Linear Algebra

0 - Vector Spaces, Linear Maps, Rank, Kernel

Definition (Vector space): A set VV and a field FF with (V,+)(V,+) being an abelian group, and a scalar multiplication (,):F×VV(\cdot , \cdot) : F \times V \longrightarrow V That is associative, with 1F\mathbb 1 \in F producing the identity map 1v=v\mathbb 1 v = v, and distributive laws both ways between ++ on VV and ++ on FF, and the scalar multiplication of a product in FF is the composition of the scalar multiplications. Elements in VV are called vectors, and elements of FF are called scalars. UVU \subset V is a subspace of VV if UU is closed under vector addition and scalar multiplication, inherited from VV, and also contains the 00 vector.

I don’t know why I wrote the definition like this, maybe I am lazy to type

Definition (Linear combination): Let VV over FF be a vector space, <vi><\mathbf{v_{i}>} a list of vectors, and <ai><a_{i}> a list of scalars. The linear combination of these lists is a vector u=i=1naivi\mathbf{u} = \sum_{i=1}^n a_{i} \mathbf{v_{i}}. The set of all linear combinations of <vi><\mathbf{v_{i}}> is called Span(<vi>)\text{Span}(<\mathbf{v_{i}}>) and is a subspace of VV, as choosing all scalars to be zero gives the zero vector in the span, and also by definition, the span is closed under both operations. if there exists a list of scalars <ai><a_i> not all zero for which 0=i=1aivi\mathbf{0} =\sum_{i=1}a_{i} \mathbf{v_{i}}, then the list of vectors <vi><\mathbf{v_{i}}> is called linearly dependent. On the other hand if 0=i=1aivi\mathbf{0} =\sum_{i=1}a_{i} \mathbf{v_{i}} if and only if each ai=0a_i = 0, then the list of vectors is linearly independent. The dimension of a vector space is the length of the smallest list of vectors that spans it. The same applies for subspaces. for a linearly dependent list of vectors, the dimension of the subspace induced by its span is at most the length of the list minus one, as one of these vectors is already in the span, so we need not include it in the list, and we can still span this subspace. if VV is a vector space, any smallest list of linearly independent vectors that span VV are called “basis” vectors.

Definition (Linear map): if U,VU,V are vector spaces, (on fields FU,FVF_U, F_V) then a function f:UVf: U \rightarrow V is a linear map if:

  • f(u1+u2)=f(u1)+f(u2)f(\mathbf{u_{1}+ u_{2}}) = f(\mathbf{u_{1}}) +f(\mathbf{u_{2}})
  • FU=FVF_U = F_V (upto isomorphism).
  • f(λu)=λf(u)f(\lambda \mathbf{u}) = \lambda f(\mathbf{u})

The linear map is a homomorphism between two vector spaces. let <ei><\mathbf{e_{i}}> be a basis list of UU. Then for any vector vRANGE(f)\mathbf{v} \in \text{RANGE}(f) we have u=i=1naiei\mathbf{u} = \sum_{i=1}^na_{i}\mathbf{e_{i}} such that f(u)=vf(\mathbf{u}) = \mathbf{v} Therefore, f(i=1naiei)=i=1naif(ei)f\left( \sum_{i=1}^na_{i}\mathbf{e_{i}} \right) =\sum_{i=1}^n a_{i}f(\mathbf{e_{i}}). This allows us to write a matrix

M=[f(e1)f(en)]M = \begin{bmatrix} \uparrow \\ f(\mathbf{e_{1}} ) \dots f(\mathbf{e_{n}}) \\ \downarrow \end{bmatrix}

Whose columns are the image of each basis, and when we write u\mathbf{u} as a column vector [a1,a2,,an]T[a_{1},a_{2}, \dots ,a_{n}]^T, with components wrt the same basis, The application f(u)f(\mathbf{u}) is equivalent to the matmul MuM \mathbf{u}.

  • Also f(U)f(U) (also called RANGE(f)\text{RANGE}(f)) is a subspace of VV, simple due to the structure preserving nature of the linear map: if f(u)f(U)f(\mathbf{u}) \in f(U), then λf(u)=f(λu)f(U)\lambda f(\mathbf{u}) = f(\lambda \mathbf{u}) \in f(U). Similiary, if f(u1),f(u2)f(U)f(\mathbf{u_{1}}), f(\mathbf{u_{2}}) \in f(U), then f(u1)+f(u2)=f(u1+u2)f(U)f(\mathbf{u_{1}}) + f(\mathbf{u_{2}}) = f(\mathbf{u_{1} + u_{2}}) \in f(U). Zero vector is in there too.

Hence, we are concerned about the dimension of f(U)dim(V)f(U) \le dim(V). To see if our linear map ff squashes the space UU into a lower dimension than UU.

Definition (Rank of a linear map): Let UU be a vector space with dim(U)=ndim(U) = n, and <ei><\mathbf{e_{i}}> a basis of UU, and let VV also be a vector space, both over a scalar field FF. then the rank of the linear map f:UVf: U \rightarrow V is the dimension of f(U)f(U). By definition, the list <f(ei)><f(\mathbf{e_{i}})> spans f(U)f(U) and has length nn. Therefore, dim(f(U))dim(f(U)) is at most nn ( We may find smaller spanning lists for f(U)f(U) ).
In other words, rank(f)dim(U)\text{rank}(f) \le dim(U).

Definition (Kernel of a linear map): for linear map f:UVf: U \rightarrow V, the kernel of ff, is the subset of UU that maps to the zero vector in VV. Kern(f)U\text{Kern(f)} \subset U such that for all uKern(f)\mathbf{u } \in \text{Kern}(f), f(u)=0Vf(\mathbf{u}) = \mathbf{0} \in V. We notice that Kern(f)\text{Kern}(f) is a subspace of UU. if f(u)=0f(\mathbf{u}) = \mathbf{0} then, f(λu)=λf(u)=0f(\mathbf{\lambda u}) = \lambda f(\mathbf{u}) = \mathbf{0} . Similarly, if f(u1)=0f(\mathbf{u_{1}}) = \mathbf{0} and f(u2)=0f(\mathbf{u_{2}}) = \mathbf{0}, then f(u1+u2)=f(u1)+f(u2)=0f(\mathbf{u_{1} + u_{2}}) = f(\mathbf{u_{1}})+ f(\mathbf{u_{2}}) = \mathbf{0}. Finally, notice that f(0+0)=f(0)+f(0)f(\mathbf{ 0 + 0}) = f(\mathbf{0}) + f(\mathbf{0}) hence f(0)=f(0)+f(0)f(\mathbf{0}) = f(\mathbf{0}) + f(\mathbf{0}), but f(0)f(\mathbf{0}) has some additive inverse in VV, therefore 0V=f(0)\mathbf{0} \in V = f(\mathbf{0}).


Linear Dependence Lemma

We need some nice spanning list and linear independent list lemmas from LADR for this one

Lemma 2.19 (Linear Dependence Lemma): Suppose v1,,vmv_1, \ldots, v_m is a linearly dependent list in VV. Then there exists k{1,2,,m}k \in \{1, 2, \ldots, m\} such that vkspan(v1,,vk1)v_k \in \text{span}(v_1, \ldots, v_{k-1}). Furthermore, if kk satisfies the condition above and the kkth term is removed from v1,,vmv_1, \ldots, v_m, then the span of the remaining list equals span(v1,,vm)\text{span}(v_1, \ldots, v_m).

Proof: Because the list v1,,vmv_1, \ldots, v_m is linearly dependent, there exist numbers a1,,amFa_1, \ldots, a_m \in F, not all 0, such that

a1v1++amvm=0.a_1v_1 + \cdots + a_mv_m = 0.

Let kk be the largest element of {1,,m}\{1, \ldots, m\} such that ak0a_k \neq 0. Then

vk=a1akv1ak1akvk1,v_k = -\frac{a_1}{a_k} v_1 - \cdots - \frac{a_{k-1}}{a_k} v_{k-1},

which proves that vkspan(v1,,vk1)v_k \in \text{span}(v_1, \ldots, v_{k-1}), as desired. \square


Lemma (Length of linearly independent list \le length of spanning list): let UU be a vector space, <ui><\mathbf{u_{i}}> a linearly independent list of length mm in UU, <wi><\mathbf{w_{i}}> a spanning list of length nn in UU. Then, mnm \le n.

Proof: Consider the following process:

  • step 1: create the list L1=u1,w1,,wnL_{1} = \mathbf{u_{1}}, \mathbf{w_{1}}, \dots, \mathbf{w_{n}} of length n+1n+1. This list is linearly dependent because u1Span<wi>\mathbf{u_{1}} \in \text{Span}<\mathbf{w_{i}>}, but u10\mathbf{u_{1}} \neq \mathbf{0} as it comes from a linearly independent list. Hence there exist some wjSpan L1\mathbf{w_{j}} \in \text{Span} \ L_{1}, which we can remove to get L1L^*_1 which is still a spanning list of UU
  • step k: Repeating this process to get Lk1L^*_{k-1} which contains uk1,u1\mathbf{u_{k-1}}, \dots \mathbf{u_{1}} and the rest are the remaining ws\mathbf{w's}. make LkL_k by adding uk\mathbf{u_{k}} to Lk1L^*_{k-1}. LkL_k is a list of length n+1n+1 and is linearly dependent as (by induction) Lk1L^*_{k-1} was a spanning list. Yet again, there is some removable wjspan Lk[1..j1]\mathbf{w_{j}} \in \text{span} \ L_{k}[1..j-1] (linear dependence lemma) and it can’t be any one of the us\mathbf{u's} as they are all preceding by other usu's which are all linearly independent. Remove wj\mathbf{w_{j}} to obtain LkL^*_{k}.
  • At the end of this process, we obtain LmL^*_m, which is a spanning list, obtained by removing (at least) mm number of ws\mathbf{w's}. This means than mnm \le n. \square

Theorem (All bases have the same length): if VV is a vector space, and L=<ui>L = <\mathbf{u_{i}}> and L=<vi>L' = <\mathbf{v_{i}}> and L,LL, L' are both linearly independent and spanning lists (they’re both basis), then they have the same length. Moreover, any linearly independent list of this length is a basis of VV.

Proof: let L=m|L| = m, L=n|L'| = n. Apply the above lemma, treating LL as a linearly independent list and LL' as a spanning list, to get mnm \le n. Now do it the other way around to get mnm \le n and hence m=n:=dim(V)m = n :=dim(V). For the second part, let L=<ei>L^* = <\mathbf{e_{i}}> be a linearly independent list with length n=dim(V)n = dim(V). Do the replacement process, treating LL^* are linearly independent, and a basis LL as the spanning list, both of the same length. This allows us to add an element of LL^* to LL and remove an element which was in LL, and still maintaining that the list is spanning throughout the process. so we modify LL to become LL^* while maintaning “spanning Ness” at each step. Therefore LL^* is spanning. Hence LL^* is a basis. \square


Rank Nullity Theorem

Theorem (Rank Nullity): Let U,VU,V be vector spaces over FF and f:UVf: U \rightarrow V a linear map. Then, dim(U)=rank(f)+dim(kern(f))dim(U) = \text{rank(f)} + dim(\text{kern}(f)).

Proof: let K=<ki>K =<\mathbf{k_{i}}> be a basis for Kern(f)\text{Kern}(f) of length mm. let E=<ei>E = <\mathbf{e_{i}}> be a basis of UU of length n=dim(U)n = dim(U). Using the process described in the above lemma, treating KK as the linearly independent list, EE as the spanning list, create L=k1,,km,em+1enL^* = \mathbf{k_{1}}, \dots, \mathbf{k_{m}}, \mathbf{e_{m+1}} \dots \mathbf{e_{n}}. This list spans UU. moreover, since EE and KK are both linearly independent, at each step, after adding a ki\mathbf{k_{i}} when we remove an ej\mathbf{e_{j}} we have a linearly independent list (this can be again shown by induction on the same process). Therefore LL^* is a linearly independent list. Since it is also of length n=dim(U)n = dim(U), LL^* is a basis of UU. Hence f(L):=f(k1),f(km),f(em+1),f(en)f(L^*) := f(\mathbf{k_{1}}), \dots f(\mathbf{k_{m}}), f(\mathbf{e_{m+1}}), \dots f(\mathbf{e_{n}}) spans VV (refer to def of linear map). Since any ktKern(f)\mathbf{k_{t}} \in \text{Kern}(f) each f(ki=0)f(\mathbf{k_{i}} = \mathbf{ 0}). Therefore, fL:=f(em+1),f(en)fL^{**} := f(\mathbf{e_{m+1}}), \dots f(\mathbf{e_{n}}) still spans VV. We claim fLfL^{**} is linearly independent. Otherwise we have 0V=j=m+1najf(ej)=f(j=m+1najej)\mathbf{0} \in V = \sum_{j=m+1}^n a_{j}f(\mathbf{e_{j}}) = f\left( \sum_{j=m+1}^{n} a_{j} \mathbf{e_{j}}\right). This means that t=j=m+1najejKern(f)\mathbf{t}^* =\sum_{j=m+1}^{n} a_{j} \mathbf{e_{j}} \in \text{Kern}(f), and hence, tspan(K)\mathbf{t^*} \in span(K).If t0U\mathbf{t^*} \neq \mathbf{0}\in U, then t\mathbf{t^*} can be written as a linear combination in two ways, one using just KK and other one using just E[m+1..n]E[m+1 .. n]. Subtracting the two, we get 0=j=1mλjkjj=m+1najej\mathbf{0} = \sum_{j=1}^m \lambda_{j}\mathbf{k_{j}} - \sum_{j = m+1}^n a_{j}\mathbf{e_{j}}. so if even one aj0Fa_j \neq 0 \in F, then we contradict the linear independence of LL^* (and even EE for that matter). Hence, bubbling back, fLfL^{**} is linearly independent, as each aja_j has to be zero whenever 0V=j=m+1najf(ej)\mathbf{0} \in V = \sum_{j=m+1}^n a_{j}f(\mathbf{e_{j}}). \square

In pratice, if MM is a matrix representing a linear map from UU to VV, then by solving for the kernel/nullspace of UU by Mx=0M\mathbf{x} = \mathbf{0} and finding the dimension of this nullspace, we can say that the rank/dimension of the image of this linear map MM is equal to the dimension of UU minus the dimension of the nullspace/kernel of MM.


Invertible Linear Maps

Theorem (Smaller to larger is not surjective): Let U,VU,V be vector spaces, dim(U)=m<dim(V)=ndim(U) = m < dim(V) = n, f:UVf: U \rightarrow V a linear map. Since dim(f(U))=rank(f)dim(U)=m<dim(V)=ndim(f(U)) = \text{rank}(f) \le dim(U) = m < dim(V) = n, f(U)f(U) cannot span VV. Hence ff is not surjective. (refer definition of rank of linear map, or use rank-nullity theorem to conclude dim(f(U))dim(U)dim(f(U))\le dim(U)).

Theorem (Larger to smaller is not injective): Let U,VU,V be vector spaces, dim(U)>dim(V)dim(U) > dim(V) and f:UVf: U \rightarrow V a linear map. Using rank-nullity theorem, we have dim(U)=dim(f(U))+dim(kern(f))dim(U) = dim(f(U)) + dim(\text{kern}(f)) Hence, dim(kern(f))=dim(U)dim(f(U))>dim(V)dim(f(U))0dim(\text{kern}(f)) = dim(U) - dim(f(U)) >dim(V) - dim(f(U)) \ge 0 (the rightmost inequality owing to the fact that f(U) lives in V so its dimension is at most V), Finally, dim(kern(f))>0dim(kern(f)) > 0, which means that the kernel of ff is not the trivial subspace {0}. Therefore, there are at least two vectors in the kernel, both of which (by definition) map to zero in VV

Combining the two above ideas, and stating with a little flair, we have:

Theorem (Invertible linear maps): A linear map f:UVf: U \rightarrow V is bijective if and only if dim(U)=dim(V)dim(U) = dim(V) and Kern(f)={0}\text{Kern}(f) = \{\mathbf{0}\}.

Proof: Necessity of the two conditions are already clear from the above two theorems. We just have to show sufficiency. Well, given Kern(f)={0}\text{Kern}(f) = \{ 0 \} and dim(U)=dim(V)dim(U) = dim(V), suppose ff is not injective. then there exists vectors uv\mathbf{u} \neq \mathbf{v} such that f(u)=f(v)f(\mathbf{u}) = f(\mathbf{v}), since the two vectors are not equal, at least one of them is non zero. However, it follows that f(uv)=0Vf(\mathbf{u-v}) = \mathbf{0} \in V. hence uv0Kern(f)\mathbf{u-v} \neq \mathbf{0}\in \text{Kern}(f), contradicting that kern(f) = {0}. Moreover, using rank nullity, along with dim(Kern(f))=0dim(\text{Kern}(f)) = 0, We see that dim(f(U))=dim(U)=dim(V)dim(f(U)) = dim(U) = dim(V). It is a trivial fact that the 00 and highest dimensional subspaces, are uniquely the trivial subspace and the original space itself respectively. Therefore f(U)=Vf(U) = V. showing surjectivity. \square


1 - Operators, Eigenvalues, Invariant Subspaces

Definition (Eigenvectors of a linear map): Let ff be a linear map on a vector space VV (to itself). Then the Eigenvectors of ff : Ef={vV:f(v)=λv,λF}E^f =\{ \mathbf{v} \in V : f(\mathbf{v}) = \lambda \mathbf{v}, \exists \lambda \in F \}. The λ\lambda here is called an eigenvalue of ff. The set of all eigenvalues of ff is called the spectrum of ff and denoted Spec(f)\text{Spec}(f). If we define EλfE^f_\lambda as the set that contains all vectors v\mathbf{v} for which f(v)=λvf(\mathbf{v}) = \lambda \mathbf{v} for that particular lambda, then we have Ef=λspec(f)EλfE^f = \bigcup_{\lambda \in \text{spec}(f)} E^f_{\lambda}. For any particular λspec(f)\lambda \in \text{spec}(f) and a linear map ff, Eλf{0}E_\lambda^f \cup \{ \mathbf{0} \} is a subspace of VV: Notice that f(v1)=λv1, f(v2)=λv2    f(v1+v2)=λ(v1+v2)f(\mathbf{v_{1}}) = \lambda \mathbf{v_{1}}, \ f(\mathbf{v_{2}}) = \lambda \mathbf{v_{2}} \implies f(\mathbf{v_{1} + v_{2}}) = \lambda(\mathbf{v_{1} + v_{2}}), and f(v)=λv    f(cv)=c(λv)=λ(cv)f(\mathbf{v}) = \lambda \mathbf{v} \implies f(c\mathbf{v}) =c(\lambda \mathbf{v}) = \lambda(c \mathbf{v}).

Warning: The set of eigenvectors of f, EfE^f itself, without fixing those eigenvectors with a particular eigenvalue IS NOT ALWAYS A SUBSPACE of V!!! For example just think about f(v1)=λ1v1,f(v2)=λ2v2f(\mathbf{v_{1}}) = \lambda_{1} \mathbf{v_{1}}, f(\mathbf{v_{2}})= \lambda_{2}\mathbf{v_{2}} then, f(v1+v2)=λ1v1+λ2v2f(\mathbf{v_{1} + v_{2}}) = \lambda_{1}\mathbf{v_{1}}+ \lambda_{2}\mathbf{v_{2}}.

This is pretty cool, so when we transform a vector space VV, there are subspaces of VV which contain vectors that each just get scaled by a particular amount λ\lambda under the transform. The eigenvalue and eigenvector sections are pure gold. Read them :) (LADR)

The idea is to have Invariant subspaces:

Definition (Operator, invariant subspace): If VV is a vector space, a linear map ff on VV (to VV) is called an operator. A subspace UU is invariant under ff if f(u)Uf(\mathbf{u}) \in U for each uU\mathbf{u} \in U. In other words, the restriction fUf|_{U} is an operator on UU.

Let’s talk about one dimensional Invariant subspaces, pick a particular vV\mathbf{v} \in V. Let U={λv:λF}U = \{ \lambda \mathbf{v} : \lambda \in F \} . Then, if ff is an invariant on UU, then for any uU\mathbf{u} \in U , fuUf\mathbf{u} \in U. But any u=λv\mathbf{u} = \lambda \mathbf{v} for some λF\lambda \in F. since ff is linear, fλv=λf(v)f\mathbf{\lambda \mathbf{v}} = \lambda f(\mathbf{v}). This means that the map ff is defined by the image of v\mathbf{v} itself, and that image is in UU therefore there has to be some unique scalar κ\kappa for which f(v)=κvf(\mathbf{v}) = \kappa \mathbf{v}. (note that U=span(v)U =\text{span}(\mathbf{v})).
Conversely if there exists an operator ff such that for some vV\mathbf{v} \in V, f(v)=κvf(\mathbf{v}) = \kappa \mathbf{v} for some scalar κF\kappa \in F, then span(v)\text{span}(\mathbf{v}) is an invariant subspace under ff.

Definition (Eigenvalue): if ff is an operator on VV, then λ\lambda is an eigenvalue of ff if there exists a non zero vV\mathbf{v}\in V such that f(v)=λvf(\mathbf{v}) = \lambda \mathbf{v}. Writing ff as a matrix TT, We have (TλI)v=0(T - \lambda I)\mathbf{v} = \mathbf{0}. Since v\mathbf{v} is non zero, the linear map (TλI)fλι(T- \lambda I) \equiv f-\lambda \iota has a non trivial kernel/null space. As we know, (from the discussion on invertibility), This is equivalent to saying, fλιf - \lambda \iota is not injective. Using rank nullity theorem, Since the kernel is non trivial, the dimension of (fλι)(V)(f-\lambda\iota)(V) is smaller than the dimension VV which means that this map is also not surjective. Hence finally this map is not invertible.


Theorem (Linearly independent eigenvectors): If ff is an operator on VV, if we pick a list of distinct eigenvectors, each associated with it’s own distinct eigen value, then that list is linearly independent. That is if L=<vi>L = <\mathbf{v_{i}}> such that viEλif\mathbf{v_{i}} \in E^f_{\lambda_{i}}, then LL is linearly independent.

Proof: since each vi\mathbf{v_{i}} is non zero (by definition), pick the smallest subset of LL, L=<vi>L^* = <\mathbf{v^*_{i}}> of length m2m \ge 2, such that there exists a linear combination G=i=1maivi=0G = \sum_{i=1}^ma_{i}\mathbf{v^*_{i}} = \mathbf{0} such that each aia_i is non zero (if an aia_i is zero, just drop it). Using matrix notation apply TλmT -\lambda_{m} to GG, since (Tλm)vm=0(T - \lambda_{m})\mathbf{v^*}_{m} = \mathbf{ 0}, we obtain a smaller sublist GG' (of length m-1) that is also linearly dependent, contradicting the minimality of GG. \square


Theorem (Number of eigenvalues \le dimension): if ff is an operator on VV, then the number of distinct eigenvalues of ff is at most dim(V)dim(V)

Proof: Pick a list LL of eigenvectors, one for each distinct eigenvalue. Then since this list is linearly independent (from the theorem above), it’s length is at most dim(V)dim(V). \square


2 - Polynomials of Operators

Definition (Field polynomials): let FF be a field. A function p:FFp : F \rightarrow F is a polynomial (of degree nn) if there exists aiFa_i \in F, (an10a_{n-1} \neq 0) for each i=0i = 0 to n1n-1 such that p(z)=i=0n1aizip(z) = \sum_{i=0}^{n-1}a_{i}z^i for each zFz \in F. The set of all polynomials of FF is written P(F)\mathscr P(F). This set is a vector space, where addition of two polynomial functions p1+p2p_1 + p_{2} is defined as the function that maps zp1(z)+p2(z)z \mapsto p_1(z) + p_{2}(z) for each zFz \in F. Similarly, the product of two polynomials p1p2p_{1} \cdot p_{2} is defined as the map zp1(z)p2(z)z \mapsto p_{1}(z) \cdot p_{2}(z). Finally, the scalar multiplication of a polynomial λp\lambda p, λF\lambda \in F is defined as the map zλp(z)z \mapsto \lambda p(z). It is left to the reader to verify that P(F)\mathscr P(F) with the addition and scalar multiplication defined above, is a vector space.

Definition (Powers of an operator): Let VV be a vector space over FF and ff an operator on VV. Then fnf^n is defined as ff composed on itself nn times. It’s pretty clear the the usual power laws hold good. And f0f^0 is the identity operator.

Now, if we want to apply the polynomial pP(F)p \in \mathscr P(F) to the operator ff, if p(z)=i=0n1aizip(z) = \sum_{i=0}^{n-1}a_{i}z^i, then we define p(f):=i=0n1aifip(f) := \sum_{i=0}^{n-1}a_{i}f^i. This is well defined, because the set of operators on VV, usually denoted L(V)\mathscr L (V) is itself a vector space, over FF, where (as usual) addition of linear maps is defined by pointwise addition, and scalar multiplication as pointwise scalar multiplication. We can also define multiplication on L(V)\mathscr L(V) as function composition. We observe that pq(f)=p(f)q(f)=q(f)p(f)pq(f) = p(f)q(f) = q(f)p(f) (informally, replacing the symbol zz with another symbol ff) doesn’t change anything. It is clear that for any field polynomial pp, the operator polynomial p(f)p(f) is also an operator on VV, that is p(f)L(V)p(f) \in \mathscr L(V) for any pP(F)p \in \mathscr P(F) and any fL(V)f \in \mathscr L(V). Notice that:

p(f)(u1+u2)=i=1n1aifi(u1+u2)p(f)(\mathbf{u_{1}} + \mathbf{u_{2}}) = \sum_{i=1}^{n-1}a_{i}f^i(\mathbf{u_{1} + u_{2}}) =i=1nai(fi(u1))+i=1nai(fi(u2))=p(f)(u1)+p(f)(u2)= \sum_{i=1}^na_{i}(f^i(\mathbf{u_{1}})) +\sum_{i=1}^na_{i}(f^i(\mathbf{u_{2}})) = p(f)(\mathbf{u_{1}}) + p(f)(\mathbf{u_{2}})

(we are using the linearity of fif^i) Similarly we can show that p(f)(λv)=λp(f)(v)p(f)(\lambda \mathbf{v}) = \lambda p(f)(\mathbf{v}). Notice that using the identity polynomial 1(z)=z\mathbb 1(z) = z, we can write any operator ff as the polynomial operator 1(f)\mathbb 1(f).


Theorem (Null space and range of polynomial operator are invariant): let ff be an operator on a vector space VV, and p(f)p(f) an operator polynomial. Then Kern(p(f))\text{Kern}(p(f)) and p(f)(V)p(f)(V) are both invariant under ff.

Proof: take uKern(p(f))\mathbf{u} \in \text{Kern}(p(f)), then, p(f)(u)=0p(f)(\mathbf{u}) = \mathbf{0}. We want to show that f(u)Kern(p(f))f(\mathbf{u}) \in \text{Kern}(p(f)), that is p(f)(f(u))=0p(f)(f(\mathbf{u})) = 0 using polynomial notation, p(f)(1(f)(u))=0p(f)(\mathbb 1 (f) (u)) = \mathbf{0} But the composition p(f)1(f)p(f) \mathbb 1(f) is equal to p 1(f)p \ \mathbb 1(f), where p 1p \ \mathbb 1 is the product of pp and the identity polynomial. polynomial products are commutative hence p 1(f)=1 p(f)=1(f)p(f)p \ \mathbb 1 (f)= \mathbb 1 \ p (f) = \mathbb 1(f) p(f). Hence p(f)(1(f)(u))=1(f)(p(f)(u))=1(f)(0)=0p(f)(\mathbb 1(f)(\mathbf{u})) = \mathbb{1}(f)(p(f)(\mathbf{u})) = \mathbb 1(f)(\mathbf{0}) = \mathbf{ 0}. let up(f)(V)\mathbf{ u} \in p(f)(V), then for some v\mathbf{v}, p(f)(v)=up(f)(\mathbf{v}) = \mathbf{u}. Taking 1(f)\mathbb 1(f) on both sides, and moving things around, we get p(f)(f(v))=f(u)p(f)(f(\mathbf{v})) = f(\mathbf{u}). \square


3 - Multilinear Algebra

Definition (Hom(V,WV,W)): The set of all linear maps from VWV \to W where V,WV,W are vector spaces, is called Hom(V,W)\text{Hom}(V,W). And is itself a vector space, where the zero function O(v)=0w\mathbf{O}(\mathbf{v}) = \mathbf{0_{w}} for each vV\mathbf{v} \in V acts as the identity vector, and the map f+gf + g is defined as the map that xf(x)+g(x)x \mapsto f(x)+g(x) and the map λf\lambda f is defined as the one xλf(x)x \mapsto \lambda f(x). Now, given Hom(V1,V2)\text{Hom}(V_{1},V_{2}) and Hom(W1,W2)\text{Hom}(W_{1},W_{2}) are vector spaces, we can have linear maps between them. This is the “multilinear nature”


Dual Spaces and Co-ordinate Projection Maps

Definition (Dual vector space): if VV is a vector space over R\mathbb R, then Hom(V,R)=V\text{Hom}(V, \mathbb R) = V^* is called the dual space of VV. An element of VV^* is called a “co-vector”. For example if PP is the vector space of all polynomials with real entries and real coefficients, the definite integral of an element of PP from 00 to 11 is an operator call it II: I(p)=01p(x)dxI(p) = \int_{0}^1p(x)dx, then II is a linear map from PP to R\mathbb R, hence IPI \in P^*, so II is a co-vector of PP. In general if VV is a vector space over FF, Hom(V,F)\text{Hom}(V,F) is called the dual of VV. An element of VV^* is often called a functional

Definition (Hamel Bases): if VV is a vector space (maybe of infinite dimension), then BB is a Hamel basis for VV if for all vV\mathbf{v} \in V, there exist a unique finite subset {v1,v2,vn}\{v^1,v^2,\dots v^n\} of BB, and nn non zero scalars f1,f2,fnf_{1}, f_{2},\dots f_{n} such that v=i=1nvifi\mathbf{v} = \sum_{i=1}^nv^if_{i}.

Definition (Co-ordinate projection maps): If VV is finite dimensional, with basis <ei>i=1n<\mathbf{e_{i}}>_{i=1}^n, Then the jj‘th projection map pj:VFp_{j}: V \to F is the one that gives the scalar co-efficient of the jj‘th basis vector when the input vector is written as a linear combination of the basis vectors. that is

pj(λ1e1+λ2e2+λnen)=λjp_{j}(\lambda_{1}\mathbf{e_{1}}+ \lambda_{2}\mathbf{e_{2}} + \dots \lambda_{n}\mathbf{e_{n}}) = \lambda_{j}

If VV is infinite dimensional, with Hamel basis BB, then pb:VFp_b: V \to F gives the scalar coefficient of the basis vector bBb \in B, when the input vector is written as a unique linear combination of a subset of BB. that is:

pb(i=1nvifi)={fkb{v1,v2,,vn}, i.e. b=vk0b∉{v1,v2,,vn}p_{b}\left(\sum_{i=1}^nv^if_{i}\right) = \begin{cases} f_{k} & b \in \{ v^1,v^2,\dots, v^n \}, \ \text{i.e.} \ b = v^k \\ 0 & b \not \in \{ v^1,v^2,\dots, v^n \} \end{cases}

In both cases, the co-ordinate projection maps are linear maps. In the finite dimensional case pj(ai=1nλiei+bi=1nμiei)=aλj+bμjp_{j}\left( a\sum_{i=1}^n\lambda_{i}\mathbf{e_{i}} +b\sum_{i=1}^n\mu_{i}\mathbf{e_{i}} \right) = a\lambda_{j} + b\mu_{j} and for the infinite dimensional case, I wont write the case-wise breakdown, but okay. Moreover, in both cases the set of all co-ordinate projection maps (also called co-ordinate functionals) are linearly independent vectors in VV^*, for the infinite dimension case, consider the functional which is a linear combination of co-ordinate maps being equal to the zero functional. L=bBfbpb=0 L =\sum_{b \in B}f_{b}p_{b} = \mathbf{0} For any basis bBb \in B, L(b)=0FL(b) = 0\in F (as L is the zero functional) but L(b)=fbL(b) = f_{b} Hence fb=0f_b = 0, running through all bBb \in B, we notice that each fb=0Ff_b = 0 \in F. Hence LL is linearly independent Similarly, for the finite dimensional case let T=i=1nλipi=0 T = \sum_{i=1}^n\lambda_{i}p_{i} = \mathbf{0}, then T(ej)=λj=0FT(\mathbf{e_{j}})= \lambda_{j} = 0 \in F, hence running through all ei\mathbf{e_{i}},we have λi=0F\lambda_{i} = 0 \in F for each i=1ni = 1 \to n. so <pi>i=1n<p_{i}>_{i=1}^n is a list of nn linearly independent vectors in VV^*. let fVf \in V^*, for any v=i=1nλieiV\mathbf{v} = \sum_{i=1}^n\lambda_{i} \mathbf{e_{i}} \in V, Then f(v)=i=1nλif(ei)f(\mathbf{v})= \sum_{i=1}^n\lambda_{i}f(\mathbf{e_{i}}) That is ff is completely determined by what it does to each of the basis vectors. Hence we see (beautifully!) that f=i=1nf(ei)pif = \sum_{i=1}^nf(\mathbf{e_{i}})p_{i}. Notice that (i=1nf(ei)pi)(μkek)=i=1n(f(ei)μk)(pj(ek))=f(ek)μk=f(μkek)\left( \sum_{i=1}^nf(\mathbf{e_{i}})p_{i} \right)(\mu _{k} \mathbf{e_{k}}) =\sum_{i=1}^n (f(\mathbf{e_{i}}) \mu _k) \cdot (p_{j}(\mathbf{e_{k}})) =f(\mathbf{e_{k}})\mu _k =f(\mu_{k}\mathbf{e_{k}}). So the co-ordinate projection functionals are a basis for VV^* when VV is finite dimensional. Moreover, even if VV is infinite dimensional, for any v0V\mathbf{v} \neq \mathbf{0} \in V, there exists a functional gg for which g(v)0g(\mathbf{v}) \neq 0. Notice v=i=1nvifi\mathbf{v} = \sum_{i=1}^nv^if_{i}. then simple set g=pvkg = p_{v^k} then g(v)=fk0Fg(\mathbf{v}) = f_{k} \neq 0 \in F

Also, dim(V)=dim(V)dim(V) = dim(V^*)


Injections into the Double Dual

Fix a particular vector vV\mathbf{v} \in V. Let fVf \in V^*. Define an evaluation map evv:VFev_{\mathbf{v}}: V^* \to F, as ev(f)=f(v)ev_{\mathbf{}}(f) =f(\mathbf{v}). Now, evv(f1+f2)=(f1+f2)(v)=f1(v)+f2(v)=evv(f1)+evv(f2)ev_{\mathbf{v}}(f_{1}+f_{2}) = (f_{1}+f_{2})(\mathbf{v}) = f_{1}(\mathbf{v}) + f_{2}(\mathbf{v}) = ev_{\mathbf{v}}(f_{1}) + ev_{\mathbf{v}}(f_{2}) and,

Hence, for each vV\mathbf{v} \in V, evvHom(V,F)=Vev_{\mathbf{v}} \in \text{Hom}(V^*, F) = {V^*}^*.

Now consider the map ϕ:VV\phi: V \to {V^*}^* given by ϕ(v)=evv\phi(\mathbf{v}) = ev_{\mathbf{v}}.

Is this map ϕ\phi now linear? Notice that ϕ(v1+v2)\phi(\mathbf{v_{1}}+\mathbf{v_{2}}) is equal to the function evv1+v2ev_{\mathbf{v_{1}+v_{2}}}. Now, for any fVf \in V^*, evv1+v2(f)=f(v1+v2)=f(v1)+f(v2)=evv1(f)+evv2(f)ev_{\mathbf{v_{1}+v_{2}}}(f)=f(\mathbf{v_{1}}+\mathbf{v_{2}}) =f(\mathbf{v_{1}})+ f(\mathbf{v_{2}}) =ev_{\mathbf{v_{1}}}(f) + ev_{\mathbf{v_{2}}}(f).

So for any input, we see that the maps evv1+v2ev_{\mathbf{v_{1} + v_{2}}} is equivalent to the map evv1+evv2ev_{\mathbf{v_{1}}} + ev_{\mathbf{v_{2}}}, where addition of maps is defined as usual, evv1+evv2ev_{\mathbf{v_{1}}} + ev_{\mathbf{v_{2}}} is the map that takes ff to evv1(f)+evv2(f)ev_{\mathbf{v_{1}}}(f) + ev_{\mathbf{v_{2}}}(f).

Therefore ϕ(v1+v2)=ϕ(v1)+ϕ(v2)\phi(\mathbf{v_{1}+v_{2}}) = \phi(\mathbf{v_{1}}) + \phi(\mathbf{v_{2}}). Similarly, it can be shown that ϕ(λv)=λϕ(v)\phi(\lambda \mathbf{v}) = \lambda \phi(\mathbf{v}).

therefore ϕ\phi is a linear map from VVV \to {V^*}^*. Moreover this map is injective. Let us suppose ϕ(u)=ϕ(v)\phi(\mathbf{u}) = \phi(\mathbf{v}). Then the two maps evu=evvev_{\mathbf{u}} = ev_{\mathbf{v}} as functions. meaning that for all fVf \in V^*, evu(f)=evv(f)ev_{\mathbf{u}}(f) = ev_{\mathbf{v}}(f). Hence, for each fVf \in V^*, f(u)=f(v)f(\mathbf{u}) = f(\mathbf{v}). Hence for all fVf \in V^*, f(uv)=0Ff(\mathbf{u-v}) = 0 \in F, and as the result shown above, there exists at least one functional fuvf_{\mathbf{u-v}} for which fuv(uv)0f_{\mathbf{u-v}}(\mathbf{u-v}) \neq 0 unless u=v\mathbf{u} = \mathbf{v} hence the map is injective.

Moreover, if VV is of finite dimension, then ϕ\phi is bijective. From the definition of co-ordinate projection maps, we know that dim(V)=dim(V)dim(V) = dim(V^*). Treating VV^* as the finite dimensional vector space, taking co-ordinate projection maps as the basis for VV^* and applying the same argument , we have that dim(V)=dim(V)dim(V^*) = dim({V^*}^*) Hence ϕ:VV\phi : V \to {V^*}^* is an injective function between two spaces of the same dimension. using rank nullity theorem, dim(V)=dim(kern(ϕ))+dim(range(ϕ))dim(V) = dim(kern(\phi)) + dim(range(\phi)), since ϕ\phi is injective, dim(kern(ϕ))=0dim(kern(\phi)) = 0. Hence dim(V)=dim(range(ϕ))dim(V) = dim(range(\phi)). Therefore dim(V)=dim(range(ϕ))dim({V^*}^*) = dim(range(\phi)), we know that there is only one subspace of V{V^*}^* of full dimension, namely itself, therefore range(ϕ)=Vrange(\phi) = {V^*}^*.

Hence for finite dimensional vector spaces VV, VV is isomorphic to its double dual V{V^*}^*


Tensors

Definition (Tensor): An r,sr,s tensor on VV is a multilinear map t:(V)r×(V)sRt: (V^*)^r \times (V)^s \to \mathbb R, that is tt eats a tuple, whose first rr elements are dual vectors, and the remaining ss elements are vectors, and spits our a real number such that tt is linear in each entry of the tuple (or in each variable). Consider the 1,11,1 tensors t:V×VRt: V^* \times V \to \mathbb R. Now consider a map ϕ:V(V)\phi: V \to (V^*)^* given by ϕ(v)=t(,v)\phi(\mathbf{v}) = t(\cdot, \mathbf{v}), that is ϕ\phi takes in a particular vector v\mathbf{v} and spits out the map defined by fixing the second entry of a 1,11,1 tensor at v\mathbf{v}, call it t(,v)t(\cdot, \mathbf{v}), which is a function from VRV^* \to \mathbb R. Informally, this is basically just splitting the process of tt by first giving it a vector and let it spit out a map that eats a co vector on the left, and the right vector is fixed, equal to to the input vector. So if VV is finite dimensional, 1,11,1 tensors can be seen as isomorphic to the set of all linear maps on VV. In a similar fashion, V=Hom(V,R)V^* = \text{Hom}(V, \mathbb R), therefore co-vectors are 0,10,1 tensors. For finite dimension V=V=Hom(V,R)V = {V^*}^* = \text{Hom}(V^*, \mathbb R) therefore vectors are 1,01,0 tensors.

If VV is of finite dimension, then to specify a linear map from VV, it is sufficient to know f(e1),f(e2),,f(en)f(\mathbf{e_{1}}), f(\mathbf{e_{2}}), \dots, f(\mathbf{e_{n}}), so it is enough to know the evaluation of each basis vector to reconstruct the evaluation of the linear map on any vector

Definition (Components of a Tensor): Let tt be an (r,s)(r,s) tensor over a finite dimensional vector space VV, with basis <ei>i=1n<\mathbf{e_{i}}>_{i=1}^n and for the dual space, the basis of co-ordinate projection maps <ej>j=1n<\mathbf{e^j}>_{j=1}^n. Then, a component of tt is written

Ti1,i2,isj1,j2,jr=T(ej1,ej2,,ejr,ei1,ei2,,eis)T^{j_{1},j_{2},\dots j_{r}}_{i_{1},i_{2},\dots i_{s}} = T(\mathbf{e^{j_{1}}}, \mathbf{e^{j_{2}}}, \dots, \mathbf{e^{j_{r}}},\mathbf{e_{i_{1}}}, \mathbf{e_{i_{2}}}, \dots, \mathbf{e_{i_{s}}})

So each component is the evaluation of: some rr length sub-sequence of the dual basis vectors, concatenated by ss length sub-sequence of the basis vectors. And this is all the info we need to evaluate TT for any input.

Sources and Remarks

https://www.youtube.com/channel/UCUHKG3S9N_QeIE2jQXd2-VQ - gravity and light lectures, I am working on cleaning up more content from here https://linear.axler.net/LADR4e.pdf - my favorite linear algebra book, again will clean up more content from here (my notes tend to be horribly messy, a majority of them being pen and paper) As always, if you find errors, hit me up on twitter, or just hit me up on twitter.