Linear independence

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In linear algebra, a family of vectors is linearly independent if none of them can be written as a linear combination of finitely many other vectors in the collection. A family of vectors which is not linearly independent is called linearly dependent. For instance, in the three-dimensional real vector space R3 we have the following example.

\begin{matrix} \mbox{independent}\qquad\\ \underbrace{   \overbrace{     \begin{bmatrix}0\\0\\1\end{bmatrix},     \begin{bmatrix}0\\2\\-2\end{bmatrix},     \begin{bmatrix}1\\-2\\1\end{bmatrix}   },   \begin{bmatrix}4\\2\\3\end{bmatrix} }\\ \mbox{dependent}\\ \end{matrix}

Here the first three vectors are linearly independent; but the fourth vector equals 9 times the first plus 5 times the second plus 4 times the third, so the four vectors together are linearly dependent. Linear dependence is a property of the family, not of any particular vector; here we could just as well write the first vector as a linear combination of the last three.

\bold{v}_1 = \left(-\frac{5}{9}\right) \bold{v}_2 + \left(-\frac{4}{9}\right) \bold{v}_3 + \frac{1}{9} \bold{v}_4 .

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[edit] Formal definition

Let v1, v2, ..., vn be vectors. We say that they are linearly dependent if there exist numbers a1, a2, ..., an, not all equal to zero, such that

a_1 \mathbf{v}_1 + a_2 \mathbf{v}_2 + \cdots + a_n \mathbf{v}_n = \mathbf{0}.

Note that the zero on the right is the zero vector, not the number zero.

If such numbers do not exist, then the vectors are said to be linearly independent. This condition can be reformulated as follows: Whenever a1, a2, ..., an are numbers such that

a_1 \mathbf{v}_1 + a_2 \mathbf{v}_2 + \cdots + a_n \mathbf{v}_n = \mathbf{0},

we have ai = 0 for i = 1, 2, ..., n, i.e. only the trivial solution exists.

More generally, let V be a vector space over a field K, and let {vi}iI be a family of elements of V. The family is linearly dependent over K if there exists a family {aj}jJ of elements of K, not all zero, such that

\sum_{j \in J} a_j \mathbf{v}_j = \mathbf{0} \,

where the index set J is a nonempty, finite subset of I.

A set X of elements of V is linearly independent if the corresponding family {x}xX is linearly independent.

Equivalently, a family is dependent if a member is in the linear span of the rest of the family, i.e., a member is a linear combination of the rest of the family.

A set of vectors which is linearly independent and spans some vector space, forms a basis for that vector space.

[edit] Geometric meaning

A geographic example may help to clarify the concept of linear independence. A person describing the location of a certain place might say, "It is 5 miles north and 6 miles east of here." This is sufficient information to describe the location, because the geographic coordinate system may be considered a 2-dimensional vector space (ignoring altitude). The person might add, "The place is 7.81 miles northeast of here." Although this last statement is true, it is not necessary.

In this example the "5 miles north" vector and the "6 miles east" vector are linearly independent. That is to say, the north vector cannot be described in terms of the east vector, and vice versa. The third "7.81 miles northeast" vector is a linear combination of the other two vectors, and it makes the set of vectors linearly dependent, that is, one of the three vectors is unnecessary.

Note that in this example, any of the three vectors may be described as a linear combination of the other two. While it might be inconvenient, one could describe "6 miles east" in terms of north and northeast. (For example, "Go 5 miles south (mathematically, -5 miles north) and then go 7.81 miles northeast.") Similarly, the north vector is a linear combination of the east and northeast vectors.

Also note that if altitude is not ignored, it becomes necessary to add a third vector to the linearly independent set. In general, n linearly independent vectors are required to describe a location in n-dimensional space.

[edit] Example I

The vectors (1, 1) and (−3, 2) in R2 are linearly independent.

[edit] Proof

Let a, b be two real numbers such that

a(1,1) + b( − 3,2) = (0,0)

Then

\left( a - 3b, a + 2b\right) = \left(0, 0\right) and
a − 3b = 0 and a + 2b = 0.

Solving for a and b, we find that a = 0 and b = 0.

[edit] Alternative method using determinants

An alternative method uses the fact that n vectors in Rn are linearly dependent if and only if the determinant of the matrix formed by the vectors is zero.

In this case, the matrix formed by the vectors is

A = \begin{bmatrix}1&-3\\1&2\end{bmatrix}. \,

The determinant of this matrix is

\det(A) = 1\cdot2 - 1\cdot(-3) = 5 \ne 0.

Since the determinant is non-zero, the vectors (1, 1) and (−3, 2) are linearly independent.

This method can only be applied when the number of vectors equals the length of the vectors.

[edit] Example II

Let V = Rn and consider the following elements in V:

\begin{matrix} \mathbf{e}_1 & = & (1,0,0,\ldots,0) \\ \mathbf{e}_2 & = & (0,1,0,\ldots,0) \\ & \vdots \\ \mathbf{e}_n & = & (0,0,0,\ldots,1).\end{matrix}

Then e1, e2, ..., en are linearly independent.

[edit] Proof

Suppose that a1, a2, ..., an are elements of R such that

a_1 \mathbf{e}_1 + a_2 \mathbf{e}_2 + \cdots + a_n \mathbf{e}_n = 0 . \,\!

Since

a_1 \mathbf{e}_1 + a_2 \mathbf{e}_2 + \cdots + a_n \mathbf{e}_n = (a_1 ,a_2 ,\ldots, a_n) , \,\!

then ai = 0 for all i in {1, ..., n}.

[edit] Example III

Let V be the vector space of all functions of a real variable t. Then the functions et and e2t in V are linearly independent.

[edit] Proof

Suppose a and b are two real numbers such that

aet + be2t = 0

for all values of t. We need to show that a = 0 and b = 0. In order to do this, we divide through by et (which is never zero) and subtract to obtain

bet = −a

In other words, the function bet must be independent of t, which only occurs when b = 0. It follows that a is also zero.

[edit] The projective space of linear dependences

A linear dependence among vectors v1, ..., vn is a tuple (a1, ..., an) with n scalar components, not all zero, such that

a_1 \mathbf{v}_1 + \cdots + a_n \mathbf{v}_n=0. \,

If such a linear dependence exists, then the n vectors are linearly dependent. It makes sense to identify two linear dependences if one arises as a non-zero multiple of the other, because in this case the two describe the same linear relationship among the vectors. Under this identification, the set of all linear dependences among v1, ...., vn is a projective space.

[edit] See also