2. Finite Dimensional Vector Spaces

$\DeclareMathOperator{\Var}{Var}$ $\DeclareMathOperator{\Cov}{Cov}$ $\DeclareMathOperator{\Span}{Span}$

Notation from book:

  • $F$ means $\mathbb{R}$ or $\mathbb{C}$. You should think it means the real numbers when you read it. I will write all of these notes using $F=\mathbb{R}$, but you could use $\mathbb{C}$ just the same.

  • $V$ is always a vector space over $F$.

  • Linear combination of $m$ vectors $v_1, \ldots, v_m$ is a vector of the form

$$ a_1 v_1 + \cdots + a_m v_m, $$ where all of the $a_i$ are real numbers.

  • Span. The set of all linear combinations of a list of vectors is called their span. The span of the empty set is defined to be ${0}$. In notation,

    $$ \Span(v_1,\ldots,v_m) = \left\lbrace a_1 v_1 + \cdots + a_m v_m \right\rbrace , $$

    where the $a_i$ are real numbers.

  • A set of vectors “spans” a vector space if their span is the whole vector space.

  • All lists of vectors in this book are finite length.

  • A finite dimensional vector space is spanned by a (finite) list of vectors.

  • A vector space is “infinite dimensional” if it is not finite dimensional.

  • Polynomials of degree at most m are denoted $\mathcal{P}_m$.

  • polynomials of any degree is $\mathcal{P}$.

  • Linear independence. A list of vectors $v_1, \ldots, v_m$ is linearly independent if the only choice of $a_1, \ldots, a_m$ that makes $$ a_1 v_1 + \cdots + a_m v_m = 0$$ is $a_1=\cdots=a_m = 0$.

  • Linearly dependent. You can find some $(a_1,\ldots,a_m)$ not all zero that makes the “linear dependence equation” be true: $$ a_1 v_1 + \cdots + a_m v_m = 0$$

Facts / Lemmas

  • The span of a list of vectors in $V$ is the smallest subspace of $V$ containing all of the vectors.

  • Linear dependence lemma (to prove).

  • Length of lienarly independent list <= length of spanning list.

Quick Exercises

  1. Is $(17,-4,2)$ a linear combination of $(2,1,-3)$ and $(1,-2,4)$?
  2. Is $(17,-4,5)$ a linear combination of $(2,1,-3)$ and $(1,-2,4)$?