Understanding Linear Algebra

Matrix multiplication allows us to rewrite a linear system in the form \(A\xvec = \bvec\text<.>\) Besides being a more compact way of expressing a linear system, this form allows us to think about linear systems geometrically since matrix multiplication is defined in terms of linear combinations of vectors.

We now return to our two fundamental questions, rephrased here in terms of matrix multiplication. Existence: Is there a solution to the equation \(A\xvec=\bvec\text\) Uniqueness: If there is a solution to the equation \(A\xvec=\bvec\text\) is it unique?

In this section, we focus on the existence question and see how it leads to the concept of the span of a set of vectors.

Preview Activity 2.3.1 . The existence of solutions.

If the equation \(A\xvec = \bvec\) is inconsistent, what can we say about the pivot positions of the augmented matrix \(\left[\begin A \amp \bvec \end\right]\text\)

Consider the matrix \(A\)

\begin A = \left[ \begin 1 \amp 0 \amp -2 \\ -2 \amp 2 \amp 2 \\ 1 \amp 1 \amp -3 \end\right]\text <.>\end

If \(\bvec=\threevec<2><2>\text\) is the equation \(A\xvec = \bvec\) consistent? If so, find a solution. If \(\bvec=\threevec<2><2>\text\) is the equation \(A\xvec = \bvec\) consistent? If so, find a solution. Identify the pivot positions of \(A\text<.>\)

For our two choices of the vector \(\bvec\text<,>\) one equation \(A\xvec = \bvec\) has a solution and the other does not. What feature of the pivot positions of the matrix \(A\) tells us to expect this?

Subsection 2.3.1 The span of a set of vectors

In the preview activity, we considered a \(3\times3\) matrix \(A\) and found that the equation \(A\xvec = \bvec\) has a solution for some vectors \(\bvec\) in \(\real^3\) and has no solution for others. We will introduce a concept called span that describes the vectors \(\bvec\) for which there is a solution.

We can write an \(m\times n\) matrix \(A\) in terms of its columns \begin A = \left[\begin \vvec_1\amp\vvec_2\amp\cdots\amp\vvec_n \end\right]\text \end

Remember that Proposition 2.2.4 says that the equation \(A\xvec = \bvec\) is consistent if and only if we can express \(\bvec\) as a linear combination of \(\vvec_1,\vvec_2,\ldots,\vvec_n\text<.>\)

Definition 2.3.1 .

The of a set of vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\) is the set of all linear combinations that can be formed from the vectors.

Alternatively, if \(A = \begin \vvec_1 \amp \vvec_2 \amp \cdots \amp \vvec_n \end\text\) then the span of the vectors consists of all vectors \(\bvec\) for which the equation \(A\xvec = \bvec\) is consistent.

Example 2.3.2 .

Considering the set of vectors \(\vvec=\twovec<-2>\) and \(\wvec = \twovec\text\) we see that the vector \begin \bvec = 3\vvec + \wvec = \twovec2 \end

is one vector in the span of the vectors \(\vvec\) and \(\wvec\) because it is a linear combination of \(\vvec\) and \(\wvec\text<.>\)

To determine whether the vector \(\bvec=\twovec<5>\) is in the span of \(\vvec\) and \(\wvec\text\) we form the matrix

\begin A = \begin \vvec \amp \wvec \end = \begin -2 \amp 8 \\ 1 \amp -4 \\ \end \end and consider the equation \(A\xvec=\bvec\text<.>\) We have

\begin \left[ \begin -2 \amp 8 \amp 5 \\ 1 \amp -4 \amp 2 \\ \end \right] \sim \left[ \begin 1 \amp -4 \amp 0 \\ 0 \amp 0 \amp 1 \\ \end \right], \end

which shows that the equation \(A\xvec = \bvec\) is inconsistent. Therefore, \(\bvec=\twovec52\) is one vector that is not in the span of \(\vvec\) and \(\wvec\text<.>\)

Activity 2.3.2 .

Let’s look at two examples to develop some intuition for the concept of span. First, we will consider the set of vectors \begin \vvec = \twovec, ~~~\wvec = \twovec\text \end

The figure shows us that \(\bvec = \vvec + 2\wvec = \twovec02\) is a linear combination of \(\vvec\) and \(\wvec\text<.>\) Indeed, we can verify this algebraically by constructing the linear system

\begin \begin\vvec \amp \wvec \end ~ \xvec = \twovec02, \end whose corresponding augmented matrix has the reduced row echelon form

\begin \left[ \begin 2 \amp -1 \amp 0 \\ 0 \amp 1 \amp 2 \\ \end \right] \sim \left[ \begin 1 \amp 0 \amp 1 \\ 0 \amp 1 \amp 2 \\ \end \right]. \end

Because this system is consistent, we know that \(\bvec=\twovec02\) is in the span of \(\vvec\) and \(\wvec\text<.>\)

In fact, we can say more. Notice that the coefficient matrix \begin \begin 2 \amp -1 \\ 0 \amp 1 \\ \end \sim \begin 1 \amp 0 \\ 0 \amp 1 \\ \end \end

has a pivot position in every row. This means that for any other vector \(\bvec\text<,>\) the augmented matrix corresponding to the equation \(\begin\vvec \amp \wvec \end ~\xvec = \bvec\) cannot have a pivot position in its rightmost column:

\begin \left[ \begin 2 \amp -1 \amp * \\ 0 \amp 1 \amp * \\ \end \right] \sim \left[ \begin 1 \amp 0 \amp * \\ 0 \amp 1 \amp * \\ \end \right]. \end

Therefore, the equation \(\begin\vvec \amp \wvec \end ~\xvec = \bvec\) is consistent for every two-dimensional vector \(\bvec\text\) which tells us that every two-dimensional vector is in the span of \(\vvec\) and \(\wvec\text<.>\) In this case, we say that the span of \(\vvec\) and \(\wvec\) is \(\real^2\text<.>\)

The intuitive meaning is that we can walk to any point in the plane by moving an appropriate distance in the \(\vvec\) and \(\wvec\) directions.

Example 2.3.7 .

Now let’s consider the vectors \(\vvec=\twovec<-1>1\) and \(\wvec=\twovec2\) as shown in Figure 2.3.8.

From the figure, we expect that \(\bvec = \twovec02\) is not a linear combination of \(\vvec\) and \(\wvec\text<.>\) Once again, we can verify this algebraically by constructing the linear system

\begin \begin\vvec \amp \wvec \end ~ \xvec = \twovec02. \end The augmented matrix has the reduced row echelon form

\begin \left[ \begin -1 \amp 2 \amp 0 \\ 1 \amp -2 \amp 2 \\ \end \right] \sim \left[ \begin 1 \amp -2 \amp 0 \\ 0 \amp 0 \amp 1 \\ \end \right], \end

from which we see that the system is inconsistent. Therefore, \(\bvec=\twovec02\) is not in the span of \(\vvec\) and \(\wvec\text<.>\)

We should expect this behavior from the coefficient matrix \begin \begin -1 \amp 2 \\ 1 \amp -2 \\ \end \sim \begin 1 \amp -2 \\ 0 \amp 0 \\ \end. \end

Because the second row of the coefficient matrix does not have a pivot position, it is possible for a linear system \(\begin\vvec \amp \wvec \end ~\xvec = \bvec\) to have a pivot position in its rightmost column:

\begin \left[ \begin -1 \amp 2 \amp * \\ 1 \amp -2 \amp * \\ \end \right] \sim \left[ \begin 1 \amp -2 \amp 0 \\ 0 \amp 0 \amp 1 \\ \end \right]. \end

If we notice that \(\wvec = -2\vvec\text<,>\) we see that any linear combination of \(\vvec\) and \(\wvec\text<,>\)

\begin c\vvec + d\wvec = c\vvec -2d\vvec = (c-2d)\vvec, \end

is actually a scalar multiple of \(\vvec\text<.>\) Therefore, the span of \(\vvec\) and \(\wvec\) is the line defined by the vector \(\vvec\text<.>\) Intuitively, this means that we can only walk to points on this line using these two vectors.

Notation 2.3.9 .

We will denote the span of the set of vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\) by \(\laspan<\vvec_1,\vvec_2,\ldots,\vvec_n>\text\)

In Example 2.3.5, we saw that \(\laspan = \real^2\text<.>\) However, for the vectors in Example 2.3.7, we saw that \(\laspan\) is simply a line.

Subsection 2.3.2 Pivot positions and span

A set of vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\) naturally defines a matrix \(A = \begin\vvec_1\amp\vvec_2\amp\cdots\vvec_n\end\) whose columns are the given vectors. As we’ve seen, a vector \(\bvec\) is in \(\laspan<\vvec_1,\vvec_2,\ldots,\vvec_n>\) precisely when the linear system \(A\xvec=\bvec\) is consistent.

The previous examples point to the fact that the span is related to the pivot positions of \(A\text<.>\) While Section 2.4 and Section 3.5 develop this idea more fully, we will now examine the possibilities in \(\real^3\text<.>\)

Activity 2.3.3 .

In this activity, we will look at the span of sets of vectors in \(\real^3\text<.>\)

Suppose \(\vvec=\threevec<1><1>\text<.>\) Give a geometric description of \(\laspan\) and a rough sketch of \(\vvec\) and its span in Figure 2.3.10.

Now consider the two vectors \begin \evec_1 = \threevec,~~~ \evec_2 = \threevec\text \end

Sketch the vectors below. Then give a geometric description of \(\laspan\) and a rough sketch of the span in Figure 2.3.11.

Let’s now look at this situation algebraically by writing write \(\bvec = \threevec\text<.>\) Determine the conditions on \(b_1\text\) \(b_2\text\) and \(b_3\) so that \(\bvec\) is in \(\laspan\) by considering the linear system

\begin \left[\begin \evec_1 \amp \evec_2 \\ \end\right] ~\xvec = \bvec \end \begin \left[\begin 1 \amp 0 \\ 0 \amp 1 \\ 0 \amp 0 \\ \end\right] \xvec = \threevec\text \end Explain how this relates to your sketch of \(\laspan\text\) Consider the vectors \begin \vvec_1 = \threevec,~~ \vvec_2 = \threevec. \end Is the vector \(\bvec=\threevec<1>\) in \(\laspan\text\) Is the vector \(\bvec=\threevec<-2>\) in \(\laspan\text\) Give a geometric description of \(\laspan\text\) Consider the vectors \begin \vvec_1 = \threevec, \vvec_2 = \threevec, \vvec_3 = \threevec\text \end

Form the matrix \(\left[\begin \vvec_1 \amp \vvec_2 \amp \vvec_3 \end\right]\) and find its reduced row echelon form.

What does this tell you about \(\laspan\text\)

If the span of a set of vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\) is \(\real^3\text<,>\) what can you say about the pivot positions of the matrix \(\left[\begin \vvec_1\amp\vvec_2\amp\ldots\amp\vvec_n \end\right]\text\)

What is the smallest number of vectors such that \(\laspan <\vvec_1,\vvec_2,\ldots,\vvec_n>= \real^3\text\) The types of sets that appear as the span of a set of vectors in \(\real^3\) are relatively simple.

First, with a single nonzero vector, all linear combinations are simply scalar multiples of that vector so that the span of this vector is a line, as shown in Figure 2.3.12.

Notice that the matrix formed by this vector has one pivot position. For example, \begin \threevec \sim \threevec\text \end

The span of two vectors in \(\real^3\) that do not lie on the same line will be a plane, as seen in Figure 2.3.13.

For example, the vectors \begin \vvec_1=\threevec,~~~ \vvec_2=\threevec \end lead to the matrix

\begin \left[\begin -2 \amp 1 \\ 3 \amp -1 \\ 1 \amp 3 \\ \end\right] \sim \left[\begin 1 \amp 0 \\ 0 \amp 1 \\ 0 \amp 0 \\ \end\right] \end

with two pivot positions. Finally, a set of three vectors, such as \begin \vvec_1=\threevec12,~~~ \vvec_2=\threevec201,~~~ \vvec_3=\threevec20 \end may form a matrix having three pivot positions

\begin \left[\begin \vvec_1 \amp \vvec_2 \amp \vvec_3 \end\right] = \left[\begin 1 \amp 2 \amp -2 \\ 2 \amp 0 \amp 2 \\ -1 \amp 1 \amp 0 \\ \end\right] \sim \left[\begin 1 \amp 0 \amp 0 \\ 0 \amp 1 \amp 0 \\ 0 \amp 0 \amp 1 \\ \end\right], \end

one in every row. When this happens, no matter how we augment this matrix, it is impossible to obtain a pivot position in the rightmost column:

\begin \left[\begin 1 \amp 2 \amp -2 \amp *\\ 2 \amp 0 \amp 2 \amp * \\ -1 \amp 1 \amp 0 \amp * \\ \end\right] \sim \left[\begin 1 \amp 0 \amp 0 \amp *\\ 0 \amp 1 \amp 0 \amp * \\ 0 \amp 0 \amp 1 \amp * \\ \end\right]. \end

Therefore, any linear system \(\begin\vvec_1\amp\vvec_2\amp\vvec_3\end ~\xvec = \bvec\) is consistent, which tells us that \(\laspan = \real^3\text<.>\)

To summarize, we looked at the pivot positions in a matrix whose columns are the three-dimensional vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\text<.>\) We found that with

one pivot position, the span was a line. two pivot positions, the span was a plane. three pivot positions, the span was \(\real^3\text<.>\)

Though we will return to these ideas later, for now take note of the fact that the span of a set of vectors in \(\real^3\) is a relatively simple, familiar geometric object.

The reasoning that led us to conclude that the span of a set of vectors is \(\real^3\) when the associated matrix has a pivot position in every row applies more generally.

Proposition 2.3.14 .

Suppose we have vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\) in \(\real^m\text<.>\) Then \(\laspan<\vvec_1,\vvec_2,\ldots,\vvec_n>=\real^m\) if and only if the matrix \(\left[\begin \vvec_1\amp\vvec_2\amp\cdots\amp\vvec_n \end\right]\) has a pivot position in every row.

This tells us something important about the number of vectors needed to span \(\real^m\text<.>\) Suppose we have \(n\) vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\) that span \(\real^m\text<.>\) The proposition tells us that the matrix \(A = \left[\begin \vvec_1\amp\vvec_2\amp\ldots\amp\vvec_n \end\right]\) has a pivot position in every row, such as in this reduced row echelon matrix.

\begin \left[\begin 1 \amp 0 \amp * \amp 0 \amp * \amp 0 \\ 0 \amp 1 \amp * \amp 0 \amp * \amp 0 \\ 0 \amp 0 \amp 0 \amp 1 \amp * \amp 0 \\ 0 \amp 0 \amp 0 \amp 0 \amp 0 \amp 1 \\ \end\right]. \end

Since a matrix can have at most one pivot position in a column, there must be at least as many columns as there are rows, which implies that \(n\geq m\text<.>\) For instance, if we have a set of vectors that span \(\real^\text\) there must be at least 632 vectors in the set.

Proposition 2.3.15 .

A set of vectors whose span is \(\real^m\) contains at least \(m\) vectors.

We have thought about a linear combination of a set of vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\) as the result of walking a certain distance in the direction of \(\vvec_1\text<,>\) followed by walking a certain distance in the direction of \(\vvec_2\text<,>\) and so on. If \(\laspan <\vvec_1,\vvec_2,\ldots,\vvec_n>= \real^m\text<,>\) this means that we can walk to every point in \(\real^m\) using the directions \(\vvec_1,\vvec_2,\ldots,\vvec_n\text<.>\) Intuitively, this proposition is telling us that we need at least \(m\) directions to have the flexibility needed to reach every point in \(\real^m\text<.>\)

Terminology.

Because span is a concept that is connected to a set of vectors, we say, “The span of the set of vectors \(\vvec_1, \vvec_2, \ldots, \vvec_n\) is . ” While it may be tempting to say, “The span of the matrix \(A\) is . ” we should instead say “The span of the columns of the matrix \(A\) is . ”

Subsection 2.3.3 Summary

We defined the span of a set of vectors and developed some intuition for this concept through a series of examples.

The span of a set of vectors \(\vvec_1,\vvec_2,\ldots,\vvec_n\) is the set of linear combinations of the vectors. We denote the span by \(\laspan<\vvec_1,\vvec_2,\ldots,\vvec_n>\text<.>\)