By definition, a function $f:\Bbb R^n \to \Bbb R^m$ is linear if
- $f(x+y)=f(x)+f(y) \forall x,y\in \Bbb R^n$
- $f(ax)=af(x) \forall x\in \Bbb R^n$
I want to prove that $f$ is linear iff $f(x)=Ax,A\in\Bbb R^{m\times n}$ and A is unique for any x.
I try to prove it by showing $f(x)=f(x\cdot1)=xf(1)=ax$ if $f$. But $x$ and $1$ is not in the same dimension. How can I do it?
And to prove that $A$ is unique, it means if
$Ax=Bx, 0=f(x)-f(x)=Ax-Bx=(A-B)x$, then $A=B$.
Am I understanding it right?
We need to prove two implications
To prove "1" you need to show that every $x$ can be expressed by a linear combination of a basis $x=\sum a_i\cdot v_i$ and that $f(x)$ for linearity is completely determinated by $f(v_1), f(v_2),...,f(v_n)$.
The unicity of A, for a given basis can be shown assuming that for $v\neq w$ $$f(v)=f(w) \iff f(v)-f(w)=0\iff f(v-w)=0\iff v-w=0\iff v=w$$
To prove "2", assuming $$f(x)=Ax,A\in\Bbb R^{m\times n}$$
we need to show that
which are true for matrix properties. Unicity also is trivial to prove.