Section PD Properties of Dimension
Subsection GT Goldilocks' Theorem
We begin with a useful theorem that we will need later, and in the proof of the main theorem in this subsection. This theorem says that we can extend linearly independent sets, one vector at a time, by adding vectors from outside the span of the linearly independent set, all the while preserving the linear independence of the set.Theorem ELIS. Extending Linearly Independent Sets.
Suppose V is a vector space and S is a linearly independent set of vectors from V\text{.} Suppose \vect{w} is a vector such that \vect{w}\not\in\spn{S}\text{.} Then the set S^\prime=S\cup\set{\vect{w}} is linearly independent.
Proof.
Suppose \(S=\set{\vectorlist{v}{m}}\) and begin with a relation of linear dependence on \(S^\prime\text{,}\)
There are two cases to consider. First suppose that \(a_{m+1}=0\text{.}\) Then the relation of linear dependence on \(S^\prime\) becomes
and by the linear independence of the set \(S\text{,}\) we conclude that \(a_1=a_2=a_3=\cdots=a_m=0\text{.}\) So all of the scalars in the relation of linear dependence on \(S^\prime\) are zero.
In the second case, suppose that \(a_{m+1}\neq 0\text{.}\) Then the relation of linear dependence on \(S^\prime\) becomes
This equation expresses \(\vect{w}\) as a linear combination of the vectors in \(S\text{,}\) contrary to the assumption that \(\vect{w}\not\in\spn{S}\text{,}\) so this case leads to a contradiction.
The first case yielded only a trivial relation of linear dependence on \(S^\prime\) and the second case led to a contradiction. So \(S^\prime\) is a linearly independent set since any relation of linear dependence is trivial.
Theorem G. Goldilocks.
Suppose that V is a vector space of dimension t\text{.} Let S=\set{\vectorlist{v}{m}} be a set of vectors from V\text{.} Then
- If m\gt t\text{,} then S is linearly dependent.
- If m\lt t\text{,} then S does not span V\text{.}
- If m=t and S is linearly independent, then S spans V\text{.}
- If m=t and S spans V\text{,} then S is linearly independent.
Proof.
Let \(B\) be a basis of \(V\text{.}\) Since \(\dimension{V}=t\text{,}\) Definition B and Theorem BIS imply that \(B\) is a linearly independent set of \(t\) vectors that spans \(V\text{.}\)
- Suppose to the contrary that \(S\) is linearly independent. Then \(B\) is a smaller set of vectors that spans \(V\text{.}\) This contradicts Theorem SSLD.
- Suppose to the contrary that \(S\) does span \(V\text{.}\) Then \(B\) is a larger set of vectors that is linearly independent. This contradicts Theorem SSLD.
- Suppose to the contrary that \(S\) does not span \(V\text{.}\) Then we can choose a vector \(\vect{w}\) such that \(\vect{w}\in V\) and \(\vect{w}\not\in\spn{S}\text{.}\) By Theorem ELIS, the set \(S^\prime=S\cup\set{\vect{w}}\) is again linearly independent. Then \(S^\prime\) is a set of \(m+1=t+1\) vectors that are linearly independent, while \(B\) is a set of \(t\) vectors that span \(V\text{.}\) This contradicts Theorem SSLD.
- Suppose to the contrary that \(S\) is linearly dependent. Then by Theorem DLDS (which can be upgraded, with no changes in the proof, to the setting of a general vector space), there is a vector in \(S\text{,}\) say \(\vect{v}_k\) that is equal to a linear combination of the other vectors in \(S\text{.}\) Let \(S^\prime=S\setminus\set{\vect{v}_k}\text{,}\) the set of βotherβ vectors in \(S\text{.}\) Then it is easy to show that \(V=\spn{S}=\spn{S^\prime}\text{.}\) So \(S^\prime\) is a set of \(m-1=t-1\) vectors that spans \(V\text{,}\) while \(B\) is a set of \(t\) linearly independent vectors in \(V\text{.}\) This contradicts Theorem SSLD.
Example BPR. Bases for P_n\text{,} reprised.
In Example BP we claimed that
were both bases for \(P_n\) (Example VSP). Suppose we had first verified that \(B\) was a basis, so we would then know that \(\dimension{P_n}=n+1\text{.}\) The size of \(C\) is \(n+1\text{,}\) the right size to be a basis. We could then verify that \(C\) is linearly independent. We would not have to make any special efforts to prove that \(C\) spans \(P_n\text{,}\) since Theorem G would allow us to conclude this property of \(C\) directly. Then we would be able to say that \(C\) is a basis of \(P_n\) also.
Example BDM22. Basis by dimension in M_{22}.
In Example DSM22 we showed that
is a basis for the subspace \(Z\) of \(M_{22}\) (Example VSM) given by
This tells us that \(\dimension{Z}=2\text{.}\) In this example we will find another basis. We can construct two new matrices in \(Z\) by forming linear combinations of the matrices in \(B\text{.}\)
Then the set
has the right size to be a basis of \(Z\text{.}\) Let us see if it is a linearly independent set. The relation of linear dependence
leads to the homogeneous system of equations whose coefficient matrix
row-reduces to
So with \(a_1=a_2=0\) as the only solution, the set is linearly independent. Now we can apply Theorem G to see that \(C\) also spans \(Z\) and therefore is a second basis for \(Z\text{.}\)
Example SVP4. Sets of vectors in P_4.
In Example BSP4 we showed that
is a basis for \(W=\setparts{p(x)}{p\in P_4,\ p(2)=0}\text{.}\) So \(\dimension{W}=4\text{.}\)
The set
is a subset of \(W\) (check this) and it happens to be linearly independent (check this, too). However, by Theorem G it cannot span \(W\text{.}\)
The set
is another subset of \(W\) (check this) and Theorem G tells us that it must be linearly dependent.
The set
is a third subset of \(W\) (check this) and is linearly independent (check this). Since it has the right size to be a basis, and is linearly independent, Theorem G tells us that it also spans \(W\text{,}\) and therefore is a basis of \(W\text{.}\)
Theorem PSSD. Proper Subspaces have Smaller Dimension.
Suppose that U and V are subspaces of the vector space W\text{,} such that U\subsetneq V\text{.} Then \dimension{U}\lt\dimension{V}\text{.}
Proof.
Suppose that \(\dimension{U}=m\) and \(\dimension{V}=t\text{.}\) Then \(U\) has a basis \(B\) of size \(m\text{.}\) If \(m\gt t\text{,}\) then by Theorem G, \(B\) is linearly dependent, which is a contradiction. If \(m=t\text{,}\) then by Theorem G, \(B\) spans \(V\text{.}\) Then \(U=\spn{B}=V\text{,}\) also a contradiction. All that remains is that \(m\lt t\text{,}\) which is the desired conclusion.
Theorem EDYES. Equal Dimensions Yields Equal Subspaces.
Suppose that U and V are subspaces of the vector space W\text{,} such that U\subseteq V and \dimension{U}=\dimension{V}\text{.} Then U=V\text{.}
Proof.
The hypothesis that \(U\subseteq V\) allows for two cases. Either \(U\subsetneq V\) or \(U=V\text{.}\)
If \(U\subsetneq V\text{,}\) then the hypotheses of Theorem PSSD are met and we have a contradiction to the hypothesis that \(\dimension{U}=\dimension{V}\text{.}\)
Since the first case is impossible, the second case must always occur, which is our desired conclusion.
Subsection RT Ranks and Transposes
We now prove one of the most surprising theorems about matrices. Notice the paucity of hypotheses compared to the precision of the conclusion.Theorem RMRT. Rank of a Matrix is the Rank of the Transpose.
Suppose A is an m\times n matrix. Then \rank{A}=\rank{\transpose{A}}\text{.}
Proof.
Suppose we row-reduce \(A\) to the matrix \(B\) in reduced row-echelon form, and \(B\) has \(r\) nonzero rows. The quantity \(r\) tells us three things about \(B\text{:}\) the number of leading 1's, the number of nonzero rows and the number of pivot columns. For this proof we will be interested in the latter two.
Theorem BRS and Theorem BCS each has a conclusion that provides a basis, for the row space and the column space, respectively. In each case, these bases contain \(r\) vectors. This observation makes the following go.
Jacob Linenthal helped with this proof.
Example RRTI. Rank, rank of transpose, Archetype I.
Archetype I has a \(4\times 7\) coefficient matrix which row-reduces to
so the rank is \(3\text{.}\) Row-reducing the transpose yields
demonstrating that the rank of the transpose is also \(3\text{.}\)
Subsection DFS Dimension of Four Subspaces
That the rank of a matrix equals the rank of its transpose is a fundamental and surprising result. However, applying Theorem FS we can easily determine the dimension of all four fundamental subspaces associated with a matrix.Theorem DFS. Dimensions of Four Subspaces.
Suppose that A is an m\times n matrix, and B is a row-equivalent matrix in reduced row-echelon form with r nonzero rows. Then
- \displaystyle \dimension{\nsp{A}}=n-r
- \displaystyle \dimension{\csp{A}}=r
- \displaystyle \dimension{\rsp{A}}=r
- \displaystyle \dimension{\lns{A}}=m-r
.
Proof.
If \(A\) row-reduces to a matrix in reduced row-echelon form with \(r\) nonzero rows, then the matrix \(C\) of extended echelon form (Definition EEF) will be an \(r\times n\) matrix in reduced row-echelon form with no zero rows and \(r\) pivot columns (Theorem PEEF). Similarly, the matrix \(L\) of extended echelon form (Definition EEF) will be an \(m-r\times m\) matrix in reduced row-echelon form with no zero rows and \(m-r\) pivot columns (Theorem PEEF).
Theorem SID. Sum and Intersection Dimensions.
Suppose that U and V are subspaces of a vector space. Then
Proof.
Let \(A=\set{\vectorlist{x}{k}}\) be a basis of the subspace \(U\cap V\text{.}\) Because \(U\) and \(V\) are each individually subspaces of \(U+V\text{,}\) we can extend \(A\) via repeated applications of Theorem ELIS to form bases for \(U\) and \(V\text{.}\) To wit, let \(\set{\vectorlist{u}{r}}\subseteq U\) be a set of vectors such that \(C=\set{\vectorlist{x}{k},\,\vectorlist{u}{r}}\) is a basis for \(U\text{.}\) Similarly, let \(\set{\vectorlist{v}{s}}\subseteq V\) be a set of vectors such that \(D=\set{\vectorlist{x}{k},\,\vectorlist{v}{s}}\) is a basis for \(V\text{.}\) Note that we have implicitly determined (by Definition D) that \(\dimension{U\cap V}=k\text{,}\) \(\dimension{U}=k+r\text{,}\) and \(\dimension{V}=k+s\text{.}\)
With this setup, we claim that
is a basis for the subspace \(U+V\text{.}\) We establish spanning first. Suppose that \(\vect{x}\in U+V\text{,}\) so \(\vect{x} = \vect{u}+\vect{v}\) where \(\vect{u}\in U\) and \(\vect{v}\in V\text{.}\) Since \(\vect{u}\in U\) we can express \(\vect{u}\) as a linear combination of the vectors in \(C\text{,}\) and since \(\vect{v}\in V\) we can express \(\vect{v}\) as a linear combination of the vectors in \(D\text{.}\) So
and we see that \(\vect{x}\) is a linear combination of the vectors of \(B\text{,}\) so \(B\) spans \(U+V\) by Definition SSVS.
To establish linear independence, we begin with a relation of linear independence (Definition RLD) on \(B\text{,}\)
We rearrange this equation, and give a name to the common vector that is the expression on either side of the equality.
From the first expression we see that \(\vect{w}\) is a linear combination of the basis \(C\) and so \(\vect{w}\in U\text{.}\) The second expression shows that \(\vect{w}\) is a linear combination of the basis \(D\) and so \(\vect{w}\in V\text{.}\) Thus, \(\vect{w}\in U\cap V\) and we can express \(\vect{w}\) as a linear combination of the vectors of \(A\text{.}\) We use this observation, and another expression for \(\vect{w}\) from just above, to form an equality that we then rearrange,
Aha! Finally, we have a relation of linear dependence on a linearly independent set (\(D\)) and so by Definition LI we conclude that
and in particular, \(\vect{w}=\zerovector\text{.}\)
Now, if we return to the equation where we first introduced \(\vect{w}\text{,}\) it becomes
Now, this is a relation of linear dependence on a linearly independent set (\(C\)) and so by Definition LI we conclude that
and we have determined that all of the scalars in our original relation of linear dependence on \(B\) are zero, and so by Definition LI, we see that \(B\) is linearly independent.
Having established that \(B\) is a basis, we can say that \(\dimension{U+V}=k+r+s\text{.}\) So we have our result,
Sage DMS. Dimensions of Matrix Subspaces.
The theorems in this section about the dimensions of various subspaces associated with matrices can be tested easily in Sage. For a large arbitrary matrix, we first verify Theorem RMRT, followed by the four conclusions of Theorem DFS.
Reading Questions PD Reading Questions
1.
Why does Theorem G have the title it does?
2.
Why is Theorem RMRT so surprising ?
3.
Row-reduce the matrix A to reduced row-echelon form. Without any further computations, compute the dimensions of the four subspaces, (a) \nsp{A}\text{,} (b) \csp{A}\text{,} (c) \rsp{A} and (d) \lns{A}\text{.}
Exercises PD Exercises
C10.
Example SVP4 leaves several details for the reader to check. Verify these five claims.
C40.
Determine if the set T=\set{x^2-x+5,\,4x^3-x^2+5x,\,3x+2} spans the vector space of polynomials with degree 4 or less, P_4\text{.} (Compare the solution to this exercise with Solution C40.1.)
The vector space \(P_4\) has dimension 5 by Theorem DP. Since \(T\) contains only 3 vectors, and \(3\lt 5\text{,}\) Theorem G tells us that \(T\) does not span \(P_4\text{.}\)
T05.
Trivially, if U and V are two subspaces of W with U = V\text{,} then \dimension{U}=\dimension{V}\text{.} Combine this fact, Theorem PSSD, and Theorem EDYES all into one grand combined theorem. You might look to Theorem PIP for stylistic inspiration. (Notice this problem does not ask you to prove anything. It just asks you to roll up three theorems into one compact, logically equivalent statement.)
T10.
Prove the following theorem, which could be viewed as a reformulation of parts (3) and (4) of Theorem G, or more appropriately as a corollary of Theorem G (Proof Technique LC).
Suppose V is a vector space and S is a subset of V such that the number of vectors in S equals the dimension of V\text{.} Then S is linearly independent if and only if S spans V\text{.}
T15.
Suppose that A is an m\times n matrix and let \text{min}(m,\,n) denote the minimum of m and n\text{.} Prove that \rank{A}\leq \text{min}(m,\,n)\text{.} (If m and n are two numbers, then \text{min}(m,\,n) stands for the number that is the smaller of the two. For example \text{min}(4,\,6)=4\text{.})
T20.
Suppose that A is an m\times n matrix and \vect{b}\in\complex{m}\text{.} Prove that the linear system \linearsystem{A}{\vect{b}} is consistent if and only if \rank{A}=\rank{\augmented{A}{\vect{b}}}\text{.}
Proof.
(β)
Suppose first that \(\linearsystem{A}{\vect{b}}\) is consistent. Then by Theorem CSCS, \(\vect{b}\in\csp{A}\text{.}\) This means that \(\csp{A}=\csp{\augmented{A}{\vect{b}}}\) and so it follows that \(\rank{A}=\rank{\augmented{A}{\vect{b}}}\text{.}\)
(β)
Adding a column to a matrix will only increase the size of its column space, so in all cases, \(\csp{A}\subseteq\csp{\augmented{A}{\vect{b}}}\text{.}\) However, if we assume that \(\rank{A}=\rank{\augmented{A}{\vect{b}}}\text{,}\) then by Theorem EDYES we conclude that \(\csp{A}=\csp{\augmented{A}{\vect{b}}}\text{.}\) Then \(\vect{b}\in\csp{\augmented{A}{\vect{b}}}=\csp{A}\) so by Theorem CSCS, \(\linearsystem{A}{\vect{b}}\) is consistent.
T25.
Suppose that V is a vector space with finite dimension. Let W be any subspace of V\text{.} Prove that W has finite dimension.
T33.
Part of Exercise B.T50 is the half of the proof where we assume the matrix A is nonsingular and prove that a set is a basis. In Solution T50.1 we proved directly that the set was both linearly independent and a spanning set. Shorten this part of the proof by applying Theorem G. Be careful, there is one subtlety.
By Theorem DCM we know that \(\complex{n}\) has dimension \(n\text{.}\) So by Theorem G we need only establish that the set \(C\) is linearly independent or a spanning set. However, the hypotheses also require that \(C\) be of size \(n\text{.}\) We assumed that \(B=\set{\vectorlist{x}{n}}\) had size \(n\text{,}\) but there is no guarantee that \(C=\set{A\vect{x}_1,\,A\vect{x}_2,\,A\vect{x}_3,\,\dots,\,A\vect{x}_n}\) will have size \(n\text{.}\) There could be some βcollapsingβ or βcollisions.β
Suppose we establish that \(C\) is linearly independent. Then \(C\) must have \(n\) distinct elements or else we could fashion a nontrivial relation of linear dependence involving duplicate elements.
If we instead choose to prove that \(C\) is a spanning set, then we could establish the uniqueness of the elements of \(C\) quite easily. Suppose that \(A\vect{x}_i=A\vect{x}_j\text{.}\) Then
Since \(A\) is nonsingular, we conclude that \(\vect{x}_i-\vect{x}_j=\zerovector\text{,}\) or \(\vect{x}_i=\vect{x}_j\text{,}\) contrary to our description of \(B\text{.}\)
T60.
Suppose that W is a vector space with dimension 5, and U and V are subspaces of W\text{,} each of dimension 3. Prove that U\cap V contains a nonzero vector. State a more general result.
Let \(\set{\vect{u}_1,\,\vect{u}_2,\,\vect{u}_3}\) and \(\set{\vect{v}_1,\,\vect{v}_2,\,\vect{v}_3}\) be bases for \(U\) and \(V\) (respectively). Then, the set \(\set{\vect{u}_1,\,\vect{u}_2,\,\vect{u}_3,\,\vect{v}_1,\,\vect{v}_2,\,\vect{v}_3}\) is linearly dependent, since Theorem G says we cannot have 6 linearly independent vectors in a vector space of dimension 5. So we can assert that there is a nontrivial relation of linear dependence,
where \(a_1,\,a_2,\,a_3\) and \(b_1,\,b_2,\,b_3\) are not all zero.
We can rearrange this equation as
This is an equality of two vectors, so we can give this common vector a name, say \(\vect{w}\text{,}\)
This is the desired nonzero vector, as we will now show.
First, since \(\vect{w}=a_1\vect{u}_1+a_2\vect{u}_2+a_3\vect{u}_3\text{,}\) we can see that \(\vect{w}\in U\text{.}\) Similarly, \(\vect{w}=-b_1\vect{v}_1-b_2\vect{v}_2-b_3\vect{v}_3\text{,}\) so \(\vect{w}\in V\text{.}\) This establishes that \(\vect{w}\in U\cap V\) (Definition SI).
Is \(\vect{w}\neq\zerovector\text{?}\) Suppose not, in other words, suppose \(\vect{w}=\zerovector\text{.}\) Then
Because \(\set{\vect{u}_1,\,\vect{u}_2,\,\vect{u}_3}\) is a basis for \(U\text{,}\) it is a linearly independent set and the relation of linear dependence above means we must conclude that \(a_1=a_2=a_3=0\text{.}\) By a similar process, we would conclude that \(b_1=b_2=b_3=0\text{.}\) But this is a contradiction since \(a_1,\,a_2,\,a_3,\,b_1,\,b_2,\,b_3\) were chosen so that some were nonzero. So \(\vect{w}\neq\zerovector\text{.}\)
How does this generalize? All we really needed was the original relation of linear dependence that resulted because we had βtoo manyβ vectors in \(W\text{.}\) A more general statement would be: Suppose that \(W\) is a vector space with dimension \(n\text{,}\) \(U\) is a subspace of dimension \(p\) and \(V\) is a subspace of dimension \(q\text{.}\) If \(p+q\gt n\text{,}\) then \(U\cap V\) contains a nonzero vector.
The previous solution to this exercise is reminiscent of techniques from the proof of Theorem SID. If we assume the theorem, then a solution becomes much more direct. The key observation is that the subspace \(U+V\) is a subspace of \(W\) and so cannot have dimension greater than \(5\text{,}\) since a larger basis would violate Theorem G. So we have
So \(U\cap V\) is a nontrivial subspace and so contains a nonzero vector.