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Linear Independence · Tutorial 178 of 1000

Parameter Values That Change Independence

Use case-by-case row reduction to determine exactly when a parameterized list is independent and to recover a dependence relation at exceptional values.

Beginner 9 min read

What You'll Learn

  • Encode a parameterized vector list as the columns of a coefficient matrix.
  • Use row reduction to distinguish independent and dependent parameter cases.
  • Identify exceptional parameter values without dividing by an expression that might be zero.
  • Recover and verify a nontrivial dependence relation at each exceptional value.
  • Explain why each casewise row reduction gives the correct conclusion.

When a Parameter Changes the Answer

A list of vectors may be independent for most parameter values but dependent at a few special ones. The task is not just to solve one homogeneous system: it is to track how its pivots change as the parameter varies. The crucial discipline is to treat the parameter as fixed while solving, and to split into cases before dividing by an expression involving it.

Throughout, the parameter \(t\) is real. For a fixed value of \(t\), put the listed vectors into the columns of a matrix \(\mathbf{A}(t)\). A coefficient column \(\mathbf{c}=(c_1,\dots,c_p)^{\top}\) then satisfies \(\mathbf{A}(t)\mathbf{c}=\mathbf{0}\) exactly when \(c_1\mathbf{v}_1(t)+\cdots+c_p\mathbf{v}_p(t)=\mathbf{0}\). The list is dependent when this system has a solution other than \(\mathbf{c}=\mathbf{0}\). Thus, the exceptional values are the parameter values for which nontrivial coefficient choices exist.

Definition: A parameterized list \(\mathbf{v}_1(t),\dots,\mathbf{v}_p(t)\) is independent at \(t=t_0\) if the specialized list \(\mathbf{v}_1(t_0),\dots,\mathbf{v}_p(t_0)\) is linearly independent. It is dependent at \(t=t_0\) if there are coefficients, not all zero, whose linear combination of those specialized vectors is \(\mathbf{0}\). An exceptional parameter value is a value at which the list is dependent.

Why Casewise Row Reduction Works

At each fixed \(t\), row-reduce the coefficient matrix, which is the matrix whose columns are the vectors in the list. A row operation must be valid at the parameter value being considered. In particular, scaling a row by \(1/t\) is valid only in the case \(t\ne0\). When a pivot expression may vanish, the reduction must branch into the case where it is nonzero and the case where it is zero.

Theorem (Casewise pivot test): Fix a real parameter value \(t_0\), and let \(\mathbf{A}(t_0)\) be the matrix whose columns are a list of \(p\) vectors. Row-reduce \(\mathbf{A}(t_0)\) using valid elementary row operations. The list is independent if and only if the resulting echelon form has a pivot in every column. If a column has no pivot, at least one free coefficient can be chosen nonzero, producing a nontrivial dependence relation.

Proof. Write \(\mathbf{c}\) for the column of coefficients. By the definition of matrix multiplication, \(\mathbf{A}(t_0)\mathbf{c}=\mathbf{0}\) is exactly the equation that the corresponding linear combination of the list equals \(\mathbf{0}\). Each elementary row operation preserves the solutions of this homogeneous system: swapping equations does not change their content; multiplying an equation by a nonzero scalar is reversible; and adding a multiple of one equation to another is reversible by subtracting that multiple. Therefore, the original and row-reduced systems have the same coefficient solutions. In echelon form, a coefficient in a column without a pivot is free. If there is such a column, set one free coefficient to \(1\), set any other free coefficients to \(0\), and solve for the pivot coefficients from the equations. This gives a nonzero solution. If every column has a pivot, there are no free coefficients, and solving the homogeneous echelon system gives only the zero solution. These two cases prove the equivalence. \(\square\)

Result (Reading off a dependence relation): At any fixed parameter value, a coefficient column \(\mathbf{c}\ne\mathbf{0}\) gives a dependence relation exactly when \(\mathbf{A}(t)\mathbf{c}=\mathbf{0}\).

Proof. If the columns of \(\mathbf{A}(t)\) are \(\mathbf{v}_1(t),\dots,\mathbf{v}_p(t)\), then the definition of the matrix-vector product gives \(\mathbf{A}(t)\mathbf{c}=\sum_{j=1}^{p}c_j\mathbf{v}_j(t)\). Thus the matrix equation equals \(\mathbf{0}\) precisely when that linear combination equals \(\mathbf{0}\). Requiring \(\mathbf{c}\ne\mathbf{0}\) means that not all coefficients are zero, which is exactly a nontrivial dependence relation. \(\square\)

These results explain the workflow: specialize the matrix at a fixed parameter value, use only valid row operations, count its pivot columns, and use any free coefficient to recover a relation in a dependent case. The following examples show how the exceptional values emerge from the cases.

A Two-Vector List in \(\mathbb{R}^2\)

Worked Example: Two Vectors That Become Proportional

Determine the real values of \(t\) for which \(\mathbf{v}_1=(1,t)^{\top}\) and \(\mathbf{v}_2=(t,1)^{\top}\) are dependent. Find a dependence relation at each such value.

Use the vectors as columns, so the coefficient system is \(\mathbf{A}(t)\mathbf{c}=\mathbf{0}\), where \(\mathbf{c}=(c_1,c_2)^{\top}\):

$$ \mathbf{A}(t)= \begin{bmatrix}1&t\\t&1\end{bmatrix}. $$

Subtract \(t\) times row 1 from row 2. This operation is valid for every real \(t\):

$$ \begin{bmatrix}1&t\\t&1\end{bmatrix} \xrightarrow{R_2\to R_2-tR_1} \begin{bmatrix}1&t\\0&1-t^2\end{bmatrix}. $$

If \(1-t^2\ne0\), both columns have pivots, so the list is independent. The expression \(1-t^2\) is zero exactly when \(t=1\) or \(t=-1\). At \(t=1\), the reduced system has the equation \(c_1+c_2=0\); choose \(c_1=1\) and \(c_2=-1\). At \(t=-1\), it has the equation \(c_1-c_2=0\); choose \(c_1=1\) and \(c_2=1\).

Checks: At \(t=1\), \(\mathbf{v}_1-\mathbf{v}_2=(1,1)^{\top}-(1,1)^{\top}=\mathbf{0}\). At \(t=-1\), \(\mathbf{v}_1+\mathbf{v}_2=(-1,1)^{\top}+(1,-1)^{\top}=\mathbf{0}\). Each relation has a nonzero coefficient column, as required.

Three Vectors and a Vanishing Pivot

Worked Example: One Exceptional Value in \(\mathbb{R}^3\)

For which real \(t\) are \(\mathbf{v}_1=(1,0,1)^{\top}\), \(\mathbf{v}_2=(0,1,1)^{\top}\), and \(\mathbf{v}_3=(1,1,t)^{\top}\) dependent?

The coefficient matrix has the vectors as columns. Subtract row 1 from row 3, then subtract row 2 from the new row 3:

$$ \begin{bmatrix}1&0&1\\0&1&1\\1&1&t\end{bmatrix} \xrightarrow{R_3\to R_3-R_1} \begin{bmatrix}1&0&1\\0&1&1\\0&1&t-1\end{bmatrix} \xrightarrow{R_3\to R_3-R_2} \begin{bmatrix}1&0&1\\0&1&1\\0&0&t-2\end{bmatrix}. $$

For \(t\ne2\), the last row gives a pivot in column 3, and the first two rows give pivots in columns 1 and 2. The list is independent. For \(t=2\), the last row is zero, and the reduced equations are \(c_1+c_3=0\) and \(c_2+c_3=0\). Set the free coefficient \(c_3=1\); then \(c_1=-1\) and \(c_2=-1\).

Check: At \(t=2\), \(-\mathbf{v}_1-\mathbf{v}_2+\mathbf{v}_3=(-1,0,-1)^{\top}+(0,-1,-1)^{\top}+(1,1,2)^{\top}=(0,0,0)^{\top}\). Hence dependence occurs exactly at \(t=2\).

When the First Pivot Depends on the Parameter

Sometimes the first convenient pivot itself contains the parameter. In that situation, do not divide by it until its zero case has been handled. A zero first entry does not automatically mean dependence: another row may supply a pivot after a row swap.

Worked Example: Two Exceptional Values and a Zero First Entry

Consider the three columns \(\mathbf{v}_1=(t,1,0)^{\top}\), \(\mathbf{v}_2=(1,t,0)^{\top}\), and \(\mathbf{v}_3=(0,0,1)^{\top}\). Determine all dependent parameter values.

For \(t=0\), the coefficient matrix is

$$ \begin{bmatrix}0&1&0\\1&0&0\\0&0&1\end{bmatrix} \xrightarrow{R_1\leftrightarrow R_2} \begin{bmatrix}1&0&0\\0&1&0\\0&0&1\end{bmatrix}. $$

There is a pivot in every column, so the list is independent at \(t=0\). Now suppose \(t\ne0\), allowing row 1 to be scaled by \(1/t\). Then subtract the new row 1 from row 2:

$$ \begin{bmatrix}t&1&0\\1&t&0\\0&0&1\end{bmatrix} \xrightarrow{R_1\to \frac{1}{t}R_1} \begin{bmatrix}1&\frac{1}{t}&0\\1&t&0\\0&0&1\end{bmatrix} \xrightarrow{R_2\to R_2-R_1} \begin{bmatrix}1&\frac{1}{t}&0\\0&t-\frac{1}{t}&0\\0&0&1\end{bmatrix}. $$

The second row has a pivot exactly when \(t-\frac1t\ne0\). Since \(t\ne0\), this expression is zero exactly when \(t^2=1\), or \(t=1\) or \(t=-1\). For all other nonzero \(t\), every column has a pivot and the list is independent.

At \(t=1\), the columns \((1,1,0)^{\top}\) and \((1,1,0)^{\top}\) are equal, so \((1,-1,0)^{\top}\) is a coefficient column for a relation. At \(t=-1\), the first two columns are \((-1,1,0)^{\top}\) and \((1,-1,0)^{\top}\), so \((1,1,0)^{\top}\) gives a relation.

Checks: At \(t=1\), \(\mathbf{v}_1-\mathbf{v}_2=(0,0,0)^{\top}\). At \(t=-1\), \(\mathbf{v}_1+\mathbf{v}_2=(0,0,0)^{\top}\). The third vector has coefficient zero in both relations, which is allowed: a dependence relation needs some nonzero coefficient, not a nonzero coefficient on every vector.

Common Pitfall: Dividing Before Splitting Cases

A tempting shortcut in the last example is to divide the first row by \(t\) immediately and then proceed as though the operation were valid for every parameter. This is not a valid argument: at \(t=0\), the factor \(1/t\) is undefined. It may produce a correct-looking conclusion for nonzero \(t\), but it leaves the \(t=0\) case untested. The correction is to analyze \(t=0\) separately, where swapping the first two rows gives the identity matrix and proves independence. Only then should the argument continue under the explicit assumption \(t\ne0\).

A second common error is to treat a row that becomes zero as proof of dependence without checking the other columns. Dependence follows when the row-reduced homogeneous system has a free coefficient, equivalently when some column lacks a pivot. The number of zero rows alone does not answer that question. For example, the \(t=0\) matrix above begins with a zero entry but becomes a matrix with a pivot in every column after a row swap.

A Reliable Case-Analysis Checklist

To analyze a new parameterized list, keep the coefficient variables and the parameter distinct. For each fixed parameter case, the coefficient variables are what the homogeneous system solves for; the parameter is held at its chosen value. A clear solution can be organized as follows:

1
Form the coefficient matrix.
Write the given vectors as columns and let \(\mathbf{c}\) contain their coefficients. The dependence equation is \(\mathbf{A}(t)\mathbf{c}=\mathbf{0}\).
2
Reduce only with valid operations.
If a proposed pivot is an expression that might be zero, do not divide by it until the nonzero case has been specified.
3
Check every case.
At each exceptional value, substitute into the original matrix or continue its row reduction. Do not infer the outcome from a formula obtained under a nonzero assumption.
4
State the conclusion and verify relations.
List the values giving a pivot in every column and the values leaving a free coefficient. For each dependent case, substitute the proposed coefficients into the original vectors.

This method matters because parameter values can change which equations constrain the coefficients. Away from exceptional values, pivots may force every coefficient to be zero. At an exceptional value, a pivot can disappear, leaving room for a nontrivial relation. Showing the case split makes both the conclusion and its limitations visible: the argument identifies exactly where independence holds, exactly where it fails, and why no parameter value has been skipped.

Check Your Understanding

For each question, form the matrix with the vectors as columns. When you find dependence, check the proposed coefficient relation in the original list.

  1. For which real \(t\) are \((1,t)^{\top}\) and \((2,1)^{\top}\) dependent?
  2. Determine when \((1,0,0)^{\top}\), \((0,1,0)^{\top}\), and \((t,1,1)^{\top}\) are dependent.
  3. For the matrix \(\begin{bmatrix}t&1\\1&t\end{bmatrix}\), identify the parameter cases where dividing by the first entry is valid.
  4. At \(t=2\), give a nontrivial relation among \((1,0,1)^{\top}\), \((0,1,1)^{\top}\), and \((1,1,t)^{\top}\).
  5. Explain why a zero entry in a proposed pivot position does not, by itself, prove dependence.

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