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© 2012 Pearson Education, Inc.
Vector Spaces
THE DIMENSION OF A
VECTOR SPACE
Slide 4.5- 2© 2012 Pearson Education, Inc.
DIMENSION OF A VECTOR SPACE
Theorem 9: If a vector space V has a basis
B = {b1, … ,bn} then any set in V containing more
than n vectors must be linearly dependent.
Slide 4.5- 3© 2012 Pearson Education, Inc.
DIMENSION OF A VECTOR SPACE
Theorem 10: If a vector space V has a basis of n
vectors, then every basis of V must consist of
exactly n vectors.
Slide 4.5- 4© 2012 Pearson Education, Inc.
DIMENSION OF A VECTOR SPACE
Definition: If V is spanned by a finite set, then V is
said to be finite-dimensional, and the dimension
of V, written as dim V, is the number of vectors in a
basis for V. The dimension of the zero vector
space {0} is defined to be zero. If V is not spanned
by a finite set, then V is said to be infinite-
dimensional.
Dimension - Examples
 Dim Rn?
 Dim Pn?
 𝐯1 =
3
6
2
, 𝐯2 =
−1
0
1
, H=Span{v1,v2}, Dim
H?
Slide 2.2- 5© 2012 Pearson Education, Inc.
Dimension - Examples
Find the dimension of the subspace
Slide 2.2- 6© 2012 Pearson Education, Inc.
3 6
5 4
: , , , in
2
5
a b c
a d
H a b c d
b c d
d
   
      
   
    
Geometric Interpretation of Subspaces of R3
 0-dimensional  origin
 1-dimensional  line through the origin
 2-dimensional  plane through the origin
 3-dimensional  all of R3
Slide 2.2- 7© 2012 Pearson Education, Inc.
Slide 4.5- 8© 2012 Pearson Education, Inc.
SUBSPACES OF A FINITE-DIMENSIONAL
SPACE
Theorem 11: Let H be a subspace of a finite-
dimensional vector space V. Any linearly
independent set in H can be expanded, if
necessary, to a basis for H. Also, H is finite-
dimensional and dim H ≤ dim V
Slide 4.5- 9© 2012 Pearson Education, Inc.
THE BASIS THEOREM
Theorem 12: Let V be a p-dimensional vector
space,
p ≥ 1. Any linearly independent set of exactly p
elements in V is automatically a basis for V. Any
set of exactly p elements that spans V is
automatically a basis for V.
Slide 4.5- 10© 2012 Pearson Education, Inc.
THE DIMENSIONS OF NUL A AND COL A
 dim Nul(A) = # free vars in Ax=0
 dim Col(A) = # pivot columns in A
Slide 4.5- 11© 2012 Pearson Education, Inc.
DIMENSIONS OF NUL A AND COL A
 Example 2: Find the dimensions of the null
space and the column space of
3 6 1 1 7
1 2 2 3 1
2 4 5 8 4
A
   
   
 
   
© 2012 Pearson Education, Inc.
Vector Spaces
RANK
Slide 4.6- 13© 2012 Pearson Education, Inc.
THE ROW SPACE
 If A is an matrix, each row of A has n
entries and thus can be identified with a vector in
Rn.
 The set of all linear combinations of the row
vectors is called the row space of A and is
denoted by Row A.
 Since the rows of A are identified with the
columns of AT, we could also write Col AT in
place of Row A.
m n
Slide 4.6- 14© 2012 Pearson Education, Inc.
THE ROW SPACE
Theorem 13: If two matrices A and B are row
equivalent, then their row spaces are the same. If
B is in echelon form, the nonzero rows of B form a
basis for the row space of A as well as for that of
B.
Important:
 Use pivot cols of A for basis of Col(A)
 Use pivot rows of REF(A) for basis of Row(A)
Slide 4.6- 15© 2012 Pearson Education, Inc.
THE ROW SPACE - Example
Example 1: Find bases for the row space, the
column space, and the null space of the matrix
2 5 8 0 17
1 3 5 1 5
3 11 19 7 1
1 7 13 5 3
   
 
 
 
   
Slide 4.6- 16© 2012 Pearson Education, Inc.
RANK- Definition
 Definition: rank of A is the dim Col(A).
 Since Row A is the same as Col AT, the
dimension of the row space of A is the rank of
AT.
 The dimension of the null space is sometimes
called the nullity of A.
THE RANK THEOREM
Theorem 14: The dimensions of the column
space and the row space of an mxn matrix A
are equal. This common dimension, the rank
of A, also equals the number of pivot
positions in A and satisfies the equation:
rank A + dim Nul(A) = n
Slide 2.2- 17© 2012 Pearson Education, Inc.
Slide 4.6- 18© 2012 Pearson Education, Inc.
THE RANK THEOREM
Proof:
dim Col(A)  # pivot columns in REF(A) = #pivots
dim Row(A)  # nonzero rows in REF(A) = #pivots
dim Nul(A)  #free vars in Ax=0 = #nonpivot cols
Slide 4.6- 19© 2012 Pearson Education, Inc.
THE RANK THEOREM - Example
Example 2:
a. If A is a 7x9 matrix with a two-dimensional null
space, what is the rank of A?
b. Could a 6x9 matrix have a two-dimensional null
space?
Slide 4.6- 20© 2012 Pearson Education, Inc.
THE INVERTIBLE MATRIX THEOREM
(CONTD)
 Theorem: Let A be an nxn matrix. Then the
following statements are each equivalent to the
statement that A is an invertible matrix.
m. The columns of A form a basis of Rn.
n. Col(A) = Rn
o. dim Col(A) = n
p. rank A = n
q. Nul(A) = {0}
r. dim Nul(A) = 0
Practice Problem
𝐴 =
2 −1 1 −6 8
1 −2 −4 3 −2
−7 8 10 3 −10
4 −5 −7 0 4
~
1 −2 −4 3 6
0 3 9 −12 12
0 0 0 0 0
0 0 0 0 0
1. Find rank A
2. Find dim Nul(A)
3. Find basis for Col(A)
4. Find basis for Row(A)
5. What is the next step to find basis for Nul(A)?
6. How many pivots in REF(AT)?
Slide 2.2- 21© 2012 Pearson Education, Inc.
Markov Chains
Slide 2.2- 22© 2012 Pearson Education, Inc.
State 1 State 2
Probability going
from 1 to 2
Prob
staying
in state
1
Probability going
from 2 to 1
Prob
staying
in state
2
Stochastic Matrix
 Square matrix
 Columns are probability vectors
 aij is probability of going from state i to state j
Slide 2.2- 23© 2012 Pearson Education, Inc.
Markov Chain
 Sequence of state vectors, xk, such that
xk+1 = Pxk
 Next state depends only on current state
Slide 2.2- 24© 2012 Pearson Education, Inc.
Markov Chains - Example
Slide 2.2- 25© 2012 Pearson Education, Inc.
City Suburbs
.4
.6
.3
.7
Stochastic Matrix - Example
 Find the stochastic matrix for the previous
example.
 Use the stochastic matrix to predict next
year’s populations if this year’s
populations are:
 City: 600,000
 Suburbs: 400,000
Slide 2.2- 26© 2012 Pearson Education, Inc.
Steady State Vector
 Pq= q
 Every stochastic matrix has a steady state
vector
 Theorem 18: If P is an nxn regular stochastic
matrix, then P has a unique steady-state
vector q. Further, if x0 is any initial state, the
Markov chain converges to q.
 Regular: some power of P contains only
strictly positive entries
Slide 2.2- 27© 2012 Pearson Education, Inc.
Regular Matrix - Example
 Is P =
1 .3
0 .7
a regular stochastic matrix?
Slide 2.2- 28© 2012 Pearson Education, Inc.
Steady State Vector - Example
 Find the steady state vector for the
city/suburb example.
Slide 2.2- 29© 2012 Pearson Education, Inc.

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Lecture 9 dim & rank - 4-5 & 4-6

  • 1. © 2012 Pearson Education, Inc. Vector Spaces THE DIMENSION OF A VECTOR SPACE
  • 2. Slide 4.5- 2© 2012 Pearson Education, Inc. DIMENSION OF A VECTOR SPACE Theorem 9: If a vector space V has a basis B = {b1, … ,bn} then any set in V containing more than n vectors must be linearly dependent.
  • 3. Slide 4.5- 3© 2012 Pearson Education, Inc. DIMENSION OF A VECTOR SPACE Theorem 10: If a vector space V has a basis of n vectors, then every basis of V must consist of exactly n vectors.
  • 4. Slide 4.5- 4© 2012 Pearson Education, Inc. DIMENSION OF A VECTOR SPACE Definition: If V is spanned by a finite set, then V is said to be finite-dimensional, and the dimension of V, written as dim V, is the number of vectors in a basis for V. The dimension of the zero vector space {0} is defined to be zero. If V is not spanned by a finite set, then V is said to be infinite- dimensional.
  • 5. Dimension - Examples  Dim Rn?  Dim Pn?  𝐯1 = 3 6 2 , 𝐯2 = −1 0 1 , H=Span{v1,v2}, Dim H? Slide 2.2- 5© 2012 Pearson Education, Inc.
  • 6. Dimension - Examples Find the dimension of the subspace Slide 2.2- 6© 2012 Pearson Education, Inc. 3 6 5 4 : , , , in 2 5 a b c a d H a b c d b c d d                    
  • 7. Geometric Interpretation of Subspaces of R3  0-dimensional  origin  1-dimensional  line through the origin  2-dimensional  plane through the origin  3-dimensional  all of R3 Slide 2.2- 7© 2012 Pearson Education, Inc.
  • 8. Slide 4.5- 8© 2012 Pearson Education, Inc. SUBSPACES OF A FINITE-DIMENSIONAL SPACE Theorem 11: Let H be a subspace of a finite- dimensional vector space V. Any linearly independent set in H can be expanded, if necessary, to a basis for H. Also, H is finite- dimensional and dim H ≤ dim V
  • 9. Slide 4.5- 9© 2012 Pearson Education, Inc. THE BASIS THEOREM Theorem 12: Let V be a p-dimensional vector space, p ≥ 1. Any linearly independent set of exactly p elements in V is automatically a basis for V. Any set of exactly p elements that spans V is automatically a basis for V.
  • 10. Slide 4.5- 10© 2012 Pearson Education, Inc. THE DIMENSIONS OF NUL A AND COL A  dim Nul(A) = # free vars in Ax=0  dim Col(A) = # pivot columns in A
  • 11. Slide 4.5- 11© 2012 Pearson Education, Inc. DIMENSIONS OF NUL A AND COL A  Example 2: Find the dimensions of the null space and the column space of 3 6 1 1 7 1 2 2 3 1 2 4 5 8 4 A              
  • 12. © 2012 Pearson Education, Inc. Vector Spaces RANK
  • 13. Slide 4.6- 13© 2012 Pearson Education, Inc. THE ROW SPACE  If A is an matrix, each row of A has n entries and thus can be identified with a vector in Rn.  The set of all linear combinations of the row vectors is called the row space of A and is denoted by Row A.  Since the rows of A are identified with the columns of AT, we could also write Col AT in place of Row A. m n
  • 14. Slide 4.6- 14© 2012 Pearson Education, Inc. THE ROW SPACE Theorem 13: If two matrices A and B are row equivalent, then their row spaces are the same. If B is in echelon form, the nonzero rows of B form a basis for the row space of A as well as for that of B. Important:  Use pivot cols of A for basis of Col(A)  Use pivot rows of REF(A) for basis of Row(A)
  • 15. Slide 4.6- 15© 2012 Pearson Education, Inc. THE ROW SPACE - Example Example 1: Find bases for the row space, the column space, and the null space of the matrix 2 5 8 0 17 1 3 5 1 5 3 11 19 7 1 1 7 13 5 3              
  • 16. Slide 4.6- 16© 2012 Pearson Education, Inc. RANK- Definition  Definition: rank of A is the dim Col(A).  Since Row A is the same as Col AT, the dimension of the row space of A is the rank of AT.  The dimension of the null space is sometimes called the nullity of A.
  • 17. THE RANK THEOREM Theorem 14: The dimensions of the column space and the row space of an mxn matrix A are equal. This common dimension, the rank of A, also equals the number of pivot positions in A and satisfies the equation: rank A + dim Nul(A) = n Slide 2.2- 17© 2012 Pearson Education, Inc.
  • 18. Slide 4.6- 18© 2012 Pearson Education, Inc. THE RANK THEOREM Proof: dim Col(A)  # pivot columns in REF(A) = #pivots dim Row(A)  # nonzero rows in REF(A) = #pivots dim Nul(A)  #free vars in Ax=0 = #nonpivot cols
  • 19. Slide 4.6- 19© 2012 Pearson Education, Inc. THE RANK THEOREM - Example Example 2: a. If A is a 7x9 matrix with a two-dimensional null space, what is the rank of A? b. Could a 6x9 matrix have a two-dimensional null space?
  • 20. Slide 4.6- 20© 2012 Pearson Education, Inc. THE INVERTIBLE MATRIX THEOREM (CONTD)  Theorem: Let A be an nxn matrix. Then the following statements are each equivalent to the statement that A is an invertible matrix. m. The columns of A form a basis of Rn. n. Col(A) = Rn o. dim Col(A) = n p. rank A = n q. Nul(A) = {0} r. dim Nul(A) = 0
  • 21. Practice Problem 𝐴 = 2 −1 1 −6 8 1 −2 −4 3 −2 −7 8 10 3 −10 4 −5 −7 0 4 ~ 1 −2 −4 3 6 0 3 9 −12 12 0 0 0 0 0 0 0 0 0 0 1. Find rank A 2. Find dim Nul(A) 3. Find basis for Col(A) 4. Find basis for Row(A) 5. What is the next step to find basis for Nul(A)? 6. How many pivots in REF(AT)? Slide 2.2- 21© 2012 Pearson Education, Inc.
  • 22. Markov Chains Slide 2.2- 22© 2012 Pearson Education, Inc. State 1 State 2 Probability going from 1 to 2 Prob staying in state 1 Probability going from 2 to 1 Prob staying in state 2
  • 23. Stochastic Matrix  Square matrix  Columns are probability vectors  aij is probability of going from state i to state j Slide 2.2- 23© 2012 Pearson Education, Inc.
  • 24. Markov Chain  Sequence of state vectors, xk, such that xk+1 = Pxk  Next state depends only on current state Slide 2.2- 24© 2012 Pearson Education, Inc.
  • 25. Markov Chains - Example Slide 2.2- 25© 2012 Pearson Education, Inc. City Suburbs .4 .6 .3 .7
  • 26. Stochastic Matrix - Example  Find the stochastic matrix for the previous example.  Use the stochastic matrix to predict next year’s populations if this year’s populations are:  City: 600,000  Suburbs: 400,000 Slide 2.2- 26© 2012 Pearson Education, Inc.
  • 27. Steady State Vector  Pq= q  Every stochastic matrix has a steady state vector  Theorem 18: If P is an nxn regular stochastic matrix, then P has a unique steady-state vector q. Further, if x0 is any initial state, the Markov chain converges to q.  Regular: some power of P contains only strictly positive entries Slide 2.2- 27© 2012 Pearson Education, Inc.
  • 28. Regular Matrix - Example  Is P = 1 .3 0 .7 a regular stochastic matrix? Slide 2.2- 28© 2012 Pearson Education, Inc.
  • 29. Steady State Vector - Example  Find the steady state vector for the city/suburb example. Slide 2.2- 29© 2012 Pearson Education, Inc.