbb R^3\).
Definition. A subspace of \(\mathbb{R}^n\) is a nonempty subset \(S\) of \(\mathbb{R}^n\) that satisfies three properties:
In short, a subspace of \(\mathbb R^n\) is a nonempty subset \(S\) of \(\mathbb R^n\) that is closed under linear combination of vectors, i.e., \(c\overrightarrow{u}+d\overrightarrow{v}\) is in \(S\) for all \(\overrightarrow{u},\; \overrightarrow{v}\) in \(S\) and all scalars \(c,d\). When \(S\) is a subspace of \(\mathbb R^n\), we sometimes denote it by \(S\leq \mathbb R^n\).
Example.
Theorem. Let \(\overrightarrow{v_1},\overrightarrow{v_2},\ldots,\overrightarrow{v_k}\in \mathbb R^n\). Then \(\operatorname{Span}\{\overrightarrow{v_1},\overrightarrow{v_2},\ldots,\overrightarrow{v_k}\}\) is a subspace of \(\mathbb R^n\).
For a given matrix we have two important subspaces: the column space and the null space.
Definition.
The column space of an \(m\times n\) matrix \(A=[\overrightarrow{a_1}\:\overrightarrow{a_2}\:\cdots\overrightarrow{a_n}]\),
denoted by \(\operatorname{CS}\left(A\right)\) or \(\operatorname{Col}\left(A\right)\), is the span of its column vectors:
\[\operatorname{CS}\left(A\right)=\operatorname{Span}\{\overrightarrow{a_1},\overrightarrow{a_2},\ldots,\overrightarrow{a_n}\}.\]
Remark.
Since each column is an \(m\) dimensional vector, \(\operatorname{CS}\left(A\right)\) is a subspace of
\(\mathbb R^m\).
Example.
For \(A=\left[\begin{array}{rrr}1&2&3\\0&4&5\end{array} \right]\),
\(\operatorname{CS}\left(A\right)=\operatorname{Span}\left\lbrace \left[\begin{array}{r}1\\0 \end{array} \right], \left[\begin{array}{r}2\\4 \end{array} \right], \left[\begin{array}{r}3\\5 \end{array} \right] \right\rbrace \leq \mathbb R^2\).
Example.
Let \(A=\left[\begin{array}{rrrr}1&-3&-4\\-4&6&-2\\-3&7&6\end{array} \right]\) and \(\overrightarrow{b}= \left[\begin{array}{r}3\\3\\-4 \end{array} \right]\).
Determine if \(\overrightarrow{b}\) is in \(\operatorname{CS}\left(A\right)\).
Solution.
Note that \(\overrightarrow{b}\in \operatorname{CS}\left(A\right)\) if and only if \(\overrightarrow{b}\) is a
linear combination of columns of \(A\) if and only if \(A\overrightarrow{x}=\overrightarrow{b}\) has a solution.
\[\left[\begin{array}{rrr|r}1&-3&-4&3\\-4&6&-2&3\\-3&7&6&-4\end{array} \right]
\xrightarrow[3R_1+R_3]{4R_1+R_2}
\left[\begin{array}{rrr|r}1&-3&-4&3\\0&-6&-18&15\\0&-2&-6&5\end{array} \right]
\xrightarrow{-\frac{1}{3}R_2+R_3}
\left[\begin{array}{rrr|r}\boxed{1}&-3&-4&3\\0&\boxed{-6}&-18&15\\0&0&0&0\end{array} \right] (REF)\]
Since the REF of \([A\:\overrightarrow{b}]\) has no row of the form \([0,0, 0, c], c\neq 0\),
\(A\overrightarrow{x}=\overrightarrow{b}\) is consistent and consequently \(\overrightarrow{b}\) is in
\(\operatorname{CS}\left(A\right)\).
Theorem. An \(m\times n\) matrix \(A\) has a pivot position in every row if and only if \(A\overrightarrow{x}=\overrightarrow{b}\) is consistent for any \(\overrightarrow{b}\in \mathbb R^m\) if and only if \(\operatorname{CS}\left(A\right)=\mathbb R^m\).
Example. Since \(A=\left[\begin{array}{rrr}\boxed{1}&2&3\\0&\boxed{4}&5\end{array} \right]\) has a pivot position in each row, \(\operatorname{CS}\left(A\right)=\mathbb R^2\).
Definition. The null space of an \(m\times n\) matrix \(A\), denoted by \(\operatorname{NS}\left(A\right)\) or \(\operatorname{Nul}\left(A\right)\), is the solution set of \(A\overrightarrow{x}=\overrightarrow{0}\): \[\operatorname{NS}\left(A\right)=\{ \overrightarrow{x}\in \mathbb R^n \;|\; A\overrightarrow{x}=\overrightarrow{0}\}.\]
Theorem. Let \(A\) be an \(m\times n\) matrix. Then \(\operatorname{NS}\left(A\right)\) is a subspace of \(\mathbb R^n\).
Example.
Let \(A=\left[\begin{array}{rrrr}1&1&-1\\0&3&-2\end{array} \right]\). Find \(\operatorname{NS}\left(A\right)\).
Solution.
We find the solution set of \(A\overrightarrow{x}=\overrightarrow{0}\).
\[[A\;\overrightarrow{0}]=\left[\begin{array}{rrr|r}\boxed{1}&1&-1&0\\ 0&\boxed{3}&-2&0\end{array} \right]
\xrightarrow{\frac{1}{3}R_2}
\left[\begin{array}{rrr|r}\boxed{1}&1&-1&0\\ 0&\boxed{1}&-2/3&0\end{array} \right]
\xrightarrow{-R_2+R_1}
\left[\begin{array}{rrr|r}\boxed{1}&0&-1/3&0\\ 0&\boxed{1}&-2/3&0\end{array} \right] (RREF)\]
Corresponding system is
\[\begin{eqnarray*}
\begin{array}{rcrcrcr}
x_1&&&-&\frac{x_3}{3}&=&0\\
&&x_2 &-&\frac{2x_3}{3}&=&0
\end{array}
\end{eqnarray*}\]
where \(x_1\) and \(x_2\) are basic variables (for pivot columns) and \(x_3\) is a free variable
(for non-pivot column).
\[\begin{eqnarray*}
\begin{array}{rcl}
x_1&=&\frac{x_3}{3}\\
x_2&=&-\frac{2x_3}{3}\\
x_3&=&\text{free}
\end{array}
\end{eqnarray*}\]
\[\operatorname{NS}\left(A\right)=\left\lbrace \left[\begin{array}{r} \frac{x_3}{3}\\\frac{2x_3}{3}\\ x_3 \end{array} \right] \; |\; x_3\in \mathbb R \right\rbrace
=\left\lbrace \frac{x_3}{3} \left[\begin{array}{r} 1\\2\\ 3 \end{array} \right] \; |\; x_3\in \mathbb R \right\rbrace
=\operatorname{Span}\left\lbrace \left[\begin{array}{r} 1\\ 2\\ 3 \end{array} \right] \right\rbrace\]
Remark. If an \(m\times n\) matrix \(A\) has \(k\) non-pivot columns (i.e., \(k\) free variables for \(A\overrightarrow{x}=\overrightarrow{0}\)), then \(\operatorname{NS}\left(A\right)\) is a span of \(k\) vectors in \(\mathbb R^n\).
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