Fundamental Theorem of Linear Algebra

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Notation

  • Let \(\mathfrak{B}=\{\mathbf{v}_1, \ldots, \mathbf{v}_n \} \text{ is a basis for } V.\) Define a function \([\cdot]_{\mathfrak{B}}:V \rightarrow \mathbb{R}^n\) as follows. \(\left[\sum_{i=1}^n a_i\mathbf{v}_i\right]_{\mathfrak{B}} \mapsto(a_1, \ldots, a_n)\) It is easy to show that $[\cdot]_{\mathfrak{B}}$ is an isomorphism (bijective and linear map).

  • Let $T: V \rightarrow W$ be a linear transformation where $V, W$ are vector spaces over $F$. $\mathfrak{B,C}$ are bases for vector space $V, W$, respectively. Then matrix representation of the linear transformation with respect to the bases \(\mathfrak{B}=\{\mathbf{v}_1, \ldots, \mathbf{v}_n\}, \mathfrak{C}=\{ \mathbf{w}_1, \ldots, \mathbf{w}_m \}\) is defined as: \([L]^\mathfrak{B}_{\mathfrak{C}} := [ [L\mathbf{v}_1]_{\mathfrak{C}} \cdots[L\mathbf{v}_n]_{\mathfrak{C}}]\)
  • $\mathcal{L}(V,W)$ is a vector space of linear functions which map $V$ to $W$. In other words, for every $L\in \mathcal{L}(V,W)$, $L:V\rightarrow W$ is a linear transformation where $V,W$ are vector spaces over $F$.

  • $\mathfrak{M}_{m\times n}(F)$ is a vector space of \(m \text{ by } n\) matrices over the field \(F\).

Lemma1

Let $V$ be a vector space over $F$ and \(\mathfrak{B}=\{ \mathbf{v}_1, \ldots, \mathbf{v}_n\}\) be a basis for $V$. Define a function \([\cdot]_{\mathfrak{B}}: V\rightarrow \mathbb{R}^n\) by \([\mathbf{v}]_{\mathfrak{B}} := (a_1, \ldots, a_n) \text{ where } \mathbf{v} = \sum_{i=1}^n a_i \mathbf{v}_i.\)Then \([\cdot]_{\mathfrak{B}}\) is isomorphism.

<proof> Let $\mathbf{v,w} \in V, c \in F$ be given. We want to show that \([\mathbf{v}+c\mathbf{w}]_{\mathfrak{B}} = [\mathbf{v}]_{\mathfrak{B}} + c[\mathbf{w}]_{\mathfrak{B}}.\) Put \(\mathbf{v} = \sum_{i=1}^n a_i \mathbf{v}_i \text{ and } \mathbf{w} = \sum_{i=1}^n b_i \mathbf{v}_i.\) \(\begin{align} \begin{split} [\mathbf{v} + c\mathbf{w}]_{\mathfrak{B}} &= [\sum_{i=1}^n a_i \mathbf{v}_i + \sum_{i=1}^n c b_i \mathbf{v}_i]_{\mathfrak{B}}\\ &= [\sum_{i=1}^n (a_i + c b_i)\mathbf{v}_i]_{\mathfrak{B}} \\ &= (a_1 +cb_1, \ldots, a_n + cb_n) \\ &= (a_1, \ldots, a_n) + c(b_1, \ldots, b_n) \\ &= [\mathbf{v}]_{\mathfrak{B}} + c[\mathbf{w}]_{\mathfrak{B}} \end{split} \end{align}\) Now, we want to show that the function is one-to-one. Let \(\mathbf{u}, \mathbf{v} \in V\) be given. Suppose \([\mathbf{u}]_{\mathfrak{B}} = [\mathbf{v}]_{\mathfrak{B}}.\) There exist unique \(a_i, b_i\) for \(i=1,\ldots, n\) such that \(\mathbf{u} = \sum_{i=1}^n a_i \mathbf{v}_i \text{ and } \mathbf{v} = \sum_{i=1}^n b_i \mathbf{v}_i\). Then \((a_1, \ldots, a_n) = (b_1, \ldots, b_n)\). Therefore, \(\mathbf{u} = \mathbf{v}\), i.e. the function is one-to-one.

Lastly, we want to show that the function is onto. Let \((a_1, \ldots, a_n)\) be given. Define \(\mathbf{v} := \sum_{i=1}^n a_i \mathbf{v}_i\). Clearly, \((a_1,\ldots, a_n) = [\mathbf{v}]_\mathfrak{B} \in\text{im}\left( [\cdot]_\mathfrak{B}\right)\). Therefore, the function is onto.

\[\tag*{$\square$}\]

Lemma2

Let $L:V\rightarrow W$ be a linear map between vector spaces $V,W$ and \(\mathfrak{B}= \{ \mathbf{v}_1, \ldots, \mathbf{v}_n\}, \mathfrak{C}= \{ \mathbf{w}_1, \ldots, \mathbf{w}_m\}\) be bases for $V,W$. \([L]^{\mathfrak{B}}_{\mathfrak{C}} [\mathbf{v}]_{\mathfrak{B}} = [L\mathbf{v}]_{\mathfrak{C}}\) for all $\mathbf{v} \in V$.

<proof>

Put $\mathbf{v} = \sum_{i=1}^n a_i \mathbf{v}_i$. Since $\mathfrak{B}$ is a basis for $V$, all $a_i$ are unique. \(\begin{align} \begin{split} [L]^{\mathfrak{B}}_{\mathfrak{C}}[\mathbf{v}]_{\mathfrak{B}} &= [L]^{\mathfrak{B}}_{\mathfrak{C}} (a_1, \ldots, a_n)^\top\\ &= \sum_{i=1}^n a_i [L\mathbf{v}_i]_{\mathfrak{C}} \\ &= [\sum_{i=1}^n a_i L\mathbf{v}_i]_{\mathfrak{C}} \\ &= [L(\sum_{i=1}^n a_i \mathbf{v}_i)]_{\mathfrak{C}} \\ &= [L\mathbf{v}]_{\mathfrak{C}} \end{split} \label{lemma2} \end{align}\) \(\tag*{$\square$}\)

Fundamental theorem of linear algebra

Let $U,V,W$ be vector spaces over $F$ and \(\mathfrak{A} = \{\mathbf{u}_1, \ldots, \mathbf{u}_k \},\mathfrak{B} =\{\mathbf{v}_1, \ldots, \mathbf{v}_n \}, \mathfrak{C} = \{\mathbf{w}_1, \ldots, \mathbf{w}_m \}\) be bases for $U,V,W$, respectively. Define a function \(\Phi^{\mathfrak{B}}_{\mathfrak{C}}: \mathfrak{M}_{m\times n}(F) \rightarrow \mathcal{L}(V,W)\) by \(\begin{align}[\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)\mathbf{v}]_{\mathfrak{C}} := A[\mathbf{v}]_{\mathfrak{B}}\end{align}\), where $A \in \mathfrak{M}_{m\times n}(F), \mathbf{v} \in V$. Similarly, define a function \(\begin{align}\begin{split}\Psi^{\mathfrak{B}}_{\mathfrak{C}}: \mathcal{L}(V,W) &\rightarrow \mathfrak{M}_{m\times n}(F)\\ \Psi^{\mathfrak{B}}_{\mathfrak{C}}(L) &:= [L]^{\mathfrak{B}}_{\mathfrak{C}} \text{ for all } L \in \mathcal{L}(V,W)\end{split}\end{align}\\\)

  1. \(\Phi^{\mathfrak{B}}_{\mathfrak{C}}, \Psi^{\mathfrak{B}}_{\mathfrak{C}}\) are isomorphism and inverse each other.

  2. \(\Psi^{\mathfrak{B}}_{\mathfrak{C}}(M) \cdot \Psi^{\mathfrak{A}}_{\mathfrak{B}}(L) = \Psi^{\mathfrak{A}}_{\mathfrak{C}}(M \circ L) \text{ where } M \in \mathcal{L}(V,W) \text{ and } L \in \mathcal{L}(U,V)\).

  3. \(\Phi^\mathfrak{B}_\mathfrak{C}(A)\circ\Phi^\mathfrak{A}_\mathfrak{B}(B)=\Phi^\mathfrak{A}_\mathfrak{C}(BA)\) where \(A\in\mathfrak{M}_{m\times n}(F), B\in\mathfrak{M}_{n\times k}(F).\)

<proof>

Let \(A, B \in \mathfrak{M}_{m\times n }(F), c \in F\) be given. We want to show that \(\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A + cB) = \Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) + c \cdot \Phi^{\mathfrak{B}}_{\mathfrak{C}}(B)\). i.e. \(\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A + cB) \mathbf{v} = \{\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) + c \cdot \Phi^{\mathfrak{B}}_{\mathfrak{C}}(B) \} \mathbf{v} \text{ for all } \mathbf{v} \in V\).

\(\begin{align} \begin{split} \left[\left(\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) + c\cdot\Phi^{\mathfrak{B}}_{\mathfrak{C}} (B)\right) \mathbf{v} \right]_{\mathfrak{C}} &= [\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)\mathbf{v} + c \cdot \Phi^{\mathfrak{B}}_{\mathfrak{C}}(B)\mathbf{v}]_{\mathfrak{C}} \\ &= [\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)\mathbf{v}]_{\mathfrak{C}} + c\cdot[\Phi^{\mathfrak{B}}_{\mathfrak{C}}(B)\mathbf{v}]_{\mathfrak{C}} \\ &= A[\mathbf{v}]_{\mathfrak{B}} + cB[\mathbf{v}]_{\mathfrak{B}} \\ &= (A + cB)[\mathbf{v}]_{\mathfrak{B}} \\ &= [\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A + cB)\mathbf{v}]_{\mathfrak{C}} \end{split} \end{align}\) The second equality holds due to the linearity of \([\cdot]_{\mathfrak{C}}\). Since \([\cdot]_{\mathfrak{C}}\) is one-to-one correspondence, \(\left[\left(\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) + c\cdot\Phi^{\mathfrak{B}}_{\mathfrak{C}} (B)\right) \mathbf{v} \right]_{\mathfrak{C}} = [\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A + cB)\mathbf{v}]_{\mathfrak{C}} \Longrightarrow (\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) + c \cdot \Phi^{\mathfrak{B}}_{\mathfrak{C}}(B) ) = \Phi^{\mathfrak{B}}_{\mathfrak{C}}(A + cB) \mathbf{v}\). Therefore, \(\Phi^{\mathfrak{B}}_{\mathfrak{C}}\) is a linear map.

On the other hand, we want to show that \(\Psi^{\mathfrak{B}}_{\mathfrak{C}}\) is a linear transformation. In other words, we want to show that \(\Psi^{\mathfrak{B}}_{\mathfrak{C}}(M + cL) = \Psi^{\mathfrak{B}}_{\mathfrak{C}}(M) + c \Psi^{\mathfrak{B}}_{\mathfrak{C}}(L)\) where \(M, L \in \mathcal{L}(V,W)\) and \(c \in F\). However, it suffices to show that \(\Psi^{\mathfrak{B}}_{\mathfrak{C}}(M + cL) \mathbf{e}_j= (\Psi^{\mathfrak{B}}_{\mathfrak{C}}(M) + c \Psi^{\mathfrak{B}}_{\mathfrak{C}}(L))\mathbf{e}_j\) for \(j=1, \ldots,n\) where \(\mathbf{e}_j \in \mathbb{R}^n\) is a standard basis for \(\mathbb{R}^n\) and only the \(\text{j}^{\text{th}}\) component is 1 and zero for the others.

\[\begin{align} \begin{split} \Psi^{\mathfrak{B}}_{\mathfrak{C}}(M+L) \mathbf{e}_j & = \Psi^{\mathfrak{B}}_{\mathfrak{C}}(M+L)[\mathbf{v}_j]_{\mathfrak{B}} \\ &= [M+L]^{\mathfrak{B}}_{\mathfrak{C}}[\mathbf{v}_j]_{\mathfrak{B}} \\ &= [(M+L)\mathbf{v}_j]_{\mathfrak{C}} \:(\because \text{by Equation \ref{lemma2} from Lemma2}) \\ &= [M\mathbf{v}_j + L\mathbf{v}_j]_{\mathfrak{C}} \\ &= [M\mathbf{v}_j]_{\mathfrak{C}} + [L\mathbf{v}_j]_{\mathfrak{C}} \\ &= [M]^{\mathfrak{B}}_{\mathfrak{C}}[\mathbf{v}_j]_{\mathfrak{B}} + [L]^{\mathfrak{B}}_{\mathfrak{C}}[\mathbf{v}_j]_{\mathfrak{B}} \\ &= \Psi^{\mathfrak{B}}_{\mathfrak{C}}(M)\mathbf{e}_j + \Psi^{\mathfrak{B}}_{\mathfrak{C}}(L) \mathbf{e}_j \\ &= (\Psi^{\mathfrak{B}}_{\mathfrak{C}}(M) + \Psi^{\mathfrak{B}}_{\mathfrak{C}}(L))\mathbf{e}_j \end{split} \end{align}\]

Now, we want to show that \((\Phi^{\mathfrak{B}}_{\mathfrak{C}} \circ \Psi^{\mathfrak{B}}_{\mathfrak{C}})L = L\) for every \(L \in \mathcal{L}(V,W)\). \((\Phi^{\mathfrak{B}}_{\mathfrak{C}} \circ \Psi^{\mathfrak{B}}_{\mathfrak{C}})L = \Phi^{\mathfrak{B}}_{\mathfrak{C}}(\Psi^{\mathfrak{B}}_{\mathfrak{C}}(L)) = \Phi^{\mathfrak{B}}_{\mathfrak{C}}([L]^{\mathfrak{B}}_{\mathfrak{C}})\). By the linear extension theorem, it suffices to show that \(\Phi^{\mathfrak{B}}_{\mathfrak{C}}([L]^{\mathfrak{B}}_{\mathfrak{C}})\mathbf{v}_j = L\mathbf{v}_j\) for all \(j=1,\ldots, n\). Since \(\left[\Phi^{\mathfrak{B}}_{\mathfrak{C}}([L]^{\mathfrak{B}}_{\mathfrak{C}})\mathbf{v}_j \right]_{\mathfrak{C}} = [L]^{\mathfrak{B}}_{\mathfrak{C}}[\mathbf{v}_j]_{\mathfrak{B}} = \left[L\mathbf{v}_j\right]_{\mathfrak{C}}\) and \([\cdot]_{\mathfrak{C}}\) is bijective, \(\Phi^{\mathfrak{B}}_{\mathfrak{C}}\left([L]^{\mathfrak{B}}_{\mathfrak{C}}\right)\mathbf{v}_j = L\mathbf{v}_j\).

Similarly, we want to show that \(\left(\Psi^{\mathfrak{B}}_{\mathfrak{C}} \circ \Phi ^{\mathfrak{B}}_{\mathfrak{C}}\right)A= A\) for all \(A \in \mathfrak{M}_{m\times n}(F)\). \(\begin{align} \begin{split} \Psi^{\mathfrak{B}}_{\mathfrak{C}}\left(\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)\right)\mathbf{e}_j &= [\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)]^{\mathfrak{B}}_{\mathfrak{C}} \mathbf{e}_j \\ &=[\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)]^{\mathfrak{B}}_{\mathfrak{C}}[\mathbf{v}_j]_{\mathfrak{B}} \\ &= [\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)\mathbf{v}_j]_{\mathfrak{C}} \\ &= A[\mathbf{v}_j]_{\mathfrak{B}} \\ &= A\mathbf{e}_j \end{split} \end{align}\)

Lastly, we want to show that \(\Psi^{\mathfrak{B}}_{\mathfrak{C}}(M) \cdot \Psi^{\mathfrak{A}}_{\mathfrak{B}}(L) = \Psi^{\mathfrak{A}}_{\mathfrak{C}}(M \circ L)\) and \(\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) \circ \Phi^{\mathfrak{A}}_{\mathfrak{B}}(B) = \Phi^{\mathfrak{A}}_{\mathfrak{C}}(AB)\) where \(M \in \mathcal{L}(V,W), L\in \mathcal{L}(U,V), A\in \mathfrak{M}_{m\times n}(F), B \in \mathfrak{M}_{n\times k}(F)\).

It is suffices to show that every $j$-th column of each matrix is the same. In other words, \(\left[\Psi^{\mathfrak{B}}_{\mathfrak{C}}(M) \cdot \Psi^{\mathfrak{A}}_{\mathfrak{B}}(L)\right]^j = \left[\Psi^{\mathfrak{A}}_{\mathfrak{C}}(M\circ L)\right]^j.\)

\[\begin{align} \begin{split} \Psi^{\mathfrak{B}}_{\mathfrak{C}}(M) \cdot \Psi^{\mathfrak{A}}_{\mathfrak{B}}(L) \mathbf{e}_j &= [M]^{\mathfrak{B}}_{\mathfrak{C}}[L]^{\mathfrak{A}}_{\mathfrak{B}} [\mathbf{u}_j]_{\mathfrak{A}} \\ &= [M]^{\mathfrak{B}}_{\mathfrak{C}}[L\mathbf{u}_j]_{\mathfrak{B}} \\ &= [M(L\mathbf{u}_j)]_{\mathfrak{C}} \\ &= [(M\circ L) \mathbf{u}_j]_{\mathfrak{C}} \\ &= [M\circ L]^{\mathfrak{A}}_{\mathfrak{C}}[\mathbf{u}_j]_{\mathfrak{A}} \\ &= \Psi^{\mathfrak{A}}_{\mathfrak{C}}(M \circ L) \mathbf{e}_j \end{split} \label{eq:1} \end{align}\]

Equation \ref{eq:1} holds for all \(j=1, \ldots, k\). Therefore \(\Psi^{\mathfrak{B}}_{\mathfrak{C}}(M) \cdot \Psi^{\mathfrak{A}}_{\mathfrak{B}}(L) = \Psi^{\mathfrak{A}}_{\mathfrak{C}}(M\circ L)\).

Let $\mathbf{u}\in U$ be given. \(\begin{align} \begin{split} (\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) \circ \Phi^{\mathfrak{A}}_{\mathfrak{B}}(B)) \mathbf{u} &= \Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)(\Phi^{\mathfrak{A}}_{\mathfrak{B}}(B)\mathbf{u} ) \\ [(\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) \circ \Phi^{\mathfrak{A}}_{\mathfrak{B}}(B)) \mathbf{u}]_{\mathfrak{C}} &= [\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A)(\Phi^{\mathfrak{A}}_{\mathfrak{B}}(B)\mathbf{u} )]_{\mathfrak{C}} \\ &= A[\Phi^{\mathfrak{A}}_{\mathfrak{B}}(B)\mathbf{u}]_{\mathfrak{B}} \\ &=AB[\mathbf{u}]_{\mathfrak{A}} \\ &= [\Phi^{\mathfrak{A}}_{\mathfrak{C}}(AB)\mathbf{u}]_{\mathfrak{C}} \end{split} \end{align}\)

Since \([\cdot]_{\mathfrak{C}}\) is bijective, \(\left(\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) \circ \Phi^{\mathfrak{A}}_{\mathfrak{B}}(B)\right) \mathbf{u} = \Phi^{\mathfrak{A}}_{\mathfrak{C}}(AB)\mathbf{u}\). \(\therefore\Phi^{\mathfrak{B}}_{\mathfrak{C}}(A) \circ \Phi^{\mathfrak{A}}_{\mathfrak{B}}(B) = \Phi^{\mathfrak{A}}_{\mathfrak{C}}(AB).\)

\[\tag*{$\square$}\]

Summary

  • Given two vector spaces $V,W$ and corresponding bases, we can construct isomorphism between matrices and linear functions. i.e., There is a unique matrix for a given linear transformation and vice versa.
  • Composition of two linear functions corresponds to matrix multiplication of the two matrices determined by the isomorphism between linear functions and matrices, and vice versa.

Reference

  • 이인석, 선형대수와 군,서울대학교출판문화원