Sources & numbering
Friday lecture (first part of Week 3: linear transformations, Abschnitt 2.2) + Wednesday lecture (second part: matrix multiplication, Abschnitt 2.3) + tablet notes. Numbering follows the course script (Def. 2.19 – Lemma 2.40).
- The proofs of Beob. 2.20, Lemma 2.38 (transpose of a product), Korollar 2.39 and distributivity (Lemma 2.40(i)) were skipped in the lecture (“easy” / “see script”). Short proofs are included and marked supplementary.
- The Wednesday clicker could not run (no internet), so nothing is missing from it.
Notation
- Vectors are bold (); matrices are uppercase ().
- is the matrix transformation of (Def. 2.18): .
- are the standard unit vectors.
- (bold) is the zero vector; (thin) is the number zero. The difference matters for linear functionals, whose outputs are numbers.
1. Executive Overview & Core Objectives
This week answers the question “what is a matrix?”. Linear transformations are defined axiomatically, as maps that preserve vector addition and scalar multiplication. Two directions are then established. Every matrix transformation is linear (Beob. 2.20). Conversely, every linear transformation is a matrix transformation, with a unique matrix whose columns are the images of the standard unit vectors (Theorem 2.23). Its proof introduces mathematical induction. Matrix multiplication is then derived rather than postulated: is the matrix of the composition . This explains the column rule, the “rows times columns” rule, associativity, the reversed order in , and why in general.
Learning objectives. After this week you should be able to:
- state the linearity axioms, prove that a given map is linear (directly or via a matrix), and disprove linearity with a concrete counterexample;
- use the consequences and ;
- write a proof by induction (base case, induction hypothesis, induction step), and relate it to an informal “and so on” proof;
- state and prove Theorem 2.23, and compute the matrix of a linear map from ;
- define composition, prove that it preserves linearity, and derive the matrix of ;
- compute in three ways (columns , rows times columns, entry formula ), with correct dimension checks;
- apply , , distributivity, and associativity (with its transformation proof), and know that commutativity fails.
2. Core Concepts & Formal Definitions
2.1 Linear transformations and linear functionals (Abschnitt 2.2)
Definition 2.19 (Linear transformation / linear functional)
A function is a linear transformation (lineare Transformation), and a function is a linear functional (lineares Funktional), if the following linearity axioms (Linearitätsaxiome) hold for all and all :
- (i)
- (ii)
Axiomatic vs. constructive definitions. An axiom here is a defining property.
- A constructive definition says what the objects look like. Example: a vector is a tuple of reals.
- An axiomatic definition says which properties the objects must have, without saying what they look like. Example: linear transformations are all functions satisfying (i) and (ii).
- With an axiomatic definition, always check that objects with these properties exist; otherwise the definition is pointless. Here they do: matrix transformations (Beob. 2.20).
- A theory is then built on the axioms alone (Lemma 2.21, Lemma 2.22, Theorem 2.23).
Interpretation: preservation of the linear operations
sum relation scaling relation original vectors : the third is the sum of the first two : the second is times the first transformed vectors : still sum, by (i) : still times, by (ii) A linear transformation preserves vector addition and scalar multiplication (Erhaltung von Vektoraddition und Skalarmultiplikation). Relations between the inputs survive the transformation.
Beobachtung 2.20
Every matrix transformation is a linear transformation.
To prove it, check the axioms for : (i) and (ii) . Both follow from the rules of vector addition, scalar multiplication and Def. 2.4 (proof in §3.1).
Definition (official meaning of a covector)
For a fixed , the linear functional is the covector (Def. 1.18). Officially, a covector is a linear functional; “row vector” is our working picture of it.
2.2 Basic consequences of the axioms
Lemma 2.21 ("Null rein, Null raus", zero in, zero out)
If is a linear transformation (or linear functional), then (respectively ).
Lemma 2.22 (Preservation of linear combinations)
Let be a linear transformation (or linear functional), and . Then
(The board first wrote ; the number of vectors is .)
If a vector is a linear combination of others before transforming, it is the same linear combination of the transformed vectors after transforming. Preserving addition and scaling means preserving everything built from them.
2.3 The matrix of a linear transformation
Theorem 2.23
Let be a linear transformation. There is exactly one matrix with , i.e. for all . It is
- Two functions are equal when they agree on every input.
- Insight (Erkenntnis): “linear transformation” and “matrix transformation” are the same concept under two names. The only difference is how the information is given. For the matrix is handed to you; for an abstract linear you compute it from .
- Terminology: a Theorem is a statement that is interesting in itself, not just a tool. (A Lemma is mainly a tool.)
- On the value of such insights: basic research is often done for understanding, not for immediate applications. Number theory of primes was “useless” for centuries until cryptography made it indispensable.
Useful fact used everywhere
= column of . Example:
- Column view: only column 2 gets a nonzero scalar.
- Row view: in each scalar product, only the middle entry survives.
2.4 Mathematical induction (vollständige Induktion)
Definition (Proof by induction)
To prove a statement for all natural numbers :
- Base case (Basisfall): prove directly.
- Induction step (Induktionsschritt): for every , prove that if holds, then holds.
The assumption ” holds” is the induction hypothesis (Induktionsannahme). Then holds for all .
- Domino analogy: infinitely many dominoes numbered . The base case knocks over domino 0. The step guarantees that whenever domino falls, it knocks over domino . The process never “finishes”, but every particular domino (e.g. number 10 000 or one million) falls at some point. That is exactly the claim ” for every ”.
- That induction is a valid proof method is accepted as a principle here. It is the price for getting rid of the dots.
- Induction is the formal, dotless version of an informal “repeat … and so on” proof. Both do the same thing. A classic induction example in the script is the “little Gauss” formula .
Exam
Proofs with “and so on” (dots) are accepted, and induction is also fine. According to the lecturer, past exams practically never require induction.
2.5 Composition and matrix multiplication (Abschnitt 2.3)
Definition 2.31 (Composition, Komposition)
Let and be linear transformations. Their composition is defined by
“Apply first , then .” The same is required: the output of must be a legal input of . The intermediate dimension disappears from the result.
Lemma 2.32
If and are linear transformations, then is a linear transformation.
Chain of reasoning for matrices:
- and are linear (Beob. 2.20).
- So is linear (Lemma 2.32).
- So is a matrix transformation (Theorem 2.23).
Which matrix is it?
Lemma 2.33
Let be an matrix, so . Let be a matrix, so and . Then the matrix
is the unique matrix with .
Dimension reminder: an matrix maps (input size = number of columns, output size = number of rows).
Definition 2.34 (Matrix multiplication, column notation)
Let be and be . The matrix
is the product of and . Recipe: write column by column, and multiply each column by from the left.
Korollar 2.35
For () and (): .
In matrix language: for all .
Many textbooks present the entry formula first, and it looks arbitrary. Here it is derived: matrix multiplication is composition of the corresponding transformations.
Beobachtung 2.36 ("usual" definition: rows of times columns of )
Write in row notation with rows (), and . Then
i.e. scalar products. Entry = (row of ) · (column of ).
Why it works: column of is , by the row view of matrix–vector multiplication (Beob. 2.8).
Both ‘s must agree: rows of and columns of must have the same length for the scalar product.
Beobachtung 2.37 (Dotless direct definition)
For and :
The inner sum is exactly , with terms. This is complete but impractical; it is rarely used directly.
Picture: place on the left, on top, and in the corner where the row of and the column of meet. Dimensions fit automatically ( has as many rows as and as many columns as ).
2.6 Rules for matrix multiplication
Lemma 2.38 (Transpose of a product)
For () and (): .
- Dimension check: is and is , so the product is defined.
- ( times ) is in general not even defined; it only works if .
- The rule extends to more factors, e.g. . Bracketing doesn’t matter, by Lemma 2.40.
Korollar 2.39 (Identity)
Let be the identity matrix. Then for all matrices , and for all matrices .
behaves like the number 1: multiplying by it changes nothing, as long as its size matches.
Lemma 2.40 (Distributivity and associativity, Abschnitt 2.3.3)
Whenever the sizes fit:
- (i) Distributivity: and .
- (ii) Associativity: .
- These are not automatic. Matrices are not real numbers, and matrix multiplication is a complicated operation, so the rules must be proven.
- Distributivity is a “boring” direct computation (supplementary proof in §3.9). Associativity has an elegant proof via transformations (§3.10).
- Generalized associativity: for any number of factors, the bracketing is irrelevant, e.g. . Brackets can be dropped. Formally this follows by induction, or by the same argument as for three matrices.
Matrix multiplication is NOT commutative
does not hold in general (it may happen for special matrices). Doing transformations in a different order gives a different result, just as putting on socks then shoes differs from shoes then socks.
3. Step-by-Step Derivations & Mathematical Proofs
3.1 Proof of Beobachtung 2.20 (supplementary)
Write . By Def. 2.4, .
(i) The -th coordinate of is (definition of vector addition). Hence
(ii) The -th coordinate of is . Hence
Both steps use only the vector rules (distributivity, scalars pull out).
3.2 Example 1: is a linear functional (direct check)
Fix and let .
(i)
The first equality uses the definition of vector addition (coordinates add). The second uses the distributive law in , which splits the sum.
(ii)
The first equality uses the definition of scalar multiplication (each coordinate is scaled). The second pulls the common factor out of the real sum.
Such proofs never get stuck: just compute. But note where the definitions of the vector operations enter.
3.3 Proof of Lemma 2.21
Pick any . The zero vector can be written as . Then by axiom (ii)
In the target space, anything times is the zero vector (or the number for a functional).
Use: an immediate test against linearity. If , then is not linear. Example: the constant map outputs at .
3.4 Proof of Lemma 2.22, version 1: informal (“and so on”)
Split off the last term, then use the axioms:
The sum inside is now one term shorter. Do the same for :
Repeat for :
The leftover is the empty sum , and by Lemma 2.21. This is understandable and finite (for you would do 10 000 steps), but the “and so on” is not fully formal.
3.5 Proof of Lemma 2.22, version 2: by induction (dotless)
Let be the statement of the lemma for vectors.
Base case . Both sides are empty sums. The claim reads , which is exactly Lemma 2.21. ✓
Induction step (). Assume (induction hypothesis). As in the first two steps of §3.4:
The induction hypothesis now replaces the first term in one go, with no further repetition:
So . By induction, holds for all .
Exam Trap (induction step)
Apply the hypothesis to the sum (inside ), giving . Do not write and stop there. (The lecturer first slipped here and corrected it.)
3.6 Proof of Theorem 2.23
Step 1: there is only one candidate (uniqueness). If , then in particular for every . But is column of . So column is forced to be , and the only possible matrix is
Any matrix that works must be this one.
Step 2: this candidate works for all (existence). So far and agree on the unit vectors; we need agreement everywhere:
- The first equality: is the combination of the columns with scalars .
- The second: preservation of linear combinations, read from right to left.
- The last: every vector is the combination of the unit vectors with its own coordinates, e.g. in : .
3.7 Proof of Lemma 2.32
Check the axioms of Def. 2.19 for , using only that and are linear.
(i)
(ii)
The outer brackets around avoid ambiguity; when in doubt, add brackets.
The proof uses exactly the available properties, no more and no less. The end-of-proof sign is or ; the old Latin “q.e.d.” (quod erat demonstrandum) is rarely used today.
3.8 Proof of Lemma 2.33
By Theorem 2.23, the matrix of the linear map exists, is unique, and has columns for . Compute them:
because is column of , which we named . So .
The existence and uniqueness of come “for free” from Lemma 2.32 + Theorem 2.23; the proof just computes its columns.
3.9 Supplementary proofs: Lemma 2.38, Korollar 2.39, Lemma 2.40(i)
Lemma 2.38. Use Beob. 2.37 and . For all , :
Real multiplication commutes, so each product can be read in the order then .
Korollar 2.39.
- : its columns are (Korollar 2.7), so .
- (with of size ): its columns are = column of , so .
Lemma 2.40(i). Let and (columns). Column of is (Beob. 2.20). This is column of .
For , column is . Write , , so . Then
3.10 Proof of associativity, Lemma 2.40(ii)
Proving entrywise via formulas is a “Index-Schweinerei” (index mess). Instead, use transformations.
Step 1: identify both sides as matrices of compositions. By Korollar 2.35 (), applied twice:
- is the matrix of .
- is the matrix of .
Step 2: the two compositions are the same transformation. It looks as if we only moved the problem to associativity of , but that one is easy. For every :
Whatever the bracketing, the result is “apply , then , then ”. Equal outputs for all inputs mean equal functions.
Step 3: conclude. These are the same linear transformation, and by Theorem 2.23 a linear transformation has exactly one matrix. Hence .
4. Worked Examples & Applications
4.1 Proving linearity via a matrix (Example 2)
, . (The board first said ; it was corrected to .)
Instead of checking the axioms, observe with
Each output coordinate is (row of ) · , so row holds the coefficients of output . The zeros appear because is missing in the first output and in the second; with other formulas there need not be zeros. By Beob. 2.20, is linear. ✓
Equivalently, via Theorem 2.23: , , are the columns.
4.2 Simple linear maps (Examples 3, 4)
- Zero map : linear, with the zero matrix.
- Identity map on : linear, with the identity (unit) matrix (Einheitsmatrix).
4.3 Disproving linearity (Examples 5, 6)
To refute “for all …” statements, one concrete counterexample suffices. This is much easier than a proof.
Example 5: the 1-norm. (an alternative length, used in some applications; the usual one is the 2-norm). Compute:
That is , not . For and , the left side , but (since ). Concretely, , gives . Axiom (ii) fails, so is not linear.
Example 6: a constant map. with a fixed :
since for . Axiom (i) fails (as does (ii)). Faster: violates Lemma 2.21.
Exam Trap
To show “linear”, verify the axioms for all inputs, or exhibit a matrix. To show “not linear”, give specific numbers. A map whose graph looks “straight” is not necessarily linear: fails because .
4.4 Clicker on linear functionals
- “If for some , then for some .” True. Take ; then . Arbitrary functions don’t behave like this (e.g. ), but linear ones do: .
- “If for some , then for every .” False. Counterexample (linear: the covector ). Then but .
- ”.” True:
(The clicker had a bold where a thin belonged; the outputs of functionals are numbers.)
4.5 Composition is not commutative (stretch and mirror)
compresses in the -direction; mirrors at the diagonal.
“Stretching, then mirroring” is (first !). Column view:
“Mirroring, then stretching” is :
Geometric check of : is unchanged by the compression, then mirrored to , so column 1 is . The L-shapes produced in the two orders look similar but are different.
Exam Trap: order
applies first. Likewise applies first: read right to left.
4.6 Rows times columns
The product of a and a matrix is : six scalar products.
| entry | row · column | value |
|---|---|---|
Column check (Def. 2.34): column 2 of the product is ✓.
Here is not defined: a times a matrix doesn’t fit.
Exam Traps (collection)
- needs #columns of = rows of . The result is (#rows of ) × (#columns of ).
- and may differ, have different sizes, or one may be undefined.
- , not .
- The matrix of a linear map has the images as columns, not rows.
- needs of size (#rows of ); needs of size (#columns of ).
- For a linear functional, (number), not .
- Lemma 2.22 is stated with vectors (board typo: ).
5. Intuition & Conceptual Bridges
What linearity means geometrically
A linear map keeps the origin fixed (Lemma 2.21) and preserves every linear relation (Lemma 2.22). Parallelograms map to parallelograms (possibly flattened) and a scaled arrow maps to the equally scaled image. Since every is , knowing where the unit vectors go determines everything. That is Theorem 2.23, and it’s why the pictures always show .
Matrix = recipe for a linear map; product = doing two maps in a row
- Column of answers “where does go?”.
- answers “where does go if I apply , then ?”: first sends to , then sends it to . That is Def. 2.34 in one sentence.
- From this viewpoint, associativity is obvious (it’s just “apply , , in this order”), and non-commutativity is natural (order of operations matters).
- The rows-times-columns rule is the efficient way to compute ; the transformation view explains why.
Why the transpose reverses order
Only has matching inner dimensions, so it’s the only candidate that even makes sense. The same reversal appears when undoing actions: to undo “socks, then shoes” you remove the shoes first.
Bridges:
- Week 2: , = column , the pictures (stretching, mirroring, rotation, shear), and in three views. Matrix multiplication repeats those three views, with a whole matrix instead of one vector .
- Week 1: covectors are officially linear functionals. is the special case of a “matrix” times a vector.
- Computer graphics: drawing a 3D cube on paper is a matrix transformation (see the margin picture in the script). Chaining transformations is matrix multiplication.
- Next: multiplying covectors (linear functionals) with matrices. Expressions like will be introduced properly.
- Chapter 4: matrices become vectors of an abstract vector space, and linear transformations are generalized to such spaces (e.g. maps that act on matrices).
- Induction returns whenever a statement depends on a natural-number parameter (e.g. generalized associativity, products of matrices).
6. Summary & Self-Assessment Questions
Cheat sheet
| Concept | Statement |
|---|---|
| Linear (Def. 2.19) | (i) , (ii) ; functional if the target is |
| Beob. 2.20 | every is linear |
| Lemma 2.21 | (or ) |
| Lemma 2.22 | |
| Theorem 2.23 | linear for exactly one |
| Unit vector trick | = column of |
| Induction | base case + () gives for all |
| Composition (Def. 2.31) | , first; inner dimension must match |
| Lemma 2.32 | composition of linear maps is linear |
| Product (Def. 2.34) | for |
| Kor. 2.35 | ; |
| Beob. 2.36 | (row of · column of ) |
| Beob. 2.37 | |
| Sizes | |
| Lemma 2.38 | ; |
| Kor. 2.39 | (with matching sizes of ) |
| Lemma 2.40 | , , |
| Warning | in general |
Practice questions
Question 1. Let and . Compute and (check sizes first). Verify one column of each with the column view.
Solution to Question 1
Sizes: is and is .
- : inner dimensions ✓, result .
- : inner dimensions ✓, result .
So already because the sizes differ.
(rows of · columns of ):
- :
- :
- :
- :
Column check: ✓.:
- row 1 of is : against the columns of it gives
- row 2 is : gives
- row 3 is : gives
Column check: column 3 is ✓.
Question 2. Decide which maps are linear. Justify with a matrix or a concrete counterexample.
(a) ,
(b) ,
(c) ,
(d) , (Euclidean norm)
Solution to Question 2
(a) Linear. with ; row holds the coefficients of output . Check: the columns are and . Linear by Beob. 2.20.
(b) Not linear. Take , : , but . Axiom (ii) fails.
(c) Not linear. , contradicting Lemma 2.21. Its graph is a “straight” (affine) function, but not a linear one.
(d) Not linear. Take , : , but . Axiom (ii) fails. It also contradicts clicker fact 1: a nonzero linear functional must take negative values somewhere, but norms never do.
Question 3. Let be the rotation of by counterclockwise and the reflection at the -axis. Find their matrices with Theorem 2.23. Compute the matrices of and and interpret them geometrically.
Solution to Question 3
Matrices from the images of :
- : and , so .
- : and , so .
(first , then ) has matrix (Korollar 2.35):
Check via unit vectors: and ✓. This is the reflection at the diagonal .has matrix
Check: and ✓. This is the reflection at the line .: another example of non-commutativity.
Question 4. A linear map satisfies and . Show that is uniquely determined, and find its matrix.
Solution to Question 4
By Theorem 2.23 we only need and . Express the unit vectors through the given inputs:
By preservation of linear combinations (Lemma 2.22):
These values are forced by linearity, so there is only one possible :
Check: ✓ and ✓.Idea: knowing a linear map on any inputs whose combinations give determines it completely.
Question 5. Prove by induction: for all and matrices whose sizes allow the product,
Which earlier results do you need?
Solution to Question 5
Let be the claim for factors. Brackets may be omitted by generalized associativity (Lemma 2.40(ii)).
Base case : ✓. (Induction may start at any base value; here is natural, since an empty product of matrices is not defined in the lecture.)
Induction step (): assume . Group the product as (associativity). Then
In the first step, Lemma 2.38 is applied with and . In the second, the induction hypothesis is applied to the factors.So , and by induction holds for all .
Used: Lemma 2.38 (two factors) and associativity, to regroup and drop brackets. For this gives from the lecture.