Linear Independence - drnickmines/MinesLinearAlgebra GitHub Wiki
In an earlier section, we read "Essentially, the rank of a matrix is an indicator of how much of the information in the matrix is unique and how much is redundant." We are now in a position to make the idea of "redundant" rows in a matrix more explicit.
A set of vectors is called linearly independent if the set contains no redundant information. Mathematically, this leads to the following equivalent definitions:
Definition: A set of vectors
$\large \vec{v_1},\vec{v_2},\dots,\vec{v_m}$ is linearly independent if none of the vectors can be written as a linear combination of the others. The set is linearly dependent if at least one of the vectors can be written as a linear combination of the others.
Linear independence is how we measure the amount of redundancy in a dataset or a system of equations. It's how we quantify the amount of "unique" information in a matrix.
Warning
The terms linearly independent and linearly dependent refer to the sets of vectors. We can't say a vector, a matrix, or a system of equations is linearly independent. We say the set of vectors is linearly independent.
With our new definition of linearly independent, we can update our definition of the rank of a matrix.
Old definition: The rank of a matrix
$\large A$ is the number of leading ones in rref of$\large A$ .
New definition: The rank of a matrix
$\large A$ is the number of linearly independent rows (or columns, it turns out this number is always the same for all matrices) of$\large A$ .
The definitions above are the most intuitive definitions for linear independence/dependence, but there is an alternate, equivalent definition that is often useful in proving things:
Definition: A set of vectors
$\large \vec{v_1},\vec{v_2},\dots,\vec{v_m}$ is linearly independent if the system of linear equations:
has only one solution,
$\large c_1=c_2=\dots=c_m=0$ , known as the trivial solution. Otherwise, it is linearly dependent.
Let's see how this is an equivalent definition:
Consider the system of equations in this definition:
$\large c_1\vec{v_1}+c_2\vec{v_2}+\dots+c_m\vec{v_m}=0$ . Let's say there's a solution with$\large c_1\ne 0$ . Then we can write$\large c_1\vec{v_1}=-c_2\vec{v_2}-\dots-c_m\vec{v_m}$ , so we can write$\vec{v_1}$ as a linear combination of the others, and the set of vectors is linearly dependent.
Just some facts about linear independence:
- The columns of a matrix
$\large A$ are linearly independent if$\large A\vec{x}=\vec{0}$ has only the trivial solution ($\large x_1=x_2=\dots=x_n=0$ ). - Two vectors are linearly dependent if one is a constant, nonzero multiple of the other.
- A set of vectors
$\large \lbrace\vec{v_1}, \vec{v_2}, \dots, \vec{v_p}\rbrace$ in$\large \mathbb{R}^n$ is linearly dependent if$\large p>n$ . So, four vectors in$\large \mathbb{R}^3$ necessarily make up a linearly dependent set. - If
$\large \vec{0}$ is in the set, the set is linearly dependent.
To see if a given set of vectors is linearly independent, we set up the linear system from the definition, and we solve with Gaussian elimination.
As an example: are the vectors
Why does this definition matter? We will see much more in the next lecture, but for now, we can state a few facts with geometry:
Each image shows two vectors in
- In the image on the left, the two vectors are linearly dependent (one is just 2 times the other), and the span of the two vectors is just a line.
- In the image on the right, the two vectors are linearly independent, and the span of the two vectors is all of
$\large \mathbb{R}^2$ , meaning we can write any vector in$\large \mathbb{R}^2$ as a linear combination of these two vectors. - We see that a set of linearly independent vectors has more "reach" than a set of dependent vectors.
With linear independence, we can now add to our list of equivalencies for square matrices:
The following are all equivalent facts about a square
-
$\large A$ is invertible. -
$\large \text{det}(A)\ne 0$ . -
$\large A$ is row equivalent to$\large I$ , the identity matrix. -
$\large A\vec{x}=\vec{0}$ has only the trivial solution. -
$\large A\vec{x}=\vec{b}$ has a unique solution for any$\large \vec{b}$ . -
$\large \text{Col}(A)=\mathbb{R}^n$ . -
$\large \text{Null}(A)=\lbrace \vec{0}\rbrace$ (the set containing only the zero vector). - The columns or rows of
$\large A$ are linearly independent.
Definition: A square matrix
$\large A$ that meets the above criteria is called nonsingular. Otherwise, the matrix is called singular.
After this this section, I can:
- Recall and use the definitions of linear independence and linear dependence.
- Determine if a set of vectors is linearly independent.