Fundamental Theorem of Linear Algebra

1.Partition of linear mapping domain and codomain

A partition of a set S has been introduced as a collection of subsets P={Si|SiP,Si.} such that any given element xS belongs to only one set in the partition. This is modified when applied to subspaces of a vector space, and a partition of a set of vectors is understood as a collection of subsets such that any vector except 𝟎 belongs to only one member of the partition.

Linear mappings between vector spaces 𝒇:UV can be represented by matrices 𝑨 with columns that are images of the columns of a basis {𝒖1,𝒖2,} of U

𝑨=[ 𝒇(𝒖1) 𝒇(𝒖2) ].

Consider the case of real finite-dimensional domain and co-domain, 𝒇:nm, in which case 𝑨m×n,

𝑨=[ 𝒇(𝒆1) 𝒇(𝒆2) 𝒇(𝒆n) ]=[ 𝒂1 𝒂2 𝒂n ].

Example 1. Rotation by θ in 2 is obtained from

𝒇(𝒆1)=[ cosθ sinθ ],f(𝒆2)=[ -sinθ cosθ ]

leading to

𝑨=[ cosθ -sinθ sinθ cosθ ].

n=15; θ=2*π/n; c=cos(θ); s=sin(θ); A=[c -s; s c];
v=[1; 0]; x=[0]; y=[0];
for k=0:n
 global x,y,v,A
 x=[x v[1] 0]; y=[y v[2] 0]
 v = A*v
end
clf(); plot(x',y'); axis("equal");

The column space of 𝑨 is a vector subspace of the codomain, C(𝑨)m, but according to the definition of dimension if n<m there remain non-zero vectors within the codomain that are outside the range of 𝑨,

n<m𝒗m,𝒗𝟎,𝒗C(𝑨).

All of the non-zero vectors in N(𝑨T), namely the set of vectors orthogonal to all columns in 𝑨 fall into this category. The above considerations can be stated as

C(𝑨)m, N(𝑨T)m, C(𝑨)N(𝑨T) C(𝑨)+N(𝑨T)m .

The question that arises is whether there remain any non-zero vectors in the codomain that are not part of C(𝑨) or N(𝑨T). The fundamental theorem of linear algebra states that there no such vectors, that C(𝑨) is the orthogonal complement of N(𝑨T), and their direct sum covers the entire codomain C(𝑨)N(𝑨T)=m.

Lemma 2. Let 𝒰,𝒱, be subspaces of vector space 𝒲. Then 𝒲=𝒰𝒱 if and only if

  1. 𝒲=𝒰+𝒱, and

  2. 𝒰𝒱={𝟎}.

Proof. 𝒲=𝒰𝒱𝒲=𝒰+𝒱 by definition of direct sum, sum of vector subspaces. To prove that 𝒲=𝒰𝒱𝒰𝒱={𝟎}, consider 𝒘𝒰𝒱. Since 𝒘𝒰 and 𝒘𝒱 write

𝒘=𝒘+𝟎 (𝒘𝒰,𝟎𝒱), 𝒘=𝟎+𝒘 (𝟎𝒰,𝒘𝒱),

and since expression 𝒘=𝒖+𝒗 is unique, it results that 𝒘=𝟎. Now assume (i),(ii) and establish an unique decomposition. Assume there might be two decompositions of 𝒘𝒲, 𝒘=𝒖1+𝒗1, 𝒘=𝒖2+𝒗2, with 𝒖1,𝒖2𝒰, 𝒗1,𝒗2𝒱. Obtain 𝒖1+𝒗1=𝒖2+𝒗2, or 𝒙=𝒖1-𝒖2=𝒗2-𝒗1. Since 𝒙𝒰 and 𝒙𝒱 it results that 𝒙=𝟎, and 𝒖1=𝒖2, 𝒗1=𝒗2, i.e., the decomposition is unique.

In the vector space U+V the subspaces U,V are said to be orthogonal complements is UV, and UV={𝟎}. When Um, the orthogonal complement of U is denoted as U, UU=m.

Theorem. Given the linear mapping associated with matrix 𝑨m×n we have:

  1. C(𝑨)N(𝑨T)=m, the direct sum of the column space and left null space is the codomain of the mapping

  2. C(𝑨T)N(𝑨)=n, the direct sum of the row space and null space is the domain of the mapping

  3. C(𝑨)N(𝑨T) and C(𝑨)N(𝑨T)={𝟎}, the column space is orthogonal to the left null space, and they are orthogonal complements of one another,

    C(𝑨)=N(𝑨T), N(𝑨T)=C(𝑨) .
  4. C(𝑨T)N(𝑨) and C(𝑨T)N(𝑨)={𝟎}, the row space is orthogonal to the null space, and they are orthogonal complements of one another,

    C(𝑨T)=N(𝑨), N(𝑨)=C(𝑨T) .

Figure 1. Graphical represenation of the Fundamental Theorem of Linear Algebra, Gil Strang, Amer. Math. Monthly 100, 848-855, 1993.

Consideration of equality between sets arises in proving the above theorem. A standard technique to show set equality A=B, is by double inclusion, ABBAA=B. This is shown for the statements giving the decomposition of the codomain m. A similar approach can be used to decomposition of n.

  1. C(𝑨)N(𝑨T) (column space is orthogonal to left null space).

    Proof. Consider arbitrary 𝒖C(𝑨),𝒗N(𝑨T). By definition of C(𝑨), 𝒙n such that 𝒖=𝑨𝒙, and by definition of N(𝑨T), 𝑨T𝒗=𝟎. Compute 𝒖T𝒗=(𝑨𝒙)T𝒗=𝒙T𝑨T𝒗=𝒙T(𝑨T𝒗)=𝒙T𝟎=0, hence 𝒖𝒗 for arbitrary 𝒖,𝒗, and C(𝑨)N(𝑨T).

  2. C(𝑨)N(𝑨T)={𝟎} (𝟎 is the only vector both in C(𝑨) and N(𝑨T)).

    Proof. (By contradiction, reductio ad absurdum). Assume there might be 𝒃C(𝑨) and bN(𝑨T) and 𝒃𝟎. Since 𝒃C(𝑨), 𝒙n such that 𝒃=𝑨𝒙. Since 𝒃N(𝑨T), 𝑨T𝒃=𝑨T(𝑨𝒙)=𝟎. Note that 𝒙0 since 𝒙=0𝒃=0, contradicting assumptions. Multiply equality 𝑨T𝑨𝒙=𝟎 on left by 𝒙T,

    𝒙T𝑨T𝑨𝒙=𝟎(𝑨𝒙)T(𝑨𝒙)=𝒃T𝒃=||𝒃||2=0,

    thereby obtaining 𝒃=0, using norm property 3. Contradiction.

  3. C(𝑨)N(𝑨T)=m

    Proof. (iii) and (iv) have established that C(𝑨),N(𝑨T) are orthogonal complements

    C(𝑨)=N(𝑨T),N(𝑨T)=C(𝑨).

    By Lemma 2 it results that C(𝑨)N(𝑨T)=m.

The remainder of the FTLA is established by considering 𝑩=𝑨T, e.g., since it has been established in (v) that C(𝑩)N(𝑨T)=n, replacing 𝑩=𝑨T yields C(𝑨T)N(𝑨)=m, etc.