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Proofs

A consolidated collection of the proof-based exercises, gathered here for quick revision. Each of these also lives in its own chapter; this page just puts them side by side so you can review the arguments in one place.


2.1 · Custom operation \(a \star b = ab + a + b\) on \(\mathbb{R}\setminus\{-1\}\)

Topics & Definitions

  • Group — a set with an operation obeying 4 axioms: closure, associativity, identity, inverses.
  • Abelian group — a group whose operation is also commutative (\(a\star b = b\star a\)).
  • Identity \(e\) — the element with \(a\star e = a\).
  • Inverse — the element that undoes \(a\), returning \(e\).

The key move is factoring: \(a \star b = (a+1)(b+1) - 1\). So the operation behaves like ordinary multiplication shifted by \(1\), which makes every axiom easy. It is closed (never gives \(-1\)), associative, has identity \(0\), every element has an inverse, and it is commutative.

For part b, solve \(3 \star x \star x = 4(x+1)^2 - 1 = 15\).

Answer

\((\mathbb{R}\setminus\{-1\},\ \star)\) is an Abelian group. Identity \(e = 0\), inverse \(a^{-1} = \dfrac{-a}{a+1}\).

2.1b: \(x = 1\) or \(x = -3\).

The four group axioms, and what makes a group Abelian

A group is a set \(G\) with one operation \(\star\) that obeys four rules. Checking a group means checking these one by one; here every check rides on the factoring \(a\star b = (a+1)(b+1) - 1\), which turns \(\star\) into ordinary multiplication shifted by \(1\).

  1. Closure — combining any two members lands you back inside the set. For \(\star\): \((a+1)(b+1)-1\) equals \(-1\) only if \((a+1)(b+1)=0\), which cannot happen when \(a,b\neq -1\). So the result is never the forbidden \(-1\), and you stay in \(\mathbb{R}\setminus\{-1\}\).
  2. Associativity — regrouping does not change the result: \((a\star b)\star c = a\star(b\star c)\). This is inherited from ordinary multiplication of the shifted factors, which is associative.
  3. Identity — one special element \(e\) leaves everything unchanged: \(a\star e = a\) for all \(a\). Here \(e = 0\), since \((a+1)(0+1)-1 = a\).
  4. Inverses — every \(a\) has a partner \(a^{-1}\) that undoes it, returning the identity: \(a\star a^{-1} = e\). Here \(a^{-1} = \dfrac{-a}{a+1}\), and it is never \(-1\), so it lives in the set too.

Those four make \(G\) a group. It is also Abelian (commutative) if one bonus rule holds: \(a\star b = b\star a\) for all \(a,b\). Since \(\star\) is built from ordinary multiplication, and multiplication does not care about order, \(\star\) commutes, so this is an Abelian group. (A group can pass the four axioms yet fail this test, like the matrix group in 2.3, that is a non-Abelian group.)


2.18 · Automorphisms: kernels and images of \(f\) and \(g\)

Topics & Definitions

  • Homomorphism — a structure-preserving map between vector spaces; equivalently, a linear map (it preserves addition and scalar multiplication).
  • Endomorphism — a homomorphism from a space to itself, \(\Phi: V \to V\).
  • Automorphism — a bijective endomorphism: an invertible linear map \(V \to V\) whose inverse is also linear.
  • Kernel — \(\ker(f) = \{v : f(v) = \mathbf{0}\}\). Image — \(\operatorname{Im}(g) = \{g(v) : v \in V\}\).
  • Key fact used here — \(f\) and \(g\) are automorphisms with \(f \circ g = \mathrm{id}\), so both are bijections; a bijection sends only \(\mathbf{0}\) to \(\mathbf{0}\) and is onto.

Because \(f \circ g = \mathrm{id}_E\), both \(f\) and \(g\) are invertible (automorphisms). Bijectivity is what makes all three claims fall out: an injective map has trivial kernel, and a surjective map has full image.

The three claims

1. \(\ker(f) = \ker(g \circ f)\). If \(f(v) = \mathbf{0}\) then \((g\circ f)(v) = g(\mathbf{0}) = \mathbf{0}\), so \(\ker(f) \subseteq \ker(g\circ f)\). Conversely, if \((g\circ f)(v) = \mathbf{0}\), apply \(g^{-1}\): \(f(v) = g^{-1}(\mathbf{0}) = \mathbf{0}\), so \(\ker(g\circ f) \subseteq \ker(f)\). Hence equal.

2. \(\operatorname{Im}(g) = \operatorname{Im}(g \circ f)\). Clearly \(\operatorname{Im}(g\circ f) \subseteq \operatorname{Im}(g)\). For the reverse, take any \(g(w) \in \operatorname{Im}(g)\). Since \(f\) is surjective, \(w = f(u)\) for some \(u\), so \(g(w) = (g\circ f)(u) \in \operatorname{Im}(g\circ f)\). Hence equal.

3. \(\ker(f) \cap \operatorname{Im}(g) = \{\mathbf{0}\}\). \(f\) is an automorphism, so \(\ker(f) = \{\mathbf{0}\}\). The intersection of \(\{\mathbf{0}\}\) with any set is \(\{\mathbf{0}\}\).

Answer

All three hold: \(\ker(f) = \ker(g\circ f)\), \(\operatorname{Im}(g) = \operatorname{Im}(g\circ f)\), and \(\ker(f)\cap\operatorname{Im}(g) = \{\mathbf{0}\}\), each following from \(f\) and \(g\) being automorphisms (bijective linear maps).


3.1 · Show that \(\langle\cdot,\cdot\rangle\) is an inner product

Topics & Definitions

  • Inner product — a map \(\langle\cdot,\cdot\rangle\) taking two vectors to a number, passing three tests for all \(\mathbf{x},\mathbf{y},\mathbf{z}\) and scalars.
  • Bilinear — linear in each slot separately (constants and sums pass straight through).
  • Symmetric — order does not matter: \(\langle\mathbf{x},\mathbf{y}\rangle = \langle\mathbf{y},\mathbf{x}\rangle\).
  • Positive definite — \(\langle\mathbf{x},\mathbf{x}\rangle > 0\) for every \(\mathbf{x}\neq\mathbf{0}\) (and \(0\) only for \(\mathbf{0}\)).
  • Matrix shortcut — any \(\langle\mathbf{x},\mathbf{y}\rangle = \mathbf{x}^\top A\,\mathbf{y}\) is automatically bilinear; it is symmetric exactly when \(A = A^\top\), and positive definite exactly when \(A\) is (leading minors all positive).

The form \(\langle\mathbf{x},\mathbf{y}\rangle = x_1y_1 - (x_1y_2 + x_2y_1) + 2x_2y_2\) is a matrix form in disguise. Pulling the coefficients into a grid gives \(A = \begin{bmatrix}1&-1\\-1&2\end{bmatrix}\), so \(\langle\mathbf{x},\mathbf{y}\rangle = \mathbf{x}^\top A\,\mathbf{y}\). Because it is built as \(\mathbf{x}^\top A\mathbf{y}\) it is bilinear for free, and the two remaining checks are just facts about \(A\).

Check the three properties

Matrix form. \(\mathbf{x}^\top A\mathbf{y} = (x_1 - x_2)y_1 + (-x_1 + 2x_2)y_2 = x_1y_1 - x_1y_2 - x_2y_1 + 2x_2y_2\), matching the given form.

Symmetric. \(A = \begin{bmatrix}1&-1\\-1&2\end{bmatrix} = A^\top\), so \(\langle\mathbf{x},\mathbf{y}\rangle = \langle\mathbf{y},\mathbf{x}\rangle\).

Positive definite. Leading principal minors of \(A\): the top-left entry \(1 > 0\), and \(\det A = (1)(2) - (-1)(-1) = 1 > 0\). Both positive, so \(A\) is positive definite. Equivalently, completing the square,

\[\langle\mathbf{x},\mathbf{x}\rangle = x_1^2 - 2x_1x_2 + 2x_2^2 = (x_1 - x_2)^2 + x_2^2 \ge 0,\]

which is \(0\) only when \(x_1 = x_2 = 0\).

Answer

All three properties hold, so \(\langle\cdot,\cdot\rangle\) is an inner product on \(\mathbb{R}^2\) (with matrix \(A = \begin{bmatrix}1&-1\\-1&2\end{bmatrix}\)).


3.7 · Projections and their complements

Let \(V\) be a vector space and \(\pi\) an endomorphism of \(V\).

(a) Prove that \(\pi\) is a projection if and only if \(\operatorname{id}_V - \pi\) is a projection, where \(\operatorname{id}_V\) is the identity endomorphism on \(V\).

(b) Assuming \(\pi\) is a projection, compute \(\operatorname{Im}(\operatorname{id}_V - \pi)\) and \(\ker(\operatorname{id}_V - \pi)\) in terms of \(\operatorname{Im}(\pi)\) and \(\ker(\pi)\).

Topics & Definitions

  • Projection \(=\) idempotent — an endomorphism \(\pi\) is a projection exactly when \(\pi^2 = \pi\). Once you have landed in the target subspace, projecting again does not move you. This single equation drives the whole exercise.
  • The identity behaves like \(1\) — composing with \(\operatorname{id}_V\) changes nothing: \(\operatorname{id}\circ\pi = \pi\) and \(\pi\circ\operatorname{id} = \pi\). This is what lets \((\operatorname{id} - \pi)^2\) expand exactly like ordinary algebra.
  • What \(\operatorname{id} - \pi\) does — feed it \(v\) and you get \(v - \pi(v)\): the vector minus its projection, the same residual used to compute distances in the earlier exercises.
  • Proving a set equality — to show \(A = B\), prove both inclusions \(A \subseteq B\) and \(B \subseteq A\).

Part a is pure algebra: expand \((\operatorname{id} - \pi)^2\) and watch the condition \(\pi^2 = \pi\) appear. Part b then chases elements through \(\operatorname{id} - \pi\), using \(\pi^2 = \pi\) where needed, to show the image and kernel simply swap.

Part a, expand \((\operatorname{id} - \pi)^2\)

Write \(\operatorname{id}\) for \(\operatorname{id}_V\). Expanding the composition:

\[(\operatorname{id} - \pi)^2 = \operatorname{id}\circ\operatorname{id} - \operatorname{id}\circ\pi - \pi\circ\operatorname{id} + \pi\circ\pi = \operatorname{id} - 2\pi + \pi^2.\]

The two middle terms each collapse to \(\pi\), since composing with the identity does nothing.

Part a, chain of equivalences

\(\operatorname{id} - \pi\) is a projection precisely when it is idempotent:

\[\begin{aligned}(\operatorname{id} - \pi)^2 = \operatorname{id} - \pi &\iff \operatorname{id} - 2\pi + \pi^2 = \operatorname{id} - \pi\\ &\iff -2\pi + \pi^2 = -\pi\\ &\iff \pi^2 = \pi.\end{aligned}\]

Every step is reversible (subtract \(\operatorname{id}\), then add \(2\pi\), to both sides), so the biconditional holds in both directions at once. \(\blacksquare\)

Why both directions come free

Because the chain uses \(\iff\) rather than \(\implies\), reading it top-to-bottom proves one direction and bottom-to-top proves the other. No separate argument is needed.

Part b, \(\ker(\operatorname{id} - \pi) = \operatorname{Im}(\pi)\)

Work directly from the definition of the kernel:

\[v \in \ker(\operatorname{id}-\pi) \iff (\operatorname{id}-\pi)(v) = 0 \iff v - \pi(v) = 0 \iff v = \pi(v).\]

The statement \(v = \pi(v)\) says that \(v\) is an output of \(\pi\), which is exactly what it means for \(v\) to lie in \(\operatorname{Im}(\pi)\). Every step is an equivalence, so

\[\ker(\operatorname{id}-\pi) = \operatorname{Im}(\pi).\]

Note this direction does not even require idempotency.

Part b, \(\operatorname{Im}(\operatorname{id} - \pi) = \ker(\pi)\)

(\(\subseteq\)) Let \(w \in \operatorname{Im}(\operatorname{id} - \pi)\), so \(w = v - \pi(v)\) for some \(v\). Apply \(\pi\):

\[\pi(w) = \pi(v) - \pi^2(v) = \pi(v) - \pi(v) = 0,\]

using \(\pi^2 = \pi\). So \(w \in \ker(\pi)\).

(\(\supseteq\)) Let \(w \in \ker(\pi)\), so \(\pi(w) = 0\). Then

\[(\operatorname{id}-\pi)(w) = w - \pi(w) = w - 0 = w,\]

so \(w\) is its own image under \(\operatorname{id} - \pi\), hence \(w \in \operatorname{Im}(\operatorname{id}-\pi)\).

Both inclusions hold, so \(\operatorname{Im}(\operatorname{id}-\pi) = \ker(\pi)\). \(\blacksquare\)

Answer

a) \(\pi\) is a projection \(\iff \pi^2 = \pi \iff (\operatorname{id}_V - \pi)^2 = \operatorname{id}_V - \pi \iff \operatorname{id}_V - \pi\) is a projection.

b) The image and kernel swap:

\[\operatorname{Im}(\operatorname{id}_V - \pi) = \ker(\pi), \qquad \ker(\operatorname{id}_V - \pi) = \operatorname{Im}(\pi).\]

Intuition. A projection splits the space as \(V = \operatorname{Im}(\pi) \oplus \ker(\pi)\), acting as the identity on the first part and as zero on the second. The complementary map \(\operatorname{id}_V - \pi\) keeps the residual instead, so it kills exactly what \(\pi\) keeps and keeps exactly what \(\pi\) kills. Their images and kernels therefore trade places.


4.11 · \(A^\top A\) and \(AA^\top\) share nonzero eigenvalues

Show that for any \(A \in \mathbb{R}^{m\times n}\), the matrices \(A^\top A\) and \(AA^\top\) have the same nonzero eigenvalues.

Topics & Definitions

  • Why it matters — this justifies the SVD shortcut: since \(A^\top A\) and \(AA^\top\) share nonzero eigenvalues, the singular values \(\sqrt{\lambda}\) are the same whichever product you use, so you can diagonalize the smaller one.
  • The key idea — if \(x\) is an eigenvector of \(A^\top A\), then \(Ax\) is an eigenvector of \(AA^\top\) with the same eigenvalue. Multiplying by \(A\) transfers the eigenvalue between the products; \(A\) itself is only the bridge.
  • Why "nonzero" matters — the argument needs \(Ax \neq 0\) to give a genuine eigenvector, which is only guaranteed when \(\lambda \neq 0\).

Proof

Let \(\lambda \neq 0\) be an eigenvalue of \(A^\top A\) with eigenvector \(x \neq 0\):

\[A^\top A\, x = \lambda x.\]

Multiply on the left by \(A\):

\[A A^\top A\, x = \lambda A x.\]

Regroup using associativity:

\[(AA^\top)(Ax) = \lambda (Ax).\]

This has the form of an eigenvalue equation for \(AA^\top\), with eigenvector \(Ax\) and eigenvalue \(\lambda\).

Check \(Ax \neq 0\): if \(Ax = 0\), then \(A^\top A\, x = A^\top(Ax) = 0 = \lambda x\), forcing \(\lambda = 0\) (since \(x \neq 0\)), contradicting \(\lambda \neq 0\). So \(Ax\) is a genuine eigenvector. The reverse direction is identical, swapping \(A\) and \(A^\top\) (start from \(AA^\top y = \lambda y\) and multiply by \(A^\top\)).

Conclusion

Every nonzero eigenvalue of \(A^\top A\) is a nonzero eigenvalue of \(AA^\top\), and vice versa, so the two matrices share exactly the same nonzero eigenvalues. \(\blacksquare\)

(They may differ in their zero eigenvalues: the larger matrix simply has extra zeros to fill its extra dimensions, which is why singular values come only from the nonzero eigenvalues.)


4.12 · The largest singular value is the maximum stretch

Show that for \(x \neq 0\),

\[\max_{x} \frac{\lVert Ax\rVert_2}{\lVert x\rVert_2} = \sigma_1,\]

where \(\sigma_1\) is the largest singular value of \(A \in \mathbb{R}^{m\times n}\).

Topics & Definitions

  • The stretch factor — \(\lVert Ax\rVert / \lVert x\rVert\) measures how much \(A\) lengthens \(x\). This theorem says the most \(A\) can stretch any vector is exactly \(\sigma_1\), giving the largest singular value a concrete meaning: the matrix's maximum amplification.
  • Orthogonal matrices preserve length — \(\lVert Uz\rVert = \lVert z\rVert\) and \(\lVert Vz\rVert = \lVert z\rVert\), which lets you strip \(U\) and \(V\) from \(A = U\Sigma V^\top\) and reduce the problem to the diagonal \(\Sigma\).
  • \(\sigma_1\) is the largest — so every \(\sigma_i^2 \le \sigma_1^2\), which bounds the sum.
  • Proving a maximum — needs two parts: an upper bound (nothing exceeds \(\sigma_1\)) and attainment (some vector reaches it).

Step 1, reduce to the diagonal matrix

Write \(A = U\Sigma V^\top\). For \(x \neq 0\), set \(y = V^\top x\); since \(V\) is orthogonal, \(\lVert y\rVert = \lVert x\rVert\). Using that \(U\) preserves length:

\[\lVert Ax\rVert = \lVert U\Sigma V^\top x\rVert = \lVert \Sigma V^\top x\rVert = \lVert \Sigma y\rVert.\]

So \(\dfrac{\lVert Ax\rVert}{\lVert x\rVert} = \dfrac{\lVert \Sigma y\rVert}{\lVert y\rVert}\).

Step 2, upper bound

Since \(\Sigma\) is diagonal, \(\Sigma y = (\sigma_1 y_1, \sigma_2 y_2, \dots)\), so

\[\lVert \Sigma y\rVert^2 = \sum_i \sigma_i^2 y_i^2 \le \sigma_1^2 \sum_i y_i^2 = \sigma_1^2 \lVert y\rVert^2\]

(each \(\sigma_i^2\) replaced by the larger \(\sigma_1^2\)). Taking square roots:

\[\frac{\lVert Ax\rVert}{\lVert x\rVert} \le \sigma_1 \quad\text{for all } x.\]

Step 3, the bound is attained

Choose \(x = v_1\), the first right-singular vector. Then \(y = V^\top v_1 = e_1 = (1,0,\dots,0)\), so

\[\lVert \Sigma y\rVert = \sigma_1, \qquad \lVert y\rVert = 1, \qquad \frac{\lVert Av_1\rVert}{\lVert v_1\rVert} = \sigma_1.\]

Some vector reaches \(\sigma_1\), so the bound is tight.

Conclusion

The ratio is bounded above by \(\sigma_1\) for every \(x\) and equals \(\sigma_1\) when \(x = v_1\), so

\[\max_{x \neq 0} \frac{\lVert Ax\rVert_2}{\lVert x\rVert_2} = \sigma_1. \qquad \blacksquare\]

The maximum stretch of \(A\) is its largest singular value, achieved along the first right-singular vector \(v_1\).


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