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These problems combine the sections of Chapter 4 with each other and with Chapters 1–3. The first three are review prompts: state a main result, prove it without looking, and then answer a question that the text did not ask. The rest are ordered roughly by difficulty. Problems marked “Beyond 21-242” use the quotients, affine geometry, or subspace counting of the sections marked the same way, and problems of kind “competition” are harder than anything the course expects. Section 4.8 compares the techniques these problems call for.

Review: state and prove

Problem 4.1.standard
  1. (a)State Theorem 4.2.11(b).
  2. (b)Prove it by extending a basis of ker𝑇 to a basis of 𝑉.
  3. (c)Give a second proof that lifts a basis of im𝑇 instead: choose 𝐯1,…,𝐯𝑟∈𝑉 such that 𝑇(𝐯1),…,𝑇(𝐯𝑟) is a basis of im𝑇, and show that a basis of ker𝑇 followed by 𝐯1,…,𝐯𝑟 is a basis of 𝑉. Deduce that if 𝑉 is any vector space and 𝑇∈L(𝑉,𝑊) has finite-dimensional kernel and image, then 𝑉 is finite-dimensional. In particular, an operator on an infinite-dimensional space has an infinite-dimensional kernel or an infinite-dimensional image.

Solution.

Uses. Theorem 4.2.11 (Rank–nullity), Theorem 4.1.16 (Extending to a basis), Proposition 4.1.21 (Dimensions of subspaces), Proposition 2.1.16 (Linear maps preserve spans and linear relations), Theorem 1.5.5 (Independence is decided at zero), Proposition 2.1.4 (Linear maps preserve 𝟎 and negatives)

Techniques. Extend a basis of a subspace (Technique 4.1.18), Dimension counting (Technique 4.2.24)

Hint 1. (b) Extend a basis 𝐮1,…,𝐮𝑘 of ker𝑇 to 𝐮1,…,𝐮𝑘,𝐰1,…,𝐰𝑟, and show that 𝑇(𝐰1),…,𝑇(𝐰𝑟) is a basis of im𝑇.
Hint 2. (c) For spanning, write 𝑇(𝐯)=∑𝑐𝑗𝑇(𝐯𝑗); then 𝐯−∑𝑐𝑗𝐯𝑗∈ker𝑇. For independence, apply 𝑇 to a relation. Notice which step of (b) needed dim𝑉<∞ and which step of (c) does not.
Sketch. (b) The values 𝑇(𝐰𝑗) span im𝑇 because the 𝐮𝑖 are killed, and a relation ∑𝑏𝑗𝑇(𝐰𝑗)=𝟎 puts ∑𝑏𝑗𝐰𝑗 in ker𝑇, so it is a combination of the 𝐮𝑖, and independence of the basis forces 𝑏=𝟎. Count: 𝑛=𝑘+𝑟. (c) 𝐯−∑𝑐𝑗𝐯𝑗∈ker𝑇 gives spanning; applying 𝑇 to a relation kills the kernel part and leaves a relation among the basis 𝑇(𝐯𝑗). So 𝑉 has a finite basis of length dimker𝑇+dimim𝑇.

(a) Let 𝑉 be finite-dimensional and 𝑇∈L(𝑉,𝑊). Then im𝑇 is finite-dimensional, and dimker𝑇+dimim𝑇=dim𝑉.

(b) Since ker𝑇 is a subspace of the finite-dimensional space 𝑉, it is finite-dimensional (Proposition 4.1.21(a)). Let 𝐮1,…,𝐮𝑘 be a basis of ker𝑇 and extend it to a basis 𝐮1,…,𝐮𝑘,𝐰1,…,𝐰𝑟 of 𝑉 (Theorem 4.1.16), so dim𝑉=𝑘+𝑟. We show that 𝑇(𝐰1),…,𝑇(𝐰𝑟) is a basis of im𝑇; then im𝑇 is finite-dimensional with dimim𝑇=𝑟=dim𝑉−dimker𝑇.

Spanning. By Proposition 2.1.16, im𝑇 is spanned by the values of 𝑇 on the basis, 𝟎,…,𝟎,𝑇(𝐰1),…,𝑇(𝐰𝑟), and the zeros can be dropped.

Independence. If ∑𝑗𝑏𝑗𝑇(𝐰𝑗)=𝟎, then 𝑇(∑𝑗𝑏𝑗𝐰𝑗)=𝟎, so ∑𝑗𝑏𝑗𝐰𝑗∈ker𝑇 and ∑𝑗𝑏𝑗𝐰𝑗=∑𝑖𝑎𝑖𝐮𝑖 for some scalars 𝑎𝑖. The relation ∑𝑖𝑎𝑖𝐮𝑖−∑𝑗𝑏𝑗𝐰𝑗=𝟎 among the vectors of a basis forces every 𝑏𝑗=0 (Theorem 1.5.5).

(c) Let 𝐮1,…,𝐮𝑘 be a basis of ker𝑇 and 𝐯1,…,𝐯𝑟 as described; here 𝑉 is any vector space, and we only assume that ker𝑇 and im𝑇 are finite-dimensional. Let ℒ︀=𝐮1,…,𝐮𝑘,𝐯1,…,𝐯𝑟.

ℒ︀ spans 𝑉. Let 𝐯∈𝑉. Then 𝑇(𝐯)∈im𝑇, so 𝑇(𝐯)=∑𝑗𝑐𝑗𝑇(𝐯𝑗) for some scalars 𝑐𝑗, and 𝑇(𝐯−∑𝑗𝑐𝑗𝐯𝑗)=𝟎. So 𝐯−∑𝑗𝑐𝑗𝐯𝑗∈ker𝑇 is a combination of the 𝐮𝑖, and 𝐯 is a combination of ℒ︀.

ℒ︀ is independent. If ∑𝑖𝑎𝑖𝐮𝑖+∑𝑗𝑏𝑗𝐯𝑗=𝟎, apply 𝑇: the first sum is killed, and ∑𝑗𝑏𝑗𝑇(𝐯𝑗)=𝟎 (Proposition 2.1.4). The 𝑇(𝐯𝑗) are independent, so every 𝑏𝑗=0, and then ∑𝑖𝑎𝑖𝐮𝑖=𝟎 forces every 𝑎𝑖=0.

So ℒ︀ is a basis of 𝑉, 𝑉 is finite-dimensional, and dim𝑉=𝑘+𝑟=dimker𝑇+dimim𝑇, which is rank–nullity again. The proof in (b) needs dim𝑉<∞ before it starts, to extend a basis of the kernel to a basis of 𝑉. The proof in (c) only needs finite spanning lists for the kernel and the image, and it produces one for 𝑉. Contrapositively, if 𝑉 is infinite-dimensional, then ker𝑇 or im𝑇 is. For instance multiplication by 𝑥 on 𝐹[𝑥] has kernel {𝟎}, so its image 𝑥𝐹[𝑥] is infinite-dimensional, and differentiation over ℚ has a 1-dimensional kernel and the infinite-dimensional image ℚ[𝑥].

Problem 4.2.standard For 𝐴∈𝐹𝑚×𝑛, sets 𝐼⊆{1,…,𝑚} and 𝐽⊆{1,…,𝑛} with |𝐼|=|𝐽|=𝑘, let 𝐴𝐼𝐽∈𝐹𝑘×𝑘 be the submatrix formed by the entries 𝑎𝑖𝑗 with 𝑖∈𝐼 and 𝑗∈𝐽.

  1. (a)State Theorem 4.3.8.
  2. (b)Prove it.
  3. (c)Let 𝑟=rank𝐴≥1, let the rows of 𝐴 with indices in 𝐼 be linearly independent, and let the columns with indices in 𝐽 be linearly independent, where |𝐼|=|𝐽|=𝑟. Show that 𝐴𝐼𝐽 is invertible. Deduce that for 𝐴≠0, rank𝐴 is the largest 𝑘 for which 𝐴 has an invertible 𝑘×𝑘 submatrix.

Solution.

Uses. Theorem 4.3.8 (Row rank equals column rank), Theorem 4.3.21 (Column–row factorization), Proposition 4.3.23 (Factorizations through 𝐹𝑘), Proposition 2.4.23 (Transpose of a product), Theorem 4.3.3 (Rank of a product), Theorem 4.1.10 (Independent lists are short), Proposition 2.6.18 (The column space is spanned by the columns), Proposition 2.4.8 (Four views of the product), Theorem 3.5.14 (Third Fundamental Theorem, completed)

Techniques. Transpose to trade rows for columns (Technique 3.2.27), Restrict to a subspace (Technique 4.2.5)

Hint 1. (b) A factorization 𝐴=𝐶𝑅 with inner size 𝑟=rank𝐴 transposes to 𝐴𝖳=𝑅𝖳𝐶𝖳.
Hint 2. (c) The columns in 𝐽 form a basis of im𝐴, so 𝐴=𝐶𝑋 where 𝐶 consists of these columns. Restrict to the rows in 𝐼: 𝐴𝐼⋅=𝐶𝐼⋅𝑋, and 𝐶𝐼⋅=𝐴𝐼𝐽.
Sketch. (b) 𝐴=𝐶𝑅 with 𝐶∈𝐹𝑚×𝑟, 𝑅∈𝐹𝑟×𝑛 (Theorem 4.3.21), so 𝐴𝖳=𝑅𝖳𝐶𝖳 has rank at most 𝑟; applied to 𝐴𝖳, rank𝐴≤rank𝐴𝖳. (c) Let 𝐶= the columns in 𝐽, a basis of im𝐴, so 𝐴=𝐶𝑋; taking the rows in 𝐼, 𝐴𝐼⋅=𝐴𝐼𝐽𝑋 has rank 𝑟, so rank𝐴𝐼𝐽≥𝑟 and the 𝑟×𝑟 matrix 𝐴𝐼𝐽 is invertible. Conversely an invertible 𝑘×𝑘 submatrix 𝐴𝐼𝐽 makes the columns 𝐽 of 𝐴 independent, so 𝑘≤rank𝐴.

(a) For every 𝐴∈𝐹𝑚×𝑛, rank𝐴𝖳=rank𝐴: the rows of 𝐴 span a subspace of 𝐹𝑛 of the same dimension as the subspace of 𝐹𝑚 spanned by its columns.

(b) Let 𝑟=rank𝐴. If 𝑟=0, then 𝐴=0 and 𝐴𝖳=0. Otherwise, by Theorem 4.3.21, 𝐴=𝐶𝑅 with 𝐶∈𝐹𝑚×𝑟 and 𝑅∈𝐹𝑟×𝑛. By Proposition 2.4.23, 𝐴𝖳=𝑅𝖳𝐶𝖳 with inner size 𝑟, so rank𝐴𝖳≤𝑟=rank𝐴 by Proposition 4.3.23(a). Applying this to 𝐴𝖳, whose transpose is 𝐴, gives rank𝐴≤rank𝐴𝖳.

(c) Let 𝐶∈𝐹𝑚×𝑟 consist of the columns of 𝐴 with indices in 𝐽. They are 𝑟 independent vectors in the 𝑟-dimensional space im𝐴 (Proposition 2.6.18), so they form a basis of im𝐴 (Theorem 4.1.10(b)). Every column of 𝐴 is therefore a combination of the columns of 𝐶, so 𝐴=𝐶𝑋 for some 𝑋∈𝐹𝑟×𝑛 (Proposition 2.4.8). Taking the rows with indices in 𝐼 on both sides, 𝐴𝐼⋅=𝐶𝐼⋅𝑋, where 𝐴𝐼⋅∈𝐹𝑟×𝑛 consists of the rows of 𝐴 in 𝐼 and 𝐶𝐼⋅=𝐴𝐼𝐽. The 𝑟 rows of 𝐴𝐼⋅ are independent, so rank𝐴𝐼⋅=𝑟 by (a). By Theorem 4.3.3,

𝑟=rank(𝐴𝐼𝐽𝑋)≤rank𝐴𝐼𝐽≤𝑟,

so the 𝑟×𝑟 matrix 𝐴𝐼𝐽 has rank 𝑟 and is invertible (Theorem 3.5.14).

The largest invertible submatrix. By (a) there are 𝑟 independent rows and 𝑟 independent columns, so by what we just proved, 𝐴 has an invertible 𝑟×𝑟 submatrix. Conversely, let 𝐴𝐼𝐽 be an invertible 𝑘×𝑘 submatrix. A relation among the columns of 𝐴 with indices in 𝐽 gives, in the rows with indices in 𝐼, the same relation among the columns of 𝐴𝐼𝐽, which are independent. So the 𝑘 columns of 𝐴 in 𝐽 are independent, and 𝑘≤rank𝐴.

The point of (c) is that the rows and the columns can be chosen separately: any 𝑟 independent rows meet any 𝑟 independent columns in an invertible submatrix. In Section 5.5 the same characterization of the rank is phrased with determinants.

Problem 4.3.standard
  1. (a)State Proposition 4.1.26 and Corollary 4.1.27.
  2. (b)Prove both.
  3. (c)Under the hypotheses of Proposition 4.1.26, let 𝑊=span(𝐯,𝑇𝐯,…,𝑇𝑘𝐯). Show that for 1≤𝑗≤𝑘+1,

    ker𝑇𝑗∩𝑊=span(𝑇𝑘−𝑗+1𝐯,…,𝑇𝑘𝐯),

    so that dim(ker𝑇𝑗∩𝑊)=𝑗.

Solution.

Uses. Proposition 4.1.26 (Nilpotent chains are independent), Corollary 4.1.27 (A nilpotent operator dies within dim𝑉 steps), Theorem 1.5.5 (Independence is decided at zero), Proposition 1.2.35 (Zero products), Theorem 4.1.10 (Independent lists are short)

Techniques. Apply an operator to a relation to kill terms (Technique 4.1.25)

Hint 1. (b) Apply 𝑇𝑘 to a relation ∑𝑖𝑎𝑖𝑇𝑖𝐯=𝟎: only 𝑎0𝑇𝑘𝐯 survives. Continue with 𝑇𝑘−1, and so on. For the corollary, let 𝑘 be the last index with 𝑇𝑘𝐯≠𝟎.
Hint 2. (c) Apply 𝑇𝑗 to 𝐰=∑𝑖𝑎𝑖𝑇𝑖𝐯. Which terms survive, and why are the surviving vectors independent?
Sketch. (b) After 𝑎0,…,𝑎𝑖−1 are known to vanish, 𝑇𝑘−𝑖 applied to the relation leaves 𝑎𝑖𝑇𝑘𝐯=𝟎. For the corollary, the chain of a nonzero 𝐯 has at most 𝑛 entries, so 𝑇𝑛𝐯=𝟎. (c) 𝑇𝑗𝐰=∑𝑖≤𝑘−𝑗𝑎𝑖𝑇𝑖+𝑗𝐯, and 𝑇𝑗𝐯,…,𝑇𝑘𝐯 are part of the independent chain, so 𝑇𝑗𝐰=𝟎 forces 𝑎0=⋯=𝑎𝑘−𝑗=0.

(a) Proposition 4.1.26: let 𝑇∈L(𝑉), 𝐯∈𝑉, and 𝑘≥0 with 𝑇𝑘𝐯≠𝟎 and 𝑇𝑘+1𝐯=𝟎. Then 𝐯,𝑇𝐯,…,𝑇𝑘𝐯 is linearly independent. Corollary 4.1.27: if dim𝑉=𝑛 and 𝑇𝑚=0 for some 𝑚≥1, then 𝑇𝑛=0.

(b) The proposition. For 𝑙≥𝑘+1, 𝑇𝑙𝐯=𝑇𝑙−𝑘−1(𝑇𝑘+1𝐯)=𝟎. Let ∑𝑖=0𝑘𝑎𝑖𝑇𝑖𝐯=𝟎. We show 𝑎𝑖=0 by induction on 𝑖. Suppose 𝑎0=⋯=𝑎𝑖−1=0 (no assumption for 𝑖=0). Applying 𝑇𝑘−𝑖 to ∑𝑙=𝑖𝑘𝑎𝑙𝑇𝑙𝐯=𝟎 gives

𝑎𝑖𝑇𝑘𝐯+∑𝑙=𝑖+1𝑘𝑎𝑙𝑇𝑘+𝑙−𝑖𝐯=𝟎,

and every exponent in the sum is at least 𝑘+1, so 𝑎𝑖𝑇𝑘𝐯=𝟎. Since 𝑇𝑘𝐯≠𝟎, 𝑎𝑖=0 (Proposition 1.2.35). So the list is independent (Theorem 1.5.5).

The corollary. Let 𝐯≠𝟎. Since 𝑇𝑚𝐯=𝟎, there is a largest 𝑘 with 𝑇𝑘𝐯≠𝟎, and 𝑇𝑘+1𝐯=𝟎. By the proposition, 𝐯,…,𝑇𝑘𝐯 is an independent list of length 𝑘+1 in 𝑉, so 𝑘+1≤𝑛 (Theorem 4.1.10(a)), and 𝑇𝑛𝐯=𝑇𝑛−𝑘−1(𝑇𝑘+1𝐯)=𝟎. Also 𝑇𝑛𝟎=𝟎. So 𝑇𝑛=0.

(c) Fix 𝑗 with 1≤𝑗≤𝑘+1. For 𝑖≥𝑘−𝑗+1, 𝑇𝑗(𝑇𝑖𝐯)=𝑇𝑖+𝑗𝐯=𝟎, since 𝑖+𝑗≥𝑘+1. So the right side is contained in ker𝑇𝑗∩𝑊. Conversely, let 𝐰=∑𝑖=0𝑘𝑎𝑖𝑇𝑖𝐯∈𝑊 with 𝑇𝑗𝐰=𝟎. The terms with 𝑖+𝑗≥𝑘+1 vanish, so

𝟎=𝑇𝑗𝐰=∑𝑖=0𝑘−𝑗𝑎𝑖𝑇𝑖+𝑗𝐯.

The vectors 𝑇𝑗𝐯,…,𝑇𝑘𝐯 are entries of the independent chain, so 𝑎0=⋯=𝑎𝑘−𝑗=0, and 𝐰∈span(𝑇𝑘−𝑗+1𝐯,…,𝑇𝑘𝐯). These 𝑗 vectors are independent, being entries of the chain, so dim(ker𝑇𝑗∩𝑊)=𝑗.

So on 𝑊 the kernels of the powers grow by exactly one dimension at each step, until ker𝑇𝑘+1∩𝑊=𝑊. In particular ker𝑇∩𝑊 is the line spanned by the last vector 𝑇𝑘𝐯, the vector that becomes an eigenvector when the chain is shifted in Proposition 7.2.37.

Synthesis problems

Problem 4.4.standard Let 𝑃∈𝐹𝑛×𝑛 satisfy 𝑃2=𝑃, let 𝑟=rank𝑃, and let 𝛿:𝐹𝑛×𝑛→𝐹𝑛×𝑛 be 𝛿(𝑋)=𝑃𝑋−𝑋𝑃.

  1. (a)Show that dimker𝛿=𝑟2+(𝑛−𝑟)2.
  2. (b)Show that rank𝛿=2𝑟(𝑛−𝑟), and that 𝑍∈im𝛿 if and only if 𝑃𝑍𝑃=0 and (𝐼𝑛−𝑃)𝑍(𝐼𝑛−𝑃)=0.
  3. (c)Show that 𝐹𝑛×𝑛=ker𝛿⊕im𝛿, and that the component of 𝑋 in ker𝛿 is 𝑃𝑋𝑃+(𝐼𝑛−𝑃)𝑋(𝐼𝑛−𝑃).

Solution.

Uses. Theorem 4.4.27 (Idempotents are projections), Theorem 4.4.13 (Bases and dimension of a sum), Proposition 4.5.35 (Preserved subspaces give block triangular matrices), Theorem 4.5.17 (Change of basis), Theorem 2.4.34 (Block multiplication), Theorem 4.2.11 (Rank–nullity), Proposition 4.5.5 (Isomorphisms preserve linear structure), Proposition 4.4.21 (Two out of three)

Techniques. Choose a basis adapted to a preserved subspace (Technique 4.5.36), Study a linear map on a space of matrices (Technique 4.2.29), Split the space with an idempotent (Technique 4.4.28)

Hint 1. A basis of im𝑃 followed by a basis of ker𝑃 gives an invertible 𝑆 with 𝑆−1𝑃𝑆=𝐷=(𝐼𝑟000). The map 𝑋↦𝑆−1𝑋𝑆 is an isomorphism of 𝐹𝑛×𝑛 that turns 𝛿 into 𝑌↦𝐷𝑌−𝑌𝐷.
Hint 2. Compute 𝐷𝑌−𝑌𝐷 for 𝑌=(𝑌11𝑌12𝑌21𝑌22).
Sketch. With 𝐷=𝑆−1𝑃𝑆 and 𝑌=𝑆−1𝑋𝑆, 𝛿(𝑋)=𝑆(𝐷𝑌−𝑌𝐷)𝑆−1 and 𝐷𝑌−𝑌𝐷=(0𝑌12−𝑌210). So ker𝛿 corresponds to block diagonal 𝑌 (dimension 𝑟2+(𝑛−𝑟)2) and im𝛿 to block off-diagonal 𝑌 (dimension 2𝑟(𝑛−𝑟)). 𝐷𝑍𝐷 and (𝐼−𝐷)𝑍(𝐼−𝐷) pick out the diagonal blocks, so they vanish exactly on the off-diagonal matrices, and the conditions transport. Block diagonal plus block off-diagonal is a direct sum, and the diagonal part of 𝑌 is 𝐷𝑌𝐷+(𝐼−𝐷)𝑌(𝐼−𝐷).

If 𝑟=0 or 𝑟=𝑛, then 𝑃=0 or 𝑃=𝐼𝑛 (an idempotent of full rank is invertible, and 𝑃2=𝑃 then gives 𝑃=𝐼𝑛), so 𝛿=0, and all three statements hold with ker𝛿=𝐹𝑛×𝑛 and im𝛿={0}. So let 1≤𝑟≤𝑛−1. By Theorem 4.4.27, 𝐹𝑛=im𝑃⊕ker𝑃, and 𝑃 fixes im𝑃 pointwise and kills ker𝑃. Let 𝑆∈𝐹𝑛×𝑛 have as columns a basis of im𝑃 followed by a basis of ker𝑃; together they form a basis of 𝐹𝑛 (Theorem 4.4.13), so 𝑆 is invertible. In this basis 𝑇𝑃 has the matrix 𝐷=(𝐼𝑟000), so 𝑆−1𝑃𝑆=𝐷 (Theorem 4.5.17). For 𝑋∈𝐹𝑛×𝑛 write 𝑌=𝑆−1𝑋𝑆. Then

𝑆−1𝛿(𝑋)𝑆=𝑆−1𝑃𝑆𝑆−1𝑋𝑆−𝑆−1𝑋𝑆𝑆−1𝑃𝑆=𝐷𝑌−𝑌𝐷.

The map 𝑋↦𝑆−1𝑋𝑆 is linear and invertible, with inverse 𝑌↦𝑆𝑌𝑆−1, so it carries ker𝛿 onto ker𝛿𝐷 and im𝛿 onto im𝛿𝐷, where 𝛿𝐷(𝑌)=𝐷𝑌−𝑌𝐷 (Proposition 4.5.5). In blocks, with 𝑌11∈𝐹𝑟×𝑟, Theorem 2.4.34 gives

𝐷𝑌−𝑌𝐷=(𝑌11𝑌1200)−(𝑌110𝑌210)=(0𝑌12−𝑌210).

(a) 𝛿𝐷(𝑌)=0 if and only if 𝑌12=0 and 𝑌21=0. So ker𝛿𝐷 is the space of block diagonal matrices, of dimension 𝑟2+(𝑛−𝑟)2, and ker𝛿 has the same dimension.

(b) By rank–nullity, rank𝛿=𝑛2−𝑟2−(𝑛−𝑟)2=2𝑟(𝑛−𝑟). The image of 𝛿𝐷 consists of the block off-diagonal matrices (0𝑍12𝑍210), since 𝑌12 and −𝑌21 can be anything. For 𝑍′=(𝑍11𝑍12𝑍21𝑍22),

𝐷𝑍′𝐷=(𝑍11000),(𝐼𝑛−𝐷)𝑍′(𝐼𝑛−𝐷)=(000𝑍22),

so 𝑍′∈im𝛿𝐷 if and only if 𝐷𝑍′𝐷=0 and (𝐼𝑛−𝐷)𝑍′(𝐼𝑛−𝐷)=0. For 𝑍=𝑆𝑍′𝑆−1, we have 𝑃𝑍𝑃=𝑆(𝐷𝑍′𝐷)𝑆−1 and (𝐼𝑛−𝑃)𝑍(𝐼𝑛−𝑃)=𝑆((𝐼𝑛−𝐷)𝑍′(𝐼𝑛−𝐷))𝑆−1, using 𝐼𝑛−𝑃=𝑆(𝐼𝑛−𝐷)𝑆−1. So 𝑍∈im𝛿 if and only if 𝑃𝑍𝑃=0 and (𝐼𝑛−𝑃)𝑍(𝐼𝑛−𝑃)=0.

(c) By (a) and (b), dimker𝛿+dimim𝛿=𝑛2. A matrix in both is, after conjugation by 𝑆, both block diagonal and block off-diagonal, hence 0. So 𝐹𝑛×𝑛=ker𝛿⊕im𝛿 by Proposition 4.4.21. Let 𝑋0=𝑃𝑋𝑃+(𝐼𝑛−𝑃)𝑋(𝐼𝑛−𝑃). It commutes with 𝑃: since 𝑃2=𝑃 and 𝑃(𝐼𝑛−𝑃)=0=(𝐼𝑛−𝑃)𝑃, both 𝑃𝑋0 and 𝑋0𝑃 equal 𝑃𝑋𝑃. And 𝑋−𝑋0=𝑃𝑋(𝐼𝑛−𝑃)+(𝐼𝑛−𝑃)𝑋𝑃 satisfies the two conditions of (b), because 𝑃(𝑋−𝑋0)𝑃=0 and (𝐼𝑛−𝑃)(𝑋−𝑋0)(𝐼𝑛−𝑃)=0 by the same two identities. So 𝑋=𝑋0+(𝑋−𝑋0) is the decomposition.

Choosing the basis made the computation a matter of reading blocks. The formula in (c) needs no basis at all, and could have been guessed from the blocks: 𝑃𝑋𝑃 and (𝐼𝑛−𝑃)𝑋(𝐼𝑛−𝑃) are the two diagonal blocks of 𝑋 seen through the decomposition 𝐹𝑛=im𝑃⊕ker𝑃.

Problem 4.5.standard Let 𝑆∈L(𝐹[𝑥]) be the shift 𝑆(𝑝)=𝑝(𝑥+1) (Exercise 2.1.32), and Δ=𝑆−id. You may use the binomial theorem (𝑥+𝑐)𝑗=∑𝑖=0𝑗(𝑗𝑖)𝑐𝑗−𝑖𝑥𝑖 in 𝐹[𝑥], and that 𝑆𝑗(𝑝)=𝑝(𝑥+𝑗).

  1. (a)Let 𝑛≥0, and suppose that 𝑛!=1⋅2⋯𝑛 is nonzero in 𝐹. Show that for every 𝑝∈𝐹[𝑥] of degree exactly 𝑛, the translates 𝑝(𝑥),𝑝(𝑥+1),…,𝑝(𝑥+𝑛) form a basis of 𝐹[𝑥]≤𝑛.
  2. (b)Write 1 as a combination of 𝑥2,(𝑥+1)2,(𝑥+2)2 over ℚ.
  3. (c)Let 𝑝 be a prime. Show that over 𝔽𝑝 the translates (𝑥+𝑗)𝑝, 𝑗∈𝔽𝑝, span a 2-dimensional space. So (a) fails over 𝔽𝑝 for 𝑛=𝑝.

Solution.

Uses. Proposition 4.1.26 (Nilpotent chains are independent), Theorem 4.1.10 (Independent lists are short), Corollary 4.1.11 (Spanning lists are long), Proposition 1.2.18 (Degree and evaluation versus the operations), Proposition 2.1.24 (Algebra of composition), Exercise 2.1.32

Techniques. Apply an operator to a relation to kill terms (Technique 4.1.25), Dimension counting (Technique 4.2.24)

Hint 1. Δ lowers the degree by exactly one when the leading coefficient is multiplied by a nonzero number. Compute the degree and leading coefficient of Δ𝑘𝑝, and apply Proposition 4.1.26 to Δ and 𝑝.
Hint 2. Δ𝑘=(𝑆−id)𝑘 is a combination of id,𝑆,…,𝑆𝑘. For (c), (𝑥+1)𝑝=𝑥𝑝+1 over 𝔽𝑝.
Sketch. (a) For deg𝑞=𝑑≥1 with leading coefficient 𝑐 and 𝑑𝑐≠0, Δ𝑞 has degree 𝑑−1 and leading coefficient 𝑑𝑐; so Δ𝑘𝑝 has degree 𝑛−𝑘 and leading coefficient 𝑛(𝑛−1)⋯(𝑛−𝑘+1)𝑐≠0 for 𝑘≤𝑛, and Δ𝑛+1𝑝=𝟎. By Proposition 4.1.26, 𝑝,Δ𝑝,…,Δ𝑛𝑝 is a basis of 𝐹[𝑥]≤𝑛. Each Δ𝑘𝑝=∑𝑗(𝑘𝑗)(−1)𝑘−𝑗𝑝(𝑥+𝑗) lies in the span of the translates, so they span, and 𝑛+1 spanning vectors form a basis. (b) Δ2𝑥2=2, so 1=12((𝑥+2)2−2(𝑥+1)2+𝑥2). (c) (𝑥+𝑗)𝑝=𝑥𝑝+𝑗.

(a) All the maps involved send 𝐹[𝑥]≤𝑛 into itself, since 𝑝(𝑥+𝑗) has the same degree as 𝑝. By the binomial theorem, for 𝑗≥1 the polynomial Δ(𝑥𝑗)=(𝑥+1)𝑗−𝑥𝑗 has degree at most 𝑗−1, and its coefficient of 𝑥𝑗−1 is 𝑗∗1; and Δ(1)=𝟎. Let 𝑞=𝑞0+𝑞1𝑥+⋯+𝑞𝑑𝑥𝑑 with 𝑑≥1 and 𝑐=𝑞𝑑≠0. By linearity, Δ𝑞=∑𝑗=0𝑑𝑞𝑗Δ(𝑥𝑗), and only the term 𝑗=𝑑 can contribute to the coefficient of 𝑥𝑑−1, which is therefore 𝑑𝑐. If 𝑑𝑐≠0, then Δ𝑞 has degree exactly 𝑑−1 and leading coefficient 𝑑𝑐; and Δ kills constants. Let 𝑝 have degree 𝑛 and leading coefficient 𝑐. By induction on 𝑘, for 𝑘≤𝑛, Δ𝑘𝑝 has degree 𝑛−𝑘 and leading coefficient 𝑛(𝑛−1)⋯(𝑛−𝑘+1)𝑐. This coefficient is nonzero: its integer factors 𝑛,𝑛−1,…,𝑛−𝑘+1 are factors of 𝑛!, which is nonzero in 𝐹, so none of them is 0 in 𝐹, and a product of nonzero elements of a field is nonzero. In particular Δ𝑛𝑝=𝑛!𝑐 is a nonzero constant, and Δ𝑛+1𝑝=𝟎.

By Proposition 4.1.26, applied to Δ on 𝐹[𝑥]≤𝑛, the list 𝑝,Δ𝑝,…,Δ𝑛𝑝 is independent. It has 𝑛+1=dim𝐹[𝑥]≤𝑛 entries, so it is a basis (Theorem 4.1.10(b)). Since 𝑆 commutes with id, the binomial theorem for commuting operators (which has the same proof as for numbers, using Proposition 2.1.24) gives

Δ𝑘𝑝=(𝑆−id)𝑘𝑝=∑𝑗=0𝑘(𝑘𝑗)(−1)𝑘−𝑗𝑆𝑗𝑝=∑𝑗=0𝑘(𝑘𝑗)(−1)𝑘−𝑗𝑝(𝑥+𝑗).

So every Δ𝑘𝑝 with 𝑘≤𝑛 lies in the span of 𝑝(𝑥),𝑝(𝑥+1),…,𝑝(𝑥+𝑛), and this span is all of 𝐹[𝑥]≤𝑛. A spanning list of length 𝑛+1=dim𝐹[𝑥]≤𝑛 is a basis (Corollary 4.1.11(b)).

(b) For 𝑝=𝑥2, Δ𝑝=2𝑥+1 and Δ2𝑝=2. By the formula above, 2=Δ2𝑝=(𝑥+2)2−2(𝑥+1)2+𝑥2, so

1=12(𝑥+2)2−(𝑥+1)2+12𝑥2.

Check: 12(𝑥2+4𝑥+4)−(𝑥2+2𝑥+1)+12𝑥2=2−1=1.

(c) Over 𝔽𝑝, the binomial coefficients (𝑝𝑖) with 0<𝑖<𝑝 are 0, so 𝑆(𝑥𝑝)=(𝑥+1)𝑝=𝑥𝑝+1, and 𝑆(1)=1. By induction on 𝑗, 𝑆𝑗(𝑥𝑝)=𝑥𝑝+𝑗∗1. So the translates of 𝑥𝑝 are the polynomials 𝑥𝑝+𝑐 with 𝑐∈𝔽𝑝; they lie in span(𝑥𝑝,1) and include 𝑥𝑝 and 𝑥𝑝+1, so they span exactly this 2-dimensional space. For 𝑛=𝑝 the factor 𝑝 of 𝑛! is 0 in 𝔽𝑝, the chain 𝑥𝑝,Δ𝑥𝑝=1,Δ2𝑥𝑝=𝟎 stops after two steps, and the argument of (a) breaks exactly there.

Problem 4.6.standard (Zassenhaus’s algorithm.) Let 𝑈=span(𝐮1,…,𝐮𝑘) and 𝑊=span(𝐰1,…,𝐰𝑙) be subspaces of 𝐹𝑛. Form the matrix 𝑀∈𝐹(𝑘+𝑙)×2𝑛 whose rows are (𝐮𝑖,𝐮𝑖) for 𝑖=1,…,𝑘 and (𝐰𝑗,𝟎) for 𝑗=1,…,𝑙, written as rows of length 2𝑛, and let 𝑅=rref(𝑀).

  1. (a)Show that the row space of 𝑀 is 𝑍={(𝐮+𝐰,𝐮)|𝐮∈𝑈,𝐰∈𝑊}, and that (𝐚,𝐛)↦𝐚 maps 𝑍 onto 𝑈+𝑊 with kernel {(𝟎,𝐮)|𝐮∈𝑈∩𝑊}.
  2. (b)Show that the left halves of the nonzero rows of 𝑅 whose left half is nonzero form a basis of 𝑈+𝑊, and that the right halves of the remaining nonzero rows form a basis of 𝑈∩𝑊.
  3. (c)Run the algorithm in 𝐹4 with 𝐮1=(1,1,0,0), 𝐮2=(0,1,1,0), 𝐰1=(0,0,1,1), 𝐰2=(1,0,0,−1), for 𝐹=𝔽2, and decide what happens for 𝐹=ℚ.

Solution.

Uses. Proposition 4.3.13 (Dimensions of the four subspaces), Theorem 3.3.12 (Matrices in RREF), Theorem 4.2.11 (Rank–nullity), Theorem 4.1.10 (Independent lists are short), Proposition 4.4.2 (Sums are the smallest containing subspaces), Theorem 4.4.19 (Dimension of a sum)

Techniques. Dimension counting (Technique 4.2.24), Reduce to RREF (Technique 3.3.22)

Hint 1. (a) A combination of the rows is (∑𝑎𝑖𝐮𝑖+∑𝑏𝑗𝐰𝑗,∑𝑎𝑖𝐮𝑖). For the kernel, 𝐮+𝐰=𝟎 means 𝐮=−𝐰∈𝑈∩𝑊.
Hint 2. (b) Row reduction keeps the row space. In 𝑅, the rows with a pivot in the left half come first. Count: if 𝑠 rows have a nonzero left half and 𝑑 others are nonzero, the kernel in (a) has dimension (𝑠+𝑑)−𝑠.
Sketch. (a) Combinations of the rows give exactly the pairs (𝐮+𝐰,𝐮); projecting to the left half gives 𝑈+𝑊, and 𝐮+𝐰=𝟎 forces 𝐮∈𝑈∩𝑊. (b) The nonzero rows of 𝑅 are a basis of 𝑍. The 𝑠 rows with a pivot in the left half have independent left halves (pivot columns), which span the image 𝑈+𝑊. The other 𝑑 nonzero rows are (𝟎,𝐜), independent, in the kernel, whose dimension is (𝑠+𝑑)−𝑠=𝑑; so the 𝐜’s are a basis of 𝑈∩𝑊. (c) Over 𝔽2: 𝑈+𝑊 has basis (1,0,0,1),(0,1,0,1),(0,0,1,1) and 𝑈∩𝑊=span((1,0,1,0)). Over ℚ, 𝑈+𝑊=ℚ4 and 𝑈∩𝑊={𝟎}.

(a) A combination of the rows of 𝑀 with coefficients 𝑎𝑖 and 𝑏𝑗 is

(∑𝑖𝑎𝑖𝐮𝑖+∑𝑗𝑏𝑗𝐰𝑗,∑𝑖𝑎𝑖𝐮𝑖)=(𝐮+𝐰,𝐮),

with 𝐮=∑𝑖𝑎𝑖𝐮𝑖∈𝑈 and 𝐰=∑𝑗𝑏𝑗𝐰𝑗∈𝑊, and every such pair arises. So the row space is 𝑍. The map 𝜋(𝐚,𝐛)=𝐚 is linear, and 𝜋(𝑍)={𝐮+𝐰}=𝑈+𝑊. A pair (𝐮+𝐰,𝐮) lies in ker𝜋 exactly when 𝐮=−𝐰, that is, 𝐮∈𝑈∩𝑊; and for 𝐮∈𝑈∩𝑊, (𝟎,𝐮)=(𝐮+(−𝐮),𝐮)∈𝑍. So ker(𝜋↾𝑍)={(𝟎,𝐮)|𝐮∈𝑈∩𝑊}, which is isomorphic to 𝑈∩𝑊 by (𝟎,𝐮)↦𝐮.

(b) Row operations do not change the row space, and the nonzero rows of 𝑅 form a basis of it (Proposition 4.3.13(b)), so they form a basis of 𝑍. In 𝑅 the pivots move to the right from one row to the next (Theorem 3.3.12), so the nonzero rows split into 𝑠 rows 𝐫1,…,𝐫𝑠 with their pivot in the left half, followed by 𝑑 rows of the form (𝟎,𝐜1),…,(𝟎,𝐜𝑑).

The left halves of the 𝐫𝑖 form a basis of 𝑈+𝑊. They span 𝜋(𝑍)=𝑈+𝑊, since 𝜋 of the other basis vectors of 𝑍 is 𝟎. They are independent: in a relation ∑𝑖𝑐𝑖𝜋(𝐫𝑖)=𝟎, look at the pivot column of 𝐫𝑖, which lies in the left half and in which every other row of 𝑅 has a 0; it gives 𝑐𝑖=0.

The 𝐜𝑗 form a basis of 𝑈∩𝑊. The vectors (𝟎,𝐜𝑗) are independent, being nonzero rows of 𝑅, and they lie in ker(𝜋↾𝑍). By rank–nullity for 𝜋↾𝑍, this kernel has dimension dim𝑍−dim(𝑈+𝑊)=(𝑠+𝑑)−𝑠=𝑑. So they form a basis of it (Theorem 4.1.10(b)), and by (a) the 𝐜𝑗 form a basis of 𝑈∩𝑊. In passing, dim(𝑈+𝑊)+dim(𝑈∩𝑊)=𝑠+𝑑=dim𝑍=dim𝑈+dim𝑊 when the 𝐮𝑖 and the 𝐰𝑗 are bases, which is Theorem 4.4.19 once more.

(c) The matrix is

𝑀=(110011000110011000110000100−10000).

Over 𝔽2, where −1=1, Gauss–Jordan elimination gives

𝑅=(10010000010101100011000000001010).

So 𝑈+𝑊 has basis (1,0,0,1),(0,1,0,1),(0,0,1,1), the hyperplane 𝑥1+𝑥2+𝑥3+𝑥4=0, and 𝑈∩𝑊=span((1,0,1,0)). Indeed (1,0,1,0)=𝐮1+𝐮2=𝐰1+𝐰2 over 𝔽2.

Over ℚ, the same elimination ends with a pivot in each of the first four columns, since

𝑅=(1000120−12001001211200010−1201200001120−120),

so 𝑈+𝑊=ℚ4 and 𝑈∩𝑊={𝟎}. Directly: 𝑈={(𝑎,𝑎+𝑏,𝑏,0)} and 𝑊={(𝑑,0,𝑐,𝑐−𝑑)}, and a common vector has 𝑎=𝑏=𝑐=𝑑 and 2𝑎=0. Over ℚ this forces 𝑎=0, and over 𝔽2 it does not.

The column method of Example 4.4.20 finds the intersection as a relation among the given vectors; this method finds bases of both spaces in one reduction, with no relation to interpret.

Problem 4.7.standard Let 𝐴,𝐵∈𝐹𝑛×𝑛 satisfy 𝐴2=𝐴 and 𝐵2=𝐵.

  1. (a)Suppose 𝐼𝑛−𝐴−𝐵 is invertible. Show that 𝐴 and 𝐵 are similar, so in particular rank𝐴=rank𝐵.
  2. (b)Show by an example that (a) fails without the invertibility hypothesis.
  3. (c)Suppose 𝐴𝐵=𝐵𝐴=0. Show that 𝐴+𝐵 is idempotent and that rank(𝐴+𝐵)=rank𝐴+rank𝐵.

Solution.

Uses. Definition 4.5.23 (Similar matrices), Proposition 4.5.27 (Similarity invariants), Proposition 4.3.1 (Invertible factors preserve rank), Proposition 2.4.14 (Algebra of matrices), Theorem 4.4.19 (Dimension of a sum), Proposition 4.4.2 (Sums are the smallest containing subspaces), Proposition 4.1.21 (Dimensions of subspaces)

Techniques. Compare components (Technique 4.4.8)

Hint 1. Compute 𝐴(𝐼𝑛−𝐴−𝐵) and (𝐼𝑛−𝐴−𝐵)𝐵.
Hint 2. (c) Show im(𝐴+𝐵)=im𝐴+im𝐵 and im𝐴∩im𝐵={𝟎}. For the first, (𝐴+𝐵)𝐴=𝐴.
Sketch. (a) 𝐴𝐺=−𝐴𝐵=𝐺𝐵 for 𝐺=𝐼𝑛−𝐴−𝐵, so 𝐵=𝐺−1𝐴𝐺. (b) 𝐴=𝐼𝑛, 𝐵=0. (c) (𝐴+𝐵)2=𝐴+𝐴𝐵+𝐵𝐴+𝐵=𝐴+𝐵. (𝐴+𝐵)𝐴𝐱=𝐴𝐱 gives im𝐴⊆im(𝐴+𝐵), likewise for 𝐵, so im(𝐴+𝐵)=im𝐴+im𝐵; and 𝐲=𝐴𝐱=𝐵𝐳 gives 𝐲=𝐴𝐲=𝐴𝐵𝐳=𝟎.

(a) Let 𝐺=𝐼𝑛−𝐴−𝐵. Using 𝐴2=𝐴 and 𝐵2=𝐵,

𝐴𝐺=𝐴−𝐴2−𝐴𝐵=−𝐴𝐵,𝐺𝐵=𝐵−𝐴𝐵−𝐵2=−𝐴𝐵.

So 𝐴𝐺=𝐺𝐵, and since 𝐺 is invertible, 𝐵=𝐺−1𝐴𝐺. So 𝐴∼𝐵, and rank𝐴=rank𝐵 (Proposition 4.5.27(a)). The rank statement alone also follows from Proposition 4.3.1: rank𝐴=rank(𝐴𝐺)=rank(𝐺𝐵)=rank𝐵.

(b) 𝐴=𝐼𝑛 and 𝐵=0 are idempotent of ranks 𝑛 and 0, and 𝐼𝑛−𝐴−𝐵=0 is not invertible.

(c) (𝐴+𝐵)2=𝐴2+𝐴𝐵+𝐵𝐴+𝐵2=𝐴+𝐵 (Proposition 2.4.14). For every 𝐱, (𝐴+𝐵)𝐴𝐱=𝐴2𝐱+𝐵𝐴𝐱=𝐴𝐱, so im𝐴⊆im(𝐴+𝐵); similarly (𝐴+𝐵)𝐵𝐱=𝐵𝐱 gives im𝐵⊆im(𝐴+𝐵). Hence im𝐴+im𝐵⊆im(𝐴+𝐵) (Proposition 4.4.2), and the converse containment holds because (𝐴+𝐵)𝐱=𝐴𝐱+𝐵𝐱. So im(𝐴+𝐵)=im𝐴+im𝐵. If 𝐲∈im𝐴∩im𝐵, say 𝐲=𝐴𝐱=𝐵𝐳, then 𝐲=𝐴2𝐱=𝐴𝐲=𝐴𝐵𝐳=𝟎. By Theorem 4.4.19,

rank(𝐴+𝐵)=dim(im𝐴+im𝐵)=rank𝐴+rank𝐵.

Over ℚ, ℝ, or ℂ, (c) also follows from tr=rank for idempotents (Exercise 4.3.43), since the trace is additive. The argument above works over every field, where the trace of an idempotent only determines its rank modulo the characteristic.

Problem 4.8.standard Let dim𝑉=𝑛≥1, and let 𝑁∈L(𝑉) satisfy 𝑁𝑘=0 for some 𝑘≥1. By Exercise 4.2.52, the jumps 𝑑𝑗=dimker𝑁𝑗−dimker𝑁𝑗−1 satisfy 𝑑1≥𝑑2≥⋯, and dimker𝑁≥𝑛/𝑘.

  1. (a)Prove dimker𝑁≥𝑛/𝑘 again, by iterating Sylvester’s inequality.
  2. (b)Suppose 𝑘 divides 𝑛 and dimker𝑁=𝑛/𝑘. Show that dimker𝑁𝑗=𝑗𝑛/𝑘 for 0≤𝑗≤𝑘; in particular 𝑁𝑘−1≠0. Find such an 𝑁.
  3. (c)Suppose dimker𝑁=1. Show that 𝑁𝑛−1≠0, and deduce that 𝑉 has a basis 𝐯,𝑁𝐯,…,𝑁𝑛−1𝐯.

Solution.

Uses. Exercise 4.3.30, Exercise 4.2.52, Proposition 4.2.15 (Rank through any matrix), Theorem 4.2.11 (Rank–nullity), Corollary 4.1.27 (A nilpotent operator dies within dim𝑉 steps), Proposition 4.1.26 (Nilpotent chains are independent), Theorem 4.1.10 (Independent lists are short), Exercise 4.5.50

Techniques. Dimension counting (Technique 4.2.24), Apply an operator to a relation to kill terms (Technique 4.1.25)

Hint 1. (a) Sylvester with 𝑘 factors: 0=rank𝑁𝑘≥𝑘rank𝑁−(𝑘−1)𝑛.
Hint 2. (b) The 𝑘 jumps 𝑑1,…,𝑑𝑘 add up to dimker𝑁𝑘=𝑛, and none exceeds 𝑑1=𝑛/𝑘. (c) Let 𝑚 be the least exponent with 𝑁𝑚=0, and compare 𝑛=𝑑1+⋯+𝑑𝑚 with 𝑚𝑑1.
Sketch. (a) rank𝑁≤(𝑘−1)𝑛/𝑘. (b) 𝑑1+⋯+𝑑𝑘=𝑛 with every 𝑑𝑗≤𝑛/𝑘 forces 𝑑𝑗=𝑛/𝑘, so dimker𝑁𝑗=𝑗𝑛/𝑘, and dimker𝑁𝑘−1<𝑛. Example: 𝑛/𝑘 shifts of size 𝑘. (c) With 𝑁𝑚=0 minimal, 𝑛=𝑑1+⋯+𝑑𝑚≤𝑚, so 𝑚=𝑛 and 𝑁𝑛−1≠0; a vector with 𝑁𝑛−1𝐯≠𝟎 has a chain of length 𝑛, which is a basis.

(a) Let 𝐴 be the matrix of 𝑁 in some basis, so 𝐴𝑘=0 and rank𝐴=rank𝑁 (Proposition 4.2.15). By Exercise 4.3.30(c) with all 𝑘 factors equal to 𝐴,

0=rank𝐴𝑘≥𝑘rank𝐴−(𝑘−1)𝑛,

so rank𝑁≤(𝑘−1)𝑛/𝑘 and dimker𝑁=𝑛−rank𝑁≥𝑛/𝑘. The kernel proof of Exercise 4.2.52 and this one bound the same quantity; the kernel proof is the kernel proof of Sylvester’s inequality (Example 4.8.3), applied 𝑘 times.

(b) Since 𝑁𝑘=0, ∑𝑗=1𝑘𝑑𝑗=dimker𝑁𝑘−dimker𝑁0=𝑛. By Exercise 4.2.52(b), 𝑑𝑗≤𝑑1=𝑛/𝑘 for every 𝑗. A sum of 𝑘 numbers, each at most 𝑛/𝑘, equals 𝑛 only if every term equals 𝑛/𝑘. So dimker𝑁𝑗=𝑑1+⋯+𝑑𝑗=𝑗𝑛/𝑘 for 0≤𝑗≤𝑘. In particular dimker𝑁𝑘−1=𝑛−𝑛/𝑘<𝑛, so 𝑁𝑘−1≠0: a nilpotent operator whose kernel is as small as the bound allows takes the full 𝑘 steps to die.

For an example, let 𝑚=𝑛/𝑘 and choose a basis 𝐛𝑖,𝑙 of 𝑉, indexed by 1≤𝑖≤𝑚 and 1≤𝑙≤𝑘. Define 𝑁 by 𝑁𝐛𝑖,1=𝟎 and 𝑁𝐛𝑖,𝑙=𝐛𝑖,𝑙−1 for 𝑙≥2. Then 𝑁𝑘 kills every basis vector, so 𝑁𝑘=0, and 𝑁 sends the basis vectors 𝐛𝑖,𝑙 with 𝑙≥2 to distinct basis vectors and the others to 𝟎. So im𝑁 is spanned by the 𝑚(𝑘−1) independent vectors 𝐛𝑖,𝑙 with 𝑙≤𝑘−1, rank𝑁=𝑚(𝑘−1), and dimker𝑁=𝑛−𝑚(𝑘−1)=𝑚.

(c) For 𝑛=1 there is nothing to prove, since 𝑁0=id≠0. Let 𝑛≥2, and let 𝑚 be the least exponent with 𝑁𝑚=0; it exists by Corollary 4.1.27, with 𝑚≤𝑛. With the jumps as above, 𝑛=𝑑1+⋯+𝑑𝑚≤𝑚𝑑1=𝑚, so 𝑚=𝑛 and 𝑁𝑛−1≠0. (Part (a) with 𝑘=𝑛−1 gives the same: 𝑁𝑛−1=0 would force 1≥𝑛/(𝑛−1).) So there is 𝐯 with 𝑁𝑛−1𝐯≠𝟎 and 𝑁𝑛𝐯=𝟎. By Proposition 4.1.26, 𝐯,𝑁𝐯,…,𝑁𝑛−1𝐯 is independent, and it has 𝑛 entries, so it is a basis (Theorem 4.1.10(b)). In this basis 𝑁 is the shift (Exercise 4.5.50).

Problem 4.9.standard Let 𝑘≥2, let 𝑉1,…,𝑉𝑘 be finite-dimensional, and let 𝑇𝑖∈L(𝑉𝑖,𝑉𝑖+1) for 𝑖=1,…,𝑘−1. The sequence 𝑉1⟶𝑇1𝑉2⟶𝑇2⋯⟶𝑇𝑘−1𝑉𝑘 is exact if 𝑇1 is injective, 𝑇𝑘−1 is surjective, and im𝑇𝑖−1=ker𝑇𝑖 for 2≤𝑖≤𝑘−1.

  1. (a)Show that for an exact sequence, ∑𝑖=1𝑘(−1)𝑖dim𝑉𝑖=0.
  2. (b)What does (a) say for 𝑘=2 and 𝑘=3?
  3. (c)Let 𝑛1,…,𝑛𝑘≥0, and let 𝑟0=0 and 𝑟𝑖=𝑛𝑖−𝑟𝑖−1 for 𝑖=1,…,𝑘. Show that there is an exact sequence with dim𝑉𝑖=𝑛𝑖 for all 𝑖 if and only if 𝑟𝑖≥0 for all 𝑖 and 𝑟𝑘=0.

Solution.

Uses. Theorem 4.2.11 (Rank–nullity), Theorem 2.2.1 (Linear maps are determined by a basis), Proposition 2.1.16 (Linear maps preserve spans and linear relations), Corollary 4.2.18 (Injective if and only if surjective)

Techniques. Dimension counting (Technique 4.2.24), Construct a map by choosing it on a basis (Technique 2.2.4)

Hint 1. Let 𝜌𝑖=rank𝑇𝑖, and 𝜌0=𝜌𝑘=0. Show dim𝑉𝑖=𝜌𝑖−1+𝜌𝑖 with rank–nullity. Then the alternating sum telescopes.
Hint 2. (c) In an exact sequence, 𝜌𝑖=𝑛𝑖−𝜌𝑖−1, so 𝜌𝑖=𝑟𝑖. Conversely, build 𝑇𝑖:𝐹𝑛𝑖→𝐹𝑛𝑖+1 that kills the first 𝑟𝑖−1 standard basis vectors and sends the next 𝑟𝑖 to 𝐞1,…,𝐞𝑟𝑖.
Sketch. (a) dim𝑉𝑖=dimker𝑇𝑖+rank𝑇𝑖=𝜌𝑖−1+𝜌𝑖 (with ker𝑇1={𝟎} and, at 𝑉𝑘, dim𝑉𝑘=𝜌𝑘−1 by surjectivity), so ∑(−1)𝑖(𝜌𝑖−1+𝜌𝑖)=−𝜌0+(−1)𝑘𝜌𝑘=0. (b) 𝑘=2: an isomorphism, 𝑛1=𝑛2. 𝑘=3: dim𝑉2=dim𝑉1+dim𝑉3, rank–nullity for 𝑇2. (c) Necessity: 𝜌𝑖=𝑟𝑖 by induction, and ranks are nonnegative, 𝜌𝑘=0. Sufficiency: the maps above have im𝑇𝑖=span(𝐞1,…,𝐞𝑟𝑖)=ker𝑇𝑖+1.

Write 𝜌𝑖=rank𝑇𝑖 for 1≤𝑖≤𝑘−1, and 𝜌0=𝜌𝑘=0.

(a) We claim dim𝑉𝑖=𝜌𝑖−1+𝜌𝑖 for every 𝑖. For 𝑖=1: 𝑇1 is injective, so rank–nullity gives dim𝑉1=0+𝜌1. For 2≤𝑖≤𝑘−1: dimker𝑇𝑖=dimim𝑇𝑖−1=𝜌𝑖−1 by exactness, and rank–nullity for 𝑇𝑖 gives dim𝑉𝑖=𝜌𝑖−1+𝜌𝑖. For 𝑖=𝑘: 𝑇𝑘−1 is surjective, so dim𝑉𝑘=𝜌𝑘−1=𝜌𝑘−1+𝜌𝑘. Hence

∑𝑖=1𝑘(−1)𝑖dim𝑉𝑖=∑𝑖=1𝑘(−1)𝑖𝜌𝑖−1+∑𝑖=1𝑘(−1)𝑖𝜌𝑖=∑𝑖=0𝑘−1(−1)𝑖+1𝜌𝑖+∑𝑖=1𝑘(−1)𝑖𝜌𝑖,

and the terms with 1≤𝑖≤𝑘−1 cancel in pairs, leaving −𝜌0+(−1)𝑘𝜌𝑘=0.

(b) For 𝑘=2, 𝑇1 is injective and surjective, an isomorphism, and (a) says dim𝑉1=dim𝑉2. For 𝑘=3, 𝑇1 is injective, 𝑇2 is surjective, and im𝑇1=ker𝑇2; (a) says dim𝑉2=dim𝑉1+dim𝑉3=dimker𝑇2+dimim𝑇2, which is rank–nullity for 𝑇2. For example, ker𝑇⟶𝜄𝑉⟶𝑇im𝑇, with 𝜄 the inclusion and 𝑇 viewed as a map onto its image, is exact. So (a) is rank–nullity applied along a chain of maps.

(c) Necessity. By the claim in (a), 𝜌𝑖=𝑛𝑖−𝜌𝑖−1 with 𝜌0=0, so by induction 𝜌𝑖=𝑟𝑖 for 1≤𝑖≤𝑘−1. Ranks are nonnegative, so 𝑟𝑖≥0 for these 𝑖, and 𝑟𝑘=𝑛𝑘−𝜌𝑘−1=0 by the claim at 𝑖=𝑘.

Sufficiency. Suppose all 𝑟𝑖≥0 and 𝑟𝑘=0. Let 𝑉𝑖=𝐹𝑛𝑖. Then 𝑟𝑖−1+𝑟𝑖=𝑛𝑖, so we may define 𝑇𝑖, for 1≤𝑖≤𝑘−1, on the standard basis of 𝐹𝑛𝑖 by

𝑇𝑖(𝐞𝑗)=𝟎(𝑗≤𝑟𝑖−1),𝑇𝑖(𝐞𝑟𝑖−1+𝑗)=𝐞𝑗(1≤𝑗≤𝑟𝑖)

(Theorem 2.2.1). This makes sense because 𝑟𝑖≤𝑟𝑖+𝑟𝑖+1=𝑛𝑖+1. The values on the basis are 𝟎 and the independent vectors 𝐞1,…,𝐞𝑟𝑖, so im𝑇𝑖=span(𝐞1,…,𝐞𝑟𝑖) (Proposition 2.1.16) and rank𝑇𝑖=𝑟𝑖. A vector ∑𝑗𝑥𝑗𝐞𝑗 is killed by 𝑇𝑖 exactly when 𝑥𝑗=0 for 𝑗>𝑟𝑖−1, so ker𝑇𝑖=span(𝐞1,…,𝐞𝑟𝑖−1). Hence im𝑇𝑖−1=ker𝑇𝑖 for 2≤𝑖≤𝑘−1; ker𝑇1={𝟎} since 𝑟0=0; and im𝑇𝑘−1=span(𝐞1,…,𝐞𝑟𝑘−1)=𝐹𝑛𝑘 since 𝑟𝑘−1=𝑛𝑘−𝑟𝑘=𝑛𝑘. The sequence is exact.

The condition 𝑟𝑘=0 alone is the vanishing of the alternating sum in (a), since 𝑟𝑘=∑𝑖=1𝑘(−1)𝑘−𝑖𝑛𝑖. It is not sufficient: (𝑛1,𝑛2,𝑛3,𝑛4)=(1,0,0,1) has alternating sum 0, but 𝑟2=−1, and indeed 𝐹→{𝟎} cannot be injective.

Problem 4.10.standardBeyond 21-242 Let 𝐹 have 𝑞 elements, let dim𝑉=𝑛, and for 0≤𝑟≤𝑛 let 𝑁𝑞(𝑛,𝑟) be the number of independent lists of length 𝑟 in 𝑉 (Corollary 4.1.35).

  1. (a)Let 𝑈 and 𝑊 be subspaces of 𝑉 with dim𝑈+dim𝑊=𝑛, and let 𝑟=dim𝑊. Show that exactly 𝑁𝑞(𝑟,𝑟) operators 𝑇∈L(𝑉) satisfy ker𝑇=𝑈 and im𝑇=𝑊.
  2. (b)Show that the number of 𝑇∈L(𝑉) with 𝑇2=𝑇 and rank𝑇=𝑟 is

    𝑁𝑞𝑛,𝑟𝑁𝑞(𝑟,𝑟)⋅𝑞𝑟(𝑛−𝑟),

    and check the total over all 𝑟 against Problem 2.8(b) for 𝑛=2 when 𝑞 is a prime.

  3. (c)Show that the number of 𝑇∈L(𝑉) of rank 𝑟 is 𝑁𝑞(𝑛,𝑟)2/𝑁𝑞(𝑟,𝑟), and check that the counts for 𝑛=𝑞=2 add up to |L(𝑉)|.

Solution.

Uses. Proposition 4.4.16 (Complements exist), Proposition 4.4.31 (Defining maps summand by summand), Theorem 2.2.1 (Linear maps are determined by a basis), Proposition 4.5.5 (Isomorphisms preserve linear structure), Corollary 4.1.35 (Counting independent lists and bases), Theorem 4.4.27 (Idempotents are projections), Proposition 4.4.26 (Properties of projections), Proposition 4.1.37 (Counting subspaces), Exercise 4.4.49, Exercise 4.1.54, Theorem 4.2.11 (Rank–nullity)

Techniques. Double counting (Technique 4.1.36), Construct a map by choosing it on a basis (Technique 2.2.4)

Hint 1. (a) Fix a complement 𝑋 of 𝑈. A map with kernel 𝑈 and image 𝑊 is determined by its restriction to 𝑋, which must be an isomorphism 𝑋→𝑊. Count isomorphisms by the image of a fixed basis of 𝑋.
Hint 2. (b) An idempotent is the projection onto its image along its kernel. Count pairs (image, complement). (c) Count triples (kernel, image, isomorphism).
Sketch. (a) 𝑇↦𝑇↾𝑋 is a bijection onto the isomorphisms 𝑋→𝑊 (inverse: 𝜑↦𝜑∘Pr𝑋,𝑈), and isomorphisms correspond to bases of 𝑊: 𝑁𝑞(𝑟,𝑟). (b) 𝑃↦(im𝑃,ker𝑃) is a bijection onto pairs of complementary subspaces; there are 𝑁𝑞(𝑛,𝑟)/𝑁𝑞(𝑟,𝑟) choices of image and 𝑞𝑟(𝑛−𝑟) complements of each. For 𝑛=2: 1+(𝑞+1)𝑞+1=𝑞2+𝑞+2. (c) Choose the kernel (𝑁𝑞(𝑛,𝑛−𝑟)/𝑁𝑞(𝑛−𝑟,𝑛−𝑟) ways, equal to the number of 𝑟-dimensional subspaces), the image, and then (a). For 𝑛=𝑞=2: 1+9+6=16.

(a) By Proposition 4.4.16, 𝑈 has a complement 𝑋, with dim𝑋=𝑛−dim𝑈=𝑟. Let 𝑇 have kernel 𝑈 and image 𝑊. Then 𝑇↾𝑋 is injective, since 𝑋∩ker𝑇=𝑋∩𝑈={𝟎}, and its image is 𝑇(𝑈+𝑋)=𝑇(𝑉)=𝑊. So 𝑇↾𝑋 is an isomorphism 𝑋→𝑊, and 𝑇 is determined by it, since 𝑇 is 0 on 𝑈 (Proposition 4.4.31). Conversely, for an isomorphism 𝜑:𝑋→𝑊, the map 𝑇 that is 0 on 𝑈 and 𝜑 on 𝑋 (Proposition 4.4.31) has image 𝜑(𝑋)=𝑊, and 𝑇(𝐮+𝐱)=𝜑(𝐱)=𝟎 exactly when 𝐱=𝟎, so its kernel is 𝑈. So the operators in question correspond bijectively to the isomorphisms 𝑋→𝑊. Fix a basis 𝐱1,…,𝐱𝑟 of 𝑋. A linear map 𝑋→𝑊 is determined by the list of values 𝜑(𝐱1),…,𝜑(𝐱𝑟), which can be any list (Theorem 2.2.1), and it is an isomorphism exactly when this list is a basis of 𝑊 (Proposition 4.5.5). There are 𝑁𝑞(𝑟,𝑟) bases of 𝑊.

(b) By Theorem 4.4.27, an idempotent 𝑃 satisfies 𝑉=im𝑃⊕ker𝑃 and 𝑃=Prim𝑃,ker𝑃. Conversely, for every pair (𝑌,𝑍) with 𝑉=𝑌⊕𝑍, the projection Pr𝑌,𝑍 is idempotent with image 𝑌 and kernel 𝑍 (Proposition 4.4.26). So idempotents of rank 𝑟 correspond bijectively to pairs (𝑌,𝑍) of complementary subspaces with dim𝑌=𝑟. There are 𝑁𝑞(𝑛,𝑟)/𝑁𝑞(𝑟,𝑟) subspaces 𝑌 of dimension 𝑟 (Proposition 4.1.37), and each has 𝑞𝑟(𝑛−𝑟) complements (Exercise 4.4.49(c)). Multiplying gives the formula.

For 𝑛=2: 𝑟=0 and 𝑟=2 give 1 each (0 and 𝐼2). For 𝑟=1, 𝑁𝑞(2,1)/𝑁𝑞(1,1)=(𝑞2−1)/(𝑞−1)=𝑞+1, times 𝑞1⋅1=𝑞. The total is 𝑞2+𝑞+2, as in Problem 2.8(b) for 𝑞=𝑝 prime.

(c) An operator of rank 𝑟 has a kernel of dimension 𝑛−𝑟 and an image of dimension 𝑟 (Theorem 4.2.11), and by (a) each such pair is realized by 𝑁𝑞(𝑟,𝑟) operators. The number of (𝑛−𝑟)-dimensional subspaces equals the number of 𝑟-dimensional ones (Exercise 4.1.54(b)), namely 𝑁𝑞(𝑛,𝑟)/𝑁𝑞(𝑟,𝑟). So the count is

(𝑁𝑞𝑛,𝑟𝑁𝑞(𝑟,𝑟))2⋅𝑁𝑞(𝑟,𝑟)=𝑁𝑞(𝑛,𝑟)2𝑁𝑞(𝑟,𝑟).

For 𝑛=𝑞=2: 𝑟=0 gives 1; 𝑟=1 gives 𝑁2(2,1)2/𝑁2(1,1)=32/1=9; 𝑟=2 gives 𝑁2(2,2)=3⋅2=6. The total 16=24 is the number of 2×2 matrices over 𝔽2.

Problem 4.11.hard Let 𝐴,𝐵∈𝐹𝑛×𝑛.

  1. (a)Show that rank(𝐵𝐴)≥2rank(𝐴𝐵)−𝑛.
  2. (b)Deduce that |rank(𝐴𝐵)−rank(𝐵𝐴)|≤⌊𝑛/2⌋.
  3. (c)Show that the bound in (b) is attained for every 𝑛≥1.

Solution.

Uses. Theorem 4.3.3 (Rank of a product), Exercise 4.3.30, Theorem 2.4.34 (Block multiplication), Proposition 2.4.14 (Algebra of matrices)

Techniques. Dimension counting (Technique 4.2.24)

Hint 1. (𝐴𝐵)2=𝐴(𝐵𝐴)𝐵. Bound rank((𝐴𝐵)2) from above by rank(𝐵𝐴) and from below by Sylvester’s inequality.
Hint 2. For (c), take 𝑛=2𝑚 and block matrices built from 𝐼𝑚 and 0, with 𝐴𝐵≠0 and 𝐵𝐴=0.
Sketch. (a) rank(𝐵𝐴)≥rank(𝐴(𝐵𝐴)𝐵)=rank((𝐴𝐵)2)≥2rank(𝐴𝐵)−𝑛. (b) With 𝑎=rank(𝐴𝐵), 𝑎−rank(𝐵𝐴)≤min(𝑎,𝑛−𝑎)≤𝑛/2, and symmetrically. (c) 𝐴=(0𝐼𝑚00), 𝐵=(000𝐼𝑚) give 𝐴𝐵=𝐴 of rank 𝑚 and 𝐵𝐴=0; for odd 𝑛 add a zero row and column.

(a) By associativity, (𝐴𝐵)2=𝐴(𝐵𝐴)𝐵, so rank((𝐴𝐵)2)≤rank(𝐵𝐴) by Theorem 4.3.3 (applied twice). By Sylvester’s inequality (Exercise 4.3.30(a)) for the product of 𝐴𝐵 with itself, rank((𝐴𝐵)2)≥2rank(𝐴𝐵)−𝑛. Together, rank(𝐵𝐴)≥2rank(𝐴𝐵)−𝑛.

(b) Let 𝑎=rank(𝐴𝐵). By (a), 𝑎−rank(𝐵𝐴)≤𝑛−𝑎, and trivially 𝑎−rank(𝐵𝐴)≤𝑎. So 𝑎−rank(𝐵𝐴)≤min(𝑎,𝑛−𝑎)≤𝑛/2, and since the left side is an integer, it is at most ⌊𝑛/2⌋. Exchanging the roles of 𝐴 and 𝐵 gives rank(𝐵𝐴)−rank(𝐴𝐵)≤⌊𝑛/2⌋.

(c) Let 𝑚=⌊𝑛/2⌋; for 𝑚=0 there is nothing to show. If 𝑛=2𝑚, let

𝐴=(0𝐼𝑚00),𝐵=(000𝐼𝑚).

By Theorem 2.4.34, 𝐴𝐵=(0𝐼𝑚00)=𝐴, of rank 𝑚, and 𝐵𝐴=(000𝐼𝑚)(0𝐼𝑚00)=0. If 𝑛=2𝑚+1, use (𝐴000) and (𝐵000), whose products are (𝐴𝐵000) and (𝐵𝐴000). In both cases rank(𝐴𝐵)−rank(𝐵𝐴)=𝑚.

For 𝑛=2 this is Example 4.3.4. The proof of (a) is the move of Problem 2.9: products in the other order are sandwiched inside powers, (𝐴𝐵)𝑘+1=𝐴(𝐵𝐴)𝑘𝐵, and a rank inequality controls the powers.

Problem 4.12.hard Let 𝐴,𝐵∈𝐹𝑛×𝑛 satisfy 𝐴2𝐵=𝐴, and let 𝑟=rank𝐴.

  1. (a)Show that rank𝐴2=rank𝐴, and deduce that 𝐹𝑛=im𝐴⊕ker𝐴.
  2. (b)Show that (𝐴𝐵−𝐵𝐴)2=0.
  3. (c)Show that rank(𝐴𝐵−𝐵𝐴)≤min(𝑟,𝑛−𝑟), and that for every 𝑘 with 2𝑘≤𝑛 there are such 𝐴 and 𝐵 with rank(𝐴𝐵−𝐵𝐴)=𝑘.

Solution.

Uses. Theorem 4.3.3 (Rank of a product), Exercise 4.2.50, Proposition 4.5.35 (Preserved subspaces give block triangular matrices), Theorem 4.4.13 (Bases and dimension of a sum), Theorem 4.5.17 (Change of basis), Theorem 2.4.34 (Block multiplication), Theorem 3.5.23 (One-sided inverses of square matrices), Proposition 4.3.1 (Invertible factors preserve rank), Lemma 4.8.2 (Ranks of block triangular matrices)

Techniques. Choose a basis adapted to a preserved subspace (Technique 4.5.36), Block decomposition (Technique 2.4.35)

Hint 1. (a) rank𝐴=rank(𝐴2𝐵)≤rank𝐴2≤rank𝐴. Then use Exercise 4.2.50.
Hint 2. (b) In a basis of im𝐴 followed by a basis of ker𝐴, 𝐴 becomes (𝐴1000) with 𝐴1 invertible. Write 𝐵 in the same basis in blocks and translate 𝐴2𝐵=𝐴.
Sketch. (a) The ranks are squeezed, and Exercise 4.2.50 turns rank𝐴2=rank𝐴 into im𝐴∩ker𝐴={𝟎} and im𝐴+ker𝐴=𝐹𝑛. (b) Conjugating by the adapted basis matrix 𝑆: 𝐴′=(𝐴1000), 𝐴1 invertible, 𝐵′=(𝐵11𝐵12𝐵21𝐵22). 𝐴′2𝐵′=𝐴′ gives 𝐴1𝐵11=𝐼𝑟 and 𝐵12=0, so 𝐴′𝐵′−𝐵′𝐴′=(00−𝐵21𝐴10), whose square is 0. (c) Its rank is rank𝐵21≤min(𝑟,𝑛−𝑟); take 𝐴=(𝐼𝑘000) and 𝐵=(𝐼𝑘0𝐶0) with 𝐶 of rank 𝑘.

(a) By Theorem 4.3.3, rank𝐴=rank(𝐴2𝐵)≤rank𝐴2≤rank𝐴, so rank𝐴2=rank𝐴. By Exercise 4.2.50, this implies ker𝐴∩im𝐴={𝟎} and ker𝐴+im𝐴=𝐹𝑛, that is, 𝐹𝑛=im𝐴⊕ker𝐴.

(b) If 𝑟=0, then 𝐴=0 and 𝐴𝐵−𝐵𝐴=0. If 𝑟=𝑛, then 𝐴 is invertible, 𝐴2𝐵=𝐴 gives 𝐴𝐵=𝐼𝑛, so 𝐵=𝐴−1 and 𝐴𝐵−𝐵𝐴=0. So let 1≤𝑟≤𝑛−1, and let 𝑆 have as columns a basis of im𝐴 followed by a basis of ker𝐴; by (a) and Theorem 4.4.13 these form a basis of 𝐹𝑛, so 𝑆 is invertible. 𝑇𝐴 maps im𝐴 into itself and kills ker𝐴, so by Proposition 4.5.35 and Theorem 4.5.17,

𝐴′=𝑆−1𝐴𝑆=(𝐴1000),

with 𝐴1∈𝐹𝑟×𝑟 the matrix of 𝑇𝐴 restricted to im𝐴. This restriction is injective, since its kernel is im𝐴∩ker𝐴={𝟎}, so 𝐴1 is invertible. Write 𝐵′=𝑆−1𝐵𝑆=(𝐵11𝐵12𝐵21𝐵22). Conjugating 𝐴2𝐵=𝐴 by 𝑆 gives 𝐴′2𝐵′=𝐴′, and by Theorem 2.4.34,

𝐴′2𝐵′=(𝐴12𝐵11𝐴12𝐵1200)=(𝐴1000).

Since 𝐴1 is invertible, 𝐴1𝐵11=𝐼𝑟 and 𝐵12=0. Then also 𝐵11𝐴1=𝐼𝑟 (Theorem 3.5.23), and

𝐴′𝐵′=(𝐴1𝐵11000)=(𝐼𝑟000),𝐵′𝐴′=(𝐵11𝐴10𝐵21𝐴10)=(𝐼𝑟0𝐵21𝐴10).

So 𝐶′=𝐴′𝐵′−𝐵′𝐴′=(00−𝐵21𝐴10), and 𝐶′2=0 by block multiplication. Since 𝐴𝐵−𝐵𝐴=𝑆𝐶′𝑆−1, we get (𝐴𝐵−𝐵𝐴)2=𝑆𝐶′2𝑆−1=0.

(c) For 𝑟=0 and 𝑟=𝑛, 𝐴𝐵−𝐵𝐴=0 by (b). Otherwise, by Proposition 4.3.1, rank(𝐴𝐵−𝐵𝐴)=rank𝐶′. Exchanging the two block rows of 𝐶′ (an invertible row operation) gives (−𝐵21𝐴1000), so rank𝐶′=rank(𝐵21𝐴1) by Lemma 4.8.2(b), and rank(𝐵21𝐴1)=rank𝐵21 because 𝐴1 is invertible. Since 𝐵21∈𝐹(𝑛−𝑟)×𝑟, its rank is at most min(𝑟,𝑛−𝑟).

For the examples, let 2𝑘≤𝑛, let 𝐴=(𝐼𝑘000), and let 𝐵=(𝐼𝑘0𝐶0), where 𝐶∈𝐹(𝑛−𝑘)×𝑘 has 𝐼𝑘 in its top 𝑘 rows and zeros below, so that rank𝐶=𝑘; this needs 𝑛−𝑘≥𝑘. Then 𝐴2𝐵=𝐴𝐵=(𝐼𝑘000)=𝐴, and 𝐵𝐴=(𝐼𝑘0𝐶0), so 𝐴𝐵−𝐵𝐴=(00−𝐶0) has rank 𝑘.

Everything followed from choosing the basis adapted to 𝐹𝑛=im𝐴⊕ker𝐴. In it, 𝐴 is invertible on one summand and 0 on the other, and the hypothesis 𝐴2𝐵=𝐴 pins down two of the four blocks of 𝐵.

Problem 4.13.hard Let 𝑛≥1, and call 𝑁∈𝐹𝑛×𝑛 nilpotent if 𝑁𝑚=0 for some 𝑚≥1.

  1. (a)Show that every nilpotent 𝑁 is similar to a strictly upper triangular matrix, and deduce that tr𝑁=0.
  2. (b)Show that the nilpotent matrices span the subspace {𝑋∈𝐹𝑛×𝑛|tr𝑋=0}.
  3. (c)Show that the matrices 𝑃 with 𝑃2=𝑃 span all of 𝐹𝑛×𝑛.

Solution.

Uses. Corollary 4.1.27 (A nilpotent operator dies within dim𝑉 steps), Theorem 4.1.16 (Extending to a basis), Theorem 4.5.17 (Change of basis), Proposition 4.5.27 (Similarity invariants), Lemma 2.4.24 (Matrix units), Proposition 2.4.27 (The trace is linear), Exercise 4.1.43, Proposition 1.4.14 (The span is the smallest subspace containing a list)

Techniques. Extend a basis of a subspace (Technique 4.1.18), Choose a basis adapted to a preserved subspace (Technique 4.5.36), Rule out similarity with an invariant (Technique 4.5.29)

Hint 1. (a) 𝑁 maps ker𝑁𝑗 into ker𝑁𝑗−1. Build a basis by taking a basis of ker𝑁, extending it to one of ker𝑁2, and so on up to ker𝑁𝑛=𝐹𝑛.
Hint 2. (b) 𝑈𝑖𝑗 for 𝑖≠𝑗 is nilpotent. Check that 𝑈𝑖𝑖−𝑈𝑗𝑗+𝑈𝑖𝑗−𝑈𝑗𝑖 has square 0. (c) 𝑈𝑖𝑖 and 𝑈𝑖𝑖+𝑈𝑖𝑗.
Sketch. (a) In a basis adapted to ker𝑁⊆ker𝑁2⊆⋯⊆ker𝑁𝑛=𝐹𝑛, each basis vector from level 𝑗 is sent into ker𝑁𝑗−1, which is spanned by earlier basis vectors; so the matrix is strictly upper triangular, and tr𝑁 equals its trace, 0. (b) Nilpotents lie in the trace-zero space by (a). Conversely 𝑈𝑖𝑗 (𝑖≠𝑗) and 𝑈𝑖𝑖−𝑈𝑗𝑗=𝐸−𝑈𝑖𝑗+𝑈𝑗𝑖, with 𝐸 of square 0, are combinations of nilpotents, and these matrices span the trace-zero space. (c) 𝑈𝑖𝑖 and 𝑈𝑖𝑖+𝑈𝑖𝑗 are idempotent, so their span contains every matrix unit.

(a) Let 𝐾𝑗=ker𝑁𝑗, so 𝐾0={𝟎}⊆𝐾1⊆⋯⊆𝐾𝑛, and 𝐾𝑛=𝐹𝑛 by Corollary 4.1.27. If 𝑁𝑗𝐱=𝟎, then 𝑁𝑗−1(𝑁𝐱)=𝟎, so 𝑁 maps 𝐾𝑗 into 𝐾𝑗−1. Choose a basis of 𝐾1, extend it to a basis of 𝐾2 (Theorem 4.1.16, applied in 𝐾2), extend that to a basis of 𝐾3, and so on. The result is a basis ℬ︀=𝐛1,…,𝐛𝑛 of 𝐹𝑛 such that, for each 𝑗, the first dim𝐾𝑗 vectors form a basis of 𝐾𝑗. If 𝐛𝑙 was added at level 𝑗, that is, 𝐛𝑙∈𝐾𝑗 and 𝑙>dim𝐾𝑗−1, then 𝑁𝐛𝑙∈𝐾𝑗−1 is a combination of 𝐛1,…,𝐛dim𝐾𝑗−1, all of which come before 𝐛𝑙. So column 𝑙 of [𝑇𝑁]ℬ︀ℬ︀ has nonzero entries only in rows <𝑙: the matrix is strictly upper triangular, and by Theorem 4.5.17 it equals 𝑆−1𝑁𝑆 for the invertible 𝑆 with columns ℬ︀. Its diagonal is zero, so tr𝑁=tr(𝑆−1𝑁𝑆)=0 (Proposition 4.5.27(b)).

(b) Let 𝑊 be the trace-zero subspace. By (a) and Proposition 2.4.27, every nilpotent matrix lies in 𝑊, and so does their span. Conversely, for 𝑖≠𝑗, the matrix unit 𝑈𝑖𝑗 satisfies 𝑈𝑖𝑗2=0 (Lemma 2.4.24(c)), so it is nilpotent. Let 𝐸=𝑈𝑖𝑖−𝑈𝑗𝑗+𝑈𝑖𝑗−𝑈𝑗𝑖. By Lemma 2.4.24(c), 𝐸 maps 𝐞𝑖 to 𝐞𝑖−𝐞𝑗 and 𝐞𝑗 to 𝐞𝑖−𝐞𝑗, and kills the other standard basis vectors. So 𝐸(𝐞𝑖−𝐞𝑗)=𝟎, 𝐸2𝐞𝑖=𝐸2𝐞𝑗=𝟎, and 𝐸2=0. (In rows and columns 𝑖,𝑗, 𝐸 is (11−1−1).) Hence

𝑈𝑖𝑖−𝑈𝑗𝑗=𝐸−𝑈𝑖𝑗+𝑈𝑗𝑖

is a combination of nilpotent matrices. The matrices 𝑈𝑖𝑗 with 𝑖≠𝑗 and 𝑈𝑖𝑖−𝑈𝑛𝑛 with 𝑖<𝑛 lie in 𝑊, number 𝑛2−1=dim𝑊 (Exercise 4.1.43), and are independent, since their entries sit in different positions except for the last diagonal entry. So they form a basis of 𝑊, and 𝑊 is contained in the span of the nilpotent matrices.

(c) 𝑈𝑖𝑖2=𝑈𝑖𝑖, and for 𝑖≠𝑗, (𝑈𝑖𝑖+𝑈𝑖𝑗)2=𝑈𝑖𝑖+𝑈𝑖𝑗+𝑈𝑖𝑗𝑈𝑖𝑖+𝑈𝑖𝑗2=𝑈𝑖𝑖+𝑈𝑖𝑗, because 𝑈𝑖𝑗𝑈𝑖𝑖=0 and 𝑈𝑖𝑗𝑈𝑖𝑗=0 when 𝑖≠𝑗. So every matrix unit 𝑈𝑖𝑗=(𝑈𝑖𝑖+𝑈𝑖𝑗)−𝑈𝑖𝑖 is a combination of idempotents, and the matrix units span 𝐹𝑛×𝑛.

Nilpotent matrices are trapped in a hyperplane because their trace is 0; idempotents are not, since tr𝑃=rank𝑃⋅1 can be anything. Neither set is a subspace: a sum of two nilpotent matrices can be invertible (Problem 2.10(b)).

Problem 4.14.hardBeyond 21-242 Let 𝐹 have 𝑞 elements, let dim𝑉=𝑛, let 𝑈 be a subspace of dimension 𝑘, and let 0≤𝑗≤𝑛−𝑘. With 𝑁𝑞 as in Corollary 4.1.35, show that the number of 𝑗-dimensional subspaces 𝑊 of 𝑉 with 𝑊∩𝑈={𝟎} is

𝑞𝑗𝑘⋅𝑁𝑞𝑛−𝑘,𝑗𝑁𝑞(𝑗,𝑗).

Check the cases 𝑗=𝑛−𝑘 and 𝑗=1, and the example of lines and planes in 𝔽23 meeting a fixed line only in 𝟎.

Solution.

Uses. Proposition 4.4.12 (Concatenating independent lists), Proposition 4.1.34 (Size of a vector space over a finite field), Corollary 4.1.35 (Counting independent lists and bases), Proposition 4.1.37 (Counting subspaces), Exercise 4.4.49, Proposition 1.5.14 (Appending a vector)

Techniques. Double counting (Technique 4.1.36)

Hint 1. Count pairs (𝑊, basis of 𝑊). A list 𝐰1,…,𝐰𝑗 is a basis of such a 𝑊 exactly when a basis of 𝑈 followed by the 𝐰’s is independent.
Hint 2. Choose 𝐰𝑖 outside span(𝑈,𝐰1,…,𝐰𝑖−1), which has 𝑞𝑘+𝑖−1 elements.
Sketch. The lists 𝐰1,…,𝐰𝑗 for which 𝑈’s basis followed by them is independent number ∏𝑖=0𝑗−1(𝑞𝑛−𝑞𝑘+𝑖)=𝑞𝑗𝑘𝑁𝑞(𝑛−𝑘,𝑗). Each such list spans a 𝑊 with 𝑊∩𝑈={𝟎}, every basis of such a 𝑊 is such a list, and each 𝑊 has 𝑁𝑞(𝑗,𝑗) bases. Divide. 𝑗=𝑛−𝑘: 𝑞𝑘(𝑛−𝑘) complements. 𝑗=1: 𝑞𝑘(𝑞𝑛−𝑘−1)/(𝑞−1), all lines not in 𝑈. In 𝔽23 with 𝑘=1: 6 lines and 4 planes.

Let 𝐮1,…,𝐮𝑘 be a basis of 𝑈. For a list 𝒲︀=𝐰1,…,𝐰𝑗, the concatenation 𝐮1,…,𝐮𝑘,𝒲︀ is independent if and only if 𝒲︀ is independent and span(𝒲︀)∩𝑈={𝟎} (Proposition 4.4.12). So the lists 𝒲︀ with this property are exactly the bases of the 𝑗-dimensional subspaces 𝑊 with 𝑊∩𝑈={𝟎}, and each such 𝑊 has 𝑁𝑞(𝑗,𝑗) bases (Corollary 4.1.35). Let 𝐿 be the number of such lists; then the number of subspaces is 𝐿/𝑁𝑞(𝑗,𝑗).

To count the lists, choose 𝐰1,𝐰2,… in turn. Given 𝐰1,…,𝐰𝑖−1 with 𝐮1,…,𝐮𝑘,𝐰1,…,𝐰𝑖−1 independent, the list stays independent after appending 𝐰𝑖 exactly when 𝐰𝑖 is not in the span of the list so far (Proposition 1.5.14), a subspace of dimension 𝑘+𝑖−1 with 𝑞𝑘+𝑖−1 elements (Proposition 4.1.34). So

𝐿=∏𝑖=1𝑗(𝑞𝑛−𝑞𝑘+𝑖−1)=∏𝑖=0𝑗−1𝑞𝑘(𝑞𝑛−𝑘−𝑞𝑖)=𝑞𝑗𝑘𝑁𝑞(𝑛−𝑘,𝑗),

and the number of subspaces is 𝑞𝑗𝑘𝑁𝑞(𝑛−𝑘,𝑗)/𝑁𝑞(𝑗,𝑗).

Checks. For 𝑗=𝑛−𝑘, the factor 𝑁𝑞(𝑛−𝑘,𝑛−𝑘)/𝑁𝑞(𝑛−𝑘,𝑛−𝑘) is 1, and the count 𝑞𝑘(𝑛−𝑘) is the number of complements of 𝑈 (Exercise 4.4.49(c)). For 𝑗=1 the count is 𝑞𝑘(𝑞𝑛−𝑘−1)/(𝑞−1)=(𝑞𝑛−𝑞𝑘)/(𝑞−1): the 𝑞𝑛−𝑞𝑘 vectors outside 𝑈, grouped into lines of 𝑞−1 nonzero vectors each, which is every line not contained in 𝑈. In 𝔽23 with 𝑘=1: 𝑗=1 gives 2⋅3/1=6 lines, which are the 7 lines minus 𝑈 itself; 𝑗=2 gives 22⋅1=4 planes, which are the 7 planes minus the 3 planes that contain 𝑈.

Problem 4.15.hardBeyond 21-242 (Helly’s theorem.) Let 𝑉 be a real vector space with dim𝑉=𝑛, and let 𝐶1,…,𝐶𝑚 be convex subsets of 𝑉 with 𝑚≥𝑛+1.

  1. (a)Suppose that every 𝑛+1 of the sets have a common point. Show that all 𝑚 of them have a common point.
  2. (b)Let 𝑛≥1. Show that “𝑛+1” cannot be replaced by “𝑛” in (a).

Solution.

Uses. Corollary 4.7.23 (Affinely independent lists are short), Exercise 4.7.59, Proposition 4.7.30 (Convex sets and convex hulls), Proposition 4.7.32 (Barycentric coordinates on a simplex), Definition 4.7.28 (Convex combination, convex set, convex hull)

Techniques. Too many vectors force a dependence (Technique 4.1.30)

Hint 1. Induct on 𝑚. For 𝑚≥𝑛+2, the induction hypothesis gives, for each 𝑖, a point 𝐩𝑖 in every 𝐶𝑗 with 𝑗≠𝑖.
Hint 2. The 𝑚≥𝑛+2 points 𝐩𝑖 are affinely dependent. Split an affine dependence by the signs of its coefficients, as in Radon’s theorem, and show that the resulting point lies in every 𝐶𝑙.
Sketch. (a) Induction on 𝑚, the case 𝑚=𝑛+1 being the hypothesis. For 𝑚≥𝑛+2, pick 𝐩𝑖∈⋂𝑗≠𝑖𝐶𝑗. An affine dependence ∑𝑑𝑖𝐩𝑖=𝟎, ∑𝑑𝑖=0, gives 𝐪=∑𝑖∈𝐼(𝑑𝑖/𝑠)𝐩𝑖=∑𝑗∈𝐽(−𝑑𝑗/𝑠)𝐩𝑗 with 𝐼={𝑑𝑖>0}. For each 𝑙, 𝑙 misses 𝐼 or 𝐽, and the points indexed by the other set all lie in 𝐶𝑙, so 𝐪∈𝐶𝑙. (b) The 𝑛+1 facets of an 𝑛-simplex: any 𝑛 share a vertex, all 𝑛+1 share nothing.

(a) We induct on 𝑚. For 𝑚=𝑛+1 the hypothesis says exactly that all the sets have a common point. Let 𝑚≥𝑛+2, and assume the statement for 𝑚−1 sets. For each 𝑖, the 𝑚−1≥𝑛+1 sets 𝐶𝑗 with 𝑗≠𝑖 satisfy the hypothesis, so by induction there is a point 𝐩𝑖 in every 𝐶𝑗 with 𝑗≠𝑖.

The 𝑚≥𝑛+2 points 𝐩1,…,𝐩𝑚 are affinely dependent (Corollary 4.7.23): there are 𝑑1,…,𝑑𝑚, not all 0, with ∑𝑖𝑑𝑖𝐩𝑖=𝟎 and ∑𝑖𝑑𝑖=0. As in the solution of Exercise 4.7.59, let 𝐼={𝑖|𝑑𝑖>0} and 𝐽={𝑗|𝑑𝑗≤0}; both are nonempty, 𝑠=∑𝑖∈𝐼𝑑𝑖>0, and

𝐪=∑𝑖∈𝐼𝑑𝑖𝑠𝐩𝑖=∑𝑗∈𝐽−𝑑𝑗𝑠𝐩𝑗,

where both sides are convex combinations. Now fix 𝑙. If 𝑙∉𝐼, then every 𝐩𝑖 with 𝑖∈𝐼 lies in 𝐶𝑙 (because 𝑖≠𝑙), so the left side is a convex combination of points of the convex set 𝐶𝑙, and 𝐪∈𝐶𝑙 (Proposition 4.7.30(a)). If 𝑙∈𝐼, then 𝑙∉𝐽, and the right side shows 𝐪∈𝐶𝑙 in the same way. So 𝐪 lies in all 𝑚 sets.

(b) Let 𝐯0,…,𝐯𝑛 be affinely independent (an affine frame of 𝑉) and 𝐶𝑖=conv{𝐯𝑗|𝑗≠𝑖} for 𝑖=0,…,𝑛, the 𝑛+1 facets of the simplex. Any 𝑛 of them, say all except 𝐶𝑙, contain 𝐯𝑙. But a point in all 𝑛+1 would lie in the simplex with every barycentric coordinate 0 (Proposition 4.7.32: a point of 𝐶𝑖 has 𝑖th coordinate 0), while the coordinates add up to 1.

The proof is “too many vectors” in affine form: as soon as there are more points than an affine frame can hold, they satisfy an affine dependence, and the dependence, split by signs, produces the common point.

Problem 4.16.hard Let 𝐴∈ℝ3×2 and 𝐵∈ℝ2×3 satisfy

𝐴𝐵=𝑀=(82−2254−245).
  1. (a)Show that 𝐵𝐴=9𝐼2.
  2. (b)Find such 𝐴 and 𝐵.

Solution.

Uses. Theorem 4.3.3 (Rank of a product), Theorem 3.5.14 (Third Fundamental Theorem, completed), Theorem 4.3.21 (Column–row factorization), Proposition 2.4.14 (Algebra of matrices)

Techniques. Dimension counting (Technique 4.2.24)

Hint 1. Compute 𝑀2 and rank𝑀.
Hint 2. (𝐵𝐴)3=𝐵(𝐴𝐵)2𝐴. Show that 𝐵𝐴 is invertible by comparing ranks, then cancel.
Sketch. (a) 𝑀2=9𝑀 and rank𝑀=2. Then rank(𝐵𝐴)≥rank(𝐴(𝐵𝐴)𝐵)=rank(𝑀2)=2, so 𝐵𝐴∈ℝ2×2 is invertible, and (𝐵𝐴)3=𝐵𝑀2𝐴=9(𝐵𝐴)2 gives 𝐵𝐴=9𝐼2. (b) The column–row factorization 𝐴=(8225−24), 𝐵=(10−1/2011).

(a) A direct computation gives

𝑀2=(7218−18184536−183645)=9𝑀.

The first two columns of 𝑀 are not proportional, and the third is (−2,4,5)=−12(8,2,−2)+(2,5,4), so rank𝑀=2. By associativity, 𝑀2=𝐴(𝐵𝐴)𝐵, so by Theorem 4.3.3,

2=rank(9𝑀)=rank(𝑀2)≤rank(𝐵𝐴)≤2.

So 𝐵𝐴∈ℝ2×2 has rank 2 and is invertible (Theorem 3.5.14). Now

(𝐵𝐴)3=𝐵(𝐴𝐵)(𝐴𝐵)𝐴=𝐵𝑀2𝐴=9𝐵𝑀𝐴=9𝐵𝐴𝐵𝐴=9(𝐵𝐴)2,

and multiplying by ((𝐵𝐴)−1)2 gives 𝐵𝐴=9𝐼2.

(b) By Theorem 4.3.21, 𝑀=𝐶𝑅 with 𝐶 the pivot columns of 𝑀 and 𝑅 the nonzero rows of rref(𝑀):

𝐴=(8225−24),𝐵=(10−12011).

Indeed 𝐴𝐵 has columns (8,2,−2), (2,5,4), and −12(8,2,−2)+(2,5,4)=(−2,4,5), and

𝐵𝐴=(8+12−22−25+4)=9𝐼2.

The identity 𝑀2=9𝑀 says that 𝑀/9 is idempotent of rank 2, and 𝐵𝐴/9 is the corresponding identity on the 2-dimensional space through which 𝑀 factors. This is Problem B6 of the 1969 Putnam Competition.

Problem 4.17.hard For 𝑛≥1, let 𝑀𝑛∈ℚ(2𝑛+1)×(2𝑛+1) be the matrix with 𝑀𝑛𝖳=−𝑀𝑛 in which every entry in the first 𝑛 diagonals below the main diagonal is 1 and every other entry below the main diagonal is −1. Find rank𝑀𝑛.

Solution.

Uses. Theorem 4.2.11 (Rank–nullity), Theorem 3.5.14 (Third Fundamental Theorem, completed), Theorem 4.1.10 (Independent lists are short), Proposition 2.6.18 (The column space is spanned by the columns), Notation 1.1.25 (𝔽𝑝)

Techniques. Try small cases and small fields (Technique 1.2.38), Dimension counting (Technique 4.2.24)

Hint 1. Show that every row of 𝑀𝑛 has 𝑛 entries 1 and 𝑛 entries −1, so that 𝑀𝑛𝟏=𝟎 for 𝟏=(1,…,1).
Hint 2. For the lower bound, reduce the top left 2𝑛×2𝑛 block modulo 2: it becomes 𝐽−𝐼, where 𝐽 is the all-ones matrix. Compute (𝐽−𝐼)2 over 𝔽2. Then show that integer columns that are independent modulo 2 are independent over ℚ.
Sketch. 𝑎𝑖𝑗 depends only on (𝑖−𝑗)mod(2𝑛+1): it is 1 for residues 1,…,𝑛 and −1 for 𝑛+1,…,2𝑛. So each row has 𝑛 entries of each sign, 𝑀𝑛𝟏=𝟎, and rank𝑀𝑛≤2𝑛. The top left 2𝑛×2𝑛 block 𝑀′ reduces modulo 2 to 𝐽−𝐼, and (𝐽−𝐼)2=(2𝑛−2)𝐽+𝐼=𝐼 over 𝔽2. A rational relation among the columns of 𝑀′ can be scaled to an integer relation with some odd coefficient, which reduces to a nontrivial relation over 𝔽2; impossible. So 𝑀′ is invertible over ℚ, the first 2𝑛 columns of 𝑀𝑛 are independent, and rank𝑀𝑛=2𝑛.

Index rows and columns by 1,…,2𝑛+1. For 𝑖>𝑗, the entry 𝑎𝑖𝑗 lies on the (𝑖−𝑗)th diagonal below the main one, so 𝑎𝑖𝑗=1 if 𝑖−𝑗≤𝑛 and 𝑎𝑖𝑗=−1 if 𝑖−𝑗≥𝑛+1. For 𝑖<𝑗, 𝑎𝑖𝑗=−𝑎𝑗𝑖 is −1 if 𝑗−𝑖≤𝑛 and 1 if 𝑗−𝑖≥𝑛+1. In both cases, with 𝜌 the remainder of 𝑖−𝑗 modulo 2𝑛+1 (so 𝜌∈{1,…,2𝑛} for 𝑖≠𝑗; for 𝑖<𝑗, 𝜌=2𝑛+1−(𝑗−𝑖)),

𝑎𝑖𝑗=1if1≤𝜌≤𝑛,𝑎𝑖𝑗=−1if𝑛+1≤𝜌≤2𝑛.

Upper bound. In row 𝑖, as 𝑗 runs over the 2𝑛 indices different from 𝑖, the remainder 𝜌 runs over 1,…,2𝑛, each once. So row 𝑖 has 𝑛 entries equal to 1 and 𝑛 equal to −1, and 𝑀𝑛𝟏=𝟎 for 𝟏=(1,…,1). Hence dimker𝑀𝑛≥1 and rank𝑀𝑛≤2𝑛 (Theorem 4.2.11).

Lower bound. Let 𝑀′ be the top left 2𝑛×2𝑛 block of 𝑀𝑛. Its entries are integers, 0 on the diagonal and ±1 elsewhere, so its reduction modulo 2 is 𝐽−𝐼 over 𝔽2, where 𝐽 is the all-ones matrix of size 2𝑛. Since 𝐽2=(2𝑛)𝐽, over 𝔽2

(𝐽−𝐼)2=𝐽2−2𝐽+𝐼=(2𝑛−2)𝐽+𝐼=𝐼,

so 𝐽−𝐼 is invertible over 𝔽2 and its columns are independent there (Theorem 3.5.14). Now suppose the columns 𝐜1,…,𝐜2𝑛 of 𝑀′ satisfy ∑𝑗𝑡𝑗𝐜𝑗=𝟎 with 𝑡𝑗∈ℚ, not all 0. Multiplying by a common denominator, we may take the 𝑡𝑗 to be integers, and dividing by the largest power of 2 that divides all of them, we may assume that some 𝑡𝑗 is odd. Reducing the integer equation ∑𝑗𝑡𝑗𝐜𝑗=𝟎 modulo 2 gives a relation among the columns of 𝐽−𝐼 over 𝔽2 with a coefficient 1, which is impossible. So the columns of 𝑀′ are independent over ℚ. A relation among the first 2𝑛 columns of 𝑀𝑛 is, in its first 2𝑛 rows, a relation among the columns of 𝑀′, so the first 2𝑛 columns of 𝑀𝑛 are independent, and rank𝑀𝑛≥2𝑛 (Proposition 2.6.18, Theorem 4.1.10).

So rank𝑀𝑛=2𝑛, over ℚ and therefore also over ℝ (Gauss–Jordan elimination never leaves ℚ). The same argument shows that 𝑀𝑛 has rank 2𝑛 over 𝔽2 as well. Reducing modulo a prime can only lower the rank of an integer matrix, so a lower bound modulo 𝑝 is a lower bound over ℚ; this is the reason to look at the matrix modulo 2, where it becomes the very simple 𝐽−𝐼. This is Problem B5 of the 1988 Putnam Competition.

Problem 4.18.challengeBeyond 21-242 For vector spaces 𝑉 and 𝑊, possibly infinite-dimensional, call 𝑇∈L(𝑉,𝑊) Fredholm if ker𝑇 and 𝑊/im𝑇 are finite-dimensional, and define its index ind𝑇=dimker𝑇−dim(𝑊/im𝑇).

  1. (a)Show that if 𝑉 and 𝑊 are finite-dimensional, every 𝑇∈L(𝑉,𝑊) is Fredholm with ind𝑇=dim𝑉−dim𝑊.
  2. (b)Let 𝑀 and 𝐷 be multiplication by 𝑥 and differentiation on ℚ[𝑥]. Show that 𝑀 and 𝐷 are Fredholm, and compute their indices.
  3. (c)Let 𝑇∈L(𝑈,𝑉) and 𝑆∈L(𝑉,𝑊) be Fredholm. Show that 𝑆𝑇 is Fredholm and ind(𝑆𝑇)=ind𝑆+ind𝑇. Check this for 𝐷𝑀 and 𝑀𝐷 on ℚ[𝑥].

Solution.

Uses. Theorem 4.2.11 (Rank–nullity), Theorem 4.6.27 (Dimension of a quotient), Theorem 4.6.34 (First isomorphism theorem), Exercise 4.6.49, Exercise 4.6.50, Proposition 4.6.28 (Lifting a basis of a quotient), Proposition 4.2.3 (Properties of restriction), Example 2.6.27 (Differentiation on 𝐹[𝑥]), Example 4.8.3 (Sylvester’s inequality, three ways)

Techniques. Pass to a quotient (Technique 4.6.31), Restrict to a subspace (Technique 4.2.5)

Hint 1. (a) dim(𝑊/im𝑇)=dim𝑊−rank𝑇. For (c), compute dimker(𝑆𝑇) by restricting 𝑇 to ker(𝑆𝑇): it maps onto ker𝑆∩im𝑇 with kernel ker𝑇.
Hint 2. For the cokernel, use im(𝑆𝑇)⊆im𝑆⊆𝑊 and show im𝑆/im(𝑆𝑇)≅𝑉/(im𝑇+ker𝑆). For nested 𝐴⊆𝐵⊆𝑋, dim(𝑋/𝐴)=dim(𝑋/𝐵)+dim(𝐵/𝐴) by the third isomorphism theorem.
Sketch. (a) Rank–nullity and dim(𝑊/im𝑇)=dim𝑊−rank𝑇. (b) ker𝑀={𝟎}, ℚ[𝑥]/𝑥ℚ[𝑥]≅ℚ by ev0: ind𝑀=−1. ker𝐷 = constants and 𝐷 is onto: ind𝐷=1. (c) With 𝑘=dim(ker𝑆∩im𝑇): dimker(𝑆𝑇)=dimker𝑇+𝑘. And dim(𝑊/im𝑆𝑇)=dim(𝑊/im𝑆)+dim(𝑉/im𝑇)−dimker𝑆+𝑘, using im𝑆/im(𝑆𝑇)≅𝑉/(im𝑇+ker𝑆) and (im𝑇+ker𝑆)/im𝑇≅ker𝑆/(ker𝑆∩im𝑇). Subtract. 𝐷𝑀=id+𝑀𝐷 is bijective (index 0), and 𝑀𝐷 has kernel and cokernel of dimension 1.

We use one fact about nested subspaces 𝐴⊆𝐵⊆𝑋: if 𝑋/𝐵 and 𝐵/𝐴 are finite-dimensional, so is 𝑋/𝐴, and

dim(𝑋/𝐴)=dim(𝑋/𝐵)+dim(𝐵/𝐴).
(4.1)

Indeed 𝐵/𝐴 is a subspace of 𝑋/𝐴 with quotient (𝑋/𝐴)/(𝐵/𝐴)≅𝑋/𝐵 (Exercise 4.6.50(c)), so Proposition 4.6.28 applies. Also, a subspace or a quotient of a finite-dimensional space is finite-dimensional.

(a) ker𝑇 is finite-dimensional, and dim(𝑊/im𝑇)=dim𝑊−rank𝑇 (Theorem 4.6.27). By rank–nullity, ind𝑇=dimker𝑇−dim𝑊+rank𝑇=dim𝑉−dim𝑊.

(b) 𝑀 is injective, so ker𝑀={𝟎}. Its image is 𝑥ℚ[𝑥], the polynomials with constant coefficient 0, which is the kernel of the surjective map ev0:ℚ[𝑥]→ℚ, 𝑝↦𝑝(0). By the first isomorphism theorem (Theorem 4.6.34), ℚ[𝑥]/𝑥ℚ[𝑥]≅ℚ. So 𝑀 is Fredholm with ind𝑀=0−1=−1. Over ℚ, ker𝐷 is the space of constants (Example 2.6.27), and 𝐷 is surjective, since 𝑥𝑘=𝐷(𝑥𝑘+1/(𝑘+1)). So ind𝐷=1−0=1.

(c) Let 𝑘=dim(ker𝑆∩im𝑇), which is finite since ker𝑆 is finite-dimensional.

The kernel. ker(𝑆𝑇)={𝐮|𝑇𝐮∈ker𝑆}. So 𝑇 restricts to a linear map 𝑅:ker(𝑆𝑇)→ker𝑆∩im𝑇, which is onto: if 𝐲=𝑇𝐮∈ker𝑆, then 𝐮∈ker(𝑆𝑇). Its kernel is ker𝑇, which is contained in ker(𝑆𝑇). By the first isomorphism theorem, ker(𝑆𝑇)/ker𝑇≅ker𝑆∩im𝑇, and by Proposition 4.6.28, ker(𝑆𝑇) is finite-dimensional with

dimker(𝑆𝑇)=dimker𝑇+𝑘.

The cokernel. We have im(𝑆𝑇)⊆im𝑆⊆𝑊. The map 𝜎:𝑉→im𝑆/im(𝑆𝑇), 𝐯↦𝑆𝐯+im(𝑆𝑇), is linear and surjective. Its kernel is the set of 𝐯 with 𝑆𝐯=𝑆𝑇𝐮 for some 𝐮, that is, with 𝐯−𝑇𝐮∈ker𝑆; so ker𝜎=im𝑇+ker𝑆, and im𝑆/im(𝑆𝑇)≅𝑉/(im𝑇+ker𝑆). Apply (4.1) to im𝑇⊆im𝑇+ker𝑆⊆𝑉. The space 𝑉/im𝑇 is finite-dimensional, hence so are its subspace (im𝑇+ker𝑆)/im𝑇 and its quotient 𝑉/(im𝑇+ker𝑆), and

dim(𝑉/(im𝑇+ker𝑆))=dim(𝑉/im𝑇)−dim((im𝑇+ker𝑆)/im𝑇).

By the second isomorphism theorem (Exercise 4.6.49(a)), (im𝑇+ker𝑆)/im𝑇≅ker𝑆/(ker𝑆∩im𝑇), of dimension dimker𝑆−𝑘 (Theorem 4.6.27). So

dim(im𝑆/im(𝑆𝑇))=dim(𝑉/im𝑇)−dimker𝑆+𝑘.

Applying (4.1) to im(𝑆𝑇)⊆im𝑆⊆𝑊 shows that 𝑊/im(𝑆𝑇) is finite-dimensional, with

dim(𝑊/im(𝑆𝑇))=dim(𝑊/im𝑆)+dim(𝑉/im𝑇)−dimker𝑆+𝑘.

The index. Subtracting,

ind(𝑆𝑇)=dimker𝑇+𝑘−dim(𝑊/im𝑆)−dim(𝑉/im𝑇)+dimker𝑆−𝑘=ind𝑇+ind𝑆.

The check. 𝐷𝑀(𝑝)=𝐷(𝑥𝑝)=𝑝+𝑥𝐷(𝑝), so 𝐷𝑀(𝑥𝑗)=(𝑗+1)𝑥𝑗. Over ℚ this is a bijection on the basis of monomials up to nonzero factors, so 𝐷𝑀 is invertible and ind(𝐷𝑀)=0=ind𝐷+ind𝑀. For 𝑀𝐷, the kernel is ker𝐷 (constants, dimension 1), and the image is 𝑀(𝐷(ℚ[𝑥]))=𝑀(ℚ[𝑥])=𝑥ℚ[𝑥], with 1-dimensional quotient. So ind(𝑀𝐷)=1−1=0, as the formula predicts.

For operators on a finite-dimensional space the index is 0 by (a), and that is the content of “injective if and only if surjective”. On ℚ[𝑥] the index of 𝑀 is −1, which measures exactly how far 𝑀 is from that statement: it is injective but misses a 1-dimensional space. The kernel computation in (c) is the kernel proof of Sylvester’s inequality (Example 4.8.3), done with equality.