A Linear Map From a Finitedimensional Space is Always Continuous
Linear maps are transformations from one vector space to another that have the property of preserving vector addition and scalar multiplication.
                  
Table of contents
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Definition
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Matrix multiplication defines a linear map
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The definition extends to combinations of multiple terms
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A linear map is completely determined by its values on a basis
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Solved exercises
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Exercise 1
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Exercise 2
 
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Let us start with a definition.
          Definition          Let                                          and                      
                    be two  linear spaces. Let                      
                    be a transformation that associates one and only one element of                      
                    to each element of                      
          .       The transformation                      
                    is said to be a linear map if and only       if            
          for       any two scalars                                          and                      
                    and any two vectors                      
          .        
While "map" is probably the most commonly used term, we can interchangeably use the terms "mapping", "transformation" and "function".
          Example          Let                                          be the space of all                      
                    column vectors having real entries. Let                      
                    be the space of                      
                    column vectors having real entries. Suppose the map                      
                    associates to each vector                      
          a       vector            
          Now,       take any two vectors                      
                    and any two scalars                      
                    and                      
          .       By repeatedly applying the definitions of        vector addition and        scalar       multiplication, we       get            
          Thus,                                          is a linear map.        
We will later prove that every linear map can be represented by a matrix, but the converse is also true: pre-multiplication of vectors by a matrix defines a linear map.
          Proposition          Let                                          be the linear space of all                      
                    column vectors. Let                      
                    be the linear space of all                      
                    column vectors. Let                      
                    be a                      
                    matrix. Consider the transformation                      
                    defined, for any                      
          ,       by                      
          where                      
                    denotes the  matrix       product between                      
                    and                      
          .       Then                      
                    is a linear map.        
Proof
The same result holds for post-multiplication.
          Proposition          Let                                          be the linear space of all                      
                    row vectors. Let                      
                    be the linear space of all                      
                    row vectors. Let                      
                    be a                      
                    matrix. Consider the transformation                      
                    defined, for any                      
          ,       by                      
          where                      
                    denotes the matrix product between                      
                    and                      
          .       Then                      
                    is a linear map.        
Proof
Analogous to the previous proof.
As it might be intuitive to understand, linear maps preserve the linearity also of combinations that involve more than two terms.
          Proposition          Let                                          be                      
                    scalars and let                      
                    be                      
                    elements of a linear space                      
          .       If                      
                    is a linear map,       then            
                  
Proof
The result is obtained by applying the    linearity property to one vector at a    time:              
                      
          A very interesting and useful property is that a linear map                                          is completely determined by its values on a     basis of                      
                    (i.e., a set of  linearly    independent vectors such that any vector                      
                    can be written as a linear combination of the basis).        
          Proposition          Let                                          and                      
                    be linear spaces. Let                      
                    be a basis of                      
          .       Let                      
          .       Then, there is a unique linear map                      
                    such       that            
          for                      
          .        
Proof
In other words, if we know the values taken by the map in correspondence to the vectors of the basis, then we are able to derive also all the other values taken by the map.
          Example          Let                                          be the space of all                      
                    vectors. Let                      
                    be the space of all                      
                    vectors. Consider the linear map                      
                    such       that            
          The       two       vectors            
          form       a basis for                      
                    (the  canonical basis of                      
          ).       Any vector                      
                    can be written as a linear combination of the basis. In particular, if we       denote by                      
                    and                      
                    the two entries of                      
          ,       then we have       that            
          Therefore,       the value of                                          in correspondence of any vector                      
                    can be derived as       follows:            
                  
Below you can find some exercises with explained solutions.
Exercise 1
          Let                                          be the space of all                      
                    vectors. Define the function                      
                    that maps each vector                      
                    as    follows:            
          Determine    whether                                          is a linear map.        
Solution
Take any two vectors                                          and any two scalars                      
                    and                      
          .    We have    that            
          The    map would be linear if the vector                                was    equal to zero for any two scalars                      
                    and                      
          .    But the latter vector is different from zero for any choice of                      
                    and                      
                    such that                      
          .    Therefore, the map is not linear.        
Exercise 2
          Let                                          be the space of all                      
                    vectors. Define the function                      
                    that maps each vector                      
                    as    follows:            
          Determine    whether                                          is a linear map.        
Solution
For any two vectors                                          and any two scalars                      
                    and                      
          ,    we have    that            
          Thus,    the map is linear.        
Please cite as:
Taboga, Marco (2021). "Linear map", Lectures on matrix algebra. https://www.statlect.com/matrix-algebra/linear-map.
Source: https://www.statlect.com/matrix-algebra/linear-map
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