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linindep.xml
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<?xml version="1.0" encoding="UTF-8"?>
<!--********************************************************************
Copyright 2017 Georgia Institute of Technology
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation. A copy of
the license is included in gfdl.xml.
*********************************************************************-->
<section xml:id="linear-independence">
<title>Linear Independence</title>
<objectives>
<ol>
<li>Understand the concept of linear independence.</li>
<li>Learn two criteria for linear independence.</li>
<li>Understand the relationship between linear independence and pivot columns / free variables.</li>
<li><em>Recipe:</em> test if a set of vectors is linearly independent / find an equation of linear dependence.</li>
<li><em>Picture:</em> whether a set of vectors in <m>\R^2</m> or <m>\R^3</m> is linearly independent or not.</li>
<li><em>Vocabulary words:</em> <term>linear dependence relation</term> / <term>equation of linear dependence</term>.</li>
<li><em>Essential vocabulary words:</em> <term>linearly independent</term>, <term>linearly dependent</term>.</li>
</ol>
</objectives>
<introduction>
<p>
Sometimes the span of a set of vectors is <q>smaller</q> than you expect from the
number of vectors, as in the picture below. This means that (at least) one of the vectors is redundant: it can be removed without affecting the span. In the present section, we formalize this idea in the notion of <em>linear independence</em>.
</p>
<figure xml:id="linindep-intro-pic">
<caption>Pictures of sets of vectors that are linearly dependent. Note that in each case, one vector is in the span of the others<mdash/>so it doesn<rsq/>t make the span bigger.</caption>
<image>
<latex-image-code>
<![CDATA[
\begin{tikzpicture}[thin border nodes, scale=.7, baseline=.5cm]
\draw[grid lines, light gray] (-3,-3) grid (4, 4);
\path[clip] (-3,-3) rectangle (4, 4);
\node[seq4] at (.5,2.5) {$\Span\{v,w\}$};
\draw[thin, seq4] ($-2*(2,2)$) -- ($2*(2,2)$);
\draw[vector, seq1] (0,0)
-- node[midway,above left,text=seq1] {$v$} (2,2);
\draw[vector, seq2] (0,0)
-- node[pos=.4,above left,text=seq2] {$w$} (-1,-1);
\point at (0,0);
\end{tikzpicture}
\qquad
\begin{tikzpicture}[myxyz, thin border nodes, baseline=0cm]
\path[clip, resetxy] (-4,-3) rectangle (4,3);
\def\v{(-1,2,1)}
\def\w{(1,2,.3)}
\def\u{(0,2,.65)}
\node[coordinate] (X) at \v {};
\node[coordinate] (Y) at \w {};
\begin{scope}[x=(X), y=(Y), transformxy]
\path[clip] (-1.5, 5) -- (1.5, -5) -- (1.5, -7) -- (-1.5, -7) -- cycle;
\fill[seq4!10, nearly opaque] (-1.5,-1) rectangle (1.5,2);
\draw[step=.5cm, seq4, very thin, opacity=.3] (-1.5,-1) grid (1.5,2);
\end{scope}
\begin{scope}[transformxy]
\fill[white, nearly opaque] (-2, -2) rectangle (3, 3);
\draw[grid lines] (-2, -2) grid (3, 3);
\end{scope}
\begin{scope}[x=(X), y=(Y), transformxy]
\path[clip] (-1.5, 5) -- (1.5, -5) -- (1.5, 7) -- (-1.5, 7) -- cycle;
\fill[seq4!10, nearly opaque] (-1.5,-1) rectangle (1.5,2);
\draw[step=.5cm, seq4, very thin, opacity=.3] (-1.5,-1) grid (1.5,2);
\end{scope}
\node[seq4] at (-1cm, 2cm) {$\Span\{u,v,w\}$};
\draw[vector, seq1] (0,0,0) --
node [midway, above] {$v$} \v;
%\draw[thin, densely dotted] \v -- \projxy\v;
\draw[vector, seq2] (0,0,0) --
node [midway, below] {\strut$w$} \w;
%\draw[thin, densely dotted] \w -- \projxy\w;
\draw[vector, seq3] (0,0,0) --
\u node [right] {$u$};
%\draw[thin, densely dotted] \u -- \projxy\u;
\draw[thin, densely dotted] \v -- \w;
\point at (0,0,0);
\end{tikzpicture}
]]>
</latex-image-code>
</image>
</figure>
</introduction>
<subsection>
<title>The Definition of Linear Independence</title>
<essential xml:id="linindep-defn-linindep">
<idx><h>Linear independence</h><h>definition of</h></idx>
<idx><h>Linear dependence</h><see>Linear independence</see></idx>
<statement>
<p>
A set of vectors <m>\{v_1,v_2,\ldots,v_k\}</m> is <term>linearly independent</term> if the vector equation
<me>x_1v_1 + x_2v_2 + \cdots + x_kv_k = 0</me>
has only the trivial solution <m>x_1=x_2=\cdots=x_k=0</m>. The set <m>\{v_1,v_2,\ldots,v_k\}</m> is <term>linearly dependent</term> otherwise.
</p>
</statement>
</essential>
<p>
<idx><h>Linear Independence</h><h>linear dependence relation</h></idx>
<idx><h>Linear Independence</h><h>equation of linear dependence</h></idx>
<idx><h>Equation of linear dependence</h><see>Linear independence</see></idx>
<idx><h>Linear dependence relation</h><see>Linear independence</see></idx>
In other words, <m>\{v_1,v_2,\ldots,v_k\}</m> is linearly dependent if there exist numbers <m>x_1,x_2,\ldots,x_k</m>, not all equal to zero, such that
<me>x_1v_1 + x_2v_2 + \cdots + x_kv_k = 0.</me>
This is called a <term>linear dependence relation</term> or <term>equation of linear dependence</term>.
</p>
<bluebox>
<p>
Note that linear dependence and linear independence are notions that apply to a <em>collection of vectors</em>. It does not make sense to say things like <q>this vector is linearly dependent on these other vectors,</q> or <q>this matrix is linearly independent.</q>
</p>
</bluebox>
<example>
<title>Checking linear dependence</title>
<statement>
<p>
Is the set
<me>\left\{ \vec{1 1 1},\, \vec{1 -1 2},\, \vec{3 1 4} \right\}</me>
linearly independent?
</p>
</statement>
<solution>
<p>
Equivalently, we are asking if the homogeneous vector equation
<me>x\vec{1 1 1} + y\vec{1 -1 2} + z\vec{3 1 4} = \vec{0 0 0}</me>
has a nontrivial solution. We solve this by forming a matrix and row reducing (we do not augment because of this <xref ref="solnsets-no-augment"/>):
<me>\mat{1 1 3; 1 -1 1; 1 2 4}
\quad\xrightarrow{\text{row reduce}}\quad
\mat{1 0 2; 0 1 1; 0 0 0}</me>
This says <m>x = -2z</m> and <m>y = -z</m>. So there exist nontrivial solutions: for instance, taking <m>z=1</m> gives this equation of linear dependence:
<me>-2\vec{1 1 1} - \vec{1 -1 2} + \vec{3 1 4} = \vec{0 0 0}.</me>
</p>
<figure>
<caption>Move the sliders to solve the homogeneous vector equation in this example. Do you see why the vectors need to be coplanar in order for there to exist a nontrivial solution?</caption>
<mathbox source="demos/spans.html?v1=1,1,1&v2=1,-1,2&v3=3,1,4&target=0,0,0" height="500px"/>
</figure>
</solution>
</example>
<example>
<title>Checking linear independence</title>
<statement>
<p>
Is the set
<me>\left\{ \vec{1 1 -2},\, \vec{1 -1 2},\, \vec{3 1 4} \right\}</me>
linearly independent?
</p>
</statement>
<solution>
<p>
Equivalently, we are asking if the homogeneous vector equation
<me>x\vec{1 1 -2} + y\vec{1 -1 2} + z\vec{3 1 4} = \vec{0 0 0}</me>
has a nontrivial solution. We solve this by forming a matrix and row reducing (we do not augment because of this <xref ref="solnsets-no-augment"/>):
<me>\mat{1 1 3; 1 -1 1; -2 2 4}
\quad\xrightarrow{\text{row reduce}}\quad
\mat{1 0 0; 0 1 0; 0 0 1}</me>
This says <m>x = y = z = 0</m>, i.e., the only solution is the trivial solution. We conclude that the set is linearly independent.
</p>
<figure>
<caption>Move the sliders to solve the homogeneous vector equation in this example. Do you see why the vectors would need to be coplanar in order for there to exist a nontrivial solution?</caption>
<mathbox source="demos/spans.html?v1=1,1,-2&v2=1,-1,2&v3=3,1,4&target=0,0,0&range=4" height="500px"/>
</figure>
</solution>
</example>
<example xml:id="param-vect-form-lin-ind">
<title>Vector parametric form</title>
<p>An important observation is that the vectors coming from the parametric vector form of the solution of a matrix equation <m>Ax=0</m> are linearly independent. In this <xref ref="solnsets-eg-plane"/> we saw that the solution set of <m>Ax=0</m> for
<me>A = \mat{1 -1 2; -2 2 -4}?</me>
is
<me>x = \vec{x_1 x_2 x_3} = x_2\vec{1 1 0} + x_3\vec{-2 0 1}.</me>
Let's explain why the vectors <m>(1,1,0)</m> and <m>(-2,0,1)</m> are linearly independent. Suppose that
<me>\vec{0 0 0} = x_2\vec{1 1 0} + x_3\vec{-2 0 1} = \vec{x_2-2x_3 x_2 x_3}.</me>
Comparing the second and third coordinates, we see that <m>x_2=x_3=0</m>. This reasoning will work in any example, since the entries corresponding to the free variables are all equal to 1 or 0, and are only equal to 1 in one of the vectors. This observation forms part of this <xref ref="dimension-basis-nulspace"/>.
</p>
</example>
<p>
The above examples lead to the following recipe.
</p>
<bluebox xml:id="linindep-matrix-cols">
<title>Recipe: Checking linear independence</title>
<idx><h>Linear Independence</h><h>verifying</h></idx>
<p>
A set of vectors <m>\{v_1,v_2,\ldots,v_k\}</m> is linearly independent if and only if the vector equation
<me>x_1v_1 + x_2v_2 + \cdots + x_kv_k = 0</me>
has only the trivial solution, if and only if the matrix equation
<m>Ax=0</m>
has only the trivial solution, where <m>A</m> is the matrix with columns <m>v_1,v_2,\ldots,v_k</m>:
<me>A = \mat{| |, , |; v_1 v_2 \cdots, v_k; | |, , |}.</me>
This is true if and only if <m>A</m> has a <xref ref="defn-pivot-pos" text="title">pivot position</xref> in every column.
</p>
<p>
Solving the matrix equatiion <m>Ax=0</m> will either verify that the columns <m>v_1,v_2,\ldots,v_k</m> are linearly independent, or will produce a linear dependence relation by substituting any nonzero values for the free variables.
</p>
</bluebox>
<p>
(Recall that <m>Ax=0</m> has a nontrivial solution if and only if <m>A</m> has a column without a pivot: see this <xref ref="solnsets-nontrivial"/>.)
</p>
<p>
Suppose that <m>A</m> has more columns than rows. Then <m>A</m> cannot have a pivot in every column (it has at most one pivot per row), so its columns are automatically linearly dependent.
</p>
<bluebox xml:id="linindep-wide-matrix">
<idx><h>Linear Independence</h><h>wide matrices</h></idx>
<p>A wide matrix (a matrix with more columns than rows) has linearly dependent columns.</p>
</bluebox>
<p>For example, four vectors in <m>\R^3</m> are automatically linearly dependent. Note that a tall matrix may or may not have linearly independent columns.</p>
<fact hide-type="true" xml:id="linindep-facts">
<title>Facts about linear independence</title>
<idx><h>Linear Independence</h><h>basic facts</h></idx>
<statement>
<p>
<ol>
<li>Two vectors are linearly dependent if and only if they are collinear, i.e., one is a scalar multiple of the other.</li>
<li>Any set containing the zero vector is linearly dependent.</li>
<li>If a subset of <m>\{v_1,v_2,\ldots,v_k\}</m> is linearly dependent, then <m>\{v_1,v_2,\ldots,v_k\}</m> is linearly dependent as well.</li>
</ol>
</p>
</statement>
<proof>
<p>
<ol>
<li>
If <m>v_1 = cv_2</m> then <m>v_1-cv_2=0</m>, so <m>\{v_1,v_2\}</m> is linearly dependent. In the other direction, if <m>x_1v_1+x_2v_2=0</m> with <m>x_1\neq0</m> (say), then <m>v_1 = -\frac{x_2}{x_1}v_2</m>.
</li>
<li>
It is easy to produce a linear dependence relation if one vector is the zero vector: for instance, if <m>v_1=0</m> then
<me>1\cdot v_1 + 0\cdot v_2 + \cdots + 0\cdot v_k = 0.</me>
</li>
<li>
After reordering, we may suppose that <m>\{v_1,v_2,\ldots,v_r\}</m> is linearly dependent, with <m>r < p</m>. This means that there is an equation of linear dependence
<me>x_1v_1 + x_2v_2 + \cdots + x_rv_r = 0</me>,
with at least one of <m>x_1,x_2,\ldots,x_r</m> nonzero. This is also an equation of linear dependence among <m>\{v_1,v_2,\ldots,v_k\}</m>, since we can take the coefficients of <m>v_{r+1},\ldots,v_k</m> to all be zero.
</li>
</ol>
</p>
</proof>
</fact>
<p>
With regard to the first fact, note that the zero vector is a multiple of any vector, so it is collinear with any other vector. Hence facts 1 and 2 are consistent with each other.
</p>
</subsection>
<subsection>
<title>Criteria for Linear Independence</title>
<p>
In this subsection we give two criteria for a set of vectors to be linearly independent. Keep in mind, however, that the actual <xref ref="linindep-defn-linindep"/> is above.
</p>
<theorem xml:id="linindep-criterion-inspan">
<statement>
<p>A set of vectors <m>\{v_1,v_2,\ldots,v_k\}</m> is linearly dependent if and only if one of the vectors is in the span of the other ones.</p>
<p>Any such vector may be removed without affecting the span.</p>
</statement>
<proof>
<p>
Suppose, for instance, that <m>v_3</m> is in <m>\Span\{v_1,v_2,v_4\}</m>, so we have an equation like
<me>v_3 = 2v_1 - \frac 12v_2 + 6v_4.</me>
We can subract <m>v_3</m> from both sides of the equation to get
<me>0 = 2v_1 - \frac 12v_2 - v_3 + 6v_4.</me>
This is a linear dependence relation.
</p>
<p>
In this case, any linear combination of <m>v_1,v_2,v_3,v_4</m> is already a linear combination of <m>v_1,v_2,v_4</m>:
<md>
<mrow>
x_1v_1 + x_2v_2 + x_3v_3 + x_4v_4 &=
x_1v_1 + x_2v_2 + x_3\left(2v_1-\frac 12v_2 + 6v_4\right) + x_4v_4
</mrow>
<mrow>
&= (x_1+2x_3)v_1 + \left(x_2-\frac 12x_3\right)v_2 + (x_4+6)v_4.
</mrow>
</md>
Therefore, <m>\Span\{v_1,v_2,v_3,v_4\}</m> is contained in <m>\Span\{v_1,v_2,v_4\}</m>. Any linear combination of <m>v_1,v_2,v_4</m> is also a linear combination of <m>v_1,v_2,v_3,v_4</m> (with the <m>v_3</m>-coefficient equal to zero), so <m>\Span\{v_1,v_2,v_4\}</m> is also contained in <m>\Span\{v_1,v_2,v_3,v_4\}</m>, and thus they are equal.
</p>
<p>
In the other direction, if we have a linear dependence relation like
<me>0 = 2v_1 - \frac 12v_2 + v_3 - 6v_4,</me>
then we can move any nonzero term to the left side of the equation and divide by its coefficient:
<me>v_1 = \frac 12\left(\frac 12v_2 - v_3 + 6v_4\right).</me>
This shows that <m>v_1</m> is in <m>\Span\{v_2,v_3,v_4\}</m>.
</p>
<p>
We leave it to the reader to generalize this proof for any set of vectors.
</p>
</proof>
</theorem>
<bluebox type-name="Warning" hide-type="false" xml:id="linindep-not-any"><p>
In a linearly dependent set <m>\{v_1,v_2,\ldots,v_k\}</m>, it is not generally true that <em>any</em> vector <m>v_j</m> is in the span of the others, only that <em>at least one</em> of them is.
</p></bluebox>
<p>
For example, the set <m>\bigl\{{1\choose 0},\,{2\choose 0},\,{0\choose 1}\bigr\}</m> is linearly dependent, but <m>{0\choose 1}</m> is not in the span of the other two vectors. Also see this <xref ref="linindep-3d-4vecs"/> below.
</p>
<p>
The previous <xref ref="linindep-criterion-inspan"/> makes precise in what sense a set of linearly dependent vectors is redundant.
</p>
<theorem xml:id="linindep-increasing-span">
<title>Increasing Span Criterion</title>
<idx><h>Linear Independence</h><h>increasing span criterion</h></idx>
<idx><h>Increasing span criterion</h><see>Linear independence</see></idx>
<statement>
<p>A set of vectors <m>\{v_1,v_2,\ldots,v_k\}</m> is linearly independent if and only if, for every <m>j</m>, the vector <m>v_j</m> is not in <m>\Span\{v_1,v_2,\ldots,v_{j-1}\}</m>.</p>
</statement>
<proof>
<p>
It is equivalent to show that <m>\{v_1,v_2,\ldots,v_k\}</m> is linearly dependent if and only if <m>v_j</m> is in <m>\Span\{v_1,v_2,\ldots,v_{j-1}\}</m> for some <m>j</m>. The <q>if</q> implication is an immediate consequence of the previous <xref ref="linindep-criterion-inspan"/>. Suppose then that <m>\{v_1,v_2,\ldots,v_k\}</m> is linearly dependent. This means that some <m>v_j</m> is in the span of the others. Choose the largest such <m>j</m>. We claim that this <m>v_j</m> is in <m>\Span\{v_1,v_2,\ldots,v_{j-1}\}</m>. If not, then
<me>v_j = x_1v_1 + x_2v_2 + \cdots + x_{j-1}v_{j-1} + x_{j+1}v_{j+1} + \cdots + x_kv_k</me>
with not all of <m>x_{j+1},\ldots,x_k</m> equal to zero. Suppose for simplicity that <m>x_k\neq 0</m>. Then we can rearrange:
<me>
v_k = -\frac 1{x_k}\bigl( x_1v_1 + x_2v_2 + \cdots + x_{j-1}v_{j-1}
- v_j + x_{j+1}v_{j+1} + \cdots + x_{p-1}v_{p-1}
\bigr).
</me>
This says that <m>v_k</m> is in the span of <m>\{v_1,v_2,\ldots,v_{p-1}\}</m>, which contradicts our assumption that <m>v_j</m> is the last vector in the span of the others.
</p>
</proof>
</theorem>
<p>
We can rephrase this as follows:
</p>
<bluebox>
<p>If you make a set of vectors by adding one vector at a time, and if the span got bigger every time you added a vector, then your set is linearly independent.</p>
</bluebox>
</subsection>
<subsection>
<title>Pictures of Linear Independence</title>
<idx><h>Linear Independence</h><h>pictures of</h></idx>
<p>A set containg one vector <m>\{v\}</m> is linearly independent when <m>v\neq 0</m>, since <m>xv = 0</m> implies <m>x=0</m>.
<latex-code>
<![CDATA[
\begin{tikzpicture}[thin border nodes, scale=1.5]
\path[use as bounding box] (-3,-3) rectangle (3,3);
\path[clip] (-3,-3) rectangle (3,3);
\draw[seq4!30] (-4,-2) -- (4,2);
\path (-2,-1) node[below right, seq4] {$\Span\{v\}$};
\draw[vector, seq1] (0,0) --
node[midway,above left]{$v$} (2,1);
\point at (0,0);
\draw[thin] (-3,-3) rectangle (3,3);
\end{tikzpicture}
]]>
</latex-code>
A set of two noncollinear vectors <m>\{v,w\}</m> is linearly independent:
<ul>
<li>Neither is in the span of the other, so we can apply the first <xref ref="linindep-criterion-inspan">criterion</xref>.</li>
<li>The span got bigger when we added <m>w</m>, so we can apply the <xref ref="linindep-increasing-span">increasing span criterion</xref>.</li>
</ul>
<latex-code>
<![CDATA[
\begin{tikzpicture}[thin border nodes, scale=1.5]
\path[use as bounding box] (-3,-3) rectangle (3,3);
\path[clip] (-3,-3) rectangle (3,3);
\draw[seq4!30] (-4,-2) -- (4,2);
\draw[seq4!30] (-3,3) -- (3,-3);
\path (-2,-1) node[below right, seq4] {$\Span\{v\}$};
\path (-2,2) node[above right, seq4] {$\Span\{w\}$};
\draw[vector, seq1] (0,0) --
node[midway,above left]{$v$} (2,1);
\draw[vector, seq2] (0,0) --
node[midway,below left]{$w$} (-1,1);
\point at (0,0);
\draw[thin] (-3,-3) rectangle (3,3);
\end{tikzpicture}
]]>
</latex-code>
The set of three vectors <m>\{v,w,u\}</m> below is linearly dependent:
<ul>
<li><m>u</m> is in <m>\Span\{v,w\}</m>, so we can apply the first <xref ref="linindep-criterion-inspan">criterion</xref>.</li>
<li>The span did not increase when we added <m>u</m>, so we can apply the <xref ref="linindep-increasing-span">increasing span criterion</xref>.</li>
</ul>
In the picture below, note that <m>v</m> is in <m>\Span\{u,w\}</m>, and <m>w</m> is in <m>\Span\{u,v\}</m>, so we can remove any of the three vectors without shrinking the span.
<latex-code>
<![CDATA[
\begin{tikzpicture}[scale=1.5, thin border nodes]
\path[use as bounding box] (-3,-3) rectangle (3,3);
\path[clip] (-3,-3) rectangle (3,3);
\fill[seq4!10] (-3,-3) rectangle (3,3);
\draw[seq4!30] (-4,-2) -- (4,2);
\draw[seq4!30] (-3,3) -- (3,-3);
\path (-2,-1) node[below right, seq4] {$\Span\{v\}$};
\path (-2,2) node[above right, seq4] {$\Span\{w\}$};
\node[seq4] at (1.2,1.8) {$\Span\{v,w\}$};
\draw[vector, seq1] (0,0) --
node[midway,above left]{$v$} (2,1);
\draw[vector, seq2] (0,0) --
node[midway,below left]{$w$} (-1,1);
\draw[vector, seq3] (0,0) --
node[midway,right]{$u$} (0,-1.5);
\point at (0,0);
\draw[thin] (-3,-3) rectangle (3,3);
\end{tikzpicture}
]]>
</latex-code>
Two collinear vectors are always linearly dependent:
<ul>
<li><m>w</m> is in <m>\Span\{v\}</m>, so we can apply the first <xref ref="linindep-criterion-inspan">criterion</xref>.</li>
<li>The span did not increase when we added <m>w</m>, so we can apply the <xref ref="linindep-increasing-span">increasing span criterion</xref>.</li>
</ul>
<latex-code>
<![CDATA[
\begin{tikzpicture}[scale=1.5, thin border nodes]
\path[use as bounding box] (-3,-3) rectangle (3,3);
\path[clip] (-3,-3) rectangle (3,3);
\draw[seq4!30] (-4,-2) -- (4,2);
\path (-2,-1) node[below right, seq4] {$\Span\{v\}$};
\draw[vector, seq1] (0,0) --
node[midway,above left]{$v$} (2,1);
\draw[vector, seq2] (0,0) --
node[pos=.4,above left]{$w$} (-1,-.5);
\point at (0,0);
\draw[thin] (-3,-3) rectangle (3,3);
\end{tikzpicture}
]]>
</latex-code>
These three vectors <m>\{v,w,u\}</m> are linearly dependent: indeed, <m>\{v,w\}</m> is already linearly dependent, so we can use the third <xref ref="linindep-facts"/>.
<latex-code>
<![CDATA[
\begin{tikzpicture}[scale=1.5, thin border nodes]
\path[use as bounding box] (-3,-3) rectangle (3,3);
\path[clip] (-3,-3) rectangle (3,3);
\draw[seq4!30] (-4,-2) -- (4,2);
\path (-2,-1) node[below right, seq4] {$\Span\{v\}$};
\draw[vector, seq1] (0,0) --
node[midway,above left]{$v$} (2,1);
\draw[vector, seq2] (0,0) --
node[pos=.4,above left]{$w$} (-1,-.5);
\draw[vector, seq3] (0,0) --
node[midway,right]{$u$} (0,-1.5);
\point at (0,0);
\draw[thin] (-3,-3) rectangle (3,3);
\end{tikzpicture}
]]>
</latex-code>
</p>
<example hide-type="true">
<title>Interactive: Linear independence of two vectors in <m>\R^2</m></title>
<figure>
<caption>Move the vector heads and the demo will tell you if they are linearly independent and show you their span.</caption>
<mathbox source="demos/spans.html?captions=indep&v1=2,1&v2=-1,-.5&labels=v,w&range=5&showPlane=true&closed" height="500px"/>
</figure>
</example>
<example hide-type="true">
<title>Interactive: Linear dependence of three vectors in <m>\R^2</m></title>
<figure>
<caption>Move the vector heads and the demo will tell you that they are linearly dependent and show you their span.</caption>
<mathbox source="demos/spans.html?captions=indep&v1=2,1&v2=-1,-.5&v3=0,-1.5&labels=v,w,u&range=5&showPlane=true&closed" height="500px"/>
</figure>
</example>
<p>The two vectors <m>\{v,w\}</m> below are linearly independent because they are not collinear.
<latex-code>
<![CDATA[
\begin{tikzpicture}[myxyz, thin border nodes, scale=1.25]
\path[clip, resetxy] (-4,-4) rectangle (4,4);
\def\v{(-1,2,1)}
\def\w{(0,1,-1)}
\def\u{(-.5,.5,1)}
\def\uu{(2,0,2)}
\node[coordinate] (X) at \v {};
\node[coordinate] (Y) at \w {};
\draw[seq4!30] ($-3*(-1,2,1)$) -- (0,0,0);
\draw[seq4!30] ($5*(0,1,-1)$) -- (0,0,0);
\begin{scope}[transformxy]
\fill[white, semitransparent] (-2, -2) rectangle (3, 3);
\draw[help lines, light gray] (-2, -2) grid (3, 3);
\end{scope}
\draw[seq4!30] ($3*(-1,2,1)$) -- (0,0,0);
\draw[seq4!30] ($-5*(0,1,-1)$) -- (0,0,0);
\draw[vector, seq1] (0,0,0) --
node [midway, below right] {$v$} \v;
\draw[thin, densely dotted] \v -- \projxy\v;
\draw[vector, seq2!50!white] (0,0,0) --
node [midway, below left] {$w$} \w;
\draw[thin, densely dotted, black!50!white] \w -- \projxy\w;
\path[seq4] ($.9*(1.5,-3,-1.5)$) node[below right] {$\Span\{v\}$};
\path[seq4] (0,-2,2) node[below left] {$\Span\{w\}$};
\point at (0,0);
\draw[thin,resetxy] (-4,-4) rectangle (4,4);
\end{tikzpicture}
]]>
</latex-code>
The three vectors <m>\{v,w,u\}</m> below are linearly independent: the span got bigger when we added <m>w</m>, then again when we added <m>u</m>, so we can apply the <xref ref="linindep-increasing-span">increasing span criterion</xref>.
<latex-code>
<![CDATA[
\begin{tikzpicture}[myxyz, scale=1.25, thin border nodes]
\path[clip, resetxy] (-4,-4) rectangle (4,4);
\def\v{(-1,2,1)}
\def\w{(0,1,-1)}
\def\u{(-.5,.5,1)}
\def\uu{(2,0,2)}
\node[coordinate] (X) at \v {};
\node[coordinate] (Y) at \w {};
\begin{scope}[x=(X), y=(Y), transformxy]
\path[clip] (-5, -5) -- (5, 5) -- (5, 10) -- (-5, 10) -- cycle;
\fill[seq4!10, nearly opaque] (-1.5,-1) rectangle (1.5,2);
\draw[step=.5cm, seq4!30, very thin] (-1.5,-1) grid (1.5,2);
\end{scope}
\draw[seq4!30] ($-3*(-1,2,1)$) -- (0,0,0);
\draw[seq4!30] ($5*(0,1,-1)$) -- (0,0,0);
\begin{scope}[transformxy]
\fill[white, semitransparent] (-2, -2) rectangle (3, 3);
\draw[help lines, light gray] (-2, -2) grid (3, 3);
\end{scope}
\draw[seq4!30] ($3*(-1,2,1)$) -- (0,0,0);
\draw[seq4!30] ($-5*(0,1,-1)$) -- (0,0,0);
\begin{scope}[x=(X), y=(Y), transformxy]
\path[clip] (-5, -5) -- (5, 5) -- (5, -10) -- (-5, -10) -- cycle;
\fill[seq4!10, nearly opaque] (-1.5,-1) rectangle (1.5,2);
\draw[step=.5cm, seq4!30, very thin] (-1.5,-1) grid (1.5,2);
\end{scope}
\draw[vector, seq1] (0,0,0) --
node [midway, below right] {$v$} \v;
\draw[thin, densely dotted] \v -- \projxy\v;
\draw[vector, seq2!50!white] (0,0,0) --
node [midway, below left] {$w$} \w;
\draw[thin, densely dotted, black!50!white] \w -- \projxy\w;
\draw[vector, seq3] (0,0,0) --
node [midway, below left] {$u$} \uu;
\draw[thin, densely dotted] \uu -- \projxy\uu;
\path[seq4] ($.9*(1.5,-3,-1.5)$) node[below right] {$\Span\{v\}$};
\path[seq4] (0,-2,2) node[below left] {$\Span\{w\}$};
\node[seq4] at (.8cm, 2.8cm) {$\Span\{v,w\}$};
\point at (0,0);
\draw[thin,resetxy] (-4,-4) rectangle (4,4);
\end{tikzpicture}
]]>
</latex-code>
The three coplanar vectors <m>\{v,w,u\}</m> below are linearly dependent:
<ul>
<li><m>u</m> is in <m>\Span\{v,w\}</m>, so we can apply the first <xref ref="linindep-criterion-inspan">criterion</xref>.</li>
<li>The span did not increase when we added <m>u</m>, so we can apply the <xref ref="linindep-increasing-span">increasing span criterion</xref>.</li>
</ul>
<latex-code>
<![CDATA[
\begin{tikzpicture}[myxyz, scale=1.25, thin border nodes]
\path[clip, resetxy] (-4,-4) rectangle (4,4);
\def\v{(-1,2,1)}
\def\w{(0,1,-1)}
\def\u{(-.5,.5,1)}
\def\uu{(2,0,2)}
\node[coordinate] (X) at \v {};
\node[coordinate] (Y) at \w {};
\begin{scope}[x=(X), y=(Y), transformxy]
\path[clip] (-5, -5) -- (5, 5) -- (5, 10) -- (-5, 10) -- cycle;
\fill[seq4!10, nearly opaque] (-1.5,-1) rectangle (1.5,2);
\draw[step=.5cm, seq4!30, very thin] (-1.5,-1) grid (1.5,2);
\end{scope}
\draw[seq4!30] ($-3*(-1,2,1)$) -- (0,0,0);
\draw[seq4!30] ($5*(0,1,-1)$) -- (0,0,0);
\begin{scope}[transformxy]
\fill[white, semitransparent] (-2, -2) rectangle (3, 3);
\draw[help lines, light gray] (-2, -2) grid (3, 3);
\end{scope}
\draw[seq4!30] ($3*(-1,2,1)$) -- (0,0,0);
\draw[seq4!30] ($-5*(0,1,-1)$) -- (0,0,0);
\begin{scope}[x=(X), y=(Y), transformxy]
\path[clip] (-5, -5) -- (5, 5) -- (5, -10) -- (-5, -10) -- cycle;
\fill[seq4!10, nearly opaque] (-1.5,-1) rectangle (1.5,2);
\draw[step=.5cm, seq4!30, very thin] (-1.5,-1) grid (1.5,2);
\end{scope}
\draw[vector, seq1] (0,0,0) --
node [midway, below right] {$v$} \v;
\draw[thin, densely dotted] \v -- \projxy\v;
\draw[vector, seq2!50!white] (0,0,0) --
node [midway, below left] {$w$} \w;
\draw[thin, densely dotted, black!50!white] \w -- \projxy\w;
\draw[vector, seq3] (0,0,0) --
node [midway, above left] {$u$} \u;
\draw[thin, densely dotted] \u -- \projxy\u;
\path[seq4] ($.9*(1.5,-3,-1.5)$) node[below right] {$\Span\{v\}$};
\path[seq4] (0,-2,2) node[below left] {$\Span\{w\}$};
\node[seq4] at (.8cm, 2.8cm) {$\Span\{v,w\}$};
\point at (0,0);
\draw[thin,resetxy] (-4,-4) rectangle (4,4);
\end{tikzpicture}
]]>
</latex-code>
Note that three vectors are linearly dependent if and only if they are <em>coplanar</em>. Indeed, <m>\{v,w,u\}</m> is linearly dependent if and only if one vector is in the span of the other two, which is a plane (or a line) (or <m>\{0\}</m>).
</p>
<p>The four vectors <m>\{v,w,u,x\}</m> below are linearly dependent: they are the columns of a <xref ref="linindep-wide-matrix">wide matrix</xref>. Note however that <m>u</m> is not contained in <m>\Span\{v,w,x\}</m>. See this <xref ref="linindep-not-any"/>.</p>
<figure xml:id="linindep-3d-4vecs">
<caption>The vectors <m>\{v,w,u,x\}</m> are linearly dependent, but <m>u</m> is not contained in <m>\Span\{v,w,x\}</m>.</caption>
<image>
<latex-image-code>
<![CDATA[
\begin{tikzpicture}[myxyz, scale=1.25, thin border nodes]
\path[clip, resetxy] (-4,-4) rectangle (4,4);
\def\v{(-1,2,1)}
\def\w{(0,1,-1)}
\def\u{(-.5,.5,1)}
\def\uu{(2,0,2)}
\node[coordinate] (X) at \v {};
\node[coordinate] (Y) at \w {};
\begin{scope}[x=(X), y=(Y), transformxy]
\path[clip] (-5, -5) -- (5, 5) -- (5, 10) -- (-5, 10) -- cycle;
\fill[seq4!10, nearly opaque] (-1.5,-1) rectangle (1.5,2);
\draw[step=.5cm, seq4!30, very thin] (-1.5,-1) grid (1.5,2);
\end{scope}
\draw[seq4!30] ($-3*(-1,2,1)$) -- (0,0,0);
\draw[seq4!30] ($5*(0,1,-1)$) -- (0,0,0);
\begin{scope}[transformxy]
\fill[white, semitransparent] (-2, -2) rectangle (3, 3);
\draw[help lines, light gray] (-2, -2) grid (3, 3);
\end{scope}
\draw[seq4!30] ($3*(-1,2,1)$) -- (0,0,0);
\draw[seq4!30] ($-5*(0,1,-1)$) -- (0,0,0);
\begin{scope}[x=(X), y=(Y), transformxy]
\path[clip] (-5, -5) -- (5, 5) -- (5, -10) -- (-5, -10) -- cycle;
\fill[seq4!10, nearly opaque] (-1.5,-1) rectangle (1.5,2);
\draw[step=.5cm, seq4!30, very thin] (-1.5,-1) grid (1.5,2);
\end{scope}
\draw[vector, seq1] (0,0,0) --
node [midway, below right] {$v$} \v;
\draw[thin, densely dotted] \v -- \projxy\v;
\draw[vector, seq2!50!white] (0,0,0) --
node [midway, below left] {$w$} \w;
\draw[thin, densely dotted, black!50!white] \w -- \projxy\w;
\draw[vector, seq3] (0,0,0) --
node [midway, below left] {$u$} \uu;
\draw[thin, densely dotted] \uu -- \projxy\uu;
\draw[vector, seq5] (0,0,0) --
node [midway, above left] {$x$} \u;
\draw[thin, densely dotted] \u -- \projxy\u;
\path[seq4] ($.9*(1.5,-3,-1.5)$) node[below right] {$\Span\{v\}$};
\path[seq4] (0,-2,2) node[below left] {$\Span\{w\}$};
\node[seq4] at (.8cm, 2.8cm) {$\Span\{v,w\}$};
\point at (0,0);
\draw[thin,resetxy] (-4,-4) rectangle (4,4);
\end{tikzpicture}
]]>
</latex-image-code>
</image>
</figure>
<example hide-type="true">
<title>Interactive: Linear independence of two vectors in <m>\R^3</m></title>
<figure>
<caption>Move the vector heads and the demo will tell you if they are linearly independent and show you their span.</caption>
<mathbox source="demos/spans.html?captions=indep&v1=2,-1,1&v2=1,0,-1&labels=v,w&range=5&closed" height="500px"/>
</figure>
</example>
<example hide-type="true">
<title>Interactive: Linear independence of three vectors in <m>\R^3</m></title>
<figure>
<caption>Move the vector heads and the demo will tell you if they are linearly independent and show you their span.</caption>
<mathbox source="demos/spans.html?captions=indep&v1=2,-1,1&v2=1,0,-1&v3=.5,-.5,1&labels=v,w,u&range=5&closed" height="500px"/>
</figure>
</example>
</subsection>
<subsection>
<title>Linear Dependence and Free Variables</title>
<p>
In light of this <xref ref="linindep-matrix-cols"/> and this <xref ref="linindep-criterion-inspan">criterion</xref>, it is natural to ask which columns of a matrix are redundant, i.e., which we can remove without affecting the column span.
</p>
<theorem xml:id="linindep-pivot-cols">
<statement>
<p>
Let <m>v_1,v_2,\ldots,v_k</m> be vectors in <m>\R^n</m>, and consider the matrix
<me>A = \mat{| |, , |; v_1 v_2 \cdots, v_k; | |, , |}.</me>
Then we can delete the columns of <m>A</m> <em>without</em> pivots (the columns corresponding to the free variables), without changing <m>\Span\{v_1,v_2,\ldots,v_k\}</m>.
</p>
<p>The pivot columns are linearly independent, so we cannot delete any more columns without changing the span.</p>
</statement>
<proof>
<p>
If the matrix is in reduced row echelon form:
<me>A = \mat{1 0 2 0; 0 1 3 0; 0 0 0 1}</me>
then the column without a pivot is visibly in the span of the pivot columns:
<me>\vec{2 3 0} = 2\vec{1 0 0} + 3\vec{0 1 0} + 0\vec{0 0 1},</me>
and the pivot columns are linearly independent:
<me>
\vec{0 0 0} = x_1\vec{1 0 0} + x_2\vec{0 1 0} + x_4\vec{0 0 1}
= \vec{x_1 x_2 x_4} \implies x_1 = x_2 = x_4 = 0.
</me>
</p>
<p>
If the matrix is not in reduced row echelon form, then we row reduce:
<me>
A = \mat{1 7 23 3; 2 4 16 0; -1 -2 -8 4}
\quad\xrightarrow{\text{RREF}}\quad\mat{1 0 2 0; 0 1 3 0; 0 0 0 1}.
</me>
The following two vector equations have the same solution set, as they come from row-equivalent matrices:
<me>
\spalignsysdelims..\syseq{
x_1\vec{1 2 -1} + x_2\vec{7 4 -2} + x_3\vec{23 16 -8} + x_4\vec{3 0 4} = 0;
x_1\vec{1 0 0} + x_2\vec{0 1 0} + x_3\vec{ 2 3 0} + x_4\vec{0 0 1}
= 0\rlap.
}
</me>
We conclude that
<me>\vec{23 16 -8} = 2\vec{1 2 -1} + 3\vec{7 4 -2} + 0\vec{3 0 4}</me>
and that
<me>x_1\vec{1 2 -1} + x_2\vec{7 4 -2} + x_4\vec{3 0 4} = 0</me>
has only the trivial solution.
</p>
</proof>
</theorem>
<p>
Note that it is necessary to row reduce <m>A</m> to find which are its <xref ref="defn-pivot-pos" text="title">pivot columns</xref>. However, the span of the columns of the row reduced matrix is generally <em>not</em> equal to the span of the columns of <m>A</m>: one must use the pivot columns of the <em>original</em> matrix. See <xref ref="dimension-basis-colspace"/> for a restatement of the above theorem.
</p>
<example>
<p>
The matrix
<me>A = \mat[r]{1 2 0 -1; -2 -3 4 5; 2 4 0 -2}</me>
has reduced row echelon form
<me>\mat[r]{1 0 -8 -7; 0 1 4 3; 0 0 0 0}.</me>
Therefore, the first two columns of <m>A</m> are the pivot columns, so we can delete the others without changing the span:
<me>
\Span\left\{\vec{1 -2 2},\;\vec{2 -3 4}\right\}
= \Span\left\{\vec{1 -2 2},\;\vec{2 -3 4},\;\vec{0 4 0},\;\vec{-1 5 -2}\right\}.
</me>
Moreover, the first two columns are linearly independent.
</p>
</example>
<bluebox xml:id="pivot-cols-dim">
<title>Pivot Columns and Dimension</title>
<p>
Let <m>d</m> be the number of pivot columns in the matrix
<me>A = \mat{| |, , |; v_1 v_2 \cdots, v_k; | |, , |}.</me>
<ul>
<li>If <m>d=1</m> then <m>\Span\{v_1,v_2,\ldots,v_k\}</m> is a line.</li>
<li>If <m>d=2</m> then <m>\Span\{v_1,v_2,\ldots,v_k\}</m> is a plane.</li>
<li>If <m>d=3</m> then <m>\Span\{v_1,v_2,\ldots,v_k\}</m> is a 3-space.</li>
<li>Et cetera.</li>
</ul>
The number <m>d</m> is called the dimension. We discussed this notion in this <xref ref="soln-sets-dim-hom"/> and this <xref ref="soln-sets-dim-inhom"/>. We will define this concept rigorously in <xref ref="dimension"/>.
</p>
</bluebox>
</subsection>
<!--
<exercises>
<title>Reading Questions</title>
<exercise>
<statement>
<p>
Let <m>S</m> be the set of three vectors below.<me>
S = \setof{ \vec{1 2 -1},\, \vec{3 -4 2},\, \vec{4 -2 1} }
</me>
Is <m>S</m> linearly independent or linearly dependent? Explain why.
</p>
</statement>
</exercise>
<exercise>
<statement>
<p>
Let <m>S</m> be the set of three vectors below.<me>
S = \setof{ \vec{1 -1 0},\, \vec{3 2 2},\, \vec{4 3 -4} }
</me>
Is <m>S</m> linearly independent or linearly dependent? Explain why.
</p>
</statement>
</exercise>
<exercise>
<statement>
<p>
Is the matrix below singular or nonsingular? Explain your answer using only the final conclusion you reached in the previous question, along with one new theorem.<me>
\mat{1 3 4; -1 2 3; 0 2 -4}
</me>
</p>
</statement>
</exercise>
</exercises>
<exercises>
<title>Exercises</title>
<exercisegroup>
<introduction>
<p>Determine if the sets of vectors in the following exercises are linearly independent or linearly dependent. When the set is linearly dependent, exhibit a nontrivial relation of linear dependence.</p>
</introduction>
<exercise xml:id="exercise-li-10">
<statement>
<p><m>
\setof{ \vec{1 -2 1},\, \vec{2 -1 3},\, \vec{1 5 0} }
</m></p>
</statement>
<solution xml:id="solution-li-10">
<p>With three vectors from <m>\R^3</m>, we can form a square matrix by making these three vectors the columns of a matrix. We do so, and row-reduce to obtain<me>
\mat{\leading1 0 0; 0 \leading1 0; 0 0 \leading1},
</me>the <m>3\times 3</m> identity matrix. So by <xref provisional="theorem-?"/> the original matrix is nonsingular and its columns are therefore a linearly independent set.</p>
</solution>
</exercise>
<exercise xml:id="exercise-li-11">
<statement>
<p><m>
\setof{ \vec{-1 2 4 2},\, \vec{3 3 -1 3},\, \vec{7 3 -6 4} }
</m></p>
</statement>
<solution xml:id="solution-li-11">
<p><xref provisional="theorem-?"/> says we can answer this question by putting these vectors into a matrix as columns and row-reducing. Doing this we obtain<me>
\mat{\leading1 0 0; 0 \leading1 0; 0 0 \leading1; 0 0 0}.
</me> Since every column has a pivot, the theorem says the vectors are linearly independent.</p>
</solution>
</exercise>
<exercise xml:id="exercise-li-12">
<statement>
<p><m>
\setof{ \vec{-2 -1 -1},\, \vec{1 0 -1},\, \vec{3 3 6},\,
\vec{-5 -4 -6},\, \vec{4 4 7}}
</m></p>
</statement>
<solution xml:id="solution-li-12">
<p>This is a set of five vectors in <m>\R^3</m>. <xref provisional="theorem-?"/> says the set is linearly dependent. Boom.</p>
</solution>
</exercise>
<exercise xml:id="exercise-li-13">
<statement>
<p><m>
\setof{
\vec{1 -2 2 5 3},\,
\vec{3 3 1 2 -4},\,
\vec{2 1 2 -1 1},\,
\vec{1 0 1 2 2}}
</m></p>
</statement>
<solution xml:id="solution-li-13">
<p><xref provisional="theorem-?"/> says we can answer this question by putting these vectors into a matrix as columns and row-reducing. Doing this we obtain<me>
\mat{\leading1 0 0 0;
0 \leading1 0 0;
0 0 \leading1 0;
0 0 0 \leading1;
0 0 0 0}.
</me>Since every column has a pivot, the theorem says the vectors are linearly independent.</p>
</solution>
</exercise>
<exercise xml:id="exercise-li-14">
<statement>
<p><m>
\setof{
\vec{1 2 -1 0 1},\,
\vec{3 2 -1 2 2},\,
\vec{4 4 -2 2 3},\,
\vec{-1 2 -1 -2 0}
}
</m></p>
</statement>
<solution xml:id="solution-li-14">
<p><xref provisional="theorem-?"/> says we can answer this question by putting these vectors into a matrix as columns and row-reducing. Doing this we obtain<me>
\mat{\leading1 0 1 2;
0 \leading1 1 -1;
0 0 0 0;
0 0 0 0;
0 0 0 0}.
</me>Since the last two columns do not have a pivot, the theorem says the vectors are linearly dependent.</p>
</solution>
</exercise>
<exercise xml:id="exercise-li-15">
<statement>
<p><m>
\setof{\vec{2 1 3 -1 2},\, \vec{4 -2 1 3 2},\, \vec{10 -7 0 10 4}}
</m></p>
</statement>
<solution xml:id="solution-li-15">
<p><xref provisional="theorem-?"/> says we can answer this question by putting these vectors into a matrix as columns and row-reducing. Doing this we obtain<me>
\mat{\leading1 0 -1;
0 \leading1 3;
0 0 0;
0 0 0;
0 0 0}.
</me>Since the last two columns do not have a pivot, the theorem says the vectors are linearly dependent.</p>
</solution>
</exercise>
</exercisegroup>
<exercise xml:id="exercise-li-20">
<statement>
<p>
For the matrix <m>B</m> below, find a set <m>S</m> of linearly independent vectors that spans the null space of <m>B</m>.<me>
B = \mat{-3 1 -2 7; -1 2 1 4; 1 1 2 -1}
</me>
</p>
</statement>
<solution xml:id="solution-li-20">
<p>The requested set is described by <xref provisional="theorem-?"/>. It is easiest to find by using the procedure of example <xref provisional="example-?"/>. Begin by row-reducing the matrix, viewing it as the coefficient matrix of a homogeneous system of equations. We obtain
<me>
\mat{\leading1 0 1 -2; 0 \leading1 1 1; 0 0 0 0}.
</me>
The free variables are <m>x_3</m> and <m>x_4</m>, due to the locations of the non-pivot columns. It follows from <xref provisional="theorem-?" /> that the parametric vector form of the solution set of the matrix equation <m>Bx=0</m> is
<me>\vec{x_1 x_2 x_3 x_4} = x_3\vec{-1 -1 1 0} + x_4\vec{2 -1 0 1}.</me>
The null space is exactly the solution set of <m>Bx=0</m>;
the constant vectors in the above expression span the null space, and they are linearly independent. Thus we can take our answer to be
<me>