Proving Theorems: A Step-by-Step Guide, Study notes of Linear Algebra

Hints for proving mathematical theorems, covering topics such as writing out hypotheses and conclusions, assuming only the hypothesis, proceeding logically, using previous theorems, dividing the proof into cases, and using proof by contradiction. Examples are given to illustrate each step.

Typology: Study notes

Pre 2010

Uploaded on 09/02/2009

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Hints for Proofs
1. First, write out the hypothesis and conclusion in mathematical terms (label variables, write
out equations, etc.).
Example: Consider the following Theorem: The intersection of two subspaces of a vector
space is also a subspace.
Start out by labeling the big vector space by Vand the two subspaces by Yand Z.
Hypothesis:Yand Zare subspaces of a vector space V.
Conclusion:Y∩Zis also a subspace of V.
2. Assume only the hypothesis and nothing else (except previous theorems). Don’t mix up
different types of objects, like sets and elements.
3. Proceed logically at each step (make sure each step follows from the previous step).
Example: The implication y2=x2y=xis not correct for all x, y R.
4. Use previous theorems and results.
5. It may be necessary to divide the proof into several cases.
Example: Consider the following Theorem:Ifad bc 6= 0, then the system ax +by =0
cx +dy =0
has exactly one solution x=y=0.
Proof : (sketch) First suppose a=0. Thenband care nonzero, which implies that y=0
and then x= 0. Now suppose that a6=0. Thenx=by
afrom the first equation, and the
proof can be completed by substituting this value into the second equation.
6. Maybe use proof by contradiction. If you are trying to prove PQ”, there are two ways
to do this: (a) prove the contrapositive “not Qnot P”, or (b) assume that PQ is false,
i.e., that Pis true and Qis false, and proceed until you contradict something, such as a previous
theorem or some obvious fact like 0 6= 1. The following example illustrates (a).
Example: Consider the following Theorem:Ifdim(V)=n,thenanysetofnvectors which
spans Vmust also be linearly independent.
Proof :LetS={s
1
,...,s
n}be a set of nvectors which spans V, and suppose that Sis
linearly dependent. Then by an earlier result, we can remove some vector sifrom Ssuch
that the resulting set S1still spans V. But the definition of dimension then implies that
dim(V)n1<n, a contradiction to the hypothesis. Therefore, Smust be linearly
independent.
Here is a simple example which illustrates (b).
Example: Consider the following Theorem:Iffis the function defined by f(x)=e
xfor all
xR,thenf(x)6=0 for allxR.
Proof : Suppose f(x0)=0forsomex
0R.Then0=f(x
0
)f(x
0
)=e
x
0
e
x
0=e
x
0
x
0=
e
0= 1, a contradiction. Therefore, f(x)6=0forallxR.
7. Look at simple cases to get an idea of why the implication might be true or false. Then look
at the general case.
Example: To show th a t d i m (M(m, n)) = mn,lookatM(2,3) first.
8. Be creative. Look at the problem in different ways. Maybe write down equivalent statements.
Example: The statement “the system ax +by =c
dx +ey =fhas a unique solution” is equivalent to
“the lines ax +by =cand dx +ey =fintersect in a single point”.
9. Don’t give up too easily.

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Hints for Proofs

  1. First, write out the hypothesis and conclusion in mathematical terms (label variables, write out equations, etc.).

Example: Consider the following Theorem: The intersection of two subspaces of a vector space is also a subspace. Start out by labeling the big vector space by V and the two subspaces by Y and Z. Hypothesis: Y and Z are subspaces of a vector space V. Conclusion: Y ∩ Z is also a subspace of V.

  1. Assume only the hypothesis and nothing else (except previous theorems). Don’t mix up different types of objects, like sets and elements.
  2. Proceed logically at each step (make sure each step follows from the previous step).

Example: The implication y^2 = x^2 ⇒ y = x is not correct for all x, y ∈ R.

  1. Use previous theorems and results.
  2. It may be necessary to divide the proof into several cases.

Example: Consider the following Theorem: If ad − bc 6 = 0, then the system

ax + by = 0 cx + dy = 0 has exactly one solution x = y = 0. Proof : (sketch) First suppose a = 0. Then b and c are nonzero, which implies that y = 0 and then x = 0. Now suppose that a 6 = 0. Then x = −aby from the first equation, and the proof can be completed by substituting this value into the second equation.

  1. Maybe use proof by contradiction. If you are trying to prove “P ⇒ Q”, there are two ways to do this: (a) prove the contrapositive “not Q ⇒ not P ”, or (b) assume that “P ⇒ Q” is false, i.e., that P is true and Q is false, and proceed until you contradict something, such as a previous theorem or some obvious fact like 0 6 = 1. The following example illustrates (a).

Example: Consider the following Theorem: If dim(V) = n, then any set of n vectors which spans V must also be linearly independent. Proof : Let S = {s 1 ,... , sn} be a set of n vectors which spans V, and suppose that S is linearly dependent. Then by an earlier result, we can remove some vector si from S such that the resulting set S 1 still spans V. But the definition of dimension then implies that dim(V) ≤ n − 1 < n, a contradiction to the hypothesis. Therefore, S must be linearly independent.

Here is a simple example which illustrates (b).

Example: Consider the following Theorem: If f is the function defined by f(x) = ex^ for all x ∈ R, then f(x) 6 = 0 for all x ∈ R. Proof : Suppose f(x 0 ) = 0 for some x 0 ∈ R. Then 0 = f(x 0 )f(−x 0 ) = ex^0 e−x^0 = ex^0 −x^0 = e^0 = 1, a contradiction. Therefore, f(x) 6 = 0 for all x ∈ R.

  1. Look at simple cases to get an idea of why the implication might be true or false. Then look at the general case.

Example: To show that dim(M(m, n)) = mn, look at M(2, 3) first.

  1. Be creative. Look at the problem in different ways. Maybe write down equivalent statements.

Example: The statement “the system

ax + by = c dx + ey = f

has a unique solution” is equivalent to

“the lines ax + by = c and dx + ey = f intersect in a single point”.

  1. Don’t give up too easily.