Linear maps: equivalent definitions

A function f: \mathbb{R}^n \rightarrow \mathbb{R}^m is linear if and only if either one of the following conditions holds.

  • f preserves scaling and addition of its arguments:
    • for every x \in \mathbb{R}^n, and \alpha \in \mathbb{R}, f(\alpha x) = \alpha f(x); and
    • for every x_1, x_2 \in \mathbb{R}^n, f(x_1 + x_2) = f(x_1) + f(x_2).
  • f vanishes at the origin: f(0)=0, and transforms any line segment in \mathbb{R}^n into another segment in \mathbb{R}^m:
\forall x, y \in \mathbb{R}^n, \forall \lambda \in[0,1]: f(\lambda x+(1-\lambda) y)=\lambda f(x)+(1-\lambda) f(y).
  • f is differentiable, vanishes at the origin, and the matrix of its derivatives is constant: there exist A \in \mathbb{R}^{m\times n} such that
\forall x \in \mathbb{R}^n: f(x) = Ax.

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

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