Introduction
Definition 1:
Vector space
A linear vector space
S
S
is a collection of "vectors" such that (1) if
f
1
∈S⇒α
f
1
∈S
f
1
S
α
f
1
S
for all scalars αα
(where
α∈ℝ
α
or
α∈ℂ
α
) and (2) if
f
1
∈S
f
1
S
,
f
2
∈S
f
2
S
, then
f
1
+
f
2
∈S
f
1
f
2
S
To define an abstract linear vector space, we need
- A set of things called "vectors" (X
X)
- A set of things called "scalars" (A
A)
- A vector addition operator (+
)
- A scalar multiplication operator (*
*)
The operators need to have all the properties of given
below. Closure is usually the most important to show.
Vector Spaces
If the scalars αα are real,
SS is called a real vector
space.
If the scalars αα are complex,
SS is called a complex
vector space.
If the "vectors" in SS are functions
of a continuous variable, we sometimes call
SS a linear function
space
Properties
We define a set
V
V
to be a vector space if
-
x+y=y+x
x
y
y
x
for each
x
x and
y
y in
V
V
-
x+y+z=x+y+z
x
y
z
x
y
z
for each
x
x,
y
y, and
z
z in
V
V
-
There is a unique "zero vector" such that
x+0=x
x
0
x
for each
x
x in
V
V
- For each
x
x in
V
V there is a unique vector
-x
x
such that
x+-x=0
x
x
0
.
-
1x=x
1
x
x
-
(
c
1
c
2
)
x=
c
1
(
c
2
x
)
(
c
1
c
2
)
x
c
1
(
c
2
x
)
for each
x
x in
V
V and
c
1
c
1
and
c
2
c
2
in
ℂ
ℂ.
-
cx+y=cx+cy
c
x
y
c
x
c
y
for each
x
x and
y
y in
V
V and
c
c in
ℂ
ℂ.
-
c
1
+
c
2
x=
c
1
x+
c
2
x
c
1
c
2
x
c
1
x
c
2
x
for each
x
x in
V
V and
c
1
c
1
and
c
2
c
2
in
ℂ
ℂ.
Examples
-
ℝn=real vector space
n
real vector space
-
ℂn=complex vector space
n
complex vector space
-
L
1
ℝ={ft|∫-∞∞|ft|dt<∞}
L
1
f
t
t
f
t
f
t
is a vector space
-
L
∞
ℝ={ft|
f
(
t
)
is bounded
}
L
∞
f
t
f
(
t
)
is bounded
f
t
is a vector space
-
L
2
ℝ={ft|∫-∞∞|ft|2dt<∞}=finite energy signals
L
2
f
t
t
f
t
2
f
t
finite energy signals
is a vector space
-
L
2
0T
=finite energy functions on interval [0,T]
L
2
0
T
finite energy functions on interval [0,T]
-
ℓ
1
ℤ
ℓ
1
,
ℓ
2
ℤ
ℓ
2
,
ℓ
∞
ℤ
ℓ
∞
are vector spaces
-
The collection of functions piecewise constant between the
integers is a vector space
-
ℝ
+
2={
x
0
x
1
|
x
0
>0∧
x
1
>0}
ℝ
+
2
x
0
x
1
x
0
0
x
1
0
x
0
x
1
is not a vector space.
11∈
ℝ
+
2
1
1
ℝ
+
2
, but
∀α,α<0:α11∉
ℝ
+
2
α
α
0
α
1
1
ℝ
+
2
-
D=∀z,|z|≤1:z∈ℂ
D
z
z
1
z
is not a vector space.
z
1
=1∈D
z
1
1
D
,
z
2
=ⅈ∈D
z
2
D
, but
z
1
+
z
2
∉D
z
1
z
2
D
,
|
z
1
+
z
2
|=2>1
z
1
z
2
2
1
note:
Vector spaces can be collections of functions, collections
of sequences, as well as collections of traditional
vectors (i.e. finite lists of numbers)
"My introduction to signal processing course at Rice University."