Dimension of hyperplanes

Theorem

A set {\bf H} in \mathbb{R}^n of the form

{\bf H}=\{x: a^Tx = b\},

where a \in \mathbb{R}^n, a \neq 0, and b \in \mathbb{R} are given, is an affine set of dimension n-1.

Conversely, any affine set of dimension n-1 can be represented by a single affine equation of the form a^Tx=b, as in the above.

Proof:

  • Consider a set {\bf H} described by a single affine equation:
a_1 x_1 + \cdots + a_n x_n = b,

with a \neq 0. Let us assume for example that a_1 \neq 0. We can express x_1 as follows:

x_1 = b - \frac{a_2}{a_1} x_2 - \cdots - \frac{a_n}{a_1}x_n.

This shows that the set is of the form z_0 + {\bf span}(z_1, \cdots, z_{n-1}), where

z_0=\left(\begin{array}{c} b \\ 0 \\ 0 \\ \vdots \\ 0 \end{array}\right), z_1=\left(\begin{array}{c} -\frac{a_2}{a_1} \\ 1 \\ 0 \\ \vdots \\ 0 \end{array}\right), \ldots, z_{n-1}=\left(\begin{array}{c} -\frac{a_n}{a_1} \\ 0 \\ \vdots \\ 0 \\ 1 \end{array}\right).

Since the vectors z_1, \cdots, z_{n-1} are independent, the dimension of {\bf H} is n-1. This proves that {\bf H} is indeed an affine set of dimension n-1.

  • The converse is also true. Any subspace {\bf L} of dimension n-1 can be represented via an equation a^Tx=0 for some a \neq 0. A sketch of the proof is as follows. We use the fact that we can form a basis (z_1, \cdots, z_{n-1}) for the subspace {\bf L}. We can then construct a vector a that is orthogonal to all of these basis vectors. By definition, {\bf L} is the set of vectors that are orthogonal to a.

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Hyper-Textbook: Optimization Models and Applications Copyright © by L. El Ghaoui. All Rights Reserved.

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