Linear form

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In mathematics, a linear form (also known as a linear functional,[1] a one-form, or a covector) is a linear map[nb 1] from a vector space to its field of scalars (often, the real numbers or the complex numbers). If V is a vector space over a field k, the set of all linear functionals from V to k is itself a vector space over k with addition and scalar multiplication defined pointwise. This space is called the dual space of V, or sometimes the algebraic dual space, when a topological dual space is also considered. It is often denoted Hom(V, k),[2] or, when the field k is understood, V*;[3] other notations are also used, such as V,[4][5] V# or V.[2] When vectors are represented by column vectors (as is common when a basis is fixed), then linear functionals are represented as row vectors, and their values on specific vectors are given by matrix products (with the row vector on the left).

Examples

The constant zero function, mapping every vector to zero, is trivially a linear functional. Every other linear functional (such as the ones below) is surjective (that is, its range is all of k).

  • Indexing into a vector: The second element of a three-vector is given by the one-form [0,1,0]. That is, the second element of [x,y,z] is [0,1,0][x,y,z]=y.
  • Mean: The mean element of an n-vector is given by the one-form [1/n,1/n,,1/n]. That is, mean(v)=[1/n,1/n,,1/n]v.
  • Sampling: Sampling with a kernel can be considered a one-form, where the one-form is the kernel shifted to the appropriate location.
  • Net present value of a net cash flow, R(t), is given by the one-form w(t)=(1+i)t where i is the discount rate. That is, NPV(R(t))=w,R=t=0R(t)(1+i)tdt.

Linear functionals in Rn

Suppose that vectors in the real coordinate space n are represented as column vectors x=[x1xn]. For each row vector a=[a1an] there is a linear functional fa defined by fa(x)=a1x1++anxn, and each linear functional can be expressed in this form. This can be interpreted as either the matrix product or the dot product of the row vector a and the column vector x: fa(x)=ax=[a1an][x1xn].

Trace of a square matrix

The trace tr(A) of a square matrix A is the sum of all elements on its main diagonal. Matrices can be multiplied by scalars and two matrices of the same dimension can be added together; these operations make a vector space from the set of all n×n matrices. The trace is a linear functional on this space because tr(sA)=str(A) and tr(A+B)=tr(A)+tr(B) for all scalars s and all n×n matrices A and B.

(Definite) Integration

Linear functionals first appeared in functional analysis, the study of vector spaces of functions. A typical example of a linear functional is integration: the linear transformation defined by the Riemann integral I(f)=abf(x)dx is a linear functional from the vector space C[a,b] of continuous functions on the interval [a,b] to the real numbers. The linearity of I follows from the standard facts about the integral: I(f+g)=ab[f(x)+g(x)]dx=abf(x)dx+abg(x)dx=I(f)+I(g)I(αf)=abαf(x)dx=αabf(x)dx=αI(f).

Evaluation

Let Pn denote the vector space of real-valued polynomial functions of degree n defined on an interval [a,b]. If c[a,b], then let evc:Pn be the evaluation functional evcf=f(c). The mapping ff(c) is linear since (f+g)(c)=f(c)+g(c)(αf)(c)=αf(c). If x0,,xn are n+1 distinct points in [a,b], then the evaluation functionals evxi, i=0,,n form a basis of the dual space of Pn (Lax (1996) proves this last fact using Lagrange interpolation).

Non-example

A function f having the equation of a line f(x)=a+rx with a0 (for example, f(x)=1+2x) is not a linear functional on , since it is not linear.[nb 2] It is, however, affine-linear.

Visualization

File:Gradient 1-form.svg
Geometric interpretation of a 1-form α as a stack of hyperplanes of constant value, each corresponding to those vectors that α maps to a given scalar value shown next to it along with the "sense" of increase. The   zero plane is through the origin.

In finite dimensions, a linear functional can be visualized in terms of its level sets, the sets of vectors which map to a given value. In three dimensions, the level sets of a linear functional are a family of mutually parallel planes; in higher dimensions, they are parallel hyperplanes. This method of visualizing linear functionals is sometimes introduced in general relativity texts, such as Gravitation by Misner, Thorne & Wheeler (1973).

Applications

Application to quadrature

If x0,,xn are n+1 distinct points in [a, b], then the linear functionals evxi:ff(xi) defined above form a basis of the dual space of Pn, the space of polynomials of degree n. The integration functional I is also a linear functional on Pn, and so can be expressed as a linear combination of these basis elements. In symbols, there are coefficients a0,,an for which I(f)=a0f(x0)+a1f(x1)++anf(xn) for all fPn. This forms the foundation of the theory of numerical quadrature.[6]

In quantum mechanics

Linear functionals are particularly important in quantum mechanics. Quantum mechanical systems are represented by Hilbert spaces, which are antiisomorphic to their own dual spaces. A state of a quantum mechanical system can be identified with a linear functional. For more information see bra–ket notation.

Distributions

In the theory of generalized functions, certain kinds of generalized functions called distributions can be realized as linear functionals on spaces of test functions.

Dual vectors and bilinear forms

File:1-form linear functional.svg
Linear functionals (1-forms) α, β and their sum σ and vectors u, v, w, in 3d Euclidean space. The number of (1-form) hyperplanes intersected by a vector equals the inner product.[7]

Every non-degenerate bilinear form on a finite-dimensional vector space V induces an isomorphism VV : vv such that v*(w):=v,wwV, where the bilinear form on V is denoted , (for instance, in Euclidean space, v,w=vw is the dot product of v and w). The inverse isomorphism is VV : vv, where v is the unique element of V such that v,w=v*(w) for all wV. The above defined vector vV is said to be the dual vector of vV. In an infinite dimensional Hilbert space, analogous results hold by the Riesz representation theorem. There is a mapping VV from V into its continuous dual space V.

Relationship to bases

Basis of the dual space

Let the vector space V have a basis e1,e2,,en, not necessarily orthogonal. Then the dual space V* has a basis ω~1,ω~2,,ω~n called the dual basis defined by the special property that ω~i(ej)={1ifi=j0ifij. Or, more succinctly, ω~i(ej)=δij where δij is the Kronecker delta. Here the superscripts of the basis functionals are not exponents but are instead contravariant indices. A linear functional u~ belonging to the dual space V~ can be expressed as a linear combination of basis functionals, with coefficients ("components") ui, u~=i=1nuiω~i. Then, applying the functional u~ to a basis vector ej yields u~(ej)=i=1n(uiω~i)ej=iui[ω~i(ej)] due to linearity of scalar multiples of functionals and pointwise linearity of sums of functionals. Then u~(ej)=iui[ω~i(ej)]=iuiδij=uj. So each component of a linear functional can be extracted by applying the functional to the corresponding basis vector.

The dual basis and inner product

When the space V carries an inner product, then it is possible to write explicitly a formula for the dual basis of a given basis. Let V have (not necessarily orthogonal) basis e1,,en. In three dimensions (n = 3), the dual basis can be written explicitly ω~i(v)=12j=13k=13εijk(ej×ek)e1e2×e3,v, for i=1,2,3, where ε is the Levi-Civita symbol and , the inner product (or dot product) on V. In higher dimensions, this generalizes as follows ω~i(v)=1i2<i3<<innεii2in(ei2ein)(e1en),v, where is the Hodge star operator.

Over a ring

Modules over a ring are generalizations of vector spaces, which removes the restriction that coefficients belong to a field. Given a module M over a ring R, a linear form on M is a linear map from M to R, where the latter is considered as a module over itself. The space of linear forms is always denoted Homk(V, k), whether k is a field or not. It is a right module if V is a left module. The existence of "enough" linear forms on a module is equivalent to projectivity.[8]

Dual Basis Lemma — An R-module M is projective if and only if there exists a subset AM and linear forms {faaA} such that, for every xM, only finitely many fa(x) are nonzero, and x=aAfa(x)a

Change of field

Suppose that X is a vector space over . Restricting scalar multiplication to gives rise to a real vector space[9] X called the realification of X. Any vector space X over is also a vector space over , endowed with a complex structure; that is, there exists a real vector subspace X such that we can (formally) write X=XXi as -vector spaces.

Real versus complex linear functionals

Every linear functional on X is complex-valued while every linear functional on X is real-valued. If dimX0 then a linear functional on either one of X or X is non-trivial (meaning not identically 0) if and only if it is surjective (because if φ(x)0 then for any scalar s, φ((s/φ(x))x)=s), where the image of a linear functional on X is while the image of a linear functional on X is . Consequently, the only function on X that is both a linear functional on X and a linear function on X is the trivial functional; in other words, X#X#={0}, where # denotes the space's algebraic dual space. However, every -linear functional on X is an -linear operator (meaning that it is additive and homogeneous over ), but unless it is identically 0, it is not an -linear functional on X because its range (which is ) is 2-dimensional over . Conversely, a non-zero -linear functional has range too small to be a -linear functional as well.

Real and imaginary parts

If φX# then denote its real part by φ:=Reφ and its imaginary part by φi:=Imφ. Then φ:X and φi:X are linear functionals on X and φ=φ+iφi. The fact that z=ReziRe(iz)=Im(iz)+iImz for all z implies that for all xX,[9] φ(x)=φ(x)iφ(ix)=φi(ix)+iφi(x) and consequently, that φi(x)=φ(ix) and φ(x)=φi(ix).[10] The assignment φφ defines a bijective[10] -linear operator X#X# whose inverse is the map L:X#X# defined by the assignment gLg that sends g:X to the linear functional Lg:X defined by Lg(x):=g(x)ig(ix) for all xX. The real part of Lg is g and the bijection L:X#X# is an -linear operator, meaning that Lg+h=Lg+Lh and Lrg=rLg for all r and g,hX#.[10] Similarly for the imaginary part, the assignment φφi induces an -linear bijection X#X# whose inverse is the map X#X# defined by sending IX# to the linear functional on X defined by xI(ix)+iI(x). This relationship was discovered by Henry Löwig in 1934 (although it is usually credited to F. Murray),[11] and can be generalized to arbitrary finite extensions of a field in the natural way. It has many important consequences, some of which will now be described.

Properties and relationships

Suppose φ:X is a linear functional on X with real part φ:=Reφ and imaginary part φi:=Imφ. Then φ=0 if and only if φ=0 if and only if φi=0. Assume that X is a topological vector space. Then φ is continuous if and only if its real part φ is continuous, if and only if φ's imaginary part φi is continuous. That is, either all three of φ,φ, and φi are continuous or none are continuous. This remains true if the word "continuous" is replaced with the word "bounded". In particular, φX if and only if φX where the prime denotes the space's continuous dual space.[9] Let BX. If uBB for all scalars u of unit length (meaning |u|=1) then[proof 1][12] supbB|φ(b)|=supbB|φ(b)|. Similarly, if φi:=Imφ:X denotes the complex part of φ then iBB implies supbB|φ(b)|=supbB|φi(b)|. If X is a normed space with norm and if B={xX:x1} is the closed unit ball then the supremums above are the operator norms (defined in the usual way) of φ,φ, and φi so that [12] φ=φ=φi. This conclusion extends to the analogous statement for polars of balanced sets in general topological vector spaces.

  • If X is a complex Hilbert space with a (complex) inner product | that is antilinear in its first coordinate (and linear in the second) then X becomes a real Hilbert space when endowed with the real part of |. Explicitly, this real inner product on X is defined by x|y:=Rex|y for all x,yX and it induces the same norm on X as | because x|x=x|x for all vectors x. Applying the Riesz representation theorem to φX (resp. to φX) guarantees the existence of a unique vector fφX (resp. fφX) such that φ(x)=fφ|x (resp. φ(x)=fφ|x) for all vectors x. The theorem also guarantees that fφ=φX and fφ=φX. It is readily verified that fφ=fφ. Now fφ=fφ and the previous equalities imply that φX=φX, which is the same conclusion that was reached above.

In infinite dimensions

Below, all vector spaces are over either the real numbers

or the complex numbers

.

If V is a topological vector space, the space of continuous linear functionals — the continuous dual — is often simply called the dual space. If V is a Banach space, then so is its (continuous) dual. To distinguish the ordinary dual space from the continuous dual space, the former is sometimes called the algebraic dual space. In finite dimensions, every linear functional is continuous, so the continuous dual is the same as the algebraic dual, but in infinite dimensions the continuous dual is a proper subspace of the algebraic dual. A linear functional f on a (not necessarily locally convex) topological vector space X is continuous if and only if there exists a continuous seminorm p on X such that |f|p.[13]

Characterizing closed subspaces

Continuous linear functionals have nice properties for analysis: a linear functional is continuous if and only if its kernel is closed,[14] and a non-trivial continuous linear functional is an open map, even if the (topological) vector space is not complete.[15]

Hyperplanes and maximal subspaces

A vector subspace M of X is called maximal if MX (meaning MX and MX) and does not exist a vector subspace N of X such that MNX. A vector subspace M of X is maximal if and only if it is the kernel of some non-trivial linear functional on X (that is, M=kerf for some linear functional f on X that is not identically 0). An affine hyperplane in X is a translate of a maximal vector subspace. By linearity, a subset H of X is a affine hyperplane if and only if there exists some non-trivial linear functional f on X such that H=f1(1)={xX:f(x)=1}.[11] If f is a linear functional and s0 is a scalar then f1(s)=s(f1(1))=(1sf)1(1). This equality can be used to relate different level sets of f. Moreover, if f0 then the kernel of f can be reconstructed from the affine hyperplane H:=f1(1) by kerf=HH.

Relationships between multiple linear functionals

Any two linear functionals with the same kernel are proportional (i.e. scalar multiples of each other). This fact can be generalized to the following theorem.

Theorem[16][17] — If f,g1,,gn are linear functionals on X, then the following are equivalent:

  1. f can be written as a linear combination of g1,,gn; that is, there exist scalars s1,,sn such that sf=s1g1++sngn;
  2. i=1nkergikerf;
  3. there exists a real number r such that |f(x)|rgi(x) for all xX and all i=1,,n.

If f is a non-trivial linear functional on X with kernel N, xX satisfies f(x)=1, and U is a balanced subset of X, then N(x+U)= if and only if |f(u)|<1 for all uU.[15]

Hahn–Banach theorem

Any (algebraic) linear functional on a vector subspace can be extended to the whole space; for example, the evaluation functionals described above can be extended to the vector space of polynomials on all of . However, this extension cannot always be done while keeping the linear functional continuous. The Hahn–Banach family of theorems gives conditions under which this extension can be done. For example,

Hahn–Banach dominated extension theorem[18](Rudin 1991, Th. 3.2) — If p:X is a sublinear function, and f:M is a linear functional on a linear subspace MX which is dominated by p on M, then there exists a linear extension F:X of f to the whole space X that is dominated by p, i.e., there exists a linear functional F such that F(m)=f(m) for all mM, and |F(x)|p(x) for all xX.

Equicontinuity of families of linear functionals

Let X be a topological vector space (TVS) with continuous dual space X. For any subset H of X, the following are equivalent:[19]

  1. H is equicontinuous;
  2. H is contained in the polar of some neighborhood of 0 in X;
  3. the (pre)polar of H is a neighborhood of 0 in X;

If H is an equicontinuous subset of X then the following sets are also equicontinuous: the weak-* closure, the balanced hull, the convex hull, and the convex balanced hull.[19] Moreover, Alaoglu's theorem implies that the weak-* closure of an equicontinuous subset of X is weak-* compact (and thus that every equicontinuous subset weak-* relatively compact).[20][19]

See also

Notes

Footnotes

  1. In some texts the roles are reversed and vectors are defined as linear maps from covectors to scalars
  2. For instance, f(1+1)=a+2r2a+2r=f(1)+f(1).

Proofs

  1. It is true if B= so assume otherwise. Since |Rez||z| for all scalars z, it follows that supxB|φ(x)|supxB|φ(x)|. If bB then let rb0 and ub be such that |ub|=1 and φ(b)=rbub, where if rb=0 then take ub:=1.Then |φ(b)|=rb and because φ(1ubb)=rb is a real number, φ(1ubb)=φ(1ubb)=rb. By assumption 1ubbB so |φ(b)|=rbsupxB|φ(x)|. Since bB was arbitrary, it follows that supxB|φ(x)|supxB|φ(x)|.

References

  1. Axler (2015) p. 101, §3.92
  2. 2.0 2.1 Tu (2011) p. 19, §3.1
  3. Katznelson & Katznelson (2008) p. 37, §2.1.3
  4. Axler (2015) p. 101, §3.94
  5. Halmos (1974) p. 20, §13
  6. Lax 1996
  7. Misner, Thorne & Wheeler (1973) p. 57
  8. Clark, Pete L. Commutative Algebra (PDF). Unpublished. Lemma 3.12.
  9. 9.0 9.1 9.2 Rudin 1991, pp. 57.
  10. 10.0 10.1 10.2 Narici & Beckenstein 2011, pp. 9–11.
  11. 11.0 11.1 Narici & Beckenstein 2011, pp. 10–11.
  12. 12.0 12.1 Narici & Beckenstein 2011, pp. 126–128.
  13. Narici & Beckenstein 2011, p. 126.
  14. Rudin 1991, Theorem 1.18
  15. 15.0 15.1 Narici & Beckenstein 2011, p. 128.
  16. Rudin 1991, pp. 63–64.
  17. Narici & Beckenstein 2011, pp. 1–18.
  18. Narici & Beckenstein 2011, pp. 177–220.
  19. 19.0 19.1 19.2 Narici & Beckenstein 2011, pp. 225–273.
  20. Schaefer & Wolff 1999, Corollary 4.3.

Bibliography