设k1X1+k2X2+k3X3=0..(1)
A(k1X1+k2X2+k3X3)=k1AX1+k2AX2+k3AX3=k1X1+k2(X1+X2)+k3(X2+X3)=(k1+k2)X1+(k2+k3)X2+k3X3=0.(2)
联立方程(1)与方程(2),两个方程相减,得k2X1+k3X2=0.(3)
A(k2X1+k3X2)=k2AX1+k3AX2=k2X1+k3(X1+X2)=(k2+k3)X1+k3X2=0.(4)
联立方程(3)与方程(4),两个方程相减得k3X1=0,因为X1≠0,所以k3=0.
把k3=0代入(3)得到k2X1=0,因为X1≠0,所以k2=0.
把k2=k3=0代入(1)得到k1X1=0,因为X1≠0,所以k1=0.
所以由(1)只能得到k1=k2=k3=0,所以X1,X2,X3线性无关.