Basics of Algebra, Topology, and Differential Calculus by Jean Gallier - HTML preview

PLEASE NOTE: This is an HTML preview only and some elements such as links or page numbers may be incorrect.
Download the book in PDF, ePub, Kindle for a complete version.

codim(U 0) = dim(U ).

Furthermore, U 00 = U .

Proof. (a) Assume that

λiu∗i = 0,

i∈I

for a family (λi)i∈I (of scalars in K). Since (λi)i∈I has finite support, there is a finite subset

J of I such that λi = 0 for all i ∈ I − J, and we have

λju∗j = 0.

j∈J

Applying the linear form

λ

j∈J

j u∗

j to each uj (j ∈ J ), by Definition 4.8, since u∗

i (uj ) = 1 if

i = j and 0 otherwise, we get λj = 0 for all j ∈ J, that is λi = 0 for all i ∈ I (by definition

of J as the support). Thus, (u∗i)i∈I is linearly independent.

(b) Clearly, we have V ⊆ V 00. If V = V 00, then let (ui)i∈I∪J be a basis of V 00 such that

(ui)i∈I is a basis of V (where I ∩ J = ∅). Since V = V 00, uj ∈ V 00 for some j

0

0 ∈ J (and

thus, j0 /

∈ I). Since uj ∈ V 00, u is orthogonal to every linear form in V 0. Now, we have

0

j0

u∗j (ui) = 0 for all i ∈ I, and thus u∗ ∈ V 0. However, u∗ (uj ) = 1, contradicting the fact

0

j0

j0

0

that uj is orthogonal to every linear form in V 0. Thus, V = V 00.

0

(c) Let J = I − {1, . . . , m}. Every linear form f∗ ∈ V 0 is orthogonal to every uj, for

j ∈ J, and thus, f∗(uj) = 0, for all j ∈ J. For such a linear form f∗ ∈ V 0, let

g∗ = f ∗(u1)u∗1 + · · · + f∗(um)u∗m.

We have g∗(ui) = f ∗(ui), for every i, 1 ≤ i ≤ m. Furthermore, by definition, g∗ vanishes

on all uj, where j ∈ J. Thus, f∗ and g∗ agree on the basis (ui)i∈I of E, and so, g∗ = f∗.

This shows that (u∗1, . . . , u∗m) generates V 0, and since it is also a linearly independent family,

(u∗1, . . . , u∗m) is a basis of V 0. It is then obvious that dim(V 0) = codim(V ), and by part (b),

we have V 00 = V .

(d) Let (u∗1, . . . , u∗m) be a basis of U. Note that the map h: E → Km defined such that

h(v) = (u∗1(v), . . . , u∗m(v))

for every v ∈ E, is a linear map, and that its kernel Ker h is precisely U0. Then, by

Proposition 4.11,

E ≈ Ker (h) ⊕ Im h = U0 ⊕ Im h,

and since dim(Im h) ≤ m, we deduce that U0 is a subspace of E of finite codimension at

most m, and by (c), we have dim(U 00) = codim(U 0) ≤ m = dim(U). However, it is clear

that U ⊆ U00, which implies dim(U) ≤ dim(U00), and so dim(U00) = dim(U) = m, and we

must have U = U 00.

102

CHAPTER 4. DIRECT SUMS, THE DUAL SPACE, DUALITY

Part (a) of Theorem 4.17 shows that

dim(E) ≤ dim(E∗).

When E is of finite dimension n and (u1, . . . , un) is a basis of E, by part (c), the family

(u∗1, . . . , u∗n) is a basis of the dual space E∗, called the dual basis of (u1, . . . , un).

By part (c) and (d) of theorem 4.17, the maps V → V 0 and U → U0, where V is

a subspace of finite codimension of E and U is a subspace of finite dimension of E∗, are

inverse bijections. These maps set up a duality between subspaces of finite codimension of

E, and subspaces of finite dimension of E∗.

One should be careful that this bijection does not extend to subspaces of E∗ of infinite

dimension.

When E is of infinite dimension, for every basis (ui)i∈I of E, the family (u∗i)i∈I of coor-

dinate forms is never a basis of E∗. It is linearly independent, but it is “too small” to

generate E∗. For example, if E =

(

R N), where N = {0, 1, 2, . . .}, the map f : E → R that

sums the nonzero coordinates of a vector in E is a linear form, but it is easy to see that it

cannot be expressed as a linear combination of coordinate forms. As a consequence, when

E is of infinite dimension, E and E∗ are not isomorphic.

Here is another example illustrating the power of Theorem 4.17. Let E = Mn(R), and

consider the equations asserting that the sum of the entries in every row of a matrix ∈ Mn(R)

is equal to the same number. We have n − 1 equations

n

(aij − ai+1j) = 0, 1 ≤ i ≤ n − 1,

j=1

and it is easy to see that they are linearly independent. Therefore, the space U of linear

forms in E∗ spanned by the above linear forms (equations) has dimension n − 1, and the

space U 0 of matrices sastisfying all these equations has dimension n2 − n + 1. It is not so

obvious to find a basis for this space.

When E is of finite dimension n and (u1, . . . , un) is a basis of E, we noted that the family

(u∗1, . . . , u∗n) is a basis of the dual space E∗ (called the dual basis of (u1, . . . , un)). Let us see

how the coordinates of a linear form ϕ∗ over the dual basis (u∗1, . . . , u∗n) vary under a change

of basis.

Let (u1, . . . , un) and (v1, . . . , vn) be two bases of E, and let P = (ai j) be the change of

basis matrix from (u1, . . . , un) to (v1, . . . , vn), so that

n

vj =

ai jui,

i=1

4.2. THE DUAL SPACE E∗ AND LINEAR FORMS

103

and let P −1 = (bi j) be the inverse of P , so that

n

ui =

bj ivj.

j=1

Since u∗i(uj) = δi j and v∗i(vj) = δi j, we get

n

v∗j(ui) = v∗j(

bk ivk) = bj i,

k=1

and thus

n

v∗j =

bj iu∗i,

i=1

and

n

u∗i =

ai jv∗j.

j=1

This means that the change of basis from the dual basis (u∗1, . . . , u∗n) to the dual basis

(v∗1, . . . , v∗n) is (P −1) . Since

n

n

ϕ∗ =

ϕiu∗i =

ϕiv∗i,

i=1

i=1

we get

n

ϕj =

ai jϕi,

i=1

so the new coordinates ϕj are expressed in terms of the old coordinates ϕi using the matrix

P . If we use the row vectors (ϕ1, . . . , ϕn) and (ϕ1, . . . , ϕn), we have

(ϕ1, . . . , ϕn) = (ϕ1, . . . , ϕn)P.

Comparing with the change of basis

n

vj =

ai jui,

i=1

we note that this time, the coordinates (ϕi) of the linear form ϕ∗ change in the same direction

as the change of basis. For this reason, we say that the coordinates of linear forms are

covariant . By abuse of language, it is often said that linear forms are covariant , which

explains why the term covector is also used for a linear form.

Observe that if (e1, . . . , en) is a basis of the vector space E, then, as a linear map from

E to K, every linear form f ∈ E∗ is represented by a 1 × n matrix, that is, by a row vector

(λ1, . . . , λn),

104

CHAPTER 4. DIRECT SUMS, THE DUAL SPACE, DUALITY

with respect to the basis (e1, . . . , en) of E, and 1 of K, where f (ei) = λi. A vector u =

n

u

i=1

iei ∈ E is represented by a n × 1 matrix, that is, by a column vector

u 

1

.

 ..  ,

un

and the action of f on u, namely f (u), is represented by the matrix product

u 

1

λ

.

 . 

1

· · · λn

.

= λ1u1 + · · · + λnun.

un

On the other hand, with respect to the dual basis (e∗1, . . . , e∗n) of E∗, the linear form f is

represented by the column vector

λ 

1

.

 ..  .

λn

Remark: In many texts using tensors, vectors are often indexed with lower indices. If so, it

is more convenient to write the coordinates of a vector x over the basis (u1, . . . , un) as (xi),

using an upper index, so that

n

x =

xiui,

i=1

and in a change of basis, we have

n

vj =

aijui

i=1

and

n

xi =

aijx j.

j=1

Dually, linear forms are indexed with upper indices. Then, it is more convenient to write the

coordinates of a covector ϕ∗ over the dual basis (u∗1, . . . , u∗n) as (ϕi), using a lower index,

so that

n

ϕ∗ =

ϕiu∗i

i=1

and in a change of basis, we have

n

u∗i =

aijv∗j

j=1

4.2. THE DUAL SPACE E∗ AND LINEAR FORMS

105

and

n

ϕj =

aijϕi.

i=1

With these conventions, the index of summation appears once in upper position and once in

lower position, and the summation sign can be safely omitted, a trick due to Einstein. For

example, we can write

ϕj = aijϕi

as an abbreviation for

n

ϕj =

aijϕi.

i=1

For another example of the use of Einstein’s notation, if the vectors (v1, . . . , vn) are linear

combinations of the vectors (u1, . . . , un), with

n

vi =

aijuj,

1 ≤ i ≤ n,

j=1

then the above equations are witten as

vi = aju

i

j ,

1 ≤ i ≤ n.

Thus, in Einstein’s notation, the n × n matrix (aij) is denoted by (aj), a (1, 1)-tensor.

i

Beware that some authors view a matrix as a mapping between coordinates, in which

case the matrix (aij) is denoted by (aij).

We will now pin down the relationship between a vector space E and its bidual E∗∗.

Proposition 4.18. Let E be a vector space. The following properties hold:

(a) The linear map evalE : E → E∗∗ defined such that

evalE(v) = evalv for all v ∈ E,

that is, evalE(v)(u∗) = u∗, v = u∗(v) for every u∗ ∈ E∗, is injective.

(b) When E is of finite dimension n, the linear map evalE : E → E∗∗ is an isomorphism

(called the canonical isomorphism).

Proof. (a) Let (ui)i∈I be a basis of E, and let v =

v

i∈I iui.

If evalE(v) = 0, then in

particular, evalE(v)(u∗i) = 0 for all u∗i, and since

evalE(v)(u∗i) = u∗i, v = vi,

we have vi = 0 for all i ∈ I, that is, v = 0, showing that evalE : E → E∗∗ is injective.

106

CHAPTER 4. DIRECT SUMS, THE DUAL SPACE, DUALITY

If E is of finite dimension n, by Theorem 4.17, for every basis (u1, . . . , un), the family

(u∗1, . . . , u∗n) is a basis of the dual space E∗, and thus the family (u∗∗

1 , . . . , u∗∗

n ) is a basis of

the bidual E∗∗. This shows that dim(E) = dim(E∗∗) = n, and since by part (a), we know

that evalE : E → E∗∗ is injective, in fact, evalE : E → E∗∗ is bijective (because an injective

map carries a linearly independent family to a linearly independent family, and in a vector

space of dimension n, a linearly independent family of n vectors is a basis, see Proposition

2.8).

When a vector space E has infinite dimension, E and its bidual E∗∗ are never isomorphic.

When E is of finite dimension and (u1, . . . , un) is a basis of E, in view of the canon-

ical isomorphism evalE : E → E∗∗, the basis (u∗∗

1 , . . . , u∗∗

n ) of the bidual is identified with

(u1, . . . , un).

Proposition 4.18 can be reformulated very fruitfully in terms of pairings.

Definition 4.9. Given two vector spaces E and F over K, a pairing between E and F is a

bilinear map ϕ : E × F → K. Such a pairing is nondegenerate iff

(1) for every u ∈ E, if ϕ(u, v) = 0 for all v ∈ F , then u = 0, and

(2) for every v ∈ F , if ϕ(u, v) = 0 for all u ∈ E, then v = 0.

A pairing ϕ : E × F → K is often denoted by −, − : E × F → K. For example, the

map −, − : E∗ × E → K defined earlier is a nondegenerate pairing (use the proof of (a) in

Proposition 4.18).

Given a pairing ϕ : E × F → K, we can define two maps lϕ : E → F ∗ and rϕ : F → E∗

as follows: For every u ∈ E, we define the linear form lϕ(u) in F ∗ such that

lϕ(u)(y) = ϕ(u, y) for every y ∈ F ,

and for every v ∈ F , we define the linear form rϕ(v) in E∗ such that

rϕ(v)(x) = ϕ(x, v) for every x ∈ E.

We have the following useful proposition.

Proposition 4.19. Given two vector spaces E and F over K, for every nondegenerate

pairing ϕ : E × F → K between E and F , the maps lϕ : E → F ∗ and rϕ : F → E∗ are linear

and injective. Furthermore, if E and F have finite dimension, then this dimension is the

same and lϕ : E → F ∗ and rϕ : F → E∗ are bijections.

Proof. The maps lϕ : E → F ∗ and rϕ : F → E∗ are linear because a pairing is bilinear. If

lϕ(u) = 0 (the null form), then

lϕ(u)(v) = ϕ(u, v) = 0 for every v ∈ F ,

4.3. HYPERPLANES AND LINEAR FORMS

107

and since ϕ is nondegenerate, u = 0. Thus, lϕ : E → F ∗ is injective. Similarly, rϕ : F → E∗

is injective. When F has finite dimension n, we have seen that F and F ∗ have the same

dimension. Since lϕ : E → F ∗ is injective, we have m = dim(E) ≤ dim(F ) = n. The same

argument applies to E, and thus n = dim(F ) ≤ dim(E) = m. But then, dim(E) = dim(F ),

and lϕ : E → F ∗ and rϕ : F → E∗ are bijections.

When E has finite dimension, the nondegenerate pairing −, − : E∗ × E → K yields

another proof of the existence of a natural isomorphism between E and E∗∗. Interesting

nondegenerate pairings arise in exterior algebra. We now show the relationship between

hyperplanes and linear forms.

4.3

Hyperplanes and Linear Forms

Actually, Proposition 4.20 below follows from parts (c) and (d) of Theorem 4.17, but we feel

that it is also interesting to give a more direct proof.

Proposition 4.20. Let E be a vector space. The following properties hold:

(a) Given any nonnull linear form f ∗ ∈ E∗, its kernel H = Ker f∗ is a hyperplane.

(b) For any hyperplane H in E, there is a (nonnull) linear form f ∗ ∈ E∗ such that H =

Ker f ∗.

(c) Given any hyperplane H in E and any (nonnull) linear form f ∗ ∈ E∗ such that H =

Ker f ∗, for every linear form g∗ ∈ E∗, H = Ker g∗ iff g∗ = λf∗ for some λ = 0 in K.

Proof. (a) If f ∗ ∈ E∗ is nonnull, there is some vector v0 ∈ E such that f∗(v0) = 0. Let

H = Ker f ∗. For every v ∈ E, we have

f ∗(v)

f ∗(v)

f ∗ v −

v

f ∗(v

f ∗(v

0

= f ∗(v) −

0) = f ∗(v) − f ∗(v) = 0.

0)

f ∗(v0)

Thus,

f ∗(v)

v −

v

f ∗(v

0 = h ∈ H,

0)

and

f ∗(v)

v = h +

v

f ∗(v

0,

0)

that is, E = H + Kv0. Also, since f ∗(v0) = 0, we have v0 /

∈ H, that is, H ∩ Kv0 = 0. Thus,

E = H ⊕ Kv0, and H is a hyperplane.

(b) If H is a hyperplane, E = H ⊕ Kv0 for some v0 /

∈ H. Then, every v ∈ E can be

written in a unique way as v = h + λv0. Thus, there is a well-defined function f ∗ : E → K,

such that, f ∗(v) = λ, for every v = h + λv0. We leave as a simple exercise the verification

108

CHAPTER 4. DIRECT SUMS, THE DUAL SPACE, DUALITY

that f ∗ is a linear form. Since f ∗(v0) = 1, the linear form f ∗ is nonnull. Also, by definition,

it is clear that λ = 0 iff v ∈ H, that is, Ker f∗ = H.

(c) Let H be a hyperplane in E, and let f ∗ ∈ E∗ be any (nonnull) linear form such that

H = Ker f ∗. Clearly, if g∗ = λf ∗ for some λ = 0, then H = Ker g∗. Conversely, assume that

H = Ker g∗ for some nonnull linear form g∗. From (a), we have E = H ⊕ Kv0, for some v0

such that f ∗(v0) = 0 and g∗(v0) = 0. Then, observe that

g∗(v

g∗ −

0) f∗

f ∗(v0)

is a linear form that vanishes on H, since both f ∗ and g∗ vanish on H, but also vanishes on

Kv0. Thus, g∗ = λf ∗, with

g∗(v

λ =

0) .

f ∗(v0)

We leave as an exercise the fact that every subspace V = E of a vector space E, is the

intersection of all hyperplanes that contain V . We now consider the notion of transpose of

a linear map and of a matrix.

4.4

Transpose of a Linear Map and of a Matrix

Given a linear map f : E → F , it is possible to define a map f : F ∗ → E∗ which has some

interesting properties.

Definition 4.10. Given a linear map f : E → F , the transpose f : F ∗ → E∗ of f is the

linear map defined such that

f (v∗) = v∗ ◦ f, for every v∗ ∈ F ∗,

as shown in the diagram below:

f

E

/

f (v∗)

F

v∗

K.

Equivalently, the linear map f : F ∗ → E∗ is defined such that

v∗, f (u) = f (v∗), u ,

for all u ∈ E and all v∗ ∈ F ∗.

4.4. TRANSPOSE OF A LINEAR MAP AND OF A MATRIX

109

It is easy to verify that the following properties hold:

(f + g) = f + g

(g ◦ f) = f ◦ g

idE = idE∗.

Note the reversal of composition on the right-hand side of (g ◦ f) = f ◦ g .

The equation (g ◦ f) = f ◦ g implies the following useful proposition.

Proposition 4.21. If f : E → F is any linear map, then the following properties hold:

(1) If f is injective, then f

is surjective.

(2) If f is surjective, then f

is injective.

Proof. If f : E → F is injective, then it has a retraction r : F → E such that r ◦ f = idE,

and if f : E → F is surjective, then it has a section s: F → E such that f ◦ s = idF . Now,

if f : E → F is injective, then we have

(r ◦ f) = f ◦ r = idE∗,

which implies that f

is surjective, and if f is surjective, then we have

(f ◦ s) = s ◦ f = idF∗,

which implies that f

is injective.

We also have the following property showing the naturality of the eval map.

Proposition 4.22. For any linear map f : E → F , we have

f

◦ evalE = evalF ◦ f,

or equivalently, the following diagram commutes:

E∗∗ f

/ F ∗∗

O

O

evalE

evalF

E

/ F.

f

Proof. For every u ∈ E and every ϕ ∈ F ∗∗, we have

(f

◦ evalE)(u)(ϕ) = f

(evalE(u)), ϕ

= evalE(u), f (ϕ)

= f (ϕ), u

= ϕ, f (u)

= evalF (f (u)), ϕ

= (evalF ◦ f)(u), ϕ

= (evalF ◦ f)(u)(ϕ),

which proves that f

◦ evalE = evalF ◦ f, as claimed.

110

CHAPTER 4. DIRECT SUMS, THE DUAL SPACE, DUALITY

If E and F are finite-dimensional, then evalE and then evalF are isomorphisms, so Propo-

sition 4.22 shows that if we identify E with its bidual E∗∗ and F with its bidual F ∗∗ then

(f ) = f.

As a corollary of Proposition 4.22, if dim(E) is finite, then we have

Ker (f

) = evalE(Ker (f )).

Indeed, if E is finite-dimensional, the map evalE : E → E∗∗ is an isomorphism, so every

ϕ ∈ E∗∗ is of the form ϕ = evalE(u) for some u ∈ E, the map evalF : F → F ∗∗ is injective,

and we have

f

(ϕ) = 0 iff f

(evalE(u)) = 0

iff evalF (f (u)) = 0

iff f (u) = 0

iff u ∈ Ker (f)

iff ϕ ∈ evalE(Ker (f)),

which proves that Ker (f

) = evalE(Ker (f )).

The following proposition shows the relationship between orthogonality and transposi-

tion.

Proposition 4.23. Given a linear map f : E → F , for any subspace V of E, we have

f (V )0 = (f )−1(V 0) = {w∗ ∈ F ∗ | f (w∗) ∈ V 0}.

As a consequence,

Ker f = (Im f )0

and

Ker f = (Im f )0.

Proof. We have

w∗, f (v) = f (w∗), v ,

for all v ∈ E and all w∗ ∈ F ∗, and thus, we have w∗, f(v) = 0 for every v ∈ V , i.e.

w∗ ∈ f(V )0, iff f (w∗), v = 0 for every v ∈ V , iff f (w∗) ∈ V 0, i.e. w∗ ∈ (f )−1(V 0),

proving that

f (V )0 = (f )−1(V 0).

Since we already observed that E0 = 0, letting V = E in the above identity, we obtain

that

Ker f = (Im f )0.

From the equation

w∗, f (v) = f (w∗), v ,

4.4. TRANSPOSE OF A LINEAR MAP AND OF A MATRIX

111

we deduce that v ∈ (Im f )0 iff f (w∗), v = 0 for all w∗ ∈ F ∗ iff w∗, f(v) = 0 for all

w∗ ∈ F ∗. Assume that v ∈ (Im f )0. If we pick a basis (wi)i∈I of F , then we have the linear

forms w∗i : F → K such that w∗i(wj) = δij, and since we must have w∗i, f(v) = 0 for all

i ∈ I and (wi)i∈I is a basis of F , we conclude that f(v) = 0, and thus v ∈ Ker f (this is

because w∗i, f(v) is the coefficient of f(v) associated with the basis vector wi). Conversely,

if v ∈ Ker f, then w∗, f(v) = 0 for all w∗ ∈ F ∗, so we conclude that v ∈ (Im f )0.

Therefore, v ∈ (Im f )0 iff v ∈ Ker f; that is,

Ker f = (Im f )0,

as claimed.

The following proposition gives a natural interpretation of the dual (E/U )∗ of a quotient

space E/U .

Proposition 4.24. For any subspace U of a vector space E, if p : E → E/U is the canonical

surjection onto E/U , then p is injective and

Im(p ) = U 0 = (Ker (p))0.

Therefore, p is a linear isomorphism between (E/U )∗ and U 0.

Proof. Since p is surjective, by Proposition 4.21, the map p

is injective. Obviously, U =

Ker (p). Observe that Im(p ) consists of all linear forms ψ ∈ E∗ such that ψ = ϕ ◦ p for

some ϕ ∈ (E/U)∗, and since Ker (p) = U, we have U ⊆ Ker (ψ). Conversely for any linear

form ψ ∈ E∗, if U ⊆ Ker (ψ), then ψ factors through E/U as ψ = ψ ◦ p as shown in the

following commutative diagram

p

E

/

ψ

!❈

E/U

ψ

K,

where ψ : E/U → K is given by

ψ(v) = ψ(v),

v ∈ E,

where v ∈ E/U denotes the equivalence class of v ∈ E. The map ψ does not depend on the

representative chosen in the equivalence class v, since if v = v, that is v − v = u ∈ U, then

ψ(v ) = ψ(v + u) = ψ(v) + ψ(u) = ψ(v) + 0 = ψ(v). Therefore, we have

Im(p ) = {ϕ ◦ p | ϕ ∈ (E/U)∗}

= {ψ : E → K | U ⊆ Ker (ψ)}

= U 0,

which proves our result.

112

CHAPTER 4. DIRECT SUMS, THE DUAL SPACE, DUALITY

Proposition 4.24 yields another proof of part (b) of the duality theorem (theorem 4.17)

that does not involve the existence of bases