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Linear Algebra OPt

The document provides an axiomatic definition of vector spaces over the fields of real and complex numbers, detailing the necessary operations and axioms that define a vector space. It includes several examples illustrating various types of vector spaces, such as real vector spaces, complex vector spaces, and spaces of continuous functions and polynomials. The document emphasizes that the term 'vector' is generic and context-dependent, applying to different mathematical structures.

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13 views5 pages

Linear Algebra OPt

The document provides an axiomatic definition of vector spaces over the fields of real and complex numbers, detailing the necessary operations and axioms that define a vector space. It includes several examples illustrating various types of vector spaces, such as real vector spaces, complex vector spaces, and spaces of continuous functions and polynomials. The document emphasizes that the term 'vector' is generic and context-dependent, applying to different mathematical structures.

Uploaded by

Neha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Reshma Rastogi (nee Khemchandani)

Linear Algebra and Optimization


1
Vector Spaces
1.1 Vector Spaces over R and C

In this section we present an axiomatic definition of a vector space and illustrate the same
through numerous examples.

Definition 1.1.1 (Vector space) A vector space V over a field of scalars K (taken here
as R or C) is a non-empty set V together with two algebraic operations of ‘+’ (called
vector adition) and ‘·’ (called scalar multiplication) satisfying the following axioms for all
u, v, w ∈ V and α, β ∈ K :

(i) u + v = v + u,
(ii) (u + v) + w = u + (v + w),
(iii) there exists 0 ∈ V (called the zero element or zero vector) such that u + 0 = u,
(iv) for u ∈ V, there exists −u ∈ V such that u + (−u) = 0,
(v) α · (βu) = (α · β)(u),
(vi) 1 · u = u,
(vii) α(u + v) = αu + αv,
(viii) (α + β)u = αu + βu.

Thus ‘+′ : V × V → V and ‘·′ : K × V → V are mappings representing vector addition


and scalar multiplication respectively which satisfy the axioms (i) - (viii) above.

Remark 1.1.1 The scalar field K could be a general field but in our discussion here it is
taken either as the field of reals R or the field of complex numbers C. If K = R, then V is
called a real vector space, and if K = C, then it is called a complex vector space.

Remark 1.1.2 The elements v ∈ V are called vectors. The term vector is generic. It may
represent the usual vector in R2 or R3 , or a real sequence, a polynomial or a function etc.
depending on the elements of V.

Example 1.1.1 Let Rn = {(x1 , x2 , . . . , xn ), xi ∈ R, i = 1, 2, . . . , n}. For u = (u1 , u2 , . . . , un ) ∈


Rn and v = (v1 , v2 , . . . , vn ) ∈ Rn we define u + v = (u1 + v1 , u2 + v2 , . . . , un + vn ) ∈ Rn and
for α ∈ R, αu = (αu1 , αu2 , . . . , αun ) ∈ Rn . The element 0 = (0, 0, . . . , 0) ∈ Rn is taken as
the zero vector and for u ∈ Rn , we define −u = (−u1 , −u2 , . . . , −un ).
VI Mathematics Behind Machine Learning

We may verify that the ‘addition’ and ‘scalar multiplication’ as defined above satisfy all
the axioms of Definition 1.1.1. Therefore Rn is a real vector space.
For n = 2, i.e. R2 = {(x1 , x2 ), x1 , x2 ∈ R} is a real vector space. Identifying the vector
ˆ we observe that the
(x1 , x2 ) in the real vector space R2 with the usual notation x1 î + x2 j,
usual vector algebra is a special case of the general structure of vector space. Similarly we
may observe that for n = 3, i.e. R3 = {(x1 , x2 , x3 ), x1 , x2 , x3 ∈ R} the vector (x1 , x2 , x3 ) may
be identified with the usual vector x1 î + x2 j,ˆ x3 k̂ in the three dimensional Euclidean space.
In a similar manner if we define Cn = {(z1 , z2 , . . . , zn ), zi ∈ C, i = 1, 2, . . . , n} then Cn is
a complex vector space.

Example 1.1.2 Consider the interval [a, b] on the real line. Consider the set

C[a, b] = { f : [a, b] → R, f is a continuous f unction}.

For f, g ∈ C[a, b], let us define ( f + g)(x) = f (x) + g(x), x ∈ [a, b]. Also for α ∈ R and f ∈
C[a, b], we define (α · f )(x) = α f (x), x ∈ [a, b].
We may verify that the set C[a, b] is a real vector space. We may take zero function
0 · (x) = 0 for all x ∈ [a, b] as zero vector, and for f ∈ C[a, b], define − f in C[a, b] as
(− f )(x) = − f (x), x on [a, b].

The vector space C[a, b] is referred to as the vector space of real valued continuous func-
tions on [a, b].
As per our earlier agreement, we are calling elements of a vector space V as vectors.
Therefore, in that sense, we may call f as a vector in the vector space C[a, b]. This example
illustrates that the word ‘vector’ is generic and its meaning depends on the context.

Example 1.1.3 Let V be the collection of all polynomials of degree less than or equal to
n and with real coefficients. Let p1 (x) = a0 + a1 x + a2 x2 + · · · + an xn and p2 (x) = b0 + b1 x +
b2 x2 + · · · + bn xn be two polynomials in V (if the degree is less than n then we may take the
corresponding coefficients as zero). Let us define p1 (x) + p2 (x) = (a0 + b0 ) + · · · + (an + bn )xn
and αp1 (x) = αa0 + αa1 x + · · · + αan xn , α ∈ R. Then we may check that V is a real vector
space. Here the zero polynomial is taken as zero vector and −p1 (x) is defined as −p1 (x) =
−a0 − a1 x − a2 x2 − · · · − an xn . In case coefficients ai are taken as complex numbers, then V
is a complex vector space. Here again, in a generic sense, a ‘polynomial’ may be called a
vector in V.
Vector Spaces over R and C VII

Example 1.1.4 A real sequence ξ : (ξ1 , ξ2 , . . . , ξk , . . . ), ξk ∈ R is said to be bounded if


|ξk | ≤ M for all k. Let V be the collection of all such bounded sequence of reals. For
ξ : (ξ1 , ξ2 , . . . , ξk , . . . ) and η : (η1 , η2 , . . . , ηk , . . . ) belonging to V, we define

ξ + η = (ξ1 + η1 , . . . , ξk + ηk , . . . ),

and for

α ∈ R, αξ = (αξ1 , . . . , αξk , . . . ).

Then V is a real vector space referred as, the space of bounded real sequences.

Example 1.1.5 Let V = {A = (ai j )m×n , ai j ∈ R} be the collection of all real (m×n) matrices.
For A = (ai j )m×n and B = (bi j )m×n , ai j , bi j ∈ R, we define

A + B = (ai j + bi j )m×n ,

and

αA = (αai j )m×n , α ∈ R.

Here the zero matrix 0 = (0)m×n and −A = (−ai j )m×n are respectively defined as zero element
and negative element.
We may again verify that V is a real vector space.

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