6  Linear independence

Recall the homogeneous equation \(\mathbf{A} \mathbf{x} = \mathbf{0}\) can be written as a linear combination of coefficients \(x_1, \ldots, x_K\) and vectors \(\mathbf{a}_1, \ldots, \mathbf{a}_K\) where \[ \begin{aligned} \sum_{k=1}^K x_k \mathbf{a}_k = \mathbf{0} \end{aligned} \]

Definition 6.1 The set of vectors \(\mathbf{a}_1, \ldots, \mathbf{a}_K\) are called linearly independent if the only solution to the vector equation \(\sum_{k=1}^K x_k \mathbf{a}_k = \mathbf{0}\) is the trivial solution. The set of vectors \(\mathbf{a}_1, \ldots, \mathbf{a}_K\) are called linearly dependent if there are coefficients \(x_1, \ldots, x_K\) that are not all zero.

Example 6.1 In class

What does it mean for a set of vectors to be linearly dependent? This means that there is at least one vector \(\mathbf{a}_k\) that can be written as a sum of the other vectors with coefficients \(x_k\): \[ \begin{aligned} \mathbf{a}_k = \sum_{j \neq k} x_{j} \mathbf{a}_{j} \end{aligned} \] Note: linear dependence does not imply that all vectors \(\mathbf{a}_{k}\) can be written as a linear combination of other vectors, just that there is at least one such vector in the set.

Example 6.2 Example: in class – determine if the vectors are linearly independent and solve the dependence relation

Theorem 6.1 The matrix \(\mathbf{A}\) has linearly independent columns if and only if the matrix equation \(\mathbf{A}\mathbf{x} = \mathbf{0}\) has only the trivial solution.

Example 6.3 Example: in class A set of a single vector

Example 6.4 Example: in class A set of two vectors

  • linearly independent if:

  • linearly dependent if one vector is a scalar multiple of the other:

Theorem 6.2 If an \(n \times K\) matrix \(\mathbf{A}\) has \(K > n\), then the columns of \(\mathbf{A}\) are linearly dependent. In other words, if a set of vectors \(\mathbf{a}_1, \ldots, \mathbf{a}_K\) contains more vectors than entries within vectors, the set of vectors is linearly dependent.

If \(K>n\), there are more variables (\(K\)) than equations (\(n\)). Therefore, there is at least one free variable and this implies that the homogeneous equation \(\mathbf{A}\mathbf{x}=\mathbf{0}\) has a non-trivial solution Equation 5.2

Theorem 6.3 If a set of vectors \(\mathbf{a}_1, \ldots, \mathbf{a}_K\) contains the \(\mathbf{0}\) vector, then the the set of vectors is linearly dependent.

in class

Example 6.5 In class: Determine whether the following sets of vectors are linearly dependent