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STATISTICS 512 TECHNIQUES OF MATHEMATICS FOR ...

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16<br />

2. Vector spaces<br />

• Now let’s relate matrices to vector spaces. We<br />

start with the definition of a vector space. Thisis<br />

largely for formal completeness - you might wish<br />

to skip over the next bullet - since the only vector<br />

space considered here will be<br />

R = all −dimensional vectors with real elements<br />

and its subspaces.<br />

• We list a number of axioms to be satisfied by a<br />

structure in order that it be called a vector space;<br />

for R these are all pretty obvious. Note that<br />

R is closed under addition (x y ∈ R ⇒ x +<br />

y ∈ R ) and scalar multiplication (x ∈ R and<br />

∈ R ⇒ x ∈ R ), and satisfies<br />

1. Associativity: For all x y z ∈ R , we have<br />

x +(y + z) =(x + y)+z.<br />

2. Commutativity: For all x y ∈ R ,wehave<br />

x + y = y + x.

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