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11 - Vector Space

- The document discusses basic concepts of vectors and vector spaces including graphical representation of vectors, length and addition of vectors, scalar multiplication, dot products, and properties of vector addition and scalar multiplication. - It provides examples of vector spaces such as real number spaces R, R2, R3 and polynomial spaces. Any set of vectors that satisfies the 10 properties/axioms is a vector space. - The concepts of spanning set and linear combination are introduced. Any two distinct vectors can span R2 and a linear combination of vectors can represent other vectors in the space. - A subspace is defined as a nonempty set of a vector space that itself satisfies the vector space properties under the operations of the original

Uploaded by

Winnie Lam
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
50 views

11 - Vector Space

- The document discusses basic concepts of vectors and vector spaces including graphical representation of vectors, length and addition of vectors, scalar multiplication, dot products, and properties of vector addition and scalar multiplication. - It provides examples of vector spaces such as real number spaces R, R2, R3 and polynomial spaces. Any set of vectors that satisfies the 10 properties/axioms is a vector space. - The concepts of spanning set and linear combination are introduced. Any two distinct vectors can span R2 and a linear combination of vectors can represent other vectors in the space. - A subspace is defined as a nonempty set of a vector space that itself satisfies the vector space properties under the operations of the original

Uploaded by

Winnie Lam
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematical Methods

in Economics I
Vector Space
Larson 4.1-4.3
Graphical Representation of a Vector
𝑢𝑢1
𝑢𝑢 = 𝑢𝑢 𝑢𝑢2
2
e.g.
2 3
𝑢𝑢 =
3
𝑢𝑢1
2
Length of a Vector
Length of a vector is called norm
𝑢𝑢2
and is denoted by ⋅ . For real
vectors, it is defined as:
3
𝑢𝑢⃑ = 𝑢𝑢12 + ⋯+ 𝑢𝑢𝑛𝑛2

2 𝑢𝑢1
𝑢𝑢 = 2
3
𝑢𝑢⃑ = 22 + 32 = 13
Graphical Representation of
Vector Addition
𝑢𝑢2
2
𝑢𝑢 =
3 4
𝑣𝑣
3
𝑣𝑣⃑ = 𝑢𝑢
1 𝑢𝑢 𝑢𝑢 + 𝑣𝑣
5
𝑢𝑢 + 𝑣𝑣⃑ = 𝑣𝑣
4 5
𝑢𝑢1
Graphical Representation of
Vector Addition
2 𝑢𝑢2
𝑢𝑢 =
3
𝑢𝑢
−2
−𝑢𝑢 =
−3 𝑢𝑢1
0 0
𝑢𝑢 + −𝑢𝑢 = −𝑢𝑢 0
0
Graphical Representation of
Scalar Multiplication
𝑢𝑢2
3
𝑢𝑢 = , 𝑐𝑐 = 2
1
6
𝑐𝑐𝑢𝑢 =
2 2
𝑐𝑐𝑐𝑐
𝑢𝑢
𝑢𝑢1
6
Dot Product of Perpendicular Vectors
An interesting fact: if two vectors
are perpendicular to each other, 𝑢𝑢2
their dot product is zero:
2 0
𝑢𝑢 = , 𝑣𝑣⃑ =
0 3
𝑢𝑢 ⋅ 𝑣𝑣⃑ = 2 × 0 + 0 × 3 = 0 𝑦𝑦 𝑣𝑣 𝑥𝑥
1 −1
𝑥𝑥⃑ = , 𝑦𝑦⃑ = 𝑢𝑢1
1 1 𝑢𝑢
𝑥𝑥⃑ ⋅ 𝑦𝑦⃑ = 1 × −1 + 1 × 1 = 0
We say the vectors are
orthogonal to each other
Properties of Vector Addition
2
and Scalar Multiplication in ℝ
• 𝑢𝑢 + 𝑣𝑣⃑ is a vector in ℝ2 • 𝑐𝑐𝑢𝑢 is a vector in ℝ2
• 𝑢𝑢 + 𝑣𝑣⃑ = 𝑣𝑣⃑ + 𝑢𝑢 • 𝑐𝑐 𝑢𝑢 + 𝑣𝑣⃑ = 𝑐𝑐𝑢𝑢 + 𝑐𝑐 𝑣𝑣⃑
• 𝑢𝑢 + 𝑣𝑣⃑ + 𝑤𝑤 • 𝑐𝑐 + 𝑑𝑑 𝑢𝑢 = 𝑐𝑐𝑢𝑢 + 𝑑𝑑𝑢𝑢
= 𝑢𝑢 + 𝑣𝑣⃑ + 𝑤𝑤 • 𝑐𝑐 𝑑𝑑𝑢𝑢 = 𝑐𝑐𝑐𝑐 𝑢𝑢
• 𝑢𝑢 + 0 = 𝑢𝑢 • 1 𝑢𝑢 = 𝑢𝑢
0 is called a zero vector
R: real number space
• 𝑢𝑢 + −𝑢𝑢 = 0 2: 2-d
Vector Space
Let 𝑉𝑉 be a set of vectors. 𝑉𝑉 is a vector space if the
following properties are satisfied for every vector 𝑢𝑢, 𝑣𝑣⃑
and 𝑤𝑤 and every real number 𝑐𝑐 and 𝑑𝑑:
• 𝑢𝑢 + 𝑣𝑣⃑ is a vector in 𝑉𝑉 • 𝑐𝑐𝑢𝑢 is a vector in 𝑉𝑉
• 𝑢𝑢 + 𝑣𝑣⃑ = 𝑣𝑣⃑ + 𝑢𝑢 • 𝑐𝑐 𝑢𝑢 + 𝑣𝑣⃑ = 𝑐𝑐𝑢𝑢 + 𝑐𝑐 𝑣𝑣⃑
• 𝑢𝑢 + 𝑣𝑣⃑ + 𝑤𝑤 • 𝑐𝑐 + 𝑑𝑑 𝑢𝑢 = 𝑐𝑐𝑢𝑢 + 𝑑𝑑𝑢𝑢
= 𝑢𝑢 + 𝑣𝑣⃑ + 𝑤𝑤
• 𝑐𝑐 𝑑𝑑𝑢𝑢 = 𝑐𝑐𝑐𝑐 𝑢𝑢
• 𝑢𝑢 + 0 = 𝑢𝑢
0 is called a zero vector • 1 𝑢𝑢 = 𝑢𝑢

• 𝑢𝑢 + −𝑢𝑢 = 0
Examples of Vector Spaces
• Real number spaces: ℝ, ℝ2 , ℝ3 …
same length
𝑎𝑎1 𝑏𝑏1 𝑎𝑎1 𝑏𝑏1 𝑎𝑎1 + 𝑏𝑏1
⋮ , ⋮ ∈ 𝑅𝑅𝑛𝑛 ⋮ + ⋮ = ⋮ ∈ 𝑅𝑅𝑛𝑛
𝑎𝑎𝑛𝑛 𝑏𝑏𝑛𝑛 𝑎𝑎𝑛𝑛 𝑏𝑏𝑛𝑛 𝑎𝑎𝑛𝑛 + 𝑏𝑏𝑛𝑛
• Polynomial spaces: any set containing all polynomials of the
same order or smaller
3𝑥𝑥 2 + 4𝑥𝑥, 5𝑥𝑥 2 + 𝑥𝑥 ∈ 𝑃𝑃2
3𝑥𝑥 2 + 4𝑥𝑥 + 5𝑥𝑥 2 + 𝑥𝑥 = 8𝑥𝑥 2 + 5𝑥𝑥 ∈ 𝑃𝑃2
• Matrix spaces: any set containing all matrices of the same size
1 2 3 7 0 9
, ∈ 𝑀𝑀2,3
4 5 6 2 8 1
1 2 3 7 0 9 8 2 12
+ = ∈ 𝑀𝑀2,3
4 5 6 2 8 1 6 13 7
Example: Is ℝ a Vector Space?
To verify a set is a vector space, we need to check all
10 properties, which are called axioms:
• 𝑢𝑢 + 𝑣𝑣⃑ is a vector in 𝑉𝑉
• 𝑢𝑢 + 𝑣𝑣⃑ = 𝑣𝑣⃑ + 𝑢𝑢
• 𝑢𝑢 + 𝑣𝑣⃑ + 𝑤𝑤
= 𝑢𝑢 + 𝑣𝑣⃑ + 𝑤𝑤
• 𝑢𝑢 + 0 = 𝑢𝑢
0 is called a zero vector
• 𝑢𝑢 + −𝑢𝑢 = 0
Example: Is ℝ a Vector Space?
To verify a set is a vector space, we need to check all
10 properties, which are called axioms:

• 𝑐𝑐𝑢𝑢 is a vector in 𝑉𝑉
• 𝑐𝑐 𝑢𝑢 + 𝑣𝑣⃑ = 𝑐𝑐𝑢𝑢 + 𝑐𝑐𝑣𝑣⃑
• 𝑐𝑐 + 𝑑𝑑 𝑢𝑢 = 𝑐𝑐𝑢𝑢 + 𝑑𝑑𝑢𝑢
• 𝑐𝑐 𝑑𝑑𝑢𝑢 = 𝑐𝑐𝑐𝑐 𝑢𝑢
• 1 𝑢𝑢 = 𝑢𝑢
Spanning Set
𝑢𝑢2
• You can represent any
𝑣𝑣
point on ℝ2 as the sum
of the scalar multiples
of two “distinct” vectors 𝑢𝑢
7
• E.g. 𝑢𝑢 = 2 , 𝑣𝑣⃑ = 3 , −𝑣𝑣
7
3 1
7 𝑢𝑢
= 2𝑢𝑢 + 𝑣𝑣⃑ −1
7 2 𝑣𝑣
𝑢𝑢1
−1
= 𝑢𝑢 − 𝑣𝑣⃑
2
Spanning Set
• All vectors in ℝ2 can be represented as a linear
combination of 𝑢𝑢 and 𝑣𝑣: ⃑
For any 𝑤𝑤 ∈ ℝ2 , there exist scalars 𝑐𝑐 and 𝑑𝑑 such that
𝑤𝑤 = 𝑐𝑐𝑢𝑢 + 𝑑𝑑 𝑣𝑣⃑

• We say 𝑢𝑢 = 2 and 𝑣𝑣⃑ = 3 span ℝ2


3 1
Or equivalently, the set of vectors (𝑢𝑢, 𝑣𝑣) ⃑ is a spanning
2
set of ℝ
• Notice that you can span ℝ2 with any two “distinct”
vectors in ℝ2
 As long as 𝑢𝑢 ≠ 𝑐𝑐𝑣𝑣⃑ for any scalar 𝑐𝑐
= the vectors cannot be multiples of each other
= the vectors are pointing along different lines
Linear Combination
• If 𝑤𝑤 = 𝑐𝑐𝑢𝑢 + 𝑑𝑑 𝑣𝑣,
⃑ how do we find 𝑐𝑐 and 𝑑𝑑 given 𝑤𝑤, 𝑢𝑢 and 𝑣𝑣?
⃑
• This is a linear algebra problem, so you can use any of the tools
you have learnt so far to solve it: back substitution, Gaussian
Elimination,…
• E.g. 𝑢𝑢 = 2 , 𝑣𝑣⃑ = 3 , 𝑤𝑤 = 7
3 1 6
7 2 3
=c + 𝑑𝑑
6 3 1
7 = 2𝑐𝑐 + 3𝑑𝑑
�
6 = 3𝑐𝑐 + 𝑑𝑑
11 9
𝑐𝑐 = , 𝑑𝑑 =
7 7
Example: 挾公仔機
• Moving along 3 axes
is enough to reach
every point in a
3-dimensional space
• In other words, 3
vectors span 𝑅𝑅3
Subspace
• A nonempty set 𝑊𝑊 of a vector space 𝑉𝑉 is a subspace
of 𝑉𝑉 when 𝑊𝑊 is a vector space under the operations of
addition and scalar multiplication defined in 𝑉𝑉
• Example: 𝑊𝑊 = { 𝑥𝑥1 , 0, 𝑥𝑥3 |𝑥𝑥1 , 𝑥𝑥3 ∈ ℝ} is a subspace
of ℝ3
 Under the addition and scalar multiplication rules of ℝ3 , all
the requirement of being a vector space is satisfied. E.g.:
𝑥𝑥1 , 0, 𝑥𝑥3 + 𝑥𝑥1′ , 0, 𝑥𝑥3′ = 𝑥𝑥1 + 𝑥𝑥1′ , 0, 𝑥𝑥3 + 𝑥𝑥3′ ∈ 𝑊𝑊
𝑐𝑐 𝑥𝑥1 , 0, 𝑥𝑥3 = 𝑐𝑐𝑥𝑥1 , 0, 𝑐𝑐𝑥𝑥3 ∈ 𝑊𝑊
 Does 𝑊𝑊 equal ℝ3 ? No, because 𝑥𝑥1 , 𝑥𝑥2 , 𝑥𝑥3 ∉ 𝑊𝑊 if 𝑥𝑥2 ≠ 0
• The above 2 axioms are sufficient for proving that a set
is a subspace. No need to go through all 10 axioms.
Example: 挾公仔機
• The plane spanned
by any 2 axes is a
subspace of 𝑅𝑅3
Example: 挾公仔機
• The plane spanned
by any 2 axes is a
subspace of 𝑅𝑅3
Example: 挾公仔機
• The plane spanned
by any 2 axes is a
subspace of 𝑅𝑅3

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