Vector Equations and the Matrix Equation Ax = b – Lecture 2 (Linear Algebra)
Overview
The previous lecture solved linear systems row by row. This lecture looks at the same systems column by
column, treating each column of a matrix as a vector. It begins with the formal definition of a real
vector space (a set with an addition and a scalar multiplication obeying ten axioms) and confirms that
R2, and more generally Rn, fit that definition. From there it builds linear
combinations and the span of a set of vectors, and shows that asking whether b is a linear
combination of given vectors is the same as asking whether a linear system is consistent. Finally it
introduces the matrix equation Ax=b. That gives four equivalent views of a single
system: a list of equations, a vector equation, a matrix equation, and an augmented matrix. The lecture
closes with the theorem that decides when Ax=b is solvable for everyb, and with the proof that multiplication by a matrix is linear.
Key Concepts
Notation
R is the set of all real numbers. ∀ means "for all", ∃ means "there exists", and
∈ means "is an element of". Z+ is the set of positive integers 1,2,3,…
R2=R×R is the set of all ordered pairs of real numbers, and
Rn is the set of all ordered lists of n real numbers, written as columns.
A vector in Rn is a column. The pair (1,13) means the column
[113], which is a different object from the row
[113]. Order matters, so (1,2) and (2,1) are different vectors.
Real vector spaces
A real vector space is a set V, whose elements are called vectors, together with a vector
addition ⊕ and a scalar multiplication ⊙, such that for all
u,v,w∈V and all scalars α,β∈R the following
ten axioms hold:
u⊕v∈V (closure under addition)
u⊕v=v⊕u (commutativity)
u⊕(v⊕w)=(u⊕v)⊕w (associativity)
There is a zero vector 0∈V with u⊕0=u (additive identity)
For each u there is −u∈V with u⊕(−u)=0 (additive inverse)
α⊙u∈V (closure under scalar multiplication)
α⊙(u⊕v)=(α⊙u)⊕(α⊙v)
α⊙(β⊙u)=(αβ)⊙u
(α+β)⊙u=(α⊙u)⊕(β⊙u)
1⊙u=u
The definition is abstract on purpose. A vector is any member of a vector space, and the operations
can be anything that satisfies the axioms. Once the context is clear, ⊕ and ⊙ are written as
ordinary + and juxtaposition.
Rn is a vector space with componentwise operations:
Each axiom follows from the matching property of real numbers. For example, vector addition is
commutative because addition of real numbers is. The zero vector is (0,0,…,0).
Other vector spaces appear later in the course. A standard example is the set of polynomials of degree at
most n, on which differentiation turns out to be a linear operation.
Vector arithmetic and geometry
With u=(1,−2) and v=(2,−5): 4u=(4,−8), (−3)v=(−6,15),
and 4u+(−3)v=(−2,7).
Geometrically, a vector in R2 is an arrow from the origin to the point given by its
components.
Addition (tip to tail / parallelogram rule): place the tail of v at the tip of
u. The sum u+v runs from the origin to where v ends. Placing
u after v gives the same arrow, which is commutativity seen geometrically. For
example, (2,2)+(−6,1)=(−4,3).
Scaling stretches or shrinks the arrow, and a negative scalar also reverses its direction. For
u=(3,−1), 2u=(6,−2) is twice as long and
−23u=(−29,23) points the opposite way at one and a half times
the length. Every scalar multiple of u lies on one line through the origin.
Linear combinations
Given vectors v1,…,vp∈Rn and scalars c1,…,cp, the
vector
y=c1v1+c2v2+⋯+cpvp
is a linear combination of v1,…,vp with weightsc1,…,cp.
The vector equationx1a1+x2a2+⋯+xnan=b has the
same solution set as the linear system whose augmented matrix is
[a1a2⋯anb]. So
b is a linear combination of a1,…,an exactly when that system is
consistent. Row operations preserve the solution set, so row reducing this matrix answers the vector
question directly.
Span
Span{v1,…,vp} is the set of all linear combinations of
v1,…,vp. Asking whether b is in the span is the same as asking
whether x1v1+⋯+xpvp=b has a solution.
In R2:v1=(1,0) and v2=(0,1) span all of R2,
since (a,b)=av1+bv2. In general, any two vectors in R2 that are
not scalar multiples of each other span R2. But (1,0) and (3,0) lie on the same line,
so every combination of them stays on the x-axis.
In R3: the span of one nonzero vector is a line through the origin. The span of two
vectors that are not on a common line is a plane through the origin. The span of the zero vector alone is
the single point {0}.
A plane through the origin is a small part of R3, so a given b may or may not lie
in the span of two vectors. The only way to know is to check whether the system is consistent.
The matrix equation Ax=b
If A is an m×n matrix (m rows, n columns) with columns a1,…,an,
and x∈Rn, then
Ax is defined only when x has as many entries as A has columns. The result
has as many entries as A has rows, so x∈Rn and
Ax∈Rm. A matrix takes in a vector and returns a vector. This idea will later
make matrices behave like functions (linear transformations).
Row equivalence is not equality. Writing ∼ between augmented matrices means they have the same
solution set. Two matrices are equal only when every entry matches in every position.
Four views of one linear system. The system
x1+2x2−x3−5x2+3x3=4=1
can be written as the vector equation
x1[10]+x2[2−5]+x3[−13]=[41],
as the matrix equation
[102−5−13]x=[41],
or as the augmented matrix
[102−5−1341]. All four forms have exactly the same
solutions. The augmented matrix is best for computing, and the matrix equation is the form used in most
proofs.
Theorem 3. If A is an m×n matrix with columns a1,…,an and
b∈Rm, then the matrix equation Ax=b, the vector equation
x1a1+⋯+xnan=b, and the system with augmented matrix
[a1⋯anb] all have the same solution
set. In particular, Ax=b has a solution if and only if b is a linear
combination of the columns of A.
Theorem 4. For an m×n matrix A, the following statements are logically equivalent. They are
all true or all false.
For each b∈Rm, the equation Ax=b has a solution.
Each b∈Rm is a linear combination of the columns of A.
The columns of A span Rm.
A has a pivot position in every row.
The last condition concerns the coefficient matrixA, not the augmented matrix. If A has a row with
no pivot, some choice of b produces a row reading 0=nonzero.
Row–vector rule for computing Ax. Entry i of Ax is the sum of the products of
the entries in row i of A with the matching entries of x:
For example, 28−5−302[47]=8−2132+0−20+14=−1332−6.
A square matrix with 1s on the main diagonal and 0s everywhere else is an identity matrixI, and
Ix=x for every x.
Theorem 5 (linearity). If A is an m×n matrix, u,v∈Rn, and
c is a scalar, then
A(u+v)A(cu)=Au+Av=c(Au)
These are the same two conditions that make any operation linear, such as f(x+y)=f(x)+f(y) and
f(cx)=cf(x), or the linearity of expected value in probability.
Worked Example
Is b a linear combination of a1 and a2? Let
a1=1−2−5,a2=256,b=74−3
We need weights with x1a1+x2a2=b. That is the system
x1+2x2=7, −2x1+5x2=4, −5x1+6x2=−3, so row reduce its augmented matrix:
The third row of A has no pivot, so by Theorem 4 the equation is not solvable for every
b. It is consistent exactly when b1−21b2+b3=0, which is the equation of a
plane through the origin in R3. The three columns of A span only that plane, because one
column is a linear combination of the other two.
Summary
A real vector space is a set with an addition and a scalar multiplication satisfying ten axioms. A vector
is any element of such a set, and Rn with componentwise operations is the main example.
Geometrically, vectors add tip to tail (the parallelogram rule), and scalar multiplication stretches,
shrinks, or reverses an arrow along its own line.
Span{v1,…,vp} is the set of all linear combinations. Testing
whether b is in a span means testing whether the augmented matrix
[v1⋯vpb] is consistent.
Ax is the linear combination of the columns of A weighted by the entries of x. For
an m×n matrix it takes x∈Rn to Ax∈Rm, and the
row–vector rule computes it quickly.
A linear system can be written as equations, a vector equation, a matrix equation, or an augmented
matrix, and all four have the same solutions.
Ax=b is solvable for every b∈Rm exactly when the columns of
A span Rm, which happens exactly when A has a pivot in every row. Multiplication by A is
linear: A(u+v)=Au+Av and A(cu)=c(Au).