Books
Theme
Text size
Width

[ and ] go to the previous and next page.

These problems combine the sections of Chapter 3, and some of them combine it with Chapters 1 and 2. The first four 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 of kind “competition” are harder than anything the course expects. Section 3.6 surveys the techniques they use.

Review: state and prove

Problem 3.1.standard
  1. (a)State the theorem that describes the solution set of a consistent linear equation 𝑇(𝐱)=𝐲, where 𝑇:𝑉→𝑊 is linear, and prove it.
  2. (b)Let 𝐴∈𝐹𝑚×𝑛. Show that the set of 𝐲∈𝐹𝑚 for which 𝐴𝐱=𝐲 has exactly one solution is either empty or all of im𝑇𝐴, and decide which in terms of ker𝑇𝐴.

Solution.

Uses. Definition 2.1.1 (Linear map), Corollary 3.1.22 (Uniqueness depends only on 𝐴), Proposition 3.1.8 (Systems and the map 𝑇𝐴), Definition 2.6.5 (Kernel), Proposition 2.1.4 (Linear maps preserve 𝟎 and negatives)

Techniques. Particular plus homogeneous (Technique 3.1.18), Double containment (Technique 1.3.14)

Hint 1. For (a), the statement is Proposition 3.1.19. Prove the two containments, and check that 𝐳↦𝐱0+𝐳 is injective.
Hint 2. For (b), split into the cases ker𝑇𝐴={𝟎} and ker𝑇𝐴≠{𝟎}. In the second case, how large is the solution set of a consistent system?
Sketch. (a) If 𝑇(𝐱0)=𝐲, then 𝑆=𝐱0+ker𝑇: 𝑇(𝐱0+𝐳)=𝐲+𝟎, and 𝑇(𝐱−𝐱0)=𝟎 for 𝐱∈𝑆; translation by 𝐱0 is injective. (b) If ker𝑇𝐴={𝟎}, every consistent system has exactly one solution, so the set is im𝑇𝐴. Otherwise each consistent system has a solution set in bijection with ker𝑇𝐴, which has at least two elements, and inconsistent ones have none, so the set is empty.

(a) Statement (Proposition 3.1.19). Let 𝑇:𝑉→𝑊 be linear, 𝐲∈𝑊, and 𝑆={𝐱∈𝑉|𝑇(𝐱)=𝐲}. If 𝐱0∈𝑆, then 𝑆=𝐱0+ker𝑇, and 𝐳↦𝐱0+𝐳 is a bijection from ker𝑇 onto 𝑆.

Proof. We prove both containments. If 𝐳∈ker𝑇, then 𝑇(𝐱0+𝐳)=𝑇(𝐱0)+𝑇(𝐳)=𝐲+𝟎=𝐲, so 𝐱0+𝐳∈𝑆. Conversely, if 𝐱∈𝑆, put 𝐳=𝐱−𝐱0; then 𝑇(𝐳)=𝑇(𝐱)−𝑇(𝐱0)=𝐲−𝐲=𝟎, so 𝐳∈ker𝑇 and 𝐱=𝐱0+𝐳∈𝐱0+ker𝑇. Hence 𝑆=𝐱0+ker𝑇, so the map 𝐳↦𝐱0+𝐳 sends ker𝑇 onto 𝑆. It is injective, since 𝐱0+𝐳=𝐱0+𝐳′ gives 𝐳=𝐳′ after adding −𝐱0. So it is a bijection.

(b) Let 𝑈 be the set of 𝐲 for which 𝐴𝐱=𝐲 has exactly one solution. Every 𝐲∈𝑈 makes the system consistent, so 𝑈⊆im𝑇𝐴 (Proposition 3.1.8(a)).

Case ker𝑇𝐴={𝟎}. Let 𝐲∈im𝑇𝐴. The system 𝐴𝐱=𝐲 is consistent, so by Corollary 3.1.22(a) it has exactly one solution, and 𝐲∈𝑈. Hence 𝑈=im𝑇𝐴.

Case ker𝑇𝐴≠{𝟎}. Then ker𝑇𝐴 contains 𝟎 (Proposition 2.1.4) and some 𝐳≠𝟎, so it has at least two elements. If 𝐴𝐱=𝐲 is consistent, its solution set is in bijection with ker𝑇𝐴 by (a), applied to 𝑇=𝑇𝐴, so it has at least two elements. If it is inconsistent, it has none. Either way 𝐲∉𝑈, so 𝑈=∅.

So the set is im𝑇𝐴 when ker𝑇𝐴={𝟎}, and empty otherwise. Uniqueness is all or nothing: it holds for every consistent right-hand side or for none.

Problem 3.2.standard
  1. (a)State the theorem on the uniqueness of the reduced row echelon form, and prove it by comparing the linear relations among the columns.
  2. (b)Show that the analogous statement for column operations is false: find matrices 𝑅≠𝑅′, both in RREF, and an invertible 𝐻 with 𝑅′=𝑅𝐻.
  3. (c)Show that nevertheless, if 𝑅 is in RREF, 𝐻 is invertible, and 𝑅𝐻 is also in RREF, then 𝑅 and 𝑅𝐻 have the same number of pivots.

Solution.

Uses. Corollary 3.2.17 (Row operations preserve relations among columns), Lemma 3.3.16 (Reading the columns of a matrix in RREF), Definition 2.4.1 (Matrix product), Theorem 3.3.12 (Matrices in RREF), Proposition 3.3.8 (Properties of the output)

Techniques. Uniqueness via two candidates (Technique 1.1.8), Transpose to trade rows for columns (Technique 3.2.27)

Hint 1. For (a), 𝑅 and 𝑅′=𝐺𝑅 have the same relations among their columns (Corollary 3.2.17). Which column is a pivot column, and what a free column is, are statements about such relations (Lemma 3.3.16).
Hint 2. For (b), the smallest example has one row and two columns.
Hint 3. For (c), count nonzero rows. The nonzero rows of a matrix in RREF are linearly independent: look at the pivot columns. Right multiplication by an invertible 𝐻 keeps rows independent.
Sketch. (a) Column 𝑗 is a combination of earlier columns, with given coefficients, in 𝑅 exactly when it is in 𝑅′; so the pivot columns agree, the pivot columns of both are 𝐞1,…,𝐞𝑟, and each free column has the same expression through the pivot columns in both. (b) 𝑅=(01), 𝐻=𝐸12, 𝑅′=(10). (c) If 𝑅 has 𝑟 nonzero rows, they are independent (entry 𝑝𝑡 isolates the coefficient of row 𝑡). Row 𝑠 of 𝑅𝐻 is (row 𝑠 of 𝑅)𝐻, so the zero rows stay zero and the others stay independent, hence nonzero. So 𝑅𝐻 has 𝑟 nonzero rows, which are its pivot rows.

(a) Statement (Theorem 3.3.17). If 𝑅,𝑅′∈𝐹𝑚×𝑛 are in RREF and 𝑅′=𝐺𝑅 for an invertible 𝐺∈𝐹𝑚×𝑚, then 𝑅=𝑅′.

Proof. Write 𝐫𝑗 and 𝐫𝑗′=𝐺𝐫𝑗 for the columns. By Corollary 3.2.17, for all scalars 𝑥1,…,𝑥𝑛,

𝑥1𝐫1+⋯+𝑥𝑛𝐫𝑛=𝟎⇔𝑥1𝐫1′+⋯+𝑥𝑛𝐫𝑛′=𝟎.

An equation 𝐫𝑗=𝑐1𝐫1+⋯+𝑐𝑗−1𝐫𝑗−1 is such a relation (with 𝑥𝑗=−1, 𝑥𝑙=𝑐𝑙 for 𝑙<𝑗, and 𝑥𝑙=0 for 𝑙>𝑗), so it holds in 𝑅 if and only if the same equation holds in 𝑅′. Hence 𝐫𝑗 is a combination of the earlier columns of 𝑅 exactly when 𝐫𝑗′ is a combination of the earlier columns of 𝑅′, and by Lemma 3.3.16(c) the two matrices have the same pivot columns 𝑝1<⋯<𝑝𝑟. By Lemma 3.3.16(b), 𝐫𝑝𝑠=𝐞𝑠=𝐫𝑝𝑠′. If 𝑗 is a free column with pivot columns 𝑝1,…,𝑝𝑡 to its left, Lemma 3.3.16(d) gives the relation 𝐫𝑗=∑𝑠≤𝑡𝑟𝑠𝑗𝐫𝑝𝑠, which therefore also holds in 𝑅′:

𝐫𝑗′=∑𝑠≤𝑡𝑟𝑠𝑗𝐫𝑝𝑠′=∑𝑠≤𝑡𝑟𝑠𝑗𝐞𝑠=𝐫𝑗.

So every column of 𝑅′ equals the corresponding column of 𝑅.

(b) 𝑅=(01) and 𝑅′=(10) both satisfy (R1)–(R4), so they are in RREF (Theorem 3.3.12), and 𝑅′=𝑅𝐸12 with 𝐸12 the 2×2 swap, which is invertible. The proof of (a) breaks because right multiplication does not preserve the relations among the columns: here 𝐫1=𝟎 but 𝐫1′≠𝟎.

(c) Let 𝑅 have pivot columns 𝑝1<⋯<𝑝𝑟. By Theorem 3.3.12 and Proposition 3.3.8, rows 1,…,𝑟 of 𝑅 are nonzero and the others are zero; write 𝐮1,…,𝐮𝑟∈𝐹1×𝑛 for the nonzero rows. They are linearly independent: if 𝑐1𝐮1+⋯+𝑐𝑟𝐮𝑟=𝟎, look at entry 𝑝𝑡. Column 𝑝𝑡 of 𝑅 is 𝐞𝑡 (Lemma 3.3.16(b)), so 𝐮𝑠 has entry 1 there if 𝑠=𝑡 and 0 otherwise, and the entry 𝑝𝑡 of the combination is 𝑐𝑡. So every 𝑐𝑡=0.

By Definition 2.4.1, row 𝑠 of 𝑅𝐻 is 𝐮𝑠𝐻 for 𝑠≤𝑟, and 𝟎𝐻=𝟎 for 𝑠>𝑟. The rows 𝐮1𝐻,…,𝐮𝑟𝐻 are again independent: if ∑𝑠𝑐𝑠𝐮𝑠𝐻=𝟎, then (∑𝑠𝑐𝑠𝐮𝑠)𝐻=𝟎, multiplying on the right by 𝐻−1 gives ∑𝑠𝑐𝑠𝐮𝑠=𝟎, and so every 𝑐𝑠=0. In particular each 𝐮𝑠𝐻 is nonzero (a list containing 𝟎 is dependent). So 𝑅𝐻 has exactly 𝑟 nonzero rows. Since 𝑅𝐻 is in RREF, its pivots are the leading entries of its nonzero rows (Theorem 3.3.12), so it has 𝑟 pivots, as 𝑅 does.

Part (c) is the transpose of a row statement in disguise (Technique 3.2.27): the rows of 𝑅𝐻 are the columns of 𝐻𝖳𝑅𝖳, and left multiplication by an invertible matrix preserves independence of columns (Corollary 3.2.17).

Problem 3.3.standard
  1. (a)State the criterion for invertibility of a square matrix in terms of its reduced row echelon form, prove it, and explain why Algorithm 3.3.24 is correct.
  2. (b)Suppose that while row reducing (𝐴|𝐼𝑛), at some intermediate stage, row 𝑖 of the left block is zero. Show that row 𝑖 of the right block is then a nonzero row vector 𝐳 with 𝐳𝐴=𝟎, and deduce directly from this, without using (a), that 𝐴 is not invertible.
  3. (c)Carry out (b) for the integer matrix 𝐴=(123201329), read over 𝔽5. Is 𝐴 invertible over ℚ?

Solution.

Uses. Theorem 3.3.10 (𝐺𝐴=rref(𝐴)), Proposition 3.3.11 (Carrying extra columns along), Proposition 3.3.8 (Properties of the output), Corollary 3.2.11 (Products of elementary matrices), Proposition 3.2.7 (Row operations are left multiplications), Definition 2.4.1 (Matrix product)

Techniques. Reduce to RREF (Technique 3.3.22)

Hint 1. For (a), if 𝐺𝐴=𝐼𝑛 with 𝐺 invertible, then 𝐴=𝐺−1. If rref(𝐴)≠𝐼𝑛, its last row is zero, and a matrix with a zero row has no right inverse.
Hint 2. For (b), at every stage the current matrix is 𝐺′(𝐴|𝐼𝑛)=(𝐺′𝐴|𝐺′) for a product 𝐺′ of elementary matrices. What is row 𝑖 of 𝐺′𝐴 in terms of row 𝑖 of 𝐺′?
Hint 3. If 𝐴 were invertible, compute 𝐳=𝐳𝐴𝐴−1.
Sketch. (a) 𝐴 is invertible iff rref(𝐴)=𝐼𝑛, and then 𝐴−1=𝐺; the algorithm computes (rref(𝐴)|𝐺) by Proposition 3.3.11. (b) The current matrix is (𝐺′𝐴|𝐺′) with 𝐺′ invertible, so 𝐳= row 𝑖 of 𝐺′ is nonzero and 𝐳𝐴= row 𝑖 of 𝐺′𝐴=𝟎; if 𝐴 were invertible, 𝐳=𝐳𝐴𝐴−1=𝟎. (c) Over 𝔽5, two passes give the left row (0,0,0) with right row (4,4,1), and indeed −𝐫1−𝐫2+𝐫3=(0,0,5)=𝟎 there. Over ℚ the same row is (0,0,5), a third pivot, so 𝐴 is invertible over ℚ.

(a) Statement (Theorem 3.3.23). Let 𝐴∈𝐹𝑛×𝑛, and let 𝐺 be a product of elementary matrices with 𝐺𝐴=rref(𝐴). Then 𝐴 is invertible if and only if rref(𝐴)=𝐼𝑛, and in that case 𝐴−1=𝐺.

Proof. If rref(𝐴)=𝐼𝑛, then 𝐺𝐴=𝐼𝑛, and 𝐺 is invertible (Corollary 3.2.11), so 𝐴=𝐺−1 and 𝐴𝐺=𝐺−1𝐺=𝐼𝑛; thus 𝐴−1=𝐺. Conversely, suppose 𝑅=rref(𝐴)≠𝐼𝑛. If 𝑅 had 𝑛 pivots, they would lie in columns 𝑝1<⋯<𝑝𝑛 among 1,…,𝑛, forcing 𝑝𝑠=𝑠, and then 𝑅=𝐼𝑛 by Proposition 3.3.8(c). So 𝑅 has fewer than 𝑛 pivots, and its last row is zero (Proposition 3.3.8(a)). Then the last row of 𝑅𝑋 is zero for every 𝑋, so 𝑅𝑋≠𝐼𝑛 and 𝑅 is not invertible. If 𝐴 were invertible, 𝑅=𝐺𝐴 would be invertible with inverse 𝐴−1𝐺−1. So 𝐴 is not invertible.

The algorithm. By Proposition 3.3.11, Gauss–Jordan elimination on (𝐴|𝐼𝑛), scanning only the left block, ends at (rref(𝐴)|𝐺), where 𝐺 is the product of the elementary matrices of the run on 𝐴. By the theorem, if the left block is 𝐼𝑛 then 𝐴−1=𝐺, and otherwise 𝐴 is not invertible.

(b) Each row operation is left multiplication by an elementary matrix (Proposition 3.2.7), so at every stage the current matrix is 𝐺′(𝐴|𝐼𝑛)=(𝐺′𝐴|𝐺′) for some product 𝐺′ of elementary matrices, which is invertible (Corollary 3.2.11). Let 𝐳 be row 𝑖 of 𝐺′, the row 𝑖 of the right block. By Definition 2.4.1, row 𝑖 of 𝐺′𝐴 is 𝐳𝐴, and this is the zero row by assumption. And 𝐳≠𝟎: otherwise row 𝑖 of 𝐺′𝑋 would be zero for every 𝑋, and 𝐺′ would have no right inverse.

If 𝐴 were invertible, then 𝐳=𝐳(𝐴𝐴−1)=(𝐳𝐴)𝐴−1=𝟎𝐴−1=𝟎, a contradiction. So 𝐴 is not invertible. The vector 𝐳 is a certificate: anyone can check 𝐳𝐴=𝟎 by one multiplication, without redoing the elimination.

(c) Over 𝔽5 the entry 9 is 4. Pass 1 adds −2 times row 1 to row 2 and −3 times row 1 to row 3:

(123100201010324001)⇝(123100010310010201),

using −4=1, −5=0, −2=3, and −3=2 in 𝔽5. Pass 2 has its pivot at (2,2); adding −1 times row 2 to row 3 makes row 3 of the left block zero, with right block row (2−3,0−1,1)=(−1,−1,1)=(4,4,1). So 𝐳=(4,4,1), and indeed

𝐳𝐴=−(1,2,3)−(2,0,1)+(3,2,9)=(0,0,5)=(0,0,0)in𝔽5.

So 𝐴 is not invertible over 𝔽5: there, its third row is the sum of the first two.

Over ℚ the same computation gives 𝐳𝐴=(0,0,5)≠𝟎, so the certificate is lost. Indeed, over ℚ pass 1 leaves the rows (0,−4,−5) and (0,−4,0) below the first, pass 2 scales the first of them to (0,1,5/4) and adds 4 times it to the last, which becomes (0,0,5). So a third pivot appears, rref(𝐴)=𝐼3, and 𝐴 is invertible over ℚ. Whether a matrix with integer entries is invertible can depend on the field in which the entries are read (compare Example 3.5.3).

Problem 3.4.standard
  1. (a)State the rank normal form theorem and prove it.
  2. (b)Deduce that every 𝐴∈𝐹𝑚×𝑛 of rank 𝑘≥1 is a sum of 𝑘 matrices of rank 1.
  3. (c)Deduce that every 𝐴∈𝐹𝑚×𝑛 of rank 𝑘≥1 can be written as 𝐴=𝐶𝑆 with 𝐶∈𝐹𝑚×𝑘 and 𝑆∈𝐹𝑘×𝑛.

Solution.

Uses. Theorem 3.3.10 (𝐺𝐴=rref(𝐴)), Lemma 3.3.16 (Reading the columns of a matrix in RREF), Theorem 2.4.34 (Block multiplication), Theorem 3.5.14 (Third Fundamental Theorem, completed), Lemma 2.4.24 (Matrix units), Theorem 3.3.12 (Matrices in RREF), Proposition 3.5.2 (First properties of rank), Exercise 3.5.41

Techniques. Reduce to RREF (Technique 3.3.22), Block decomposition (Technique 2.4.35)

Hint 1. For (a), start from 𝐺𝐴=𝐴𝑟. Permute the columns of 𝐴𝑟 so that the pivot columns come first, and then clear the block next to 𝐼𝑘 with one block column operation.
Hint 2. For (b), 𝑁𝑘=∑𝑖=1𝑘𝐞𝑖𝐞𝑖𝖳. Rank is unchanged by invertible factors on either side.
Hint 3. For (c), factor 𝑁𝑘 as a product of an 𝑚×𝑘 and a 𝑘×𝑛 matrix.
Sketch. (a) 𝐺𝐴=𝐴𝑟; with 𝑃 the permutation putting the pivot columns first, 𝐴𝑟𝑃=(𝐼𝑘𝑋00), and 𝑈=(𝐼𝑘−𝑋0𝐼) clears 𝑋: 𝐺𝐴(𝑃𝑈)=𝑁𝑘. (b) 𝐴=𝐺−1𝑁𝑘𝐻−1=∑𝑖≤𝑘𝐺−1𝐞𝑖𝐞𝑖𝖳𝐻−1, and each term has the rank of 𝐞𝑖𝐞𝑖𝖳, which is 1. (c) 𝑁𝑘=(𝐼𝑘0)(𝐼𝑘0), so 𝐴=𝐶𝑆 with 𝐶 the first 𝑘 columns of 𝐺−1 and 𝑆 the first 𝑘 rows of 𝐻−1.

(a) Statement (Theorem 3.5.27). Let 𝐴∈𝐹𝑚×𝑛 have rank 𝑘, and let 𝑁𝑘∈𝐹𝑚×𝑛 have 1 in positions (1,1),…,(𝑘,𝑘) and 0 elsewhere. Then 𝐺𝐴𝐻=𝑁𝑘 for some invertible 𝐺∈𝐹𝑚×𝑚 and 𝐻∈𝐹𝑛×𝑛.

Proof. Let 𝐺 be invertible with 𝐺𝐴=𝐴𝑟 (Theorem 3.3.10), with pivot columns 𝑝1<⋯<𝑝𝑘 and free columns 𝑓1<⋯<𝑓ℓ, ℓ=𝑛−𝑘. Let 𝑃 have columns 𝐞𝑝1,…,𝐞𝑝𝑘,𝐞𝑓1,…,𝐞𝑓ℓ; these are the standard basis vectors in another order, so they form a basis of 𝐹𝑛, and 𝑃 is invertible (Theorem 3.5.14, Remark 3.5.7). Column 𝑗 of 𝐴𝑟𝑃 is column 𝑝𝑗 of 𝐴𝑟, which is 𝐞𝑗, for 𝑗≤𝑘 (Lemma 3.3.16(b)), and column 𝑓𝑖 of 𝐴𝑟 for 𝑗=𝑘+𝑖. All rows of 𝐴𝑟 below row 𝑘 are zero, so in block form 𝐴𝑟𝑃=(𝐼𝑘𝑋00) for some 𝑋∈𝐹𝑘×ℓ. Let 𝑈=(𝐼𝑘−𝑋0𝐼ℓ). By block multiplication (Theorem 2.4.34), 𝑈(𝐼𝑘𝑋0𝐼ℓ)=𝐼𝑛=(𝐼𝑘𝑋0𝐼ℓ)𝑈, so 𝑈 is invertible, and

𝐴𝑟𝑃𝑈=(𝐼𝑘𝑋00)(𝐼𝑘−𝑋0𝐼ℓ)=(𝐼𝑘−𝑋+𝑋00)=𝑁𝑘.

With 𝐻=𝑃𝑈, we get 𝐺𝐴𝐻=𝐴𝑟𝑃𝑈=𝑁𝑘. (If 𝑘=0 or ℓ=0, the absent blocks are simply omitted.)

(b) By (a), 𝐴=𝐺−1𝑁𝑘𝐻−1. By Lemma 2.4.24, 𝑁𝑘=∑𝑖=1𝑘𝐞𝑖𝐞𝑖𝖳, where 𝐞𝑖∈𝐹𝑚 on the left and 𝐞𝑖∈𝐹𝑛 on the right. So

𝐴=∑𝑖=1𝑘𝐵𝑖,𝐵𝑖=𝐺−1(𝐞𝑖𝐞𝑖𝖳)𝐻−1.

The matrix 𝐞𝑖𝐞𝑖𝖳 has a single nonzero entry, a 1 in position (𝑖,𝑖). Swapping row 𝑖 to the top gives a matrix whose only nonzero row is 𝐞𝑖𝖳, which satisfies (R1)–(R4) and so is in RREF with one pivot (Theorem 3.3.12); so it has rank 1. Multiplying by invertible matrices on the left (Proposition 3.5.2(c)) and on the right (Exercise 3.5.41(c)) does not change the rank, so rank𝐵𝑖=1.

(c) By block multiplication,

(𝐼𝑘0)(𝐼𝑘0)=(𝐼𝑘000)=𝑁𝑘,

where the left factor is 𝑚×𝑘 and the right one is 𝑘×𝑛. So

𝐴=𝐺−1𝑁𝑘𝐻−1=(𝐺−1(𝐼𝑘0))((𝐼𝑘0)𝐻−1)=𝐶𝑆,

where 𝐶 consists of the first 𝑘 columns of 𝐺−1 and 𝑆 of the first 𝑘 rows of 𝐻−1.

Problem 3.17 finds a factorization of this shape in which 𝑆 is the nonzero part of rref(𝐴), and shows that it is unique. Section 4.3 studies such factorizations in general.

Synthesis problems

Problem 3.5.routine Let

𝐴=(120132414112133).
  1. (a)Find rref(𝐴) and rank𝐴 over ℚ and over 𝔽5. Find a relation among the rows of 𝐴 over 𝔽5 that explains the difference.
  2. (b)Over 𝔽5, write each free column of 𝐴 as a combination of the pivot columns, and find vectors spanning ker𝑇𝐴.
  3. (c)Over 𝔽5, for which 𝐲 is 𝐴𝐱=𝐲 consistent, and how many such 𝐲 are there? Find all solutions of 𝐴𝐱=(1,1,0), and count them.
  4. (d)Over ℚ, find a right inverse of 𝐴. Does 𝐴 have a right inverse over 𝔽5?

Solution.

Uses. Algorithm 3.3.1 (Gauss–Jordan elimination), Proposition 3.3.11 (Carrying extra columns along), Exercise 3.3.57, Corollary 3.3.19 (Pivot columns, intrinsically), Definition 3.4.8 (Basic solutions), Theorem 3.4.9 (All solutions), Corollary 3.4.4 (Consistency), Corollary 3.4.14 (Counting solutions), Proposition 3.5.8 (Right inverses from the pivots), Theorem 3.5.13 (Second Fundamental Theorem, completed)

Techniques. Reduce to RREF (Technique 3.3.22), Particular plus homogeneous (Technique 3.1.18)

Hint 1. Carry 𝐼3 along. The two computations agree until a pivot must be divided by 5.
Hint 2. Over 𝔽5, read the relations off the free columns of rref(𝐴), and the consistency condition off the last row of 𝐺.
Hint 3. For (d), use Proposition 3.5.8: place the rows of 𝐺 in the pivot rows of a 5×3 matrix.
Sketch. After two passes, valid over any field, the rows are (1,2,0,1,3), (0,0,1,2,−5), (0,0,0,0,5). Over ℚ, rank𝐴=3 with pivot columns 1,3,5. Over 𝔽5, 5=0: rank𝐴=2, and 𝐫1−𝐫2+𝐫3=(0,0,0,0,5)=𝟎. Over 𝔽5: 𝐚2=2𝐚1, 𝐚4=𝐚1+2𝐚3, 𝐚5=3𝐚1; the condition is 𝑦1−𝑦2+𝑦3=0 (25 vectors); the solutions of 𝐴𝐱=(1,1,0) are (1,0,4,0,0)+span((3,1,0,0,0),(4,0,3,1,0),(2,0,0,0,1)), 125 of them. (d) Over ℚ a right inverse has rows (2/5,3/5,−3/5), 𝟎, (−1,0,1), 𝟎, (1/5,−1/5,1/5); over 𝔽5 there is none, since rank𝐴=2<3.

(a) We reduce (𝐴|𝐼3). Pass 1 adds −2 times row 1 to row 2 and −1 times row 1 to row 3. In pass 2, column 2 vanishes in rows 2 and 3, so the pivot is at (2,3), and we add −1 times row 2 to row 3. These steps are the same over any field:

(120131002414101012133001)⇝(120131000012−5−210000051−11).

Over ℚ. Pass 3 scales row 3 by 1/5 and clears column 5, adding −3 times row 3 to row 1 and 5 times row 3 to row 2:

⇝(120102/53/5−3/500120−101000011/5−1/51/5).

So rank𝐴=3, with pivot columns 1,3,5.

Over 𝔽5. Here 5=0 and −5=0, so after pass 2 the third row of the left block is zero and the algorithm halts:

rref(𝐴)=(120130012000000),𝐺=(100−2101−11)=(100310141).

So rank𝐴=2, with pivot columns 1,3. The last row of 𝐺 is a relation among the rows 𝐫1,𝐫2,𝐫3 of 𝐴 (Exercise 3.3.57):

𝐫1−𝐫2+𝐫3=(1−2+1,2−4+2,0−1+1,1−4+3,3−1+3)=(0,0,0,0,5).

This is 𝟎 in 𝔽5 but not in ℚ, and it is exactly why the third pivot disappears.

(b) Over 𝔽5 the free columns are 2,4,5. By Corollary 3.3.19(b), with the entries of rref(𝐴) as coefficients,

𝐚2=2𝐚1,𝐚4=𝐚1+2𝐚3,𝐚5=3𝐚1.

(Check: 𝐚1+2𝐚3=(1,2,1)+(0,2,2)=(1,4,3)=𝐚4, and 3𝐚1=(3,6,3)=(3,1,3)=𝐚5.) The basic solutions (Definition 3.4.8) are

𝐬1=(−2,1,0,0,0)=(3,1,0,0,0),𝐬2=(−1,0,−2,1,0)=(4,0,3,1,0),𝐬3=(−3,0,0,0,1)=(2,0,0,0,1),

and ker𝑇𝐴=span(𝐬1,𝐬2,𝐬3) by Theorem 3.4.9(b).

(c) By Corollary 3.4.4, 𝐴𝐱=𝐲 is consistent if and only if the third entry of 𝐺𝐲 vanishes, that is, 𝑦1−𝑦2+𝑦3=0. The vectors satisfying it are determined by 𝑦1,𝑦2∈𝔽5 (then 𝑦3=𝑦2−𝑦1), so there are 25 of them. For 𝐲=(1,1,0), 𝐺𝐲=(1,−2+1,1−1+0)=(1,4,0), so the system is consistent, with particular solution 𝐱0=(1,0,4,0,0) (pivot variables 𝑥1=1, 𝑥3=4, free variables 0). Check: 𝐴𝐱0=𝐚1+4𝐚3=(1,2+4,1+4)=(1,1,0). By Theorem 3.4.9 the solutions are

𝐱0+𝑡1𝐬1+𝑡2𝐬2+𝑡3𝐬3(𝑡1,𝑡2,𝑡3∈𝔽5),

and there are 53=125 of them (Corollary 3.4.14(b)).

(d) Over ℚ, rank𝐴=3 is the number of rows, so by Proposition 3.5.8 the matrix 𝑋=𝐵𝐺, which has row 𝑖 of 𝐺 in row 𝑝𝑖 and zeros in the free rows, is a right inverse:

𝑋=(2/53/5−3/5000−1010001/5−1/51/5).

Check: the first row of 𝐴 times the columns of 𝑋 gives (2/5+3/5,3/5−3/5,−3/5+3/5)=(1,0,0), and the other rows work the same way. Over 𝔽5, rank𝐴=2<3, so 𝑇𝐴 is not surjective and 𝐴 has no right inverse (Theorem 3.5.13).

Problem 3.6.routine Let 𝐴=(0−110). For each of the fields ℝ, ℂ, 𝔽2, 𝔽3, and 𝔽5, find every scalar 𝜆 for which 𝐴−𝜆𝐼2 is not invertible, and for each such 𝜆 find all 𝐱 with 𝐴𝐱=𝜆𝐱.

Solution.

Uses. Theorem 3.3.23 (Invertibility and RREF), Theorem 3.4.9 (All solutions), Definition 1.1.29 (Complex numbers)

Techniques. Reduce to RREF (Technique 3.3.22), Try small cases and small fields (Technique 1.2.38)

Hint 1. Row reduce 𝐴−𝜆𝐼2=(−𝜆−11−𝜆) with 𝜆 as a symbol. Swap the rows first, so that you never divide by 𝜆.
Hint 2. You should reach (1−𝜆0−(1+𝜆2)). So everything depends on whether 𝜆2=−1 in the field.
Sketch. Swapping and adding 𝜆 times row 1 to row 2 gives (1−𝜆0−(1+𝜆2)), so 𝐴−𝜆𝐼2 is invertible iff 𝜆2≠−1, and otherwise its kernel is span((𝜆,1)). Solutions of 𝜆2=−1: none in ℝ and 𝔽3; ±𝑖 in ℂ; 1 in 𝔽2; 2,3 in 𝔽5.

The equation 𝐴𝐱=𝜆𝐱 says (𝐴−𝜆𝐼2)𝐱=𝟎. We row reduce 𝐴−𝜆𝐼2=(−𝜆−11−𝜆) over any field. Swapping the rows and then adding 𝜆 times row 1 to row 2 gives

(1−𝜆−𝜆−1)⇝(1−𝜆0−1−𝜆2).

If 1+𝜆2≠0, the second row has a pivot, and clearing gives 𝐼2; so 𝐴−𝜆𝐼2 is invertible (Theorem 3.3.23) and only 𝐱=𝟎 satisfies 𝐴𝐱=𝜆𝐱. If 1+𝜆2=0, the reduced form is (1−𝜆00), so 𝐴−𝜆𝐼2 is not invertible, and by Theorem 3.4.9 the solutions are the multiples of the basic solution (𝜆,1). (Check: 𝐴(𝜆,1)=(−1,𝜆)=(𝜆2,𝜆)=𝜆(𝜆,1), using 𝜆2=−1.)

So we need the solutions of 𝜆2=−1 in each field.

  • ℝ: none, since 𝜆2≥0>−1. So 𝐴−𝜆𝐼2 is invertible for every real 𝜆.
  • ℂ: 𝜆=±𝑖, with 𝐱∈span((𝑖,1)), respectively span((−𝑖,1)).
  • 𝔽2: −1=1, and 𝜆=1 works (02=0 does not). The solutions are the multiples of (1,1), that is, (0,0) and (1,1).
  • 𝔽3: the squares are 0,1,1, and −1=2 is not among them. No 𝜆.
  • 𝔽5: −1=4=22=32, so 𝜆=2 or 3, with 𝐱∈span((2,1)), respectively span((3,1)).

Over ℝ, 𝑇𝐴 rotates the plane by 90°, so no nonzero vector is sent to a multiple of itself, and the computation agrees. Whether such vectors exist depends on the field, through the single equation 𝜆2=−1; Section 7.2 takes this up.

Problem 3.7.routine Find the error in each argument, and give a counterexample to its conclusion.

  1. (a)Claim. Every 𝐴∈𝐹𝑚×𝑛 with 𝑚≤𝑛 has a right inverse.

    Proof. Run Gauss–Jordan elimination on 𝐴. Each pivot uses up one row and one column, and there are at least as many columns as rows, so every row receives a pivot. Hence rank𝐴=𝑚, and Proposition 3.5.8 gives a right inverse.

  2. (b)Claim. rank(𝐴𝐵)=rank𝐵 for all 𝐴∈𝐹𝑚×𝑚 and 𝐵∈𝐹𝑚×𝑛.

Proof. By Theorem 3.5.19, 𝐴=𝐸1𝐸2⋯𝐸𝑡 with each 𝐸𝑖 elementary. Multiplying 𝐵 on the left by 𝐸𝑡, then by 𝐸𝑡−1, and so on, performs row operations on 𝐵, and row operations do not change the rank (Proposition 3.5.2(c)).

Solution.

Uses. Proposition 3.5.2 (First properties of rank), Proposition 3.3.8 (Properties of the output), Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Corollary 3.2.11 (Products of elementary matrices)

Techniques. Reduce to elementary matrices (Technique 5.4.6), Finding counterexamples and minimal examples (Technique 1.4.18)

Hint 1. (a) Does a pass of the algorithm ever start on a row of zeros? Try the zero matrix.
Hint 2. (b) Which matrices are products of elementary matrices? Try 𝐴=0.
Sketch. (a) A pass creates a pivot only in a column with a nonzero entry in an unpivoted row; zero rows never get pivots. rank𝐴≤min(𝑚,𝑛) bounds the rank from above only. Counterexample: 𝐴=(0)∈𝐹1×1, or (1111). (b) Only invertible matrices are products of elementary matrices. Counterexample: 𝐴=0, 𝐵=𝐼𝑚.

(a) The step “every row receives a pivot” is wrong. A pass of Gauss–Jordan elimination creates a pivot only in a column that has a nonzero entry in an unpivoted row, and the algorithm halts as soon as the unpivoted rows are zero (step 1 of Algorithm 3.3.1). The count of rows and columns gives rank𝐴≤min(𝑚,𝑛) (Proposition 3.5.2(a)), an upper bound, not equality. For example, 𝐴=(1111) has 𝑚=𝑛=2 and rref(𝐴)=(1100), so rank𝐴=1<2. It has no right inverse: if 𝐴𝑋=𝐼2, then the two rows of 𝐴𝑋 would be equal (both rows of 𝐴 are equal), but the rows of 𝐼2 are not. The smallest counterexample is 𝐴=(0)∈𝐹1×1.

(b) The first step is wrong: Theorem 3.5.19 applies only to invertible matrices, and only those are products of elementary matrices (Corollary 3.2.11). For 𝐴=0 and 𝐵=𝐼𝑚, rank(𝐴𝐵)=rank0=0, while rank𝐵=𝑚≥1. The argument does prove the claim when 𝐴 is invertible, which is Proposition 3.5.2(c). (In general only rank(𝐴𝐵)≤rank𝐵 holds; see Section 4.3.)

Problem 3.8.standard Prove or disprove each statement.

  1. (a)If 𝐴∈𝐹𝑚×𝑛 and 𝐴𝐱=𝐲 has exactly one solution for some 𝐲, then 𝑛≤𝑚.
  2. (b)If 𝐴,𝐵∈𝐹𝑚×𝑛 and, for every 𝐲∈𝐹𝑚, the systems 𝐴𝐱=𝐲 and 𝐵𝐱=𝐲 have the same solution set, then 𝐴=𝐵.
  3. (c)If 𝐴∈𝐹𝑚×𝑛 and 𝐵∈𝐹𝑝×𝑛 satisfy ker𝑇𝐴=ker𝑇𝐵, then rank𝐴=rank𝐵, even when 𝑚≠𝑝.
  4. (d)If 𝐴∈𝐹𝑚×𝑛 and 𝐻∈𝐹𝑛×𝑛 is invertible, then 𝐴 and 𝐴𝐻 have the same pivot columns.
  5. (e)If column 𝑗 of rref(𝐴) is zero, then column 𝑗 of 𝐴 is zero.
  6. (f)The matrices of rank at most 1 form a subspace of 𝐹2×2.

Solution.

Uses. Corollary 3.1.22 (Uniqueness depends only on 𝐴), Theorem 3.5.12 (First Fundamental Theorem, completed), Exercise 3.4.37, Proposition 3.5.2 (First properties of rank), Theorem 3.3.10 (𝐺𝐴=rref(𝐴)), Theorem 3.3.12 (Matrices in RREF)

Techniques. Finding counterexamples and minimal examples (Technique 1.4.18), Reduce to RREF (Technique 3.3.22)

Hint 1. (a) A unique solution for one 𝐲 says something about ker𝑇𝐴. (b) Take 𝐲=𝐴𝐱 for an arbitrary 𝐱.
Hint 2. (c) Exercise 3.4.37 describes the free columns using only the kernel. (d) Column operations move pivots: try a 1×2 example.
Hint 3. (e) Column 𝑗 of 𝐺𝐴 is 𝐺𝐚𝑗. (f) Add two matrix units.
Sketch. (a) True: ker𝑇𝐴={𝟎} by Corollary 3.1.22, so rank𝐴=𝑛≤𝑚. (b) True: 𝐱 solves 𝐴𝐱=𝐴𝐱, hence 𝐵𝐱=𝐴𝐱 for every 𝐱. (c) True: by Exercise 3.4.37 the free columns are determined by the kernel, and rank=𝑛− (number of free columns). (d) False: (01) and (01)𝐸12=(10). (e) True: 𝐺𝐚𝑗=𝟎 with 𝐺 invertible. (f) False: 𝐞1𝐞1𝖳+𝐞2𝐞2𝖳=𝐼2 has rank 2.

(a) True. If 𝐴𝐱=𝐲 has exactly one solution, then ker𝑇𝐴={𝟎} by Corollary 3.1.22(a). By Theorem 3.5.12, rank𝐴=𝑛, and 𝑛=rank𝐴≤𝑚.

(b) True. Let 𝐱∈𝐹𝑛 and 𝐲=𝐴𝐱. Then 𝐱 solves 𝐴𝐱=𝐲, so by hypothesis it solves 𝐵𝐱=𝐲, that is, 𝐵𝐱=𝐴𝐱. With 𝐱=𝐞𝑗, column 𝑗 of 𝐵 equals column 𝑗 of 𝐴, for every 𝑗.

(c) True. By Exercise 3.4.37, 𝑥𝑗 is a free variable of 𝐴 if and only if some 𝐱∈ker𝑇𝐴 has 𝑥𝑗=1 and 𝑥𝑙=0 for all 𝑙>𝑗. This condition involves only ker𝑇𝐴, so 𝐴 and 𝐵 have the same free columns, and by Proposition 3.5.2(b), rank𝐴=𝑛−( number of free columns )=rank𝐵. The number of rows plays no role.

(d) False. Let 𝐴=(01) and 𝐻=𝐸12. Both 𝐴 and 𝐴𝐻=(10) are in RREF (Theorem 3.3.12), with pivot columns 2 and 1 respectively.

(e) True. Write rref(𝐴)=𝐺𝐴 with 𝐺 invertible (Theorem 3.3.10). Column 𝑗 of 𝐺𝐴 is 𝐺𝐚𝑗, so if it is zero, then 𝐚𝑗=𝐺−1𝐺𝐚𝑗=𝟎.

(f) False. The matrix units 𝐞1𝐞1𝖳=(1000) and 𝐞2𝐞2𝖳=(0001) each have exactly one nonzero column, so by Proposition 3.5.2(d) each has rank 1. Their sum 𝐼2 has rank 2. So the set is not closed under addition.

Problem 3.9.standard Let 𝐹 be a finite field with 𝑞 elements, let 𝑛≥0 and 𝑘≥1, let 𝑐1,…,𝑐𝑘∈𝐹 be distinct, and let 𝑑1,…,𝑑𝑘∈𝐹.

  1. (a)Suppose 𝑘≤𝑛+1. Show that exactly 𝑞𝑛+1−𝑘 polynomials 𝑝∈𝐹[𝑥]≤𝑛 satisfy 𝑝(𝑐𝑖)=𝑑𝑖 for 𝑖=1,…,𝑘.
  2. (b)Suppose 𝑘>𝑛+1. Show that at most one 𝑝∈𝐹[𝑥]≤𝑛 satisfies these conditions, and that for some choice of the 𝑑𝑖 there is none.
  3. (c)How many 𝑝∈𝔽7[𝑥]≤4 satisfy 𝑝(1)=2, 𝑝(2)=3, and 𝑝(4)=0? How many of these also satisfy 𝑝(0)=0?

Solution.

Uses. Exercise 3.4.39, Proposition 3.4.16 (A pivot in every row), Proposition 3.5.2 (First properties of rank), Corollary 3.4.14 (Counting solutions), Proposition 3.4.15 (A pivot in every column), Corollary 3.1.22 (Uniqueness depends only on 𝐴), Definition 1.2.17 (Evaluation)

Techniques. Undetermined coefficients (Technique 3.1.9), Particular plus homogeneous (Technique 3.1.18)

Hint 1. Write 𝑝=𝑎0+𝑎1𝑥+⋯+𝑎𝑛𝑥𝑛. The conditions are a linear system 𝑊𝐚=𝐝 whose coefficient matrix has rows (1,𝑐𝑖,…,𝑐𝑖𝑛).
Hint 2. Exercise 3.4.39 says where 𝑊 has its pivots. Count free columns.
Sketch. The conditions are 𝑊𝐚=𝐝 with 𝑊∈𝐹𝑘×(𝑛+1), rows (1,𝑐𝑖,…,𝑐𝑖𝑛). (a) If 𝑘≤𝑛+1, 𝑊 has a pivot in every row, so rank𝑊=𝑘: the system is consistent and has 𝑛+1−𝑘 free variables, hence 𝑞𝑛+1−𝑘 solutions. (b) If 𝑘>𝑛+1, 𝑊 has a pivot in every column (at most one solution) but not in every row (some 𝐝 inconsistent). (c) 72=49 and 71=7.

Write 𝑝=𝑎0+𝑎1𝑥+⋯+𝑎𝑛𝑥𝑛, so that 𝑝 corresponds to 𝐚=(𝑎0,…,𝑎𝑛)∈𝐹𝑛+1. By Definition 1.2.17, 𝑝(𝑐𝑖)=𝑑𝑖 reads 𝑎0+𝑎1𝑐𝑖+⋯+𝑎𝑛𝑐𝑖𝑛=𝑑𝑖. So the conditions form the linear system 𝑊𝐚=𝐝, where 𝐝=(𝑑1,…,𝑑𝑘) and 𝑊∈𝐹𝑘×(𝑛+1) has rows (1,𝑐𝑖,𝑐𝑖2,…,𝑐𝑖𝑛), the matrix of Exercise 3.4.39 with 𝑚=𝑘 and 𝑑=𝑛.

(a) Since 𝑘≤𝑛+1, Exercise 3.4.39(b) shows that 𝑊𝑟 has a pivot in every row, so rank𝑊=𝑘 and the system is consistent for every 𝐝 (Proposition 3.4.16). It has (𝑛+1)−𝑘 free columns (Proposition 3.5.2(b)), so by Corollary 3.4.14(b) it has exactly 𝑞𝑛+1−𝑘 solutions. Each solution 𝐚 is one polynomial.

(b) Since 𝑘>𝑛+1, Exercise 3.4.39(a) shows that 𝑊𝑟 has a pivot in every column, so 𝑊𝐚=𝟎 has only the trivial solution (Proposition 3.4.15), and every system 𝑊𝐚=𝐝 has at most one solution (Corollary 3.1.22). By Exercise 3.4.39(b), 𝑊𝑟 does not have a pivot in every row, so some 𝑊𝐚=𝐝 is inconsistent (Proposition 3.4.16).

(c) Here 𝑞=7, 𝑛=4, and the nodes 1,2,4 are distinct, so 𝑘=3≤5 and there are 75−3=49 such polynomials. Adding the condition 𝑝(0)=0 gives 𝑘=4 distinct nodes 0,1,2,4, and 75−4=7 polynomials.

In words: each condition at a new node cuts the number of polynomials by a factor of 𝑞, until there are 𝑛+1 conditions and exactly one polynomial is left (Theorem 3.4.24).

Problem 3.10.standard Let 𝐚1,…,𝐚𝑛∈𝐹𝑚 be linearly independent, and let 𝐴∈𝐹𝑚×𝑛 have columns 𝐚1,…,𝐚𝑛.

  1. (a)Show that the pivot columns of the 𝑚×(𝑛+𝑚) matrix (𝐴|𝐼𝑚) are 1,…,𝑛 together with some columns 𝑛+𝑖1<⋯<𝑛+𝑖𝑡, and that 𝐚1,…,𝐚𝑛,𝐞𝑖1,…,𝐞𝑖𝑡 is a basis of 𝐹𝑚. Show also that 𝑛+𝑡=𝑚.
  2. (b)Carry this out for 𝐚1=(2,1,0,0) and 𝐚2=(1,1,1,0) in ℚ4, and express the standard basis vectors left out as combinations of the basis you found.
  3. (c)In the second proof of Proposition 3.5.9, the columns of 𝐴 were extended to a basis by appending, for 𝑖=1,…,𝑚 in turn, each 𝐞𝑖 not in the span of the list built so far. Show that this appends exactly 𝐞𝑖1,…,𝐞𝑖𝑡.

Solution.

Uses. Corollary 3.3.19 (Pivot columns, intrinsically), Lemma 1.5.10 (Linear dependence lemma), Proposition 1.4.14 (The span is the smallest subspace containing a list), Definition 1.6.1 (Basis), Theorem 3.5.13 (Second Fundamental Theorem, completed)

Techniques. Reduce to RREF (Technique 3.3.22)

Hint 1. By Corollary 3.3.19(a), a column is a pivot column exactly when it is not a combination of the columns before it. Apply this to the columns of (𝐴|𝐼𝑚).
Hint 2. The pivot columns are independent: none is a combination of the earlier ones. They span: every column of (𝐴|𝐼𝑚), in particular every 𝐞𝑖, is a combination of them.
Hint 3. For (c), compare the span of the list built so far with the span of all columns of (𝐴|𝐼𝑚) before column 𝑛+𝑖.
Sketch. (a) For 𝑗≤𝑛, 𝐚𝑗∉span(𝐚1,…,𝐚𝑗−1) by independence, so columns 1,…,𝑛 are pivot columns. No pivot column is a combination of earlier pivot columns, so the pivot columns are independent (Lemma 1.5.10), and every column is a combination of them (Corollary 3.3.19(b)), so their span contains 𝐞1,…,𝐞𝑚. The columns of (𝐴|𝐼𝑚) span 𝐹𝑚, so its rank is 𝑚. (b) Pivot columns 1,2,3,6: the basis 𝐚1,𝐚2,𝐞1,𝐞4, with 𝐞2=𝐚1−2𝐞1, 𝐞3=−𝐚1+𝐚2+𝐞1. (c) By induction, the list built before step 𝑖 spans the same subspace as 𝐚1,…,𝐚𝑛,𝐞1,…,𝐞𝑖−1.

(a) The columns of 𝑀=(𝐴|𝐼𝑚) are 𝐚1,…,𝐚𝑛,𝐞1,…,𝐞𝑚. By Corollary 3.3.19(a), applied to 𝑀, column 𝑗 is a pivot column if and only if it is not a linear combination of columns 1,…,𝑗−1. For 𝑗≤𝑛 these are 𝐚1,…,𝐚𝑗−1, and 𝐚𝑗 is not a combination of them because the list 𝐚1,…,𝐚𝑛 is independent (a combination would give a nontrivial relation with coefficient −1 on 𝐚𝑗). So columns 1,…,𝑛 are pivot columns; let the others be 𝑛+𝑖1<⋯<𝑛+𝑖𝑡. Let 𝒫︀=𝐚1,…,𝐚𝑛,𝐞𝑖1,…,𝐞𝑖𝑡 be the list of pivot columns, in order.

𝒫︀ is independent. No pivot column is a combination of the columns before it, so in particular none is a combination of the pivot columns before it. If 𝒫︀ were dependent, the linear dependence lemma (Lemma 1.5.10) would give an entry in the span of the earlier entries. So 𝒫︀ is independent.

𝒫︀ spans 𝐹𝑚. By Corollary 3.3.19(b), every non-pivot column of 𝑀 is a combination of the pivot columns to its left, so every column of 𝑀 lies in span(𝒫︀). In particular 𝐞1,…,𝐞𝑚∈span(𝒫︀), and since span(𝒫︀) is a subspace (Proposition 1.4.14), it contains every combination of them, which is all of 𝐹𝑚.

So 𝒫︀ is a basis of 𝐹𝑚 (Definition 1.6.1). Finally, the columns of 𝑀 span 𝐹𝑚, so rank𝑀=𝑚 by Theorem 3.5.13 ((III) ⇔ (VI)), and rank𝑀 is the number of pivot columns, 𝑛+𝑡.

(b) We apply the criterion of (a) to the columns 𝐚1,𝐚2,𝐞1,𝐞2,𝐞3,𝐞4 one at a time, without reducing.

  • 𝐚1≠𝟎 and 𝐚2 is not a multiple of 𝐚1 (third entries), as (a) predicts.
  • 𝐞1: a combination 𝑥𝐚1+𝑦𝐚2=(2𝑥+𝑦,𝑥+𝑦,𝑦,0) equal to 𝐞1 needs 𝑦=0, then 𝑥=0, and then 2𝑥+𝑦=0≠1. So column 3 is a pivot column.
  • 𝐞2=𝐚1−2𝐞1, so column 4 is not.
  • 𝐞3=−𝐚1+𝐚2+𝐞1, since (−2+1+1,−1+1,1,0)=(0,0,1,0); so column 5 is not.
  • 𝐞4: every earlier column has fourth entry 0, and so does every combination of them. So column 6 is a pivot column.

The pivot columns are 1,2,3,6, and 𝐚1,𝐚2,𝐞1,𝐞4 is a basis of ℚ4. (Row reducing (𝐴|𝐼4) confirms this: the result has pivots in columns 1,2,3,6, and its columns 4 and 5 are (1,0,−2,0) and (−1,1,1,0), the coefficients found above.)

(c) Let ℒ︀𝑖−1 be the list built before step 𝑖, and 𝑉𝑖−1=span(𝐚1,…,𝐚𝑛,𝐞1,…,𝐞𝑖−1), the span of the columns of 𝑀 before column 𝑛+𝑖. We show by induction on 𝑖 that span(ℒ︀𝑖−1)=𝑉𝑖−1. For 𝑖=1 both are span(𝐚1,…,𝐚𝑛). Suppose it holds for 𝑖. If 𝐞𝑖∈𝑉𝑖−1=span(ℒ︀𝑖−1), then ℒ︀𝑖=ℒ︀𝑖−1 and 𝑉𝑖=𝑉𝑖−1, because adding a vector of a span to the spanning list does not change the span. Otherwise 𝐞𝑖 is appended to both lists, and the spans stay equal. This completes the induction.

So the procedure appends 𝐞𝑖 exactly when 𝐞𝑖∉𝑉𝑖−1, that is, by Corollary 3.3.19(a), exactly when column 𝑛+𝑖 of 𝑀 is a pivot column. The greedy extension and the pivot columns of (𝐴|𝐼𝑚) are the same construction; the second one can be carried out by a single row reduction.

Problem 3.11.standard Let 𝑚,𝑛≥1, and let 𝐮1,…,𝐮𝑘∈𝐹𝑛 and 𝐰1,…,𝐰𝑘∈𝐹𝑚.

  1. (a)Show that there is a linear map 𝑇:𝐹𝑛→𝐹𝑚 with 𝑇(𝐮𝑗)=𝐰𝑗 for 𝑗=1,…,𝑘 if and only if every linear relation among the 𝐮𝑗 also holds among the 𝐰𝑗: whenever 𝑐1𝐮1+⋯+𝑐𝑘𝐮𝑘=𝟎, also 𝑐1𝐰1+⋯+𝑐𝑘𝐰𝑘=𝟎.
  2. (b)Suppose such a 𝑇 exists. Show that it is unique if and only if 𝐮1,…,𝐮𝑘 span 𝐹𝑛.
  3. (c)Find all such 𝑇 for 𝐮1=(1,0,1), 𝐮2=(1,1,0), 𝐮3=(3,1,2) and 𝐰1=(1,1), 𝐰2=(0,2), 𝐰3=(2,4) over ℚ. What changes if 𝐰3=(2,5)?

Solution.

Uses. Exercise 3.6.9, Proposition 2.3.17 (Every linear map 𝐹𝑛→𝐹𝑚 is some 𝑇𝐴), Definition 2.3.8 (Matrix–vector product), Definition 2.4.1 (Matrix product), Theorem 3.5.13 (Second Fundamental Theorem, completed), Proposition 3.3.8 (Properties of the output), Theorem 3.4.9 (All solutions), Exercise 3.3.57

Techniques. Undetermined coefficients (Technique 3.1.9), Reduce to RREF (Technique 3.3.22)

Hint 1. Let 𝑈 and 𝑊 be the matrices with columns 𝐮𝑗 and 𝐰𝑗, and write 𝑇=𝑇𝑋. Then the conditions say 𝑋𝑈=𝑊, and the relations among the 𝐮𝑗 are the vectors of ker𝑇𝑈.
Hint 2. Now (a) is Exercise 3.6.9. For (b), two solutions differ by a 𝑍 with 𝑍𝑈=0. If the 𝐮𝑗 do not span, the last row of an invertible 𝐺 with 𝐺𝑈=rref(𝑈) gives such a 𝑍.
Hint 3. For (c), every relation among the 𝐮𝑗 is a multiple of one basic solution. Build 𝑋 from 𝐺 as in the proof of Exercise 3.6.9.
Sketch. With 𝑇=𝑇𝑋, the conditions are 𝑋𝑈=𝑊, and “relations transfer” is ker𝑇𝑈⊆ker𝑇𝑊; (a) is Exercise 3.6.9. (b) If the 𝐮𝑗 span, 𝑍𝑈=0 forces 𝑍=0. If not, rank𝑈<𝑛, row 𝑛 of rref(𝑈)=𝐺𝑈 is zero, and 𝐳= row 𝑛 of 𝐺 is nonzero with 𝐳𝑈=𝟎; adding 𝐳 to the first row of 𝑋 gives another solution. (c) The relations are the multiples of (2,1,−1), and 2𝐰1+𝐰2−𝐰3=𝟎; the solutions are 𝑋=(1−10110)+(𝛼𝛽)(−111). With 𝐰3=(2,5) there is none.

Let 𝑈∈𝐹𝑛×𝑘 and 𝑊∈𝐹𝑚×𝑘 have columns 𝐮1,…,𝐮𝑘 and 𝐰1,…,𝐰𝑘. Every linear map 𝑇:𝐹𝑛→𝐹𝑚 is 𝑇𝑋 for exactly one 𝑋∈𝐹𝑚×𝑛 (Proposition 2.3.17), and column 𝑗 of 𝑋𝑈 is 𝑋𝐮𝑗 (Definition 2.4.1). So 𝑇𝑋(𝐮𝑗)=𝐰𝑗 for all 𝑗 if and only if 𝑋𝑈=𝑊. By Definition 2.3.8, a relation ∑𝑗𝑐𝑗𝐮𝑗=𝟎 is a vector 𝐜∈ker𝑇𝑈, and it holds among the 𝐰𝑗 exactly when 𝐜∈ker𝑇𝑊.

(a) So the condition on relations says ker𝑇𝑈⊆ker𝑇𝑊, and the existence of 𝑇 says 𝑊=𝑋𝑈 for some 𝑋. These are equivalent by Exercise 3.6.9(a), applied with 𝐴=𝑈 and 𝐵=𝑊.

(b) Let 𝑋𝑈=𝑊. Another matrix 𝑋′ satisfies 𝑋′𝑈=𝑊 if and only if 𝑍=𝑋′−𝑋 satisfies 𝑍𝑈=0. So 𝑇 is unique if and only if 𝑍𝑈=0 forces 𝑍=0.

Suppose the 𝐮𝑗 span 𝐹𝑛, and 𝑍𝑈=0. Then 𝑍𝐮𝑗=𝟎 for every 𝑗, so 𝑍𝐯=𝟎 for every combination 𝐯 of the 𝐮𝑗, which is every 𝐯∈𝐹𝑛. In particular every column 𝑍𝐞𝑖 of 𝑍 is zero, and 𝑍=0.

Suppose the 𝐮𝑗 do not span 𝐹𝑛. By Theorem 3.5.13 ((III) ⇔ (VI)), rank𝑈<𝑛, so row 𝑛 of rref(𝑈) is zero (Proposition 3.3.8(a)). Let 𝐺 be invertible with 𝐺𝑈=rref(𝑈), and let 𝐳 be row 𝑛 of 𝐺. Then 𝐳𝑈 is row 𝑛 of 𝐺𝑈, which is zero, and 𝐳≠𝟎 since 𝐺 is invertible. Let 𝑍∈𝐹𝑚×𝑛 have first row 𝐳 and all other rows zero. Then 𝑍≠0 and 𝑍𝑈=0 (its first row is 𝐳𝑈=𝟎), so 𝑋+𝑍 is a second solution.

(c) Row reducing 𝑈 (adding −1 times row 1 to row 3, then −1 times row 2 to row 1 and row 2 to row 3) gives

𝑈=(113011102),rref(𝑈)=(102011000),𝐺=(1−10010−111).

The basic solution is (−2,−1,1), so by Theorem 3.4.9 the relations among the 𝐮𝑗 are exactly the multiples of −2𝐮1−𝐮2+𝐮3=𝟎. And −2𝐰1−𝐰2+𝐰3=(−2,−2)−(0,2)+(2,4)=𝟎, so by (a) a map exists. Following the proof of Exercise 3.6.9, let 𝑌 have columns 𝐰1,𝐰2 (the 𝐰’s at the pivot columns 1,2) and 𝟎; then

𝑋=𝑌𝐺=(100120)(1−10010−111)=(1−10110).

Check: 𝑋𝐮1=(1,1), 𝑋𝐮2=(1−1,1+1)=(0,2), 𝑋𝐮3=(3−1,3+1)=(2,4). Since rank𝑈=2<3, 𝑇 is not unique. By (b) and its proof, the other solutions differ from 𝑋 by matrices 𝑍 with 𝑍𝑈=0, that is, whose rows 𝐳 satisfy 𝐳𝑈=𝟎. By Exercise 3.3.57 these rows are the multiples of the last row (−1,1,1) of 𝐺. So the maps are exactly

𝑇(𝐱)=(1−10110)𝐱+(𝛼𝛽)(−𝑥1+𝑥2+𝑥3)(𝛼,𝛽∈ℚ).

If 𝐰3=(2,5), then −2𝐰1−𝐰2+𝐰3=(0,1)≠𝟎: the relation among the 𝐮𝑗 fails for the 𝐰𝑗, so by (a) there is no such map.

Problem 3.12.standard For 𝐴=(𝑎𝑏𝑐𝑑)∈𝐹2×2, define 𝐶𝐴:𝐹2×2→𝐹2×2 by 𝐶𝐴(𝑋)=𝐴𝑋−𝑋𝐴.

  1. (a)Show that 𝐶𝐴 is linear, and find its matrix 𝑀 with respect to the basis 𝐞1𝐞1𝖳,𝐞1𝐞2𝖳,𝐞2𝐞1𝖳,𝐞2𝐞2𝖳 of matrix units.
  2. (b)Show that rank𝑀=0 if 𝐴 is a scalar multiple of 𝐼2, and rank𝑀=2 otherwise.
  3. (c)For 𝐴=(1101), find all 𝑋 with 𝐴𝑋=𝑋𝐴, and all matrices of the form 𝐴𝑋−𝑋𝐴.

Solution.

Uses. Lemma 2.4.24 (Matrix units), Definition 2.3.1 (Matrix of a linear map), Proposition 2.4.14 (Algebra of matrices), Proposition 3.5.2 (First properties of rank), Definition 1.3.10 (Span)

Techniques. Translate between maps and matrices (Technique 2.3.27), Reduce to RREF (Technique 3.3.22)

Hint 1. Column 𝑗 of 𝑀 is the coordinate vector of 𝐶𝐴 applied to the 𝑗th matrix unit. Compute 𝐴𝐞𝑖𝐞𝑗𝖳−𝐞𝑖𝐞𝑗𝖳𝐴 entry by entry, or compute 𝐶𝐴(𝑋) for a general 𝑋 and read off the coefficients.
Hint 2. For (b), use Proposition 3.5.2(d): count the columns of 𝑀 that are not combinations of the earlier ones. Split into the cases 𝑐≠0; 𝑐=0,𝑏≠0; 𝑏=𝑐=0.
Sketch. 𝐶𝐴(𝑋) has entries 𝑏𝑥21−𝑐𝑥12, −𝑏𝑥11+(𝑎−𝑑)𝑥12+𝑏𝑥22, 𝑐𝑥11+(𝑑−𝑎)𝑥21−𝑐𝑥22, 𝑐𝑥12−𝑏𝑥21, so 𝑀 has columns 𝐦1=(0,−𝑏,𝑐,0), 𝐦2=(−𝑐,𝑎−𝑑,0,𝑐), 𝐦3=(𝑏,0,𝑑−𝑎,−𝑏), 𝐦4=−𝐦1. Column 4 never counts. If 𝑐≠0: 𝐦1,𝐦2 count, 𝐦3=((𝑑−𝑎)/𝑐)𝐦1−(𝑏/𝑐)𝐦2 does not. If 𝑐=0≠𝑏: 𝐦1 and 𝐦3 count. If 𝑏=𝑐=0: rank 2 when 𝑎≠𝑑, and 𝑀=0 when 𝑎=𝑑. (c) 𝐶𝐴(𝑋)=(𝑥21𝑥22−𝑥110−𝑥21): kernel span(𝐼2,𝐴), image the 𝑌 with 𝑦21=0 and 𝑦11+𝑦22=0.

(a) By the distributive laws for matrix multiplication (Proposition 2.4.14), 𝐶𝐴(𝑋+𝑋′)=𝐴𝑋+𝐴𝑋′−𝑋𝐴−𝑋′𝐴=𝐶𝐴(𝑋)+𝐶𝐴(𝑋′) and 𝐶𝐴(𝑡𝑋)=𝑡𝐶𝐴(𝑋), so 𝐶𝐴 is linear. For 𝑋=(𝑥11𝑥12𝑥21𝑥22),

𝐴𝑋−𝑋𝐴=(𝑎𝑥11+𝑏𝑥21𝑎𝑥12+𝑏𝑥22𝑐𝑥11+𝑑𝑥21𝑐𝑥12+𝑑𝑥22)−(𝑎𝑥11+𝑐𝑥12𝑏𝑥11+𝑑𝑥12𝑎𝑥21+𝑐𝑥22𝑏𝑥21+𝑑𝑥22),

so

𝐶𝐴(𝑋)=(𝑏𝑥21−𝑐𝑥12−𝑏𝑥11+(𝑎−𝑑)𝑥12+𝑏𝑥22𝑐𝑥11+(𝑑−𝑎)𝑥21−𝑐𝑥22𝑐𝑥12−𝑏𝑥21).

The coordinates of 𝑋 in the basis of matrix units are (𝑥11,𝑥12,𝑥21,𝑥22) (Lemma 2.4.24(a)), so by Definition 2.3.1, 𝑀 is the matrix taking these coordinates to those of 𝐶𝐴(𝑋):

𝑀=(0−𝑐𝑏0−𝑏𝑎−𝑑0𝑏𝑐0𝑑−𝑎−𝑐0𝑐−𝑏0).

Its columns are 𝐦1=(0,−𝑏,𝑐,0), 𝐦2=(−𝑐,𝑎−𝑑,0,𝑐), 𝐦3=(𝑏,0,𝑑−𝑎,−𝑏), and 𝐦4=(0,𝑏,−𝑐,0)=−𝐦1.

(b) By Proposition 3.5.2(d), rank𝑀 is the number of 𝑗 with 𝐦𝑗∉span(𝐦1,…,𝐦𝑗−1). Since 𝐦4=−𝐦1, 𝑗=4 never counts.

Case 𝑐≠0. Then 𝐦1≠𝟎, so 𝑗=1 counts; and 𝐦2∉span(𝐦1), since its first entry is −𝑐≠0 while that of 𝐦1 is 0. But 𝐦3 is a combination of 𝐦1 and 𝐦2:

𝑑−𝑎𝑐𝐦1−𝑏𝑐𝐦2=(𝑏,−(𝑑−𝑎)𝑏/𝑐−(𝑎−𝑑)𝑏/𝑐,𝑑−𝑎,−𝑏)=(𝑏,0,𝑑−𝑎,−𝑏)=𝐦3.

So rank𝑀=2.

Case 𝑐=0, 𝑏≠0. Then 𝐦1=(0,−𝑏,0,0)≠𝟎 counts, 𝐦2=(0,𝑎−𝑑,0,0) is a multiple of 𝐦1, and 𝐦3=(𝑏,0,𝑑−𝑎,−𝑏) is not in span(𝐦1,𝐦2), whose vectors have first entry 0. So rank𝑀=2.

Case 𝑏=𝑐=0. Then 𝐦1=𝟎, 𝐦2=(0,𝑎−𝑑,0,0), 𝐦3=(0,0,𝑑−𝑎,0). If 𝑎≠𝑑, then 𝑗=2 and 𝑗=3 count, and rank𝑀=2. If 𝑎=𝑑, then 𝑀=0 and rank𝑀=0.

The case 𝑏=𝑐=0, 𝑎=𝑑 is exactly 𝐴=𝑎𝐼2. So rank𝑀=0 for scalar 𝐴 and rank𝑀=2 otherwise.

(c) Here 𝑎=𝑏=𝑑=1 and 𝑐=0, so by (a)

𝐶𝐴(𝑋)=(𝑥21𝑥22−𝑥110−𝑥21).

So 𝐴𝑋=𝑋𝐴 if and only if 𝑥21=0 and 𝑥11=𝑥22, that is, 𝑋=(𝑠𝑡0𝑠)=(𝑠−𝑡)𝐼2+𝑡𝐴 for some 𝑠,𝑡. The matrices commuting with 𝐴 are exactly those in span(𝐼2,𝐴). The image consists of matrices 𝑌 with 𝑦21=0 and 𝑦22=−𝑦11, and every such 𝑌 is an image: take 𝑥21=𝑦11, 𝑥22=𝑦12, 𝑥11=𝑥12=0. So the image is {𝑌|𝑦21=0,𝑦11+𝑦22=0}. Both descriptions use two parameters, matching rank𝑀=2 and the 4−2 free columns.

Problem 3.13.standard For 𝑝=𝑎0+𝑎1𝑥+𝑎2𝑥2+𝑎3𝑥3∈ℝ[𝑥]≤3, write 𝑝′=𝑎1+2𝑎2𝑥+3𝑎3𝑥2 and 𝑝″=2𝑎2+6𝑎3𝑥. Given values 𝑑0,𝑑1,𝑑2∈ℝ, a natural cubic spline through (−1,𝑑0), (0,𝑑1), (1,𝑑2) is a pair (𝑝,𝑞) of polynomials in ℝ[𝑥]≤3 (the pieces on [−1,0] and on [0,1]) such that

𝑝(−1)=𝑑0,𝑝(0)=𝑞(0)=𝑑1,𝑞(1)=𝑑2,𝑝′(0)=𝑞′(0),𝑝″(0)=𝑞″(0),𝑝″(−1)=𝑞″(1)=0.
  1. (a)Show that these conditions form a square linear system in the coefficients of 𝑝 and 𝑞.
  2. (b)Show that for all 𝑑0,𝑑1,𝑑2 there is exactly one natural cubic spline.
  3. (c)Find the spline for (𝑑0,𝑑1,𝑑2)=(0,1,0). Use (b) to shorten the computation.

Solution.

Hint 1. Count: eight coefficients, and the conditions 𝑝(0)=𝑑1=𝑞(0) count as two equations.
Hint 2. For (b), it suffices to solve the homogeneous system. The conditions at 0 say that 𝑝 and 𝑞 have the same coefficients of 1, 𝑥, and 𝑥2.
Hint 3. For (c), if (𝑝,𝑞) is the spline for symmetric data, then so is the pair (𝑞̃,𝑝̃), where 𝑞̃(𝑡)=𝑞(−𝑡) and 𝑝̃(𝑡)=𝑝(−𝑡). Uniqueness then says that 𝑝(𝑡)=𝑞(−𝑡).
Sketch. (a) Eight linear equations (𝑝(−1), 𝑝(0), 𝑞(0), 𝑞(1), two matching conditions, two end conditions) in eight coefficients. (b) Homogeneous: 𝑎0=𝑏0=0, 𝑎1=𝑏1=𝑢, 𝑎2=𝑏2=𝑤; the end conditions give 𝑎3=𝑤/3, 𝑏3=−𝑤/3; then 𝑝(−1)=0 gives 𝑢=2𝑤/3 and 𝑞(1)=0 gives 𝑢=−2𝑤/3, so 𝑢=𝑤=0. By Corollary 3.4.20 every system has exactly one solution. (c) By symmetry and uniqueness 𝑝(𝑡)=𝑞(−𝑡), so 𝑏1=0, and 𝑞(1)=0, 𝑞″(1)=0 give 𝑞=1−32𝑥2+12𝑥3, 𝑝=1−32𝑥2−12𝑥3.

Write 𝑝=𝑎0+𝑎1𝑥+𝑎2𝑥2+𝑎3𝑥3 and 𝑞=𝑏0+𝑏1𝑥+𝑏2𝑥2+𝑏3𝑥3.

(a) By Definition 1.2.17 and the formulas for 𝑝′ and 𝑝″, the conditions read

𝑎0−𝑎1+𝑎2−𝑎3=𝑑0,𝑎0=𝑑1,𝑏0=𝑑1,𝑏0+𝑏1+𝑏2+𝑏3=𝑑2,𝑎1=𝑏1,2𝑎2=2𝑏2,2𝑎2−6𝑎3=0,2𝑏2+6𝑏3=0.

These are eight linear equations in the eight unknowns 𝑎0,…,𝑎3,𝑏0,…,𝑏3.

(b) By Corollary 3.4.20 ((iv) ⇒ (vi)) it suffices to show that the homogeneous system, with 𝑑0=𝑑1=𝑑2=0, has only the trivial solution. Its equations give 𝑎0=𝑏0=0, 𝑎1=𝑏1≕𝑢, 𝑎2=𝑏2≕𝑤, 𝑎3=𝑤/3, and 𝑏3=−𝑤/3. The two remaining equations become

−𝑢+𝑤−𝑤3=0and𝑢+𝑤−𝑤3=0,

that is, 𝑢=2𝑤/3 and 𝑢=−2𝑤/3. So 4𝑤/3=0, hence 𝑤=0 and 𝑢=0, and all eight coefficients vanish. Therefore every system of this form, for every 𝑑0,𝑑1,𝑑2, has exactly one solution.

(c) Let (𝑝,𝑞) be the spline for (0,1,0). Define 𝑝̃=∑𝑘(−1)𝑘𝑎𝑘𝑥𝑘 and 𝑞̃=∑𝑘(−1)𝑘𝑏𝑘𝑥𝑘, so that 𝑝̃(𝑡)=𝑝(−𝑡) and 𝑞̃(𝑡)=𝑞(−𝑡) for all 𝑡. From the formulas, 𝑞̃′(𝑡)=−𝑞′(−𝑡) and 𝑞̃″(𝑡)=𝑞″(−𝑡), and likewise for 𝑝̃. We check that (𝑞̃,𝑝̃) is also a natural cubic spline for (0,1,0):

  • 𝑞̃(−1)=𝑞(1)=0, 𝑞̃(0)=𝑞(0)=1=𝑝(0)=𝑝̃(0), and 𝑝̃(1)=𝑝(−1)=0;
  • 𝑞̃′(0)=−𝑞′(0)=−𝑝′(0)=𝑝̃′(0) and 𝑞̃″(0)=𝑞″(0)=𝑝″(0)=𝑝̃″(0);
  • 𝑞̃″(−1)=𝑞″(1)=0 and 𝑝̃″(1)=𝑝″(−1)=0.

By the uniqueness in (b), (𝑞̃,𝑝̃)=(𝑝,𝑞), so 𝑎𝑘=(−1)𝑘𝑏𝑘 for every 𝑘.

So it remains to find 𝑞. From 𝑎1=−𝑏1 and 𝑎1=𝑏1 we get 𝑏1=0; and 𝑏0=1. The conditions 𝑞(1)=0 and 𝑞″(1)=0 give 1+𝑏2+𝑏3=0 and 2𝑏2+6𝑏3=0, so 𝑏2=−3𝑏3 and 1−2𝑏3=0: 𝑏3=1/2, 𝑏2=−3/2. Hence

𝑞=1−32𝑥2+12𝑥3,𝑝=1−32𝑥2−12𝑥3.

Check the conditions not used: 𝑝(−1)=1−3/2+1/2=0 and 𝑝″(−1)=−3−3⋅(−1)=0. The spline is the function 𝑡↦1−32𝑡2+12|𝑡|3 on [−1,1].

The same holds for any nodes 𝑡0<𝑡1<⋯<𝑡𝑁, with one cubic on each interval. Counting conditions again gives a square system, and uniqueness follows from an integration by parts: for a homogeneous spline 𝑠, ∫(𝑠″)2=0, so 𝑠″ vanishes, 𝑠 is linear on each interval and zero at the nodes. Solving the system by hand would be hopeless, but uniqueness is enough.

Problem 3.14.standard Let 𝐴∈𝐹𝑘×𝑘 be invertible, 𝐵∈𝐹𝑘×ℓ, 𝐶∈𝐹ℓ×𝑘, 𝐷∈𝐹ℓ×ℓ, and

𝑀=(𝐴𝐵𝐶𝐷),𝑆=𝐷−𝐶𝐴−1𝐵∈𝐹ℓ×ℓ.

The matrix 𝑆 is the Schur complement of 𝐴 in 𝑀.

  1. (a)Find invertible block matrices 𝑃 and 𝑄 with 𝑃𝑀𝑄=(𝐴00𝑆).
  2. (b)Deduce that rank𝑀=𝑘+rank𝑆. In particular, 𝑀 is invertible if and only if 𝑆 is.
  3. (c)For which 𝑡∈ℚ does the following matrix have rank 4?

    𝑀𝑡=(1210340110𝑡1011𝑡)

Solution.

Uses. Theorem 2.4.34 (Block multiplication), Definition 2.5.12 (Invertible), Proposition 3.5.2 (First properties of rank), Exercise 3.5.41, Exercise 3.5.36, Corollary 3.5.25 (The invertible matrix theorem), Theorem 3.5.14 (Third Fundamental Theorem, completed)

Techniques. Block decomposition (Technique 2.4.35), Reduce to RREF (Technique 3.3.22)

Hint 1. Imitate one pass of elimination with blocks: subtract 𝐶𝐴−1 times the first block row from the second. Then clear 𝐵 with a block column operation.
Hint 2. 𝑃=(𝐼𝑘0−𝐶𝐴−1𝐼ℓ) and 𝑄=(𝐼𝑘−𝐴−1𝐵0𝐼ℓ). Their inverses change the sign of the off-diagonal block.
Hint 3. Rank is unchanged by invertible factors on both sides, and Exercise 3.5.36 computes the rank of a block diagonal matrix.
Sketch. 𝑃𝑀=(𝐴𝐵0𝑆) and (𝑃𝑀)𝑄=(𝐴00𝑆), with 𝑃, 𝑄 invertible (flip the sign of the off-diagonal block). So rank𝑀=rank(𝐴00𝑆)=rank𝐴+rank𝑆=𝑘+rank𝑆. 𝑀 is invertible iff rank𝑀=𝑘+ℓ iff rank𝑆=ℓ. (c) 𝐴=(1234), 𝐵=𝐶=𝐼2, 𝑆=𝐷−𝐴−1=(𝑡+20−1/2𝑡+1/2), which has rank 2 unless 𝑡=−2 or 𝑡=−1/2.

(a) Let

𝑃=(𝐼𝑘0−𝐶𝐴−1𝐼ℓ),𝑄=(𝐼𝑘−𝐴−1𝐵0𝐼ℓ).

By block multiplication (Theorem 2.4.34),

𝑃𝑀=(𝐴𝐵−𝐶𝐴−1𝐴+𝐶−𝐶𝐴−1𝐵+𝐷)=(𝐴𝐵0𝑆),(𝑃𝑀)𝑄=(𝐴−𝐴𝐴−1𝐵+𝐵0𝑆)=(𝐴00𝑆).

𝑃 is invertible: (𝐼𝑘0𝐶𝐴−1𝐼ℓ) is a two-sided inverse, since both products have off-diagonal block 𝐶𝐴−1−𝐶𝐴−1=0 and identity diagonal blocks. Likewise (𝐼𝑘𝐴−1𝐵0𝐼ℓ) is a two-sided inverse of 𝑄 (Definition 2.5.12).

(b) Left multiplication by an invertible matrix does not change the rank (Proposition 3.5.2(c)), and neither does right multiplication (Exercise 3.5.41(c)). So by (a) and Exercise 3.5.36(a),

rank𝑀=rank(𝐴00𝑆)=rank𝐴+rank𝑆=𝑘+rank𝑆,

where rank𝐴=𝑘 because 𝐴 is invertible (Theorem 3.5.14). 𝑀 is square of size 𝑘+ℓ, so it is invertible if and only if rank𝑀=𝑘+ℓ (Corollary 3.5.25), if and only if rank𝑆=ℓ, if and only if 𝑆 is invertible.

(c) Here 𝐴=(1234), 𝐵=𝐶=𝐼2, and 𝐷=(𝑡11𝑡). Row reducing (𝐴|𝐼2) gives 𝐴−1=(−213/2−1/2) (check: (1234)(−213/2−1/2)=(−2+31−1−6+63−2)=𝐼2). So

𝑆=𝐷−𝐴−1=(𝑡+20−1/2𝑡+1/2).

If 𝑡≠−2 and 𝑡≠−1/2, the first column of 𝑆 is nonzero, and the second column (0,𝑡+1/2) is not a multiple of it (a multiple 𝑐(𝑡+2,−1/2) with first entry 0 needs 𝑐=0), so rank𝑆=2 (Proposition 3.5.2(d)). If 𝑡=−2, then 𝑆=(00−1/2−3/2), and if 𝑡=−1/2, then 𝑆=(3/20−1/20); in both cases the two columns are proportional and rank𝑆=1. By (b), rank𝑀𝑡=4 for 𝑡∉{−2,−1/2}, and rank𝑀𝑡=3 for those two values.

Problem 3.15.hard An electrical network has nodes 0,1,…,𝑛. Some pairs of nodes are joined by a resistor; let 𝑐𝑖𝑗=𝑐𝑗𝑖>0 be the conductance (the reciprocal of the resistance) if 𝑖 and 𝑗 are joined, and 𝑐𝑖𝑗=0 otherwise, with 𝑐𝑖𝑖=0. The network is connected: any node can be reached from any other along resistors. Node 0 is grounded, so its potential is 𝑣0=0. An external source injects a current 𝑠𝑖 into node 𝑖 for 𝑖=1,…,𝑛. By Ohm’s law, the current from 𝑖 to 𝑗 through their resistor is 𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗), and Kirchhoff’s current law at node 𝑖 says

∑𝑗=0𝑛𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗)=𝑠𝑖(𝑖=1,…,𝑛).
  1. (a)Show that for every 𝐬∈ℝ𝑛 there is exactly one vector of potentials 𝐯=(𝑣1,…,𝑣𝑛) satisfying these equations.
  2. (b)Show that the current flowing into the ground node through the resistors is automatically 𝑠1+⋯+𝑠𝑛.
  3. (c)In the network of Figure 3.1, one ampere is injected at node 2. Find the potentials, the current through the diagonal resistor, and the effective resistance between nodes 2 and 0, which is 𝑣2 divided by the injected current.

    Figure 3.1. Four nodes on a square with one diagonal. The resistor between nodes 0 and 1 has resistance 1/2 Ω (conductance 2); the other four have resistance 1 Ω.

Solution.

Hint 1. The system is square. By Corollary 3.4.20 it suffices to show that with all 𝑠𝑖=0 the only solution is 𝐯=𝟎.
Hint 2. For a homogeneous solution, multiply equation 𝑖 by 𝑣𝑖 and add over 𝑖=1,…,𝑛. You may add the term for 𝑖=0 for free, since 𝑣0=0. Pair the term (𝑖,𝑗) with the term (𝑗,𝑖).
Hint 3. You should get ∑𝑖,𝑗𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗)2=0. A sum of nonnegative terms vanishes only if every term does. Then use connectedness.
Sketch. (a) 𝑛 equations, 𝑛 unknowns. For 𝐬=𝟎: 0=∑𝑖=0𝑛𝑣𝑖∑𝑗𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗), and symmetrizing in 𝑖,𝑗 gives 12∑𝑖,𝑗𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗)2=0. So 𝑣𝑖=𝑣𝑗 whenever 𝑐𝑖𝑗>0, hence all potentials equal 𝑣0=0 by connectedness, and Corollary 3.4.20 gives existence and uniqueness. (b) The double sum ∑𝑖,𝑗𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗) over all nodes is 0 by antisymmetry. (c) 4𝑣1−𝑣2−𝑣3=0, −𝑣1+2𝑣2−𝑣3=1, −𝑣1−𝑣2+3𝑣3=0 give 𝐯=(4,11,5)/13; the diagonal carries 1/13 A from 3 to 1; the effective resistance is 11/13 Ω.

Throughout, sums over 𝑖 or 𝑗 run over all nodes 0,…,𝑛 unless stated otherwise, and 𝑣0=0.

(a) The equations are linear in 𝑣1,…,𝑣𝑛 (the terms with 𝑗=0 contribute 𝑐𝑖0𝑣𝑖), and there are 𝑛 of them, so the system is square. By Corollary 3.4.20 ((iv) ⇒ (vi)) it suffices to show that the homogeneous system, with every 𝑠𝑖=0, has only the trivial solution.

Let 𝐯 solve the homogeneous system. Multiply equation 𝑖 by 𝑣𝑖 and add over 𝑖=1,…,𝑛. We may also add the term with 𝑖=0, which is 𝑣0∑𝑗𝑐0𝑗(𝑣0−𝑣𝑗)=0 because 𝑣0=0, whatever the inner sum is. So

𝐸≔∑𝑖∑𝑗𝑐𝑖𝑗𝑣𝑖(𝑣𝑖−𝑣𝑗)=0.

Renaming 𝑖 and 𝑗 and using 𝑐𝑗𝑖=𝑐𝑖𝑗, the same sum is 𝐸=∑𝑖∑𝑗𝑐𝑖𝑗𝑣𝑗(𝑣𝑗−𝑣𝑖). Adding the two expressions,

0=2𝐸=∑𝑖∑𝑗𝑐𝑖𝑗(𝑣𝑖(𝑣𝑖−𝑣𝑗)−𝑣𝑗(𝑣𝑖−𝑣𝑗))=∑𝑖∑𝑗𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗)2.

Every term is a nonnegative real number, so every term is 0: whenever 𝑖 and 𝑗 are joined, 𝑐𝑖𝑗>0 forces 𝑣𝑖=𝑣𝑗. Since the network is connected, every node 𝑖 is joined to node 0 by a path of resistors, along which the potential does not change; so 𝑣𝑖=𝑣0=0. Thus the homogeneous system has only the trivial solution, and for every 𝐬 there is exactly one solution.

(b) The current flowing out of node 0 through the resistors is ∑𝑗𝑐0𝑗(𝑣0−𝑣𝑗). Now

∑𝑖∑𝑗𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗)=0,

because the terms (𝑖,𝑗) and (𝑗,𝑖) cancel: 𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗)+𝑐𝑗𝑖(𝑣𝑗−𝑣𝑖)=0. Splitting off 𝑖=0 and using the equations at the other nodes,

∑𝑗𝑐0𝑗(𝑣0−𝑣𝑗)=−∑𝑖=1𝑛𝑠𝑖.

So a current 𝑠1+⋯+𝑠𝑛 flows into the ground node, as conservation of charge requires; the equation at node 0 is a consequence of the others, just as one balance equation was redundant in Exercise 3.1.38.

(c) The conductances are 𝑐01=2 and 𝑐12=𝑐23=𝑐30=𝑐13=1, and 𝐬=(0,1,0). The equations at nodes 1, 2, 3 are

2𝑣1+(𝑣1−𝑣2)+(𝑣1−𝑣3)=0,that is,4𝑣1−𝑣2−𝑣3=0,(𝑣2−𝑣1)+(𝑣2−𝑣3)=1,that is,−𝑣1+2𝑣2−𝑣3=1,(𝑣3−𝑣2)+𝑣3+(𝑣3−𝑣1)=0,that is,−𝑣1−𝑣2+3𝑣3=0.

The first gives 𝑣2=4𝑣1−𝑣3; then the third gives −5𝑣1+4𝑣3=0, so 𝑣3=5𝑣1/4 and 𝑣2=11𝑣1/4. The second becomes (−4+22−5)𝑣1/4=1, so 𝑣1=4/13. Hence

𝑣1=413,𝑣2=1113,𝑣3=513.

Check: −4+22−5=13 in the second equation, and −4−11+15=0 in the third. The current through the diagonal is 𝑐31(𝑣3−𝑣1)=1/13 A, from node 3 to node 1. The effective resistance between nodes 2 and 0 is 𝑣2/1=11/13 Ω.

The argument in (a) follows the same strategy as the uniqueness of the plate temperatures in Exercise 3.1.47, with an energy in place of a maximum. In physical terms, 12∑𝑖,𝑗𝑐𝑖𝑗(𝑣𝑖−𝑣𝑗)2 is the power dissipated in the resistors, and a network with no sources dissipates no power only if no current flows.

Problem 3.16.hard For 𝑛≥1, let 𝑃𝑛∈𝐹𝑛×𝑛 have entry 1 in every position (𝑖,𝑗) with |𝑖−𝑗|≤1, and 0 elsewhere.

  1. (a)Show that, over every field 𝐹, 𝑃𝑛 is invertible if and only if 𝑛 is not congruent to 2 modulo 3.
  2. (b)Over 𝔽2, 𝑃𝑛 is the matrix of “lights out” on a row of 𝑛 lamps, where pressing a lamp toggles it and its immediate neighbors (compare Exercise 3.1.40). Suppose 𝑛≡2mod3. Show that a pattern 𝐲∈𝔽2𝑛 of lit lamps can be switched off if and only if the number of lit lamps in positions not divisible by 3 is even. You may use Exercise 3.5.37.

Solution.

Hint 1. 𝑃𝑛 is square, so it is invertible if and only if 𝑃𝑛𝐱=𝟎 forces 𝐱=𝟎. Treat 𝑥1 as a parameter: the first 𝑛−1 equations then determine 𝑥2,…,𝑥𝑛 one at a time.
Hint 2. The forced values are 𝑥1 times the sequence 𝑢1=1, 𝑢2=−1, 𝑢𝑖+1=−𝑢𝑖−𝑢𝑖−1, which is 1,−1,0,1,−1,0,…. The last equation then says −𝑥1𝑢𝑛+1=0, where 𝑢𝑛+1 continues the sequence.
Hint 3. For (b), 𝑃𝑛 is symmetric, so 𝐳𝖳𝑃𝑛=𝟎 means 𝑃𝑛𝐳=𝟎. Over 𝔽2 the only nonzero such 𝐳 is (1,1,0,1,1,0,…,1,1).
Sketch. (a) For 𝑛≥2, the first 𝑛−1 equations of 𝑃𝑛𝐱=𝟎 hold exactly for 𝐱=𝑥1𝐮 with 𝐮=(𝑢1,…,𝑢𝑛), 𝑢𝑖=1,−1,0 according as 𝑖≡1,2,0mod3. The last equation is 𝑥1(𝑢𝑛−1+𝑢𝑛)=−𝑥1𝑢𝑛+1=0. If 𝑛≢2, 𝑢𝑛+1=±1 forces 𝑥1=0, so 𝑃𝑛 is invertible (Corollary 3.4.20); if 𝑛≡2, 𝐮 is a nonzero kernel vector. (b) 𝑃𝑛𝐱=𝐲 is unsolvable iff some 𝐳 has 𝑃𝑛𝐳=𝟎 and 𝐳𝖳𝐲≠0; the only candidate is 𝐳=𝐮=(1,1,0,…,1,1), and 𝐮𝖳𝐲 counts the lit lamps in positions not divisible by 3, modulo 2.

(a) For 𝑛=1, 𝑃1=(1) is invertible, and 1≢2mod3. Let 𝑛≥2. Since 𝑃𝑛 is square, it is invertible if and only if 𝑃𝑛𝐱=𝟎 has only the trivial solution (Corollary 3.4.20). The equations of 𝑃𝑛𝐱=𝟎 are

𝑥1+𝑥2=0,𝑥𝑖−1+𝑥𝑖+𝑥𝑖+1=0(2≤𝑖≤𝑛−1),𝑥𝑛−1+𝑥𝑛=0.

Define 𝑢1=1, 𝑢2=−1, and 𝑢𝑖+1=−𝑢𝑖−𝑢𝑖−1 for 𝑖≥2. Then 𝑢3=1−1=0, 𝑢4=0+1=1, 𝑢5=−1−0=−1, and by induction the sequence repeats with period 3:

𝑢𝑖=1,−1,0according as𝑖≡1,2,0mod3.

(Indeed, if 𝑢𝑖−1,𝑢𝑖,𝑢𝑖+1 is 1,−1,0 or −1,0,1 or 0,1,−1, then 𝑢𝑖+2=−𝑢𝑖+1−𝑢𝑖 continues the pattern.)

The first 𝑛−1 equations. We claim that they hold exactly for the vectors 𝐱=𝑡𝐮, 𝑡∈𝐹, where 𝐮=(𝑢1,…,𝑢𝑛). If they hold, put 𝑡=𝑥1. The first equation gives 𝑥2=−𝑡=𝑡𝑢2, and equation 𝑖 gives 𝑥𝑖+1=−𝑥𝑖−𝑥𝑖−1, so by induction 𝑥𝑖=𝑡𝑢𝑖 for all 𝑖≤𝑛. Conversely, 𝑡𝐮 satisfies them by the definition of the sequence.

The last equation. For 𝐱=𝑡𝐮 it reads 𝑡(𝑢𝑛−1+𝑢𝑛)=0, that is, −𝑡𝑢𝑛+1=0. If 𝑛≢2mod3, then 𝑛+1≢0, so 𝑢𝑛+1=±1 and 𝑡=0: only the trivial solution, and 𝑃𝑛 is invertible. If 𝑛≡2mod3, then 𝑢𝑛+1=0, so 𝐮≠𝟎 solves 𝑃𝑛𝐱=𝟎, and 𝑃𝑛 is not invertible. Nothing in the argument depends on the field.

(b) As in Exercise 3.1.40, a set of presses 𝐱∈𝔽2𝑛 switches off the pattern 𝐲 exactly when 𝑃𝑛𝐱=𝐲: lamp 𝑖 is toggled by presses at 𝑖−1, 𝑖, 𝑖+1. Let 𝑛≡2mod3. By (a), ker𝑇𝑃𝑛={𝑡𝐮|𝑡∈𝔽2}={𝟎,𝐮}, where, since −1=1 in 𝔽2,

𝐮=(1,1,0,1,1,0,…,1,1),

with 𝑢𝑖=0 exactly when 3 divides 𝑖.

By Exercise 3.5.37, 𝑃𝑛𝐱=𝐲 has no solution if and only if there is 𝐳 with 𝐳𝖳𝑃𝑛=𝟎 and 𝐳𝖳𝐲≠0. The matrix 𝑃𝑛 is symmetric, so transposing (Proposition 2.4.23), 𝐳𝖳𝑃𝑛=𝟎 says 𝑃𝑛𝐳=𝟎, that is, 𝐳∈{𝟎,𝐮}. And 𝟎𝖳𝐲=0. So the pattern cannot be switched off if and only if 𝐮𝖳𝐲≠0. Finally, 𝐮𝖳𝐲=∑3∤𝑖𝑦𝑖 in 𝔽2, which is 0 exactly when the number of lit lamps in positions not divisible by 3 is even.

Problem 3.17.hard Let 𝐹 be a field and 1≤𝑟≤min(𝑚,𝑛).

  1. (a)Let 𝐴∈𝐹𝑚×𝑛 have rank 𝑟, and let 𝑆∈𝐹𝑟×𝑛 consist of the 𝑟 nonzero rows of rref(𝐴). Show that 𝐴=𝐶𝑆 for exactly one 𝐶∈𝐹𝑚×𝑟, and that this 𝐶 has rank 𝑟. Conversely, show that if 𝑆∈𝐹𝑟×𝑛 is in RREF with no zero row and 𝐶∈𝐹𝑚×𝑟 has rank 𝑟, then 𝐶𝑆 has rank 𝑟 and rref(𝐶𝑆)=(𝑆0).
  2. (b)Let 𝐹 have 𝑞 elements, and let 𝑁(𝑟,𝑛) be the number of 𝑟×𝑛 matrices in RREF with no zero row (compare Exercise 3.3.58). Show that the number of matrices in 𝐹𝑚×𝑛 of rank 𝑟 is

    𝑁(𝑟,𝑛)(𝑞𝑚−1)(𝑞𝑚−𝑞)⋯(𝑞𝑚−𝑞𝑟−1).
  3. (c)Deduce that

    𝑁(𝑟,𝑛)=(𝑞𝑛−1)(𝑞𝑛−𝑞)⋯(𝑞𝑛−𝑞𝑟−1)(𝑞𝑟−1)(𝑞𝑟−𝑞)⋯(𝑞𝑟−𝑞𝑟−1),

    and check this against Exercise 3.3.48 for 𝑟=2, 𝑛=3.

Solution.

Uses. Theorem 3.3.10 (𝐺𝐴=rref(𝐴)), Theorem 2.4.34 (Block multiplication), Theorem 3.5.14 (Third Fundamental Theorem, completed), Corollary 1.5.17 (Sublists), Corollary 3.5.16 (Lists of vectors in 𝐹𝑚), Theorem 3.3.12 (Matrices in RREF), Proposition 3.5.8 (Right inverses from the pivots), Proposition 3.5.9 (Left inverses), Corollary 3.3.18 (RREF and row equivalence), Corollary 3.5.21 (Invertibility and row equivalence), Exercise 1.5.43, Theorem 3.5.13 (Second Fundamental Theorem, completed)

Techniques. Reduce to RREF (Technique 3.3.22), Uniqueness via two candidates (Technique 1.1.8)

Hint 1. For existence in (a), write 𝐺𝐴=(𝑆0) and split 𝐺−1 into its first 𝑟 columns and the rest. For uniqueness, 𝑆 has a right inverse.
Hint 2. For the converse, a matrix 𝐶 with 𝑟 columns and rank𝐶=𝑟 can be reduced to (𝐼𝑟0) by row operations (as in the first proof of Proposition 3.5.9). Apply the same operations to 𝐶𝑆.
Hint 3. For (b), (a) sets up a bijection (𝐶,𝑆)↦𝐶𝑆. For (c), count 𝑟×𝑛 matrices of rank 𝑟 twice: with (b) for 𝑚=𝑟, and as lists of 𝑟 independent rows.
Sketch. (a) 𝐺𝐴=(𝑆0), so 𝐴=𝐺−1(𝑆0)=𝐶𝑆 with 𝐶 the first 𝑟 columns of 𝐺−1; they are independent, so rank𝐶=𝑟. If 𝐶𝑆=𝐶′𝑆, multiply by a right inverse of 𝑆 (rank 𝑟 = number of rows). Conversely, 𝐾𝐶=(𝐼𝑟0) for an invertible 𝐾, so 𝐾(𝐶𝑆)=(𝑆0), which is in RREF; hence rref(𝐶𝑆)=(𝑆0). (b) (𝐶,𝑆)↦𝐶𝑆 is a bijection onto the rank 𝑟 matrices, and the 𝐶’s are the independent lists of 𝑟 vectors in 𝐹𝑚, counted by Exercise 1.5.43. (c) With 𝑚=𝑟: 𝑁(𝑟,𝑛)⋅|rank-𝑟 matrices in 𝐹𝑟×𝑟|=|independent lists of 𝑟 rows in 𝐹𝑛|. For 𝑟=2, 𝑛=3 the quotient is 𝑞2+𝑞+1.

(a) Existence. Let 𝐺 be invertible with 𝐺𝐴=rref(𝐴) (Theorem 3.3.10). Since rank𝐴=𝑟, the nonzero rows of rref(𝐴) are its first 𝑟 rows, so 𝐺𝐴=(𝑆0). Split 𝐺−1=(𝐶𝐶′) with 𝐶∈𝐹𝑚×𝑟 its first 𝑟 columns. By block multiplication (Theorem 2.4.34),

𝐴=𝐺−1(𝑆0)=(𝐶𝐶′)(𝑆0)=𝐶𝑆.

The columns of 𝐺−1 form a basis of 𝐹𝑚 (Theorem 3.5.14, as 𝐺−1 is invertible), so the columns of 𝐶 are independent (Corollary 1.5.17), and rank𝐶=𝑟 by Corollary 3.5.16(a).

Uniqueness of 𝐶. 𝑆 satisfies (R1)–(R4), so it is in RREF and its pivots are the leading entries of its 𝑟 nonzero rows (Theorem 3.3.12); so rank𝑆=𝑟, the number of its rows. By Proposition 3.5.8, 𝑆𝑍=𝐼𝑟 for some 𝑍. If 𝐶𝑆=𝐶′𝑆, then 𝐶=𝐶𝑆𝑍=𝐶′𝑆𝑍=𝐶′.

Converse. Let 𝐶∈𝐹𝑚×𝑟 have rank 𝑟 and 𝑆 be in RREF with no zero row. Since rank𝐶 is the number of columns of 𝐶, the first proof of Proposition 3.5.9 shows that 𝐾𝐶=(𝐼𝑟0) for an invertible 𝐾 (one with 𝐾𝐶=rref(𝐶)). Then

𝐾(𝐶𝑆)=(𝐼𝑟0)𝑆=(𝑆0).

This matrix satisfies (R1)–(R4): 𝑆 does, and the zero rows come last. By Corollary 3.5.21(b), 𝐶𝑆∼(𝑆0), so rref(𝐶𝑆)=(𝑆0) by Corollary 3.3.18(c). It has 𝑟 pivots, so rank(𝐶𝑆)=𝑟.

(b) Let 𝒞︀ be the set of 𝐶∈𝐹𝑚×𝑟 of rank 𝑟, 𝒮︀ the set of 𝑟×𝑛 matrices in RREF with no zero row, and 𝒜︀ the set of 𝐴∈𝐹𝑚×𝑛 of rank 𝑟. By the converse in (a), (𝐶,𝑆)↦𝐶𝑆 maps 𝒞︀×𝒮︀ into 𝒜︀. It is onto, by the existence part. It is injective: if 𝐶𝑆=𝐶′𝑆′=𝐴, then by the converse (𝑆0)=rref(𝐴)=(𝑆′0), so 𝑆=𝑆′, and then 𝐶=𝐶′ by uniqueness. Hence |𝒜︀|=|𝒞︀|⋅|𝒮︀|=|𝒞︀|𝑁(𝑟,𝑛). A matrix in 𝐹𝑚×𝑟 has rank 𝑟 if and only if its 𝑟 columns are independent (Corollary 3.5.16(a)), so by Exercise 1.5.43(b), |𝒞︀|=(𝑞𝑚−1)(𝑞𝑚−𝑞)⋯(𝑞𝑚−𝑞𝑟−1).

(c) Take 𝑚=𝑟 in (b): the number of 𝑟×𝑛 matrices of rank 𝑟 is 𝑁(𝑟,𝑛)(𝑞𝑟−1)⋯(𝑞𝑟−𝑞𝑟−1). We count them a second way. An 𝑟×𝑛 matrix 𝐴 has rank 𝑟 if and only if its rows are linearly independent:

  • if rank𝐴=𝑟, then 𝐴 has a right inverse 𝑋 (Theorem 3.5.13), and a relation 𝐳𝐴=𝟎 among the rows gives 𝐳=𝐳𝐴𝑋=𝟎;
  • if rank𝐴<𝑟, the last row of rref(𝐴)=𝐺𝐴 is zero, so the last row 𝐠 of 𝐺 is nonzero (as 𝐺 is invertible) and satisfies 𝐠𝐴=𝟎, a nontrivial relation among the rows.

So by Exercise 1.5.43(b), applied to rows in 𝐹𝑛, there are (𝑞𝑛−1)(𝑞𝑛−𝑞)⋯(𝑞𝑛−𝑞𝑟−1) such matrices. Equating the two counts and dividing by the nonzero integer (𝑞𝑟−1)⋯(𝑞𝑟−𝑞𝑟−1) gives the formula.

For 𝑟=2, 𝑛=3:

𝑁(2,3)=(𝑞3−1)(𝑞3−𝑞)(𝑞2−1)(𝑞2−𝑞)=(𝑞3−1)⋅𝑞(𝑞2−1)(𝑞2−1)⋅𝑞(𝑞−1)=𝑞3−1𝑞−1=𝑞2+𝑞+1,

which is the number of 2×3 matrices in RREF with two pivots found in Exercise 3.3.48 over 𝔽𝑝 (𝑝2, 𝑝, and 1 for the pivot columns (1,2), (1,3), (2,3)), with 𝑞=𝑝. The same count works over any finite field.

With 𝑚=𝑛=𝑟, part (b) counts the invertible 𝑛×𝑛 matrices, since 𝑁(𝑛,𝑛)=1 (only 𝐼𝑛): there are (𝑞𝑛−1)(𝑞𝑛−𝑞)⋯(𝑞𝑛−𝑞𝑛−1) of them. The numbers 𝑁(𝑟,𝑛) are the Gaussian binomial coefficients; by Exercise 3.3.50 they also count the subspaces of 𝐹𝑛 spanned by 𝑟 independent vectors.

Problem 3.18.hard For 𝐴∈ℤ𝑛×𝑛, let 𝐴∈𝔽2𝑛×𝑛 be the matrix of remainders of its entries modulo 2.

  1. (a)Show that if 𝐴 is invertible over 𝔽2, then 𝐴 is invertible as a real matrix.
  2. (b)Deduce that an integer matrix whose diagonal entries are odd and whose other entries are even is invertible over ℝ.
  3. (c)Show that an integer matrix whose diagonal entries are even and whose other entries are odd is invertible over ℝ when 𝑛 is even, and give a non-invertible example with 𝑛=3.
  4. (d)Show that the converse of (a) is false.

Solution.

Hint 1. Suppose 𝐴 is not invertible over ℚ. Then 𝐴𝐱=𝟎 for some nonzero rational 𝐱. Clear denominators, and divide by the largest power of 2 dividing all entries.
Hint 2. Now 𝐱 has integer entries, not all even. Reduce the equations 𝐴𝐱=𝟎 modulo 2.
Hint 3. For (c), 𝐴 has zeros on the diagonal and ones elsewhere: see Exercise 3.3.52. For (d), try 2𝐼𝑛.
Sketch. (a) If 𝐴𝐱=𝟎 with 𝐱∈ℚ𝑛 nonzero, scale 𝐱 to an integer vector with an odd entry. Reducing modulo 2 gives 𝐴𝐱=𝟎 with 𝐱≠𝟎, so 𝐴 is not invertible. Invertibility over ℚ gives invertibility over ℝ since the reduced form does not depend on the field. (b) 𝐴=𝐼𝑛. (c) 𝐴=𝐽−𝐼𝑛, invertible over 𝔽2 iff 𝑛−1 is odd; (011101112) has third row the sum of the first two. (d) 2𝐼𝑛.

(a) We prove the contrapositive. Suppose 𝐴 is not invertible over ℚ. By Corollary 3.4.20 there is a nonzero 𝐱∈ℚ𝑛 with 𝐴𝐱=𝟎. Multiplying by a common denominator of its entries, we may assume 𝐱∈ℤ𝑛, still nonzero. Let 2𝑒 be the largest power of 2 dividing every entry of 𝐱 (it exists, since some entry is a nonzero integer), and replace 𝐱 by 2−𝑒𝐱. Now 𝐱 has integer entries, 𝐴𝐱=𝟎, and some entry of 𝐱 is odd.

Each equation ∑𝑗𝑎𝑖𝑗𝑥𝑗=0 is an identity between integers, so it remains true after reducing modulo 2, because reduction modulo 2 respects sums and products (Lemma 1.1.21). That is, 𝐴𝐱=𝟎 in 𝔽2𝑛, where 𝐱 is the vector of remainders of 𝐱. Since some entry of 𝐱 is odd, 𝐱≠𝟎. So 𝐴 is not invertible over 𝔽2 (Corollary 3.4.20).

So if 𝐴 is invertible, then 𝐴 is invertible over ℚ, that is, rref(𝐴)=𝐼𝑛 computed over ℚ. By Exercise 3.3.54, the reduced form is the same over ℝ, so 𝐴 is invertible over ℝ too.

(b) For such 𝐴, 𝐴=𝐼𝑛, which is invertible.

(c) Now 𝐴 has 0 on the diagonal and 1 elsewhere. By Exercise 3.3.52, this matrix is invertible over 𝔽2 if and only if (𝑛−1)∗1≠0 in 𝔽2, that is, if and only if 𝑛 is even. Then 𝐴 is invertible by (a). For 𝑛=3, the matrix

(011101112)

has even diagonal entries and odd off-diagonal entries, but its third column is the sum of the first two, so 𝐴(1,1,−1)=𝟎 and 𝐴 is not invertible.

(d) 𝐴=2𝐼𝑛 is invertible over ℚ, with inverse 12𝐼𝑛, but 𝐴=0.

The point of (a) is that a single computation over a small field certifies invertibility over an infinite one. Choosing 𝐱 with an odd entry is an extremal choice, as in Technique 1.5.9: without it, reducing modulo 2 could turn 𝐱 into 𝟎 and prove nothing. Section 5.3 revisits this with determinants (Technique 5.3.21).

Problem 3.19.challenge Let 𝐹 be a field, let 𝑎1,…,𝑎𝑛∈𝐹 be distinct, let 𝑏1,…,𝑏𝑛∈𝐹 be distinct, and suppose 𝑎𝑖+𝑏𝑗≠0 for all 𝑖,𝑗.

  1. (a)Show that the Cauchy matrix 𝐶∈𝐹𝑛×𝑛 with entries 𝑐𝑖𝑗=1/(𝑎𝑖+𝑏𝑗) is invertible.
  2. (b)Deduce that the Hilbert matrix 𝐻𝑛∈ℚ𝑛×𝑛 with entries 1/(𝑖+𝑗−1) is invertible.

Solution.

Uses. Corollary 3.4.20 (Square systems), Lemma 3.4.23 (Too many roots), Definition 1.2.17 (Evaluation), Proposition 1.1.17 (No zero divisors)

Techniques. Uniqueness gives existence (Technique 3.4.21)

Hint 1. It is enough to show that 𝐶𝐱=𝟎 forces 𝐱=𝟎. Row 𝑖 of 𝐶𝐱=𝟎 says that the function 𝑡↦∑𝑗𝑥𝑗/(𝑡+𝑏𝑗) vanishes at 𝑡=𝑎𝑖.
Hint 2. Clear denominators: multiply by ∏𝑘(𝑡+𝑏𝑘). The result 𝑃(𝑡)=∑𝑗𝑥𝑗∏𝑘≠𝑗(𝑡+𝑏𝑘) is the value at 𝑡 of a polynomial of degree at most 𝑛−1.
Hint 3. 𝑃 vanishes at the 𝑛 distinct points 𝑎1,…,𝑎𝑛. Then evaluate 𝑃 at 𝑡=−𝑏𝑗.
Sketch. If 𝐶𝐱=𝟎, let 𝑃(𝑡)=∑𝑗𝑥𝑗∏𝑘≠𝑗(𝑡+𝑏𝑘), the value of a polynomial of degree at most 𝑛−1. Then 𝑃(𝑎𝑖)=∏𝑘(𝑎𝑖+𝑏𝑘)⋅(𝐶𝐱)𝑖=0 for all 𝑖, so this polynomial is zero (Lemma 3.4.23) and 𝑃 vanishes everywhere. But 𝑃(−𝑏𝑗)=𝑥𝑗∏𝑘≠𝑗(𝑏𝑘−𝑏𝑗), so 𝑥𝑗=0. Square system, trivial kernel: invertible. (b) 𝑎𝑖=𝑖, 𝑏𝑗=𝑗−1.

(a) 𝐶 is square, so by Corollary 3.4.20 it suffices to show that 𝐶𝐱=𝟎 implies 𝐱=𝟎. Let 𝐶𝐱=𝟎.

A polynomial. For a list of scalars 𝛽1,…,𝛽𝑠, the function 𝑡↦∏𝑘=1𝑠(𝑡+𝛽𝑘) is the polynomial function of a polynomial of degree at most 𝑠: this is clear for 𝑠=0 (the constant 1), and if 𝑡↦𝑓(𝑡)=∑𝑖≤𝑑𝑒𝑖𝑡𝑖, then

(𝑡+𝛽)𝑓(𝑡)=∑𝑖≤𝑑𝑒𝑖𝑡𝑖+1+∑𝑖≤𝑑𝛽𝑒𝑖𝑡𝑖,

which is again a polynomial expression in 𝑡, of degree at most 𝑑+1. So for each 𝑗 there is 𝑞𝑗∈𝐹[𝑥]≤𝑛−1 with 𝑞𝑗(𝑡)=∏𝑘≠𝑗(𝑡+𝑏𝑘) for all 𝑡∈𝐹, and 𝑝=∑𝑗𝑥𝑗𝑞𝑗∈𝐹[𝑥]≤𝑛−1 satisfies

𝑝(𝑡)=∑𝑗=1𝑛𝑥𝑗∏𝑘≠𝑗(𝑡+𝑏𝑘)for all𝑡∈𝐹,

since evaluation is linear (Definition 1.2.17).

It vanishes at the 𝑎𝑖. Fix 𝑖. Every factor 𝑎𝑖+𝑏𝑘 is nonzero, and ∏𝑘≠𝑗(𝑎𝑖+𝑏𝑘)=∏𝑘(𝑎𝑖+𝑏𝑘)/(𝑎𝑖+𝑏𝑗). So

𝑝(𝑎𝑖)=∏𝑘=1𝑛(𝑎𝑖+𝑏𝑘)⋅∑𝑗=1𝑛𝑥𝑗𝑎𝑖+𝑏𝑗=∏𝑘=1𝑛(𝑎𝑖+𝑏𝑘)⋅(𝐶𝐱)𝑖=0.

Thus 𝑝 has degree at most 𝑛−1 and vanishes at the 𝑛 distinct points 𝑎1,…,𝑎𝑛, so 𝑝=𝟎 by Lemma 3.4.23 (with 𝑛−1 in place of 𝑛). Hence 𝑝(𝑡)=0 for every 𝑡∈𝐹.

Evaluating at −𝑏𝑗. For 𝑙≠𝑗, the product ∏𝑘≠𝑙(−𝑏𝑗+𝑏𝑘) contains the factor 𝑘=𝑗, which is 0. So only the term 𝑙=𝑗 survives:

0=𝑝(−𝑏𝑗)=𝑥𝑗∏𝑘≠𝑗(𝑏𝑘−𝑏𝑗).

The 𝑏𝑘 are distinct, so the product is nonzero (Proposition 1.1.17), and 𝑥𝑗=0. As 𝑗 was arbitrary, 𝐱=𝟎. So 𝐶 is invertible.

(b) Take 𝐹=ℚ, 𝑎𝑖=𝑖, and 𝑏𝑗=𝑗−1 for 𝑖,𝑗=1,…,𝑛. The 𝑎𝑖 are distinct, the 𝑏𝑗 are distinct, and 𝑎𝑖+𝑏𝑗=𝑖+𝑗−1≥1, so it is nonzero. The Cauchy matrix is then 𝐻𝑛, which is therefore invertible.

The proof never computes 𝐶−1; it shows that the only combination of the functions 𝑡↦1/(𝑡+𝑏𝑗) vanishing at 𝑛 points is the trivial one, and lets Corollary 3.4.20 produce the inverse. This is Technique 3.4.21 in its pure form: interpolation by the functions 1/(𝑡+𝑏𝑗) in place of the monomials 𝑡𝑗. (A formula for 𝐶−1 exists, but is much harder to find this way.)