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I was studying linear optimization and i saw the term Affine independence. I came across this http://www.cis.upenn.edu/~cis610/geombchap2.pdf while trying to get a better understanding of the topic.

What does it mean to be Affinely independent ? Why is it important to learn ? I know that an affine function is basically just a vector added to a point.

For example, if I am talking about linear independence, saying that the vectors $[a_1 \ b_1], [a_2 \ b_2]$ and $[a_3 \ b_3]$ are linearly independent would give me the notion that these 3 vectors lie in a 3 dimensional space; and that they lie in a 2 dimensional space if only one of it is a linear combination of the other two.

glS
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RuiQi
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2 Answers2

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Roughly speaking, affine independence is like linear independence but without the restriction that the subset of lower dimension the points lie in contains the origin. So three points in space are affinely independent if the smallest flat thing containing them is a plane. They're affinely dependent if they lie on a line (or are the same point).

A set of points is affinely dependent if and only if when you subtract one of them from the others the resulting set (excluding the $0$ vector that results from subtracting the one you chose from itself) is linearly dependent.

The language of affine independence is useful if you don't really care where the origin is in your representation of $n$-space. That might be the case if the points are vectors of $n$ numerical attributes, one vector for each participant in a survey. The page you link to suggests "free vectors" in physics as another motivation for affine geometry.

Ethan Bolker
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    nice and simple ! that did it for me ! now i can picture it in my head the definition of affine independence ! – RuiQi May 02 '17 at 14:30
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    very nice. I want to be more graphic: in 2-dimensional space $R^2$, 2 points can be linearly independent - we imagine they are vectors originating from the origin and check whether they can span the entire $R^2$, or whether they are on the same line. 3 points can be affinely independent if their convex hull forms a triangle (aka simplex). we check for that by arbitrarily selecting one of the points, declaring it as the origin by subtracting it from the other 2 points, and then testing for linear independence as above – ihadanny Jan 25 '19 at 17:43
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I'll give a brief overview of the main ideas about the relation between linear and affine (in)dependence. Let $\mathbf p_i\in\mathbb{R}^d$ be points in a real space.

Reminder of linear (in)dependence

As a brief reminder about linear (in)dependence: the points are linearly dependent iff there's not-all-zero coefficients $\alpha_i$ such that $\sum_i \alpha_i \mathbf p_i=0$. The points are linearly independent if this is not the case, that is, if the only way to have $\sum_i \alpha_i \mathbf p_i=0$ is to use $\alpha_i=0$.

Given some $\mathbf x\in\mathbb{R}^d$, we say that $\mathbf x$ is a linear combination, or is in the linear span of the points $(\mathbf p_i)_i$ if we can write $\mathbf x=\sum_i \alpha_i \mathbf p_i$ for some set of coefficients $\alpha_i$. Note in particular that no further constraints are imposed on the coefficients.

Geometrically, these relate to hyperplanes (passing through the origin): $(\mathbf p_i)_{i=1}^m$ are linearly dependent if and only if there's a hyperplane of dimension smaller than $m$ that contains all the point. In other words, you don't need all the points to span the hyperplane that all of them together span. For example, $(1,0),(0,1),(1,1)$ are linearly dependent, because the first two points are sufficient to span $\mathbb{R}^2$.

Convex hull and affine span

Now let's say we want to know whether some $\mathbf x$ is "inside" the set of points $(\mathbf p_i)_{i=1}^m\subset\mathbb{R}^d$. That means to have $\mathbf x$ be a convex combination of the points, that is, to be able to write $\mathbf x=\sum_i \alpha_i \mathbf p_i$ with coefficients $\alpha_i\in[0,1]$ such that $\sum_i\alpha_i=1$. Take note in particular of the constraints imposed on $\alpha_i$ in this definition. We will refer to the set of all points that are convex combinations of $(\mathbf p_i)_{i=1}^m$ as the convex hull of the points, and denote it with $\operatorname{conv}(\{\mathbf p_1,...,\mathbf p_m\})$.

Yet another question one might be interested to ask is: is $\mathbf x$ in the affine hyperplane generated by the points $(\mathbf p_i)_{i=1}^m$? Note that an affine hyperplane, differently than a hyperplane, needs not pass through the origin (and thus, somewhat confusingly, an affine hyperplane is not a hyperplane). Let us refer to the set of such points as the affine span, and denote it with $\operatorname{aff}(\{\mathbf p_i\}_{i=1}^m)$.

An easy way to characterise $\operatorname{aff}(\{\mathbf p_i\}_{i=1}^m)$ is to exploit what we know about a point being in the (non-affine) hyperplane generated by a set of points. Observe that $\mathbf x$ being in the affine hyperplane generated by $(\mathbf p_i)_{i=1}^m$ is the same as $\mathbf x-\mathbf p_1$ being in the (non-affine) hyperplane generated by the points $(\mathbf p_i-\mathbf p_1)_{i=2}^m$. Therefore, $\mathbf x$ is in the affine hyperplane generated by $(\mathbf p_i)_{i=1}^m$ iff there are coefficients $\alpha\in\mathbb{R}$ such that $$\mathbf x - \mathbf p_1 = \sum_{i=2}^m \alpha_i (\mathbf p_i-\mathbf p_1) \iff \mathbf x = \left(1-\sum_{i=2}^m \alpha_i\right)\mathbf p_1 + \sum_{i=2}^m \alpha_i \mathbf p_i.$$ In other words, we found that $\mathbf x\in \operatorname{aff}(\{\mathbf p_i\}_{i=1}^m)$ implies the existence of coefficients $\beta_i\in\mathbb{R}$ such that $\sum_{i=1}^m\beta_i=1$ and $\mathbf x=\sum_{i=1}^m \beta_i \mathbf p_i$. This is in fact an if and only if condition, and thus $$\operatorname{aff}(\{\mathbf p_1, ...,\mathbf p_m\})=\left\{ \mathbf x\in\mathbb{R}^d: \,\, \mathbf x=\sum_{i=1}^m \beta_i \mathbf p_i,\,\,\,\beta_i\in\mathbb{R},\,\,\, \sum_i \beta_i=1 \right\}.$$

Affine (in)dependence

We say that a set of points $\{\mathbf p_i\}_{i=1}^m$ is linearly dependent if its linear span is generated by a strict subset of the points. Equivalently, if its linear span has dimension strictly smaller than $m$. The points are linearly independent if this is not the case.

We define affine (in)dependence in the same exact way, replacing "linear" with "affine". Thus $\{\mathbf p_i\}_{i=1}^m$ is affinely dependent iff one of the points is in the affine span of the rest. Without loss of generality, say this is the first point. That would imply the existence of coefficients $\beta_i\in\mathbb{R}$ such that $\sum_i \beta_i=1$ and $$\mathbf p_1 = \sum_{i=2}^m \beta_i \mathbf p_i \iff \mathbf p_1 + \sum_{i=2}^m (-\beta_i)\mathbf p_i = 0.$$ But this in turn implies, defining $\gamma_1=1$ and $\gamma_i=-\beta_i$ for $i\ge 2$, that there are coefficients $\gamma_i\in\mathbb{R}$ such that $\sum_i \gamma_i=0$ and $\sum_{i=1}^m \gamma_i \mathbf p_i=0$. This statement, again, goes both ways: if there are $\gamma_i\in\mathbb{R}$ such that $\sum_i\gamma_i=0$ and $\sum_i\gamma_i \mathbf p_i=0$, then one of the points is in the affine span of the rest, hence the set is affinely dependent.

An equivalent way to talk about affine (in)dependence is to observe that $\{\mathbf p_i\}_{i=1}^m$ being affinely (in)dependent is equivalent to the set of "enlarged points" $\{(1,\mathbf p_i)\}_{i=1}^m$ being linearly (in)dependent. This is discussed in more detail e.g. in Prove that $\{\vec x_i\}\subset\mathbb R^d$ is affinely independent iff $\{(1,\vec x_i)\}$ is linearly independent. Yet another approach, which I partially used above, is to observe that affine (in)dependence of $\{\mathbf p_i\}_{i=1}^m$ is equivalent to linear (in)dependence of $\{\mathbf p_i-\mathbf p_1\}_{i=2}^m$. This is discussed e.g. in Prove that $v_0, v_1,...,v_k$ are affinely independent if and only if $v_1 - v_0,...,v_k - v_0$ are linearly independent.

Toy examples

Consider in $\mathbb{R}^2$ the points $\mathbf p_1=(1,0)$ and $\mathbf p_2=(0,1)$. These are both linearly and affinely independent. On the other hand, add the points $\mathbf p_3=(1,1)$. Now $\{\mathbf p_1,\mathbf p_2,\mathbf p_3\}$ is linearly dependent, but still affinely independent. The idea is that while $\{\mathbf p_1,\mathbf p_2\}$ already span linearly the whole of $\mathbf R^2$, they span affinely only a line in it. You need all three points to get $\operatorname{aff}(\{\mathbf p_1,\mathbf p_2,\mathbf p_3\})=\mathbb{R}^2$.

This is a general feature: to affinely span $\mathbb{R}^d$ you need (at least) $d+1$ points.

glS
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