$$ \newcommand{\qed}{\tag*{$\square$}} \newcommand{\span}{\operatorname{span}} \newcommand{\dim}{\operatorname{dim}} \newcommand{\rank}{\operatorname{rank}} \newcommand{\norm}[1]{\|#1\|} \newcommand{\grad}{\nabla} \newcommand{\prox}[1]{\operatorname{prox}_{#1}} \newcommand{\inner}[2]{\langle{#1}, {#2}\rangle} \newcommand{\mat}[1]{\mathcal{M}[#1]} \newcommand{\null}[1]{\operatorname{null} \left(#1\right)} \newcommand{\range}[1]{\operatorname{range} \left(#1\right)} \newcommand{\rowvec}[1]{\begin{bmatrix} #1 \end{bmatrix}^T} \newcommand{\Reals}{\mathbf{R}} \newcommand{\RR}{\mathbf{R}} \newcommand{\Complex}{\mathbf{C}} \newcommand{\Field}{\mathbf{F}} \newcommand{\Pb}{\operatorname{Pr}} \newcommand{\E}[1]{\operatorname{E}[#1]} \newcommand{\Var}[1]{\operatorname{Var}[#1]} \newcommand{\argmin}[2]{\underset{#1}{\operatorname{argmin}} {#2}} \newcommand{\optmin}[3]{ \begin{align*} & \underset{#1}{\text{minimize}} & & #2 \\ & \text{subject to} & & #3 \end{align*} } \newcommand{\optmax}[3]{ \begin{align*} & \underset{#1}{\text{maximize}} & & #2 \\ & \text{subject to} & & #3 \end{align*} } \newcommand{\optfind}[2]{ \begin{align*} & {\text{find}} & & #1 \\ & \text{subject to} & & #2 \end{align*} } $$
In the previous entry, we studied vector spaces, sets in which addition and scalar multiplication satisfy some intuitive properties. In this section, we study a special type of vector space: the subspace. These notes are adapted from Sheldon Axler’s excellent introductory text Linear Algebra Done Right.
Definition 2.1 A subspace of a vector space is a subset of that is itself a vector space. To check whether a subset of a vector space is indeed a subspace, it is sufficient and necessary to check that , is closed under addition, and is closed under scalar multiplication, i.e., is a subspace of if and only if these three conditions are satisfied.
If a set is a subspace (or, for that matter, a vector space), you immediately know that it posseses a nice additive and multiplicative structure. For example, it is a fact that the set of differentiable real-valued functions on the reals is a subspace of — this tells us, for example, that the sum of two real-valued differentiable functions is itself differentiable.
Definition 2.2 The sum of two subsets and of a vector space is the set that contains all possible sums of their elements: (the sum of more than two sets is defined analogously). The summation of sets in this way is sometimes called the Minkowski sum.
Definition 2.3 A sum of subspaces through of a vector space is a direct sum if each element in is uniquely determined by the sum of some , with each , ie, if there is only one way to write each as a sum of elements from the . If the sum is in fact a direct sum, it is common to emphasize this fact by substituting the “” symbol for the “” symbol, like so: .
It is a useful and easy to verify fact that the sum of two subspaces is a direct sum if and only if their intersection is the singleton set .
Linear Algebra Done Right, by Sheldon Axler.