Chapter 3: Linear systems and row reduction
3.2Elementary matrices
In Example 3.1.13 we solved the running system by adding multiples of one row of its augmented matrix to another, and the paragraph after it argued that such steps never change the solution set, because each can be undone. This section turns that argument into algebra. Every row operation is left multiplication by an invertible matrix, an elementary matrix, so a sequence of row operations is left multiplication by a single invertible matrix . Then “row operations do not change the solutions” becomes the statement
3.2.1Row operations as matrix multiplication
Definition 3.2.1 (Elementary row operations). Let be a matrix with rows, and let . An elementary row operation on is one of the following.
- Swap rows and , where .
- Scale row by a scalar , that is, multiply every entry of row by .
- Add times row to row , where and . That is, replace row by row plus times row , and leave every other row, row included, unchanged.
These are the operations of type 1, type 2, and type 3. An operation of type 3 is also called a row replacement.
These are the moves on equations from Section 3.1.3, performed on rows, with two restrictions. Both restrictions are there to make each operation reversible. Scaling a row by turns it into a zero row, and nothing done afterwards can recover the old row. Adding times row to row itself is scaling row by , which erases the row when . When , a replacement leaves row in place, so subtracting times row from row undoes it. (The error in Exercise 3.1.35 was to use a row that had already been replaced.)
Intuition (Why row operations should be matrix products). A row operation treats all columns of alike: the new th column depends only on the old th column, and it is computed from it by the same rule for every . Applied to a single column
- exchange the entries and ;
- replace by ;
- replace by , that is, .
Each is linear, since every entry of the output is a fixed linear combination of the entries of . Every linear map is multiplication by the matrix whose columns are the images of (Proposition 2.3.17). Since are the columns of the identity matrix , those images are the columns of the matrix we get by performing the operation on . So each row operation should be left multiplication by “the operation performed on ”.
Definition 3.2.2 (Elementary matrices). Let , let , and let . We define three kinds of matrices.
- For with , is the result of swapping rows and of .
- For , is the result of scaling row of by .
- For with , is the result of adding times row of to row .
A matrix of one of these forms is an elementary matrix, of type 1, 2, or 3 respectively. Equivalently, an matrix is elementary if it is obtained from by a single elementary row operation.
Each elementary matrix differs from in very few entries. is diagonal, with in position and elsewhere on the diagonal. is with one more nonzero entry, in position . That entry sits in row , the row that changes, and in column , the number of the row that is added. agrees with outside rows and ; its row has its in column , and its row has its in column .
Example 3.2.3 (Elementary matrices of size ). With ,
The first swaps rows and , the second scales row by , the third adds times row to row , and the fourth adds times row to row .
The intuition above says that we only need to know what an operation does to a single column. The following lemma makes this precise. We write for the result of applying a map to each column of , to distinguish it from applied to a vector.
Lemma 3.2.6 (Operations that act column by column). Let be linear. For with columns , let be the matrix with columns
Uses. Definition 2.3.8 (Matrix–vector product), Definition 2.4.1 (Matrix product), Theorem 2.2.1 (Linear maps are determined by a basis), Definition 1.6.8 (Standard bases), Definition 2.3.15 (The linear map of a matrix)
Techniques. Check it on a basis (Technique 2.2.7)
Proposition 3.2.7 (Row operations are left multiplications). Let , let with , and let the elementary matrices below be .
- (a) is with rows and swapped.
- (b)If , then is with row scaled by .
- (c) is with times row added to row .
That is, performing an elementary row operation on gives , where is the result of performing the same operation on .
The two proofs below differ in kind. The first explains why the matrix is “the operation performed on ”, and it works for any operation that acts on each column by the same linear map. The second computes entries, and on the way it shows what left multiplication by an arbitrary matrix does to rows.
Proof (do it to the identity).
Uses. Lemma 3.2.6 (Operations that act column by column), Definition 3.2.2 (Elementary matrices), Definition 1.2.4 (The space )
Fix one of the three operations, and let be the result of performing it on a single column . Explicitly,
(In the first line, the th entry of is
Proof (entry by entry).
Uses. Definition 2.4.1 (Matrix product), Definition 2.3.8 (Matrix–vector product)
Let have entries and columns . By Definition 2.4.1 and Definition 2.3.8, the th column of is
In words: row of is times row of , plus times row , and so on. In particular, if row of equals row of , with a single in column , then row of is row of . So for elementary, we only have to look at the rows where differs from .
(a) Row of has its in column , so row of is row of . Likewise, row of is row of .
(b) Row of has in column and zeros elsewhere, so row of is times row of .
(c) Row of has in column , in column , and zeros elsewhere (here matters). By the formula above,
The second proof shows more than we needed. For any , writing for the rows of ,
the linear combination of the rows of whose coefficients are the entries of row of . Left multiplication recombines rows. The elementary matrices are the simplest recombinations: each changes one row, using at most one other row.
Example 3.2.8 (The running system, recorded). The elimination of Example 3.1.13 performed four row operations on the augmented matrix of the running system: add times row to row ; add times row to row ; add times row to row ; add times row to row . By Proposition 3.2.7 these are left multiplications by , , , , in that order. By associativity of matrix multiplication, the final matrix is
where
Realize that the first operation is the rightmost factor of . To compute , perform the same four operations on (each step is left multiplication by the next factor, by Proposition 3.2.7 again):
Multiplying out confirms that does the whole elimination at once:
In Section 3.3 the same bookkeeping, applied to a complete run of Gauss–Jordan elimination, produces the equation (Theorem 3.3.10).
Exercise 3.2.9. Let . Find elementary matrices and with
and write each of them out as a array.
Uses. Proposition 3.2.7 (Row operations are left multiplications), Definition 3.2.2 (Elementary matrices)
Only row changed in , and
3.2.2Inverses
Each elementary row operation is undone by an operation of the same type: swap the same two rows again, scale row by , or add times row to row . In the language of matrices:
Proposition 3.2.10 (Inverses of elementary matrices). Every elementary matrix is invertible, and its inverse is an elementary matrix of the same type:
Uses. Proposition 3.2.7 (Row operations are left multiplications), Definition 3.2.2 (Elementary matrices), Definition 2.5.12 (Invertible)
We check that each proposed inverse satisfies and (Definition 2.5.12). By Proposition 3.2.7, is with the operation of performed on it.
Type 1. is with rows and swapped. Since is with those rows swapped, swapping them back gives .
Type 2. Let . Row of has in column and zeros elsewhere, and all other rows are rows of . Scaling row by gives in column , so
Type 3. The matrix differs from only in row , so, as , its row is row of : a in column and zeros elsewhere. Its row has in column and in column . Adding times row to row turns the entry into and changes nothing else, so
The hypothesis was used exactly once, to know that the operation leaves row alone. Without it, “adding times row to row ” would produce with row replaced by zeros, a matrix that sends to and so is not invertible.
Corollary 3.2.11 (Products of elementary matrices). Let
is again a product of elementary matrices. (For , the empty product is .)
Uses. Proposition 3.2.10 (Inverses of elementary matrices), Definition 2.5.12 (Invertible), induction on
We induct on . For , is its own inverse. Let , and suppose is invertible with inverse
So is invertible with
Example 3.2.12 (Undoing the running elimination). For the matrix
To compute it, perform on first the operation of the rightmost factor (add times row to row ), then the others from right to left. The result is
Its first two columns are the first two columns of . This is no accident: has first two columns and , so and , that is, and .
Uses. Corollary 3.2.11 (Products of elementary matrices), Proposition 3.2.10 (Inverses of elementary matrices)
By Corollary 3.2.11 and Proposition 3.2.10,
since and in . Performing the operations of the factors on from right to left: swapping the rows gives , scaling row by gives , and adding row to row gives . As a check,
3.2.3Row operations preserve solution sets
We can now prove what Section 3.1.3 argued informally. Replacing the equations of a system by combinations of them never loses a solution, and when the replacement can be undone, it gains none either.
Proposition 3.2.14 (Invertible matrices preserve solution sets). Let and , and let be invertible. Then for every ,
So the systems and are equivalent. Their augmented matrices are related by
Uses. Theorem 2.4.2 (The matrix of a composite), Definition 2.5.12 (Invertible), Definition 2.4.1 (Matrix product), Definition 3.1.12 (Augmented matrix), Definition 3.1.1 (Linear system)
By Theorem 2.4.2, , that is, for every ; likewise for all and .
() If , then
() Suppose , that is, . Applying to both sides,
So the two systems have the same solutions, which is what it means for them to be equivalent (Definition 3.1.1). Finally, by Definition 2.4.1, the columns of are
Uses. Proposition 3.2.7 (Row operations are left multiplications), Corollary 3.2.11 (Products of elementary matrices), Proposition 3.2.14 (Invertible matrices preserve solution sets)
Let be the elementary matrices of the operations, in the order performed. By Proposition 3.2.7, applied times, and associativity,
By Proposition 3.2.14,
Remark 3.2.16 (Where invertibility is used). The direction of Proposition 3.2.14 holds for every matrix , even a non-square one: replacing the equations of a system by combinations of them never loses a solution. Only needs , and without it solutions can be gained. The failed elimination in Exercise 3.1.35 replaced the equations of , by “first minus second” and “second minus first” at the same time, which is left multiplication by
This is not invertible: , whereas an invertible matrix sends only to (if , then ). Accordingly, the new system had solutions that the old one did not. Performed one after the other, the two replacements are followed by , and their product
Row operations change the columns of , but they do not change the linear relations among them. This is the fact that will let us read off relations among the columns of from a much simpler matrix.
Corollary 3.2.17 (Row operations preserve relations among columns). Let have columns , and let be invertible, so that has columns . For all ,
In particular:
- (a)for distinct indices , the list is linearly independent if and only if the list
is; - (b)for scalars ,
if and only if .
Uses. Proposition 3.2.14 (Invertible matrices preserve solution sets), Definition 2.3.8 (Matrix–vector product), Definition 2.4.1 (Matrix product), Theorem 1.5.5 (Independence is decided at zero)
The columns of are by Definition 2.4.1. Let . By Definition 2.3.8, the left side of the displayed equivalence says , and the right side says . Since , these are equivalent by Proposition 3.2.14 with .
(a) Taking for every outside , the equivalence says that
(b)
Example 3.2.18 (Reading a relation off the reduced matrix). In Example 3.2.8, has columns , , and
This is the relation behind the homogeneous solution of Example 3.1.15. By part (a), is linearly independent, because is.
Exercise 3.2.20. Let
Find row operations that turn into . Then, using Corollary 3.2.17 and without further computation, write the third column of as a combination of the first two, and decide whether the first two columns of are linearly independent. Check your answers directly.
Uses. Corollary 3.2.17 (Row operations preserve relations among columns), Proposition 3.2.7 (Row operations are left multiplications), Corollary 3.2.11 (Products of elementary matrices)
Adding times row to row and times row to row gives rows , , . Adding row to row makes row zero. Scaling row by gives , and adding times this row to row gives . The result is . So , where is the product of the five elementary matrices, which is invertible by Corollary 3.2.11.
The columns of are , , and . By Corollary 3.2.17(b), the third column of is times the first plus times the second; and by Corollary 3.2.17(a), the first two columns of are linearly independent, since is. Directly:
3.2.4Row equivalence
Because row operations can be undone, the relation “ can be reached from by row operations” is symmetric, and it partitions matrices of a given size into classes.
Proposition 3.2.22 (Row equivalence is an equivalence relation). For all :
- (reflexivity) ;
- (symmetry) if , then ;
- (transitivity) if and , then .
Uses. Definition 3.2.21 (Row equivalence), Proposition 3.2.10 (Inverses of elementary matrices)
Reflexivity. Take .
Symmetry. Let . Multiplying on the left by , then by , and so on, gives
Transitivity. If and , then
In this language, Corollary 3.2.15 says that row equivalent augmented matrices describe equivalent systems. Taking gives an invariant that is easy to compute.
Uses. Proposition 3.2.14 (Invertible matrices preserve solution sets), Proposition 3.1.8 (Systems and the map ), Corollary 3.2.11 (Products of elementary matrices)
Example 3.2.24 (Telling matrices apart by their kernels). The matrices and are not row equivalent: the first sends to and the second to , so their kernels are and . On the other hand, : swap the rows, then scale row by .
Similarly, a matrix with is invertible: by symmetry (Proposition 3.2.22) , so for a product of elementary matrices. The converse, that every invertible matrix is row equivalent to , is proved in Section 3.3 (Theorem 3.3.23); it gives Theorem 3.5.19 in Section 3.5.
Exercise 3.2.26. Which of the following matrices are row equivalent to ?
Uses. Definition 3.2.21 (Row equivalence), Corollary 3.2.23 (Row equivalent matrices have the same kernel), Proposition 3.2.22 (Row equivalence is an equivalence relation)
(i) Yes: adding times row to row of gives .
(iii) Yes: from , swapping the rows gives , and scaling row by gives . By transitivity (Proposition 3.2.22), (iii) is row equivalent to .
(ii) No.
3.2.5Column operations
The elementary column operations on a matrix with columns are defined like the row operations: swap columns and (), scale column by , and add times column to column (). Right multiplication recombines columns: by Definition 2.4.1 and Definition 2.3.8, column of is
the combination of the columns of with coefficients from column of . So we expect column operations to be right multiplications. They are, by the same elementary matrices, with the roles of the indices exchanged.
Rows and columns are exchanged by the transpose, so we can obtain this from Proposition 3.2.7 instead of proving it from scratch. The move is worth naming.
Technique 3.2.27 (Transpose to trade rows for columns). The transpose turns the rows of a matrix into the columns of , and it reverses products: (Proposition 2.4.23). So a statement about the rows of , or about left multiplication, becomes a statement about the columns of , or about right multiplication, once everything is transposed. Prove whichever version is easier, and transpose to get the other.
Reach for it whenever you have a result about rows and need its mirror image about columns, or the other way around. The canonical example is Proposition 3.2.28, where column operations come from row operations. Later instances are the equality of row rank and column rank (Section 4.3) and , which makes every column property of the determinant a row property too (Section 5.4).
Used in 15 places and 7 practice exercises
Exercise 2.5.45, Proposition 3.2.28, Exercise 3.2.46, Theorem 3.5.27, Exercise 3.6.8, Problem 3.2, Theorem 4.3.8, Corollary 4.3.10, Proposition 4.3.23, Exercise 4.3.29, Problem 4.2, Theorem 5.4.14, Corollary 5.4.15, Theorem 5.5.3, Problem 7.7; 7 practice exercises.
Proposition 3.2.28 (Column operations are right multiplications). Let , let with , and let the elementary matrices below be .
- (a) is with columns and swapped.
- (b)If , then is with column scaled by .
- (c) is with times column added to column .
Proof (transpose).
Uses. Proposition 3.2.7 (Row operations are left multiplications), Proposition 2.4.23 (Transpose of a product), Definition 2.4.21 (Transpose)
Techniques. Transpose to trade rows for columns (Technique 3.2.27)
By Proposition 2.4.23, , so . Row of is column of , written as a row (Definition 2.4.21).
(c) is with an extra entry in position , so is with in position , which is . By Proposition 3.2.7, is with times row added to row . Transposing turns rows into columns, so
(a), (b) and are symmetric: and . By Proposition 3.2.7, and are with rows and swapped, respectively with row scaled by , and transposing gives the claims. □
Proof (directly).
Uses. Definition 2.4.1 (Matrix product), Definition 2.3.8 (Matrix–vector product)
By Definition 2.4.1, column of is , where is column of , and by Definition 2.3.8.
(c) Column of is for , and column is , since the extra entry is in row of column . So column of is for , and column is
(a), (b) Columns and of are and , and column of is ; all other columns are those of . So has columns and equal to and , and has column equal to , with the other columns unchanged. □
The direct proof is shorter here. The transposed proof shows that the column statement carries no new information: it is the row statement seen in a mirror.
Remark 3.2.29 (One matrix, two operations). The matrix , which has in position , is at once the result of adding times row to row of the identity and the result of adding times column to column of the identity. So the subscript reads left to right for rows (“from row into row ”) and right to left for columns (“from column into column ”). For example, with ,
where is and adds times column to column . The matrix with the same name acts on the left and adds times row to row :
Row operations do not change the kernel (Corollary 3.2.23) but can change the image (Non-example 3.2.19). Column operations behave the other way around.
Uses. Definition 2.6.6 (Image), Theorem 2.4.2 (The matrix of a composite), Definition 2.5.12 (Invertible), Corollary 3.2.11 (Products of elementary matrices), Proposition 3.1.8 (Systems and the map )
Techniques. Double containment (Technique 1.3.14)
We prove both containments, using (Theorem 2.4.2) throughout.
. For ,
. For ,
A sequence of column operations multiplies on the right by a product of elementary matrices (Proposition 3.2.28), which is invertible by Corollary 3.2.11, and is the span of the columns of (Proposition 3.1.8). □
This is why we solve systems with row operations. The solution set of a consistent system is a translate of (Proposition 3.1.19), and row operations keep the kernel and the solution set. Column operations keep the image, so they suit questions about the span of the columns, and both kinds together reduce every matrix to a very simple form, the rank normal form of Theorem 3.5.27.
Uses. Proposition 3.2.28 (Column operations are right multiplications), Proposition 3.2.7 (Row operations are left multiplications)
Only column changed, and
By Proposition 3.2.7, is with times row added to row : the indices play the opposite roles.
3.2.6Elementary matrices in the plane
Over , a matrix is a linear map of the plane, and we can watch what it does. Realize that a vector is itself a matrix, so by Proposition 3.2.7, is with the row operation of performed on its two entries. The elementary matrices are
with for the two scalings, and they act as follows.
Example 3.2.33 (The elementary maps of the plane).
- Swap.
is the reflection across the line . It fixes that line pointwise and reverses orientation: in Figure 3.2.1 the letter F is mirrored. - Scaling.
. For it stretches the plane horizontally by the factor (a compression if ) and fixes the -axis pointwise. For it stretches by and also reflects across the -axis. does the same vertically. - Replacement.
is a horizontal shear. It slides each horizontal line along itself by , so the -axis is fixed pointwise, and the higher a point is, the farther it moves. The unit square becomes a parallelogram with the same base and the same height. is a vertical shear.
The inverses of Proposition 3.2.10 are visible here: the shear by is undone by the shear by , the stretch by by the stretch by , and the reflection by itself.
Example 3.2.34 (A rotation built from shears). The rotation of the plane by counterclockwise sends and , so its matrix is . It is not elementary, but it is a product of three shears. With
Figure 3.2.2 shows the three steps: a horizontal shear, a vertical shear, and the first shear again. The same is also a product of two reflections, : first reflect across the line , then across the -axis. So a matrix can be written as a product of elementary matrices in several ways, and the number and types of the factors are not determined by the matrix.
Remark 3.2.35 (Where elementary matrices reappear). Elementary matrices are bookkeeping for elimination, and they come back several times.
- In Section 3.3, a run of Gauss–Jordan elimination on is recorded by a product with (Theorem 3.3.10). By Proposition 3.2.14, the system can then be solved in the form (Section 3.4).
- In Section 3.5, every invertible matrix turns out to be a product of elementary matrices (Theorem 3.5.19). This yields a proof technique, reducing to elementary matrices (Technique 5.4.6): to prove a statement about all invertible matrices that is preserved under products, prove it for each of the three types.
- In Section 5.4, that technique computes
type by type, and from it (Theorem 5.4.10) and (Theorem 5.4.14).
Exercises
Exercise 3.2.36. Which of the following matrices are elementary? For each one that is, name the row operation it performs and write down its inverse. All matrices are over , except (h), which is over .
Uses. Definition 3.2.2 (Elementary matrices), Proposition 3.2.10 (Inverses of elementary matrices)
From Definition 3.2.2: differs from only in entry , where it has ; differs only in entry , where it has ; and differs in exactly the entries
(a) Elementary: (scaling row by , or adding times row to row ). Its inverse is .
(b) Elementary: the single extra entry is in position , so this is , which adds times row to row . Its inverse is .
(c) Elementary: swaps the two rows, and it is its own inverse.
(d) Not elementary. It differs from in all four entries, but it has the entry , which a swap does not. (It is ; see Non-example 3.2.5.)
(e) Not elementary. It differs from only in the diagonal entry , which is , and scaling by is not allowed. (This matrix is not invertible: it sends to .)
(f) Elementary: the extra entry is in position , that is, row and column . So this is , which adds times row to row . Its inverse is .
(g) Not elementary: it differs from in exactly two entries.
(h) Elementary: scales row by . In , , so and is its own inverse.
(i) Elementary: swaps rows and , and it is its own inverse.
Exercise 3.2.37. For each matrix below, find elementary matrices with , compute , and check that as well.
- (a) over .
- (b) over .
Uses. Proposition 3.2.7 (Row operations are left multiplications), Corollary 3.2.11 (Products of elementary matrices)
(a) In : scaling row by gives . Adding times row to row gives . Scaling row by gives , and adding times row to row gives . So
Performing the same four operations on : , then , then , then . So . Check:
(b) Adding times row to row gives
using . Check:
In both cases , so . Computing inverses this way is the subject of Algorithm 3.3.24.
Uses. Proposition 3.2.7 (Row operations are left multiplications), Proposition 3.2.28 (Column operations are right multiplications)
By Proposition 3.2.7, is with times row added to row :
By Proposition 3.2.28(c) with , , is with times column added to column :
Adding times column to column is Proposition 3.2.28(c) with , , so . Indeed
Exercise 3.2.39. Let and .
- (a)Show that
and, for , that . - (b)Deduce that
for every positive integer , and that when .
Uses. Proposition 3.2.7 (Row operations are left multiplications), Definition 3.2.2 (Elementary matrices), induction on
(a) By Proposition 3.2.7, is with times row added to row . As , row of is row of , with a in column , and row has in column and in column . After the operation, row has in column and in column , and the other rows are unchanged. That is the matrix .
Similarly, is with row scaled by . Row of has in column and zeros elsewhere, so the result has there, and it is (note ).
(b) For the claim is clear. If
In we have , so
Exercise 3.2.40. Let and .
- (a)Compute and , and explain the difference in terms of row operations.
- (b)Show that
. - (c)Show that commutes with and with .
Uses. Proposition 3.2.7 (Row operations are left multiplications), Definition 3.2.2 (Elementary matrices)
Write for the rows of a matrix . By Proposition 3.2.7, a product performs the operation of first and then that of .
(a) : first row becomes , then times this new row is added to row . The rows become
: first row becomes , then row becomes . The rows become , , . Taking ,
The products differ when . The difference is the extra in row : in the first order, the row that is added to row has already absorbed .
(b) performs, in order: ; ; then adds to row . The rows become , , , the same as in the first computation of (a). Taking gives the identity.
(c) and both read only row , which neither changes, and they change different rows. In either order the rows of become , , . Likewise and both change only row and read rows and , which neither changes; in either order row becomes . Taking , the matrices commute.
Exercise 3.2.41. Let .
- (a)Show that
. So a swap can be performed with three replacements and one scaling. - (b)Show that over , is a product of three elementary matrices of type 3.
- (c)Deduce that every product of elementary matrices is a product of elementary matrices of types 2 and 3 only.
Uses. Proposition 3.2.7 (Row operations are left multiplications), Definition 3.2.2 (Elementary matrices)
(a) Let be any matrix with rows, and let and be its rows and . By Proposition 3.2.7, the product on the right performs four operations on , starting with the rightmost factor. Only rows and change, as follows:
So the product performs the swap of rows and on every ; taking shows that it equals .
(b) In , , so
(c) In a product of elementary matrices, replace each factor by the product in (a). The result is the same matrix, written with factors of types 2 and 3 only.
Exercise 3.2.42. For
- (a)Show that for every elementary matrix of type 3, that
, and that for and . - (b)Suppose in . Show that is not a product of elementary matrices of type 3. Why does this not contradict Exercise 3.2.41(b)?
- (c)Is a product of elementary matrices of type 3?
Uses. Proposition 3.2.7 (Row operations are left multiplications), Exercise 3.2.41
(a) By Proposition 3.2.7, the type 3 matrices act as follows. Adding times row to row gives , and
Adding times row to row gives , and
(b) Let with each of type 3. Then , and applying (a) times, . But
(c) No: .
The number is the determinant of (Theorem 5.1.13), and (a) is the case of the rules computed in Section 5.4.
Exercise 3.2.43. Find the error in the following argument, and give a counterexample to its conclusion.
Claim. If and is invertible, then .
Proof. Let . By Proposition 3.2.14, the system has a solution if and only if has one. So if and only if .
Uses. Proposition 3.2.14 (Invertible matrices preserve solution sets), Non-example 3.2.19 (Row operations move the column space)
Proposition 3.2.14 compares with : the right-hand side is multiplied by too. The argument silently replaces by . What the proposition does give is
Counterexample: let and , so . Then
Exercise 3.2.44. Let with . Prove or disprove each statement.
- (a).
- (b) for every .
- (c) for every .
- (d)If also in , then .
- (e)If and is invertible, then is invertible.
Uses. Definition 3.2.21 (Row equivalence), Corollary 3.2.23 (Row equivalent matrices have the same kernel), Corollary 3.2.11 (Products of elementary matrices)
Throughout, where is a product of elementary matrices.
(a) False. Let and , so . Then has kernel , while sends and has kernel . By Corollary 3.2.23, and are not row equivalent.
(b) True.
(c) False. Let , (so ), and . Then and , whose kernels are and , so and are not row equivalent.
(d) False. Let and . Then and . The kernel of is . The kernel of is if and all of if ; either way it is not . So and are not row equivalent.
(e) True. is invertible by Corollary 3.2.11, so is a product of invertible matrices, which is invertible with inverse .
Exercise 3.2.45. Let and , and let , where need not equal .
- (a)Suppose has a left inverse, that is, for some . Show that and have the same solutions.
- (b)Give an example with and , and interpret it as an operation on the equations of a system.
- (c)Conversely, suppose that for every and every the systems and have the same solutions. Show that is injective.
Uses. Proposition 3.2.14 (Invertible matrices preserve solution sets), Definition 2.5.1 (Left inverse), Theorem 2.6.11 (Injectivity is decided at ), Theorem 2.7.2 (First Fundamental Theorem)
(a) If , then
Only the left inverse was used.
(b) Let and . Then . For a system of two equations with augmented matrix , the matrix
(c) By Theorem 2.6.11 it suffices to show . Let with . Take and . For every ,
By Theorem 2.7.2, an injective has a left inverse. So (a) and (c) together say: multiplying systems by always preserves solution sets exactly when has a left inverse.
Solution (transpose).
Uses. Proposition 3.2.30 (Column operations preserve the image), Proposition 2.4.23 (Transpose of a product), Corollary 3.2.11 (Products of elementary matrices), Definition 2.5.12 (Invertible)
Techniques. Transpose to trade rows for columns (Technique 3.2.27), Double containment (Technique 1.3.14)
Solution (rows directly).
Uses. Proposition 3.2.7 (Row operations are left multiplications), Proposition 3.2.22 (Row equivalence is an equivalence relation), Proposition 1.4.14 (The span is the smallest subspace containing a list)
Techniques. Transpose to trade rows for columns (Technique 3.2.27), Double containment (Technique 1.3.14)
- (a)Show that two matrices are row equivalent if and only if one is a nonzero scalar multiple of the other.
- (b)Find all with .
Uses. Definition 3.2.21 (Row equivalence), Definition 3.2.1 (Elementary row operations), Definition 2.4.1 (Matrix product), Corollary 3.2.11 (Products of elementary matrices)
(a) Swaps and replacements need two different rows, so the only elementary row operations on a matrix are scalings by nonzero scalars. A sequence of them multiplies the matrix by the product of the scalars, which is nonzero. So implies with ; conversely, if with , scaling the row by turns into .
(b) Let . We claim that if and only if with .
Suppose , and write with a product of elementary matrices. By Definition 2.4.1, both columns of equal . This vector is nonzero, because is invertible (Corollary 3.2.11) and so would give . So with
Conversely, let . If , scale row of by to get , then add times row to row to get . If , then ; swap the rows of to get , then scale row by .
Uses. Definition 3.2.2 (Elementary matrices)
The identity is elementary (). We count the elementary matrices other than .
Swaps. has diagonal entries in positions and . Since and different pairs give different matrices, there are of them.
Scalings other than . with is diagonal and differs from exactly in position , where it has . Different pairs give different matrices, so there are of them.
Replacements other than . with has all diagonal entries and a single nonzero off-diagonal entry in position . Different triples give different matrices, so there are of them.
No matrix lies in two of these groups: swaps have zero diagonal entries, scalings other than are diagonal with a diagonal entry different from , and replacements other than are not diagonal but have all diagonal entries . So the number of elementary matrices in is
For , this is :
Exercise 3.2.49. Let
- (a)Show that if is not an odd multiple of , then
. - (b)Write as a product of five shears.
Uses. Example 3.2.34 (A rotation built from shears)
(a) Let , which is defined because is not an odd multiple of , and . Then
By the double-angle formulas,
Hence the product is , as desired. For this is the factorization of Example 3.2.34.
(b) , and by Example 3.2.34
using
- (a)Let
with . Find elementary matrices with , and conclude that is a product of elementary matrices. - (b)Carry this out for , and describe as a composition of shears, stretches, and reflections.
Uses. Proposition 3.2.7 (Row operations are left multiplications), Proposition 3.2.10 (Inverses of elementary matrices), Corollary 3.2.11 (Products of elementary matrices)
(a) Case . Scaling row by gives . Adding times row to row gives
The entry is nonzero. Scaling row by gives , and adding times row to row gives . With
Proposition 3.2.7 gives
Case . Then , so . Swapping the rows gives , whose entry is nonzero and whose value of “” is . Apply the first case to it.
In either case . Multiplying on the left by , which is the inverse of (Corollary 3.2.11), gives , and each is elementary by Proposition 3.2.10.
(b) Here . Swapping the rows gives . Scaling row by gives , and adding times row to row gives . So
Indeed,
Exercise 3.2.51. Let .
- (a)Find elementary column operations that turn into , and compute the product of the corresponding elementary matrices, so that .
- (b)Let be the third column of . Show that .
Uses. Proposition 3.2.28 (Column operations are right multiplications), Corollary 3.2.11 (Products of elementary matrices), Theorem 2.4.2 (The matrix of a composite), Remark 3.2.29 (One matrix, two operations)
(a) Adding times column to column gives ; adding times column to column gives ; swapping columns and gives ; and adding times column to column gives . By Proposition 3.2.28, and since the first column operation is the leftmost factor (Remark 3.2.29),
Performing the four column operations on (because ):
(b) is invertible (Corollary 3.2.11), so every can be written as with . Then
So if and only if , that is, for some , that is, . Hence
Uses. Proposition 3.2.7 (Row operations are left multiplications), Proposition 3.2.28 (Column operations are right multiplications)
If , then for every .
Conversely, suppose commutes with every type 3 elementary matrix, and let . By Proposition 3.2.28, is with column added to column : it agrees with outside column , and its entry is . By Proposition 3.2.7, is with row added to row : it agrees with outside row , and its entry is .
Compare the entries for : on the left , on the right (row is unchanged). So for all . Compare the entries:
Since , every has some . So every off-diagonal entry of is and all diagonal entries are equal: with .
Uses. Exercise 3.2.42, Proposition 3.2.7 (Row operations are left multiplications), Proposition 3.2.10 (Inverses of elementary matrices)
By Exercise 3.2.42(a), type 3 row operations do not change , so every matrix below has . We find type 3 matrices , with , such that . Then , and each is of type 3 by Proposition 3.2.10.
Step 1. If , then , so . Adding row to row changes the entry to . So after at most one operation the entry, which we still call , is nonzero.
Step 2. Add times row to row . The new entry is
Step 3. Add times row to row . The new entry is , so the matrix is for some . Its value of is , and it is still , so .
Step 4. Add times row to row . This gives .
We used three operations if at the start and four if . So is a product of at most four shears. For example, over the swap has , and Exercise 3.2.41(b) wrote it as three shears.
Exercise 3.2.54. Let be integers, not both , and let . Call a matrix an integer elementary matrix if it is , , , or with .
- (a)Show that integer elementary matrices have integer entries, and that their inverses are integer elementary matrices.
- (b)Show that there are integer elementary matrices with
. - (c)Deduce Bézout’s identity: there are integers with .
- (d)Carry out (b) and (c) for .
Uses. Proposition 3.2.10 (Inverses of elementary matrices), Proposition 3.2.7 (Row operations are left multiplications), the division algorithm, strong induction on
(a) The matrices , , and with have entries in , so they are integer matrices. By Proposition 3.2.10 their inverses are , , and , which are again integer elementary matrices.
(b) Common divisors are preserved. Let be an integer elementary matrix and . Each entry of is an integer combination of the entries of , so every common divisor of the entries of divides both entries of . Since and is also an integer elementary matrix by (a), the converse holds too. So and have the same common divisors, and in particular the same gcd.
The algorithm. We prove the claim by strong induction on . If , then , and we are done after applying if . If , divide with remainder: with and . Adding times row to row (the matrix ) turns into , and swapping turns it into . These have the same gcd , and , so by induction some product of integer elementary matrices turns into . Composing gives the claim.
(c) Let . It has integer entries, being a product of integer matrices. If its first row is , then the first entry of says .
(d) Adding times row to row gives ; adding times row to row gives ; adding times row to row gives ; swapping gives . So
(This takes a shortcut through the algorithm of (b): instead of swapping after every division, it reduces whichever entry is larger.) So , : indeed
Exercise 3.2.55. Start with the integer matrix . A move adds an integer multiple of one row to the other row, or an integer multiple of one column to the other column.
- (a)Show that a move changes neither nor the greatest common divisor of the four entries of a matrix .
- (b)Which of , , and can be reached from by a sequence of moves?
Uses. Exercise 3.2.42, Proposition 3.2.28 (Column operations are right multiplications)
(a) The quantity . Row moves do not change it, by Exercise 3.2.42(a). Adding times column to column gives , and
The gcd. After a move, each entry is an old entry plus an integer multiple of another old entry. So every integer dividing all four old entries divides all four new ones. The move is undone by the move with in place of , so conversely every common divisor of the new entries divides the old ones. The sets of common divisors agree, and so do the gcds.
(b) For ,
has but gcd , so it cannot be reached.
has gcd but , so it cannot be reached.
can be reached. Adding times row to row gives , and adding times column to column gives .
In matrix terms, a move multiplies on the left or on the right by an integer elementary matrix (Proposition 3.2.7, Proposition 3.2.28). The two invariants here are the start of the theory of the Smith normal form, which classifies integer matrices up to such operations.
Exercise 3.2.56. Let and let be invertible. Using Theorem 3.5.19, show that
for some product of elementary matrices of type 3 and some . (In Chapter 5, turns out to be .)
Uses. Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Exercise 3.2.41, Exercise 3.2.53, Proposition 3.2.7 (Row operations are left multiplications)
Write for the diagonal matrix with diagonal entries . A product of type 2 matrices is diagonal with nonzero diagonal entries, and conversely
Step 1: only types 2 and 3. By Theorem 3.5.19, is a product of elementary matrices, and by Exercise 3.2.41(c) we may assume that every factor has type 2 or 3.
Step 2: moving scalings to the right. Let
Indeed, apply to a matrix with rows , using Proposition 3.2.7 three times.
Step 3: the diagonal part. For and , let be the diagonal matrix with in position , in position , and elsewhere. The matrix has , so by Exercise 3.2.53 it is a product of shears and . Replace each of these by the matrix , respectively . By Proposition 3.2.7, these matrices perform on rows of exactly the operations that the ones perform on rows of , and they leave the other rows alone. So their product is , which is therefore a product of type 3 matrices.
Now let , and consider . All factors are diagonal. Its first diagonal entry is ; for its th entry is ; and its th entry is . So it equals .
Therefore
More practice
The practice bank has 28 exercises on this section’s topics.