We've assembled our toolkit. We have our fundamental objects (vectors) and the rules for manipulating them (addition and scalar multiplication).
Now, we can ask the most important creative question in all of linear algebra: With a given set of vectors, what can we build?
The answer to this question lies in two beautifully linked concepts: Linear Combinations and Span.
Let's say we have two vectors, and .
A linear combination is any vector that can be written in the form:
Where are any scalars (numbers) you choose. Let's compute one:
So, the vector is one possible linear combination of and . It's one of the things we can "build."
If we only had vector , its span would be the infinite line it sits on. But with both and , which point in different directions, we can reach any point in the entire 2D plane by choosing different scalars.
The span of and is all of 2D space (written as ).
What if our vectors are collinear?
If we chose and , notice that is just . No matter what scalars we choose for , we can't escape the line that both vectors sit on. The span is just a line, not the full plane.
The Core Idea for Quants & ML
Span tells you the "expressive power" of your features. Imagine your model is `Stock Price = c₁ * (GDP Growth) + c₂ * (Interest Rate)`. The span of the "GDP" and "Interest Rate" vectors represents all possible outcomes your model can explain. If you add a new factor that is just a multiple of GDP growth, you haven't expanded the span at all. You've added redundant information.
- Linear Combination: The recipe for building new vectors. It's a weighted sum of a set of "ingredient" vectors ().
- Span: The result of all possible recipes. It's the complete set of all vectors that can be built from your starting set.
Up Next: We'll formalize the idea of "redundant" vectors with the concept of **Linear Independence**, one of the most important theoretical pillars of the entire subject.