Assignment 2

WSU Economics PhD Math Bootcamp

August 11, 2016

Problem 1. What are the dimensions of the following subsets of R3 ?

(i) The origin?
(ii) A line through the origin?
(iii) A plane which passes through the origin?
Solution:
(i) The origin has dimension zero. Note that (0, 0, 0) = (0, 0, 0) is true for all R
so its always linearly dependent.
(ii) A line through the origin has dimension 1.
(iii) A plane has dimension 2.
Problem 2.

For a, x Rn , consider the equation a x = 0 and its solution set

X(a) = {x Rn | a x = 0}.
(i) Show that X(a) is a linear subspace.
(ii) Show the dimension of X(a).
Solution:
(i) If x, x0 X(a) then a x = a x0 = 0. Hence a x + a x0 = a (x + x0 ) = 0 and this
implies that x + x0 X(a). Again let x X(a) then a x = 0 and a x = 0 as well.
Moving the constant we see that a (x) = 0 which means that x X(a).
(ii) Clearly the dimension of Rn is n. The vector a represents a linear mapping with
one row. The linear span of a is contained in a subspace with dimension 1. The
set X(a) contains all the vectors which are orthogonal to a. By the rank nullity
theorem we know that rank( f ) + Null( f ) = dim(Rn ). Hence the dimension of the
null space X(a) is dim(Rn ) rank( f ) = n 1.
Another way to look at this is by using what you found in Problem 1 and recognizing that X(a) is a hyperplane in Rn passing through the origin. In Problem 1,
you found that a plane in R3 passing through the origin had dimension 3 1 = 2.
Well a hyperplane is just a plane, so if X(a) is a hyperplane through the origin in
Rn it must have dimension n 1.
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Some Definitions The following definitions describe the greater than or equal to
type of ordering on Rn that will be important for answering Problem 3.
Definition 1. Let x and y be vectors in Rn . We define the following relations:
x = y iff xi = yi for all i = 1, 2, . . . , n.
x y iff xi yi for all i = 1, 2, . . . , n.
x > y iff xi yi and x , y meaning there is at least one element j such that
x j > y j.
x  y iff xi > yi for all i = 1, 2, . . . , n.
Problem 3. Suppose a, x, y Rn and a x > a y. Does it follow that x > y? [Hint: do
not divide both sides by a]
Solution:
Let a, x, y Rn (note these are vectors) and let ax > ay. Note that both ax and ay are
real numbers so the > here refers to the ordering on the real line, while the comparison
we want to investigate x > y is an ordering on vectors (as defined before the problem).
Lets consider the value r y = ay. Consider the hyperplane X(a, r y ) = {z Rn : az = r y }
and the upper half-space X+ (a, r y ) = {z Rn : az r y }. Now we know that ax > r y
so we can be sure x X+ (a, r y ). Let Y = {z Rn : zi yi i = 1, . . . , n} be the set of all
vectors z such that z y. When Y ( X+ (a, r y ) then its possible for a x > a y and yet
(x > y). Consider the two-dimensional graph below. Each of the points x, x0 , x00 are
contained in X+ (a, r y ) yet are not in Y. So its possible for a x > a y and yet x y.
Figure 1: Hyperplanes, Half-spaces and Vector Ordering
x
x0
{z R2 : z > y}

a
y
x1

X+ (a, r y )
x2

X(a, r y )

x00

Problem 4. Let X be a vector space and consider a function f : X R defined for

some a X defined as fa (x) = a x.
(i) Prove that fa (x) = a x is a linear function.
(ii) Let X = { f : X R | f is linear} be the set of all linear functions from X into R.
Prove that for all f X there exists an a X such that f (x) = a x.
(iii) Define function addition as f + g = f (x) + g(x) and function scaling as f = f (x)
over the set X . Prove or disprove the following statement: X with the defined
operations is a linear vector space.
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(iv) What is dimension of X ?

Solution: and hints...
(i) So for this problem just assume that X = Rn . Then a x = a1 x1 + + an xn . Given
two vectors x, y Rn and scalars , R we have
a (x + y) = a (x) + a (y)
= (a x) + (a y)
therefore its a linear map.
(ii) For part (ii), this is basically the proof that linear transformations between real
vector spaces can be represented by real valued matrices. In this case the matrices
will all be n 1. Consider a function f X . By definition f is a linear map from
X = Rn to R. Because X is a linear subspace and R is a linear subspace and f is
a linear map we know that f (X) is a linear subspace in R. Because X and f (X)
are subspaces they have a basis. Let (e1 , . . . , en ) be the coordinate vectors for Rn
(which are a basis for X). Then for any x X we can write x = x1 e1 + + xn en (a
linear combination of the basis vectors). Applying our function f to x gives us
f (x) = f (x1 e1 + + xn en )
= x1 f (e1 ) + + xn f (en )
Since ei , for i = 1, . . . , n is a vector we know f (ei ) R. For all i = 1, . . . , n define
f (ei ) = ai . Then
f (x) = x1 a1 + + xn an
= a1 xn + + an xn
=ax
so we can define the a = ( f (e1 ), . . . , f (en )).
(iii) For part (iii), you should use the defined operations to show that the vector
space axioms hold for this set so that its a vector space. The key operations are
that if f and g are linear functions in the set, then these will be our vectors. So
f + g is defined as f (x) + g(x) where x is a vector in X. If is a real number, then
we scale the vectors in X as f = f (x).
Let u, v, w V where V is a vector space. Let c, d R. Then the following are
the axioms of an abstract vector space.
1. u + v V
2. u + v = v + u
3. (u + v) + w = u + (v + w)
4. 0 V such that u V, u + 0 = u
5. u V, u V such that u + (u) = 0
6. c R, cu V.
7. c(u + v) = cu + cv
8. (c + d)u = cu + dv
9. (cd)u = c(du)
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10. 1u = u
All the axioms should be tested.
(iv) For part (iv) the idea is to use what we just learned in part (ii), that every linear
functional f X can be uniquely determined by a vector a = ( f (e1 ), . . . , f (en )).
We can think about finding a set of such a vectors. For example suppose we
have a set of n vectors, say the coordinate vectors again, (e1 , . . . , en ), do each of
these represent their own linear functional? Yes. Now that we are calling them
functionals, lets represent the set now as { f1 , . . . , fn }. At this point we establish
that any linear functional is just a linear combination of these n linear functionals
and that the set is linearly independent. Once youve done that you will have
shown that a set of n vectors is a basis for X and therefore dim (X ) = n.
Problem 5. Prove that the set Z is a subspace of R3 .
Z = {[x1 , x2 , x3 ] | 4x1 x2 + 5x3 = 0}
Solution:

Let a = [4, 1, 5] and note that the equation in the definition of Z is

4x1 x2 + 5x3 = a x. Hence we have the linear function L(x) = a x and a x = 0

represents a homogenous system of equations. The set Z represents the set of solutions
{x R3 |a x = 0} which is also the null space of the linear function L(x) = a x. The
null space of any linear function is a subspace. 
Problem 6.

Determine the null space and range of each of the following linear

operators on R3 .
(i) L(x) = (x3 , x2 , x1 )T
(ii) L(x) = (x1 , x1 , x1 )T
Solution:
(i) Null(L) = {0} and L(R3 ) = R3 .
(ii) Null(L) = Span(e2 , e3 ) and L(R3 ) = Span(e1 , e2 ).
Definition 2. Let X be a vector space and let a X and b R. A hyperplane in X is
a set of the form Ha (b) = {x X : a x = b} and associated with hyperplane X are two
half-spaces Ha (b) = {x X : a x b} and Ha (b) = {x X : a x b}.
Problem 7. What are the range of angles between vectors in x Ha (0) and the vector
a? What are the ranges of the angles between vectors x Ha (0) and the vector a?
Solution: For Ha (0) the range on the angles between vectors x and the vector a are
= [0, 90] [270, 360] and the range on the angles between vectors x in Ha (0) and a
are = [90, 270].
Problem 8.

Which of the following are subspaces of the vector space M2,2 of 2 2

matrices? Justify your answer.

(i) the set of 2 2 real symmetric matrices.
(ii) the set of 2 2 real diagonal matrices.
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(iii) the set of 2 2 real singular matrices (remember M is singular if det(M) = 0).
(iv) the zero matrix.
(v) the set of all 2 2 nonsingular matrices
Solution:
(i)
#
"
# "
#
a11 a12
b11 b12
a11 + b11 a12 + b12

+
=
a12 a22
b12 b22
a12 + b12 a22 + b22
"

(ii)
#
"
# "
#
a11 0
b11 0
a11 + b11
0

+
=
0 a22
0 b22
0
a22 + b22
"

(iii) This space is not a subspace. Consider the matrices

"
#
"
#
1 0
0 0
B=
A=
0 0
0 1
The det A = 0 and det B = 0, but det(A + B) = det(I) = 1 , 0.
(iv) Yes it is a subspace as any linear combination of it is the zero matrix.
(v) Note that det I = 1 , 0 and det(I) = (1)2 det I = 1 , 0 but I + (I) = 0 and the
zero matrix is not invertible.
Problem 9.

Let f : Rn Rm be a linear function such that for all y Rm the set

{x Rn : f (x) = y} is a singleton.
(i) Is the linear function f invertible?
(ii) If f can be represented by matrix A, then show A is invertible if and only if
rank(A) = m = n.
(iii) Suppose that an n n matrix A is invertible. Does it follow that [Ax = 0] =
[x = 0]?
(iv) Suppose that A is an n n matrix and that [Ax = 0] = [x = 0]. Does it follow
that A is invertible?
Solution:
(i) Yes, the function is a bijection and so the inverse correspondence will be a
function.
(ii) () Suppose that rank(A) = m = n and assume to the contrary that A is not
invertible. Then there must exist y, x, x0 Rn with x , x0 such that y = Ax = Ax0 .
But this means that A(x x0 ) = 0 with (x x0 ) , 0 and thus the columns of A are
linearly dependent. This means there can be, at most, n 1 linearly independent
columns making the rank of A less than n - which is a contradiction.

() For the other direction, we can use proof by contrapositive. So assume

rank(A) , n and attempt to show that this implies A is not invertible. Since
rank(A) dim Rn = n we know rank(A) < n. Which means that the number
of linearly independent columns of A is less than n. Let a1 , . . . , an represent the
n columns of A. Then = (1 , . . . , n ) , 0 such that 1 a1 + + n an = 0
which is equivalent A = 0 so Null(A) contains more elements than just the zero
vector 0. Since multiple elements are mapped to the same vector, the function
f represented by A is not injective and therefore not bijective and thus not
invertible. 
(iii) Let A be invertible and for some vector x suppose Ax = 0. Then
Ax = 0
A Ax = A1 0
1

In x = 0
x=0
which establishes the result. 
(iv) Let A be an n n matrix such that Null(A) = {0}. Let u , v be two nonzero
vectors. Suppose Au = Av then Au Av = 0 and finally A(u v) = 0. But
(u v) , 0 which is impossible since only 0 is in the null space of A. This
contradiction implies that A is injective. By the rank nullity theorem we have
dim Rn = dim Null(A) + dim img(A) and since dim Null(A) = 0 we have n =
0 + dim img(A) which implies dim img(A) = n. This means the image of A ( or
of f ) fills all of Rn and A is surjective. Because it is injective and surjective A is
invertible. 
Problem 10. Let y Rn be a netput vector where each element yi for i = 1, . . . , n is a
commodity. If yi < 0 then yi is an input into a production process. If yi > 0 then yi is
an output of the production process. Let F : Rn R be a transformation function and
we define the set Y = {y Rn : F(y) 0} and well call Y a technology. The technology
Y describes all the feasible production plans a firm can choose (i.e., combinations of
feasible inputs and outputs). We will assume that Y is a convex set. Now let p Rn
where p  0 be vector prices for the n commodities in any bundle y Y. Note that
for fixed p, we can define a function Tp (y) = p y for all y Y. The function Tp (y)
represents the profit (revenue minus costs) of choosing production plan y when input
and output prices are given by p. Firms want to choose some feasible production plan
y that satisfies Tp (y ) = max{p y : y Y} = (p).
(i) If (p) is the maximum achievable profit for firms given technology Y and prices
p the profit-maximizing production plans are {y Y : p y = (p)}. Now consider
the set {y Rn : p y = (p)}. Is this a hyperplane? If so, show that Y is contained
in one of the half-spaces of p y = (p) and specify which one (i.e., upper or
lower).
(ii) Does the set {y Rn : p y = (p)} touch the technology Y? i.e, is it the case
that
min |p y (p)| = 0
yY

If so, what does this say about the value of F(y ) for any y {y Y : p y = (p)}?

(iii) (Duality) Consider the sets of the form A(p) = {y Rn : p y (p)} and we
create a collection of sets {A(p) Rn : p Rn }. Show that the following equality
is true.
\
Y=
A(p)
pRn

Solution: See the hints I provided through email.