Chapter 3: Linear systems and row reduction
3.5Rank and the Fundamental Theorems
The two propositions of Section 3.4.4 located the answers to the two basic questions about in the pivots of . A pivot in every column means that solutions are unique (Proposition 3.4.15), and a pivot in every row means that there is a solution for every (Proposition 3.4.16). Each row and each column holds at most one pivot, so both conditions are statements about a single number, the number of pivots. This number is the rank of . With it we complete the Fundamental Theorems of Section 2.7: the rank supplies the sixth condition in each of them, and the inequality supplies their constraints on the shape of . In particular, invertible matrices are square. Along the way we construct one-sided inverses directly from the pivots, show that every invertible matrix is a product of elementary matrices, and show that a one-sided inverse of a square matrix is automatically two-sided. Finally, allowing column operations as well as row operations, we bring every matrix to a normal form that depends only on its rank.
3.5.1Rank
This is the number of Section 3.4. Since is determined by , however the reduction is carried out (Corollary 3.3.18), so is the rank. Everything we know about pivots translates into statements about it.
Proposition 3.5.2 (First properties of rank). Let have columns .
- (a). Moreover, if and only if has a pivot in every row, and if and only if has a pivot in every column.
- (b) has exactly free columns, and has exactly zero rows.
- (c) for every invertible . In particular, row equivalent matrices have the same rank.
- (d) is the number of indices with
.
Uses. Proposition 3.3.8 (Properties of the output), Definition 3.4.2 (Pivot and free variables), Corollary 3.3.18 (RREF and row equivalence), Definition 3.2.21 (Row equivalence), Corollary 3.2.11 (Products of elementary matrices), Corollary 3.3.19 (Pivot columns, intrinsically), Definition 1.3.10 (Span)
Let and let be the pivot columns. By Proposition 3.3.8, the pivots are the entries in positions
(a) The pivots lie in distinct rows and distinct columns, so and . Each row contains at most one pivot, so every one of the rows contains a pivot if and only if . The same argument applies to the columns.
(b) By Definition 3.4.2, the columns other than are the free columns, and there are of them. The zero rows of are rows .
(c) By Corollary 3.3.18(a),
(d) By Corollary 3.3.19(a), column is a pivot column if and only if is not a linear combination of , that is, if and only if
Part (d) describes the rank without reference to the algorithm. Scan the columns of from left to right and count those that are not combinations of the columns before them; the count is . For instance, has rank : its first column is nonzero, and the other two are multiples of it.
Part (c) is about row operations. Column operations also preserve the rank, for invertible , but row reduction gives no direct handle on this, because and are in general different matrices. We prove it in Exercise 3.5.41, and Section 4.3 gives two more proofs.
Example 3.5.3 (A rank that depends on the field). Let
Over , pass adds times row to rows and . Pass finds the pivot and adds and times row to rows and . Pass scales row by and clears column :
So over ,
Now read the same entries in . The first two passes are the same computation with every entry reduced modulo , and the entries and of the second matrix are in . So after pass the last two rows are zero, the algorithm halts, and over . Over with the computation over goes through unchanged, since the only scalar we divided by is , which is nonzero in ; so the rank is there.
So the rank of a matrix with integer entries can depend on the field in which we read them. Enlarging the field never changes it: if is a subfield of and , then is the same over and over (Exercise 3.3.54), so a rational matrix has the same rank over , , and .
Exercise 3.5.4. Find the rank of each matrix.
- (a) over .
- (b)The Vandermonde matrix
(Definition 3.4.22), over and over . - (c)The matrix all of whose entries are , over any field.
Uses. Definition 3.5.1 (Rank), Proposition 3.5.2 (First properties of rank), Theorem 3.4.24 (Polynomial interpolation), Theorem 3.3.23 (Invertibility and RREF)
(a) The first column is nonzero, and , . By Proposition 3.5.2(d), only counts, so the rank is .
(b) Over the nodes are distinct, so is invertible by Theorem 3.4.24. By Theorem 3.3.23 its reduced form is , which has pivots. Over we have , , and , so the matrix is . Adding row to rows and gives the rows , , , and adding row to row gives
which is in RREF with pivots. So the rank is over : the nodes and coincide in , so two rows of coincide.
(c) Every column equals the first, which is nonzero. By Proposition 3.5.2(d), the rank is .
Uses. Proposition 3.5.2 (First properties of rank), Definition 1.3.10 (Span)
Let and in . Column of is
For every , in the combination
and for the column lies in , hence in . By Proposition 3.5.2(d), , and it remains to see that and both count.
The first two entries of are and , and , so they are not both : . Suppose for some . Comparing the first two entries gives and . Subtracting, , and then , that is, , which is false. So , and .
The rank also answers the consistency question for a single right-hand side. Adjoining to as an extra column can create at most one new pivot, and it does so exactly when the system has no solution.
Proposition 3.5.6 (Consistency and rank). Let and . Then
and is consistent if and only if
Uses. Corollary 3.3.19 (Pivot columns, intrinsically), Corollary 3.4.5 (Consistency from the augmented matrix), Proposition 3.5.2 (First properties of rank)
In other words, is consistent exactly when brings nothing new beyond the columns of . This criterion is often called the Rouché–Capelli theorem. It is convenient when ranks are already known, but in practice one row reduces and looks at the last column, which is what the proof does.
3.5.2The Fundamental Theorems, completed
In Section 2.7 we stated three Fundamental Theorems for , each a list of equivalent conditions (I)–(V), and left open a sixth condition (the lecture marked it “secret”) and the constraint each theorem puts on the shape of . We can now fill in both.
One-sided inverses from the pivots
Condition (V) of the first two theorems asks for a linear map: a left inverse of , or a right inverse. That (V) implies the other conditions is quick (Proposition 2.5.4, Proposition 2.5.5). The converse requires producing the inverse, and row reduction produces it explicitly. First, a remark that lets us work with matrices instead of maps.
Proposition 3.5.8 (Right inverses from the pivots). Let with . Then has a right inverse. Explicitly, let be the pivot columns of , let be invertible with , and let be the matrix with entry in position for and elsewhere. Then and
Moreover, for each , the vector is the particular solution of .
Uses. Lemma 3.3.16 (Reading the columns of a matrix in RREF), Definition 2.3.8 (Matrix–vector product), Definition 2.4.1 (Matrix product), Theorem 3.3.10 (), Definition 3.4.8 (Basic solutions)
By construction, column of is . By Definition 2.4.1 and Definition 2.3.8, column of is , which is column of . Since is in RREF with pivot columns , this column is (Lemma 3.3.16(b)). So .
Since and is invertible, . Hence
as desired.
For the last claim, let . The vector
So the th column of is the particular solution of . In other words, the right inverse is found by solving the systems
For left inverses the roles of rows and columns are exchanged. If there are no free variables, and the reduced system lists the unknowns themselves, so can be read off from . We give this argument, and a second one that never row reduces and instead extends the columns of to a basis.
Proof (from the pivots).
Uses. Proposition 3.5.2 (First properties of rank), Lemma 3.3.16 (Reading the columns of a matrix in RREF), Theorem 3.3.10 (), Definition 2.4.1 (Matrix product)
Let be invertible with (Theorem 3.3.10). By Proposition 3.5.2(a), every column of is a pivot column. So are increasing numbers in , which forces , and by Lemma 3.3.16(b) column of is . In block form,
where the zero block has rows (and is absent if ). Let
Thus is a left inverse of . By Definition 2.4.1, row of is row of times , which is row of ; so consists of the first rows of . □
Proof (by extending the columns to a basis).
Uses. Proposition 3.4.15 (A pivot in every column), Theorem 1.5.5 (Independence is decided at zero), Proposition 1.5.14 (Appending a vector), Proposition 1.4.14 (The span is the smallest subspace containing a list), Definition 1.6.1 (Basis), Theorem 2.2.1 (Linear maps are determined by a basis), Remark 3.5.7 (Inverses of and inverses of )
Techniques. Construct a map by choosing it on a basis (Technique 2.2.4), Check it on a basis (Technique 2.2.7)
Since , has a pivot in every column (Proposition 3.5.2(a)), so only for (Proposition 3.4.15). As
Extending to a basis. Let be the list . For , let if , and let be with appended otherwise. By Proposition 1.5.14 and induction on , each is linearly independent. Each lies in , either because it was already in
is linearly independent and spans : it is a basis of (Definition 1.6.1).
Defining . By Theorem 2.2.1 there is a linear map with for and for . For each ,
The first approach gives a formula: the first rows of any invertible with form a left inverse of . The second shows where the freedom lies. A left inverse is forced on the columns of , which it must send to , but on the appended vectors we could have prescribed any values at all. It also uses nothing about beyond a finite spanning list, which is why it survives in abstract vector spaces (Exercise 3.5.40).
Example 3.5.10 (One-sided inverses, computed). A right inverse. Let . Gauss–Jordan elimination performs and then , and carrying along (Proposition 3.3.11) gives
So , the pivot columns are and , and . The matrix has s in positions and , so
Check: the rows of times the columns of give , , , and , so . The middle row of is zero because is a free variable, set to in every particular solution. Another right inverse is , since lies in ; right inverses are far from unique.
A left inverse. Let . Elimination performs , , and , ending at , and the same operations turn into
So , and by the first approach the first two rows of form a left inverse ; indeed . The second approach extends the columns and to a basis. The vector is not in their span (a combination
so , , and :
Check: sends the columns and of to
The row reducer below carries out the first computation. With carried along, the right block at the end is .
Uses. Proposition 3.5.8 (Right inverses from the pivots), Proposition 3.3.11 (Carrying extra columns along)
Row already has a leading in column , and column is clear below it. In pass , the entry in position is , and we add times row to row :
So , the pivot columns are and , and . The matrix has s in positions and , so
Check: is times the columns and , that is, and
The completed theorems
We restate each Fundamental Theorem in full. Conditions (I)–(V) are those of Section 2.7, and (VI) is new.
- (I) is injective.
- (II)For every , the equation has at most one solution .
- (III)The columns of are linearly independent.
- (IV).
- (V) has a left inverse: a linear map with .
- (VI).
Uses. Theorem 2.7.2 (First Fundamental Theorem), Proposition 2.5.4 (Left inverses give uniqueness), Proposition 3.5.2 (First properties of rank), Proposition 3.4.15 (A pivot in every column), Definition 2.6.5 (Kernel), Proposition 3.5.9 (Left inverses), Remark 3.5.7 (Inverses of and inverses of )
Techniques. Proving TFAE (Technique 2.7.1)
By Theorem 2.7.2, conditions (I)–(IV) are equivalent, and (V) implies (I) (this is Proposition 2.5.4). We show (IV) (VI) (V), which closes the cycle (V) (I) (IV) (VI) (V). In fact we show (IV) (VI).
(IV) (VI). By Definition 2.6.5, says that has only the trivial solution. By Proposition 3.4.15 this holds if and only if has a pivot in every column, which by Proposition 3.5.2(a) means .
(VI) (V). By Proposition 3.5.9 there is with , and by Remark 3.5.7 the linear map satisfies .
Finally, if the conditions hold, then by Proposition 3.5.2(a). □
- (I) is surjective.
- (II)For every , the equation has at least one solution .
- (III)The columns of span .
- (IV).
- (V) has a right inverse: a linear map with .
- (VI).
Uses. Theorem 2.7.4 (Second Fundamental Theorem), Proposition 2.5.5 (Right inverses give existence), Proposition 3.5.2 (First properties of rank), Proposition 3.4.16 (A pivot in every row), Proposition 3.5.8 (Right inverses from the pivots), Remark 3.5.7 (Inverses of and inverses of )
Techniques. Proving TFAE (Technique 2.7.1)
By Theorem 2.7.4, conditions (I)–(IV) are equivalent, and (V) implies (I) (this is Proposition 2.5.5). We show (II) (VI) and (VI) (V), which closes the cycle (V) (I) (II) (VI) (V).
(II) (VI). By Proposition 3.4.16, (II) holds if and only if has a pivot in every row, which by Proposition 3.5.2(a) means .
(VI) (V). By Proposition 3.5.8 there is with , and by Remark 3.5.7 the linear map satisfies .
Finally, if the conditions hold, then by Proposition 3.5.2(a). □
- (I) is bijective.
- (II)For every , the equation has exactly one solution .
- (III)The columns of form a basis of .
- (IV) and .
- (V) is invertible.
- (VI).
Uses. Theorem 2.7.8 (Third Fundamental Theorem), Theorem 3.5.12 (First Fundamental Theorem, completed), Theorem 3.5.13 (Second Fundamental Theorem, completed), Proposition 2.7.7 (Bijective linear maps are invertible)
Techniques. Proving TFAE (Technique 2.7.1)
So the sixth conditions are , , and , and the “moreover” parts follow from . By Remark 3.5.7, condition (V) can be read for matrices: has a left inverse, a right inverse, or an inverse, respectively. With this reading, the “moreover” parts give the fact that the lecture singles out: invertible matrices are square.
Corollary 3.5.15 (Invertible matrices are square). Let .
- (a)If has a left inverse, then .
- (b)If has a right inverse, then .
- (c)If is invertible, that is, and for some , then .
Uses. Remark 3.5.7 (Inverses of and inverses of ), Theorem 3.5.12 (First Fundamental Theorem, completed), Theorem 3.5.13 (Second Fundamental Theorem, completed)
(a) If , then is a left inverse of (Remark 3.5.7), so condition (V) of Theorem 3.5.12 holds, and .
(b) If , then is a right inverse of , so condition (V) of Theorem 3.5.13 holds, and .
(c) An inverse is both a left and a right inverse, so and by (a) and (b). □
Here is what the theorems say about a list of vectors in , read through the matrix that has them as columns.
Corollary 3.5.16 (Lists of vectors in ). Let , and let be the matrix with columns .
- (a)The list is linearly independent if and only if . In that case .
- (b)The list spans if and only if . In that case .
- (c)If , the list is linearly independent if and only if it spans , if and only if it is a basis of .
Uses. Theorem 3.5.12 (First Fundamental Theorem, completed), Theorem 3.5.13 (Second Fundamental Theorem, completed), Definition 1.6.1 (Basis)
(a) By (III) (VI) of Theorem 3.5.12, the columns of are linearly independent if and only if , and then .
(b) By (III) (VI) of Theorem 3.5.13, the columns of span if and only if , and then .
(c) If , the conditions in (a) and (b) are the same condition . So the list is independent if and only if it spans , and in that case it is both, which is the definition of a basis (Definition 1.6.1). □
In particular a basis of , being independent and spanning, has and vectors: every basis of has exactly vectors. This is how Section 4.1 begins (Theorem 4.1.1), on the way to defining the dimension of a vector space. Part (c) is a first instance of a principle that Section 4.2 makes general: for a list whose length is right, independence and spanning are the same condition. Part (a) also explains Corollary 3.4.19(a) from the side of the columns: more than vectors in are always dependent.
Exercise 3.5.18. For each item, either give an example or explain why none exists.
- (a) with injective.
- (b) with surjective.
- (c) with and a right inverse.
- (d) with that is not invertible.
Uses. Theorem 3.5.12 (First Fundamental Theorem, completed), Theorem 3.5.13 (Second Fundamental Theorem, completed), Theorem 3.5.14 (Third Fundamental Theorem, completed), Corollary 3.5.15 (Invertible matrices are square)
(a) None. By Theorem 3.5.12, injective forces , and here . (Concretely, .)
(b)
(c) None. By Corollary 3.5.15(b), a matrix with a right inverse has , and here . The condition is possible, and it gives a left inverse instead.
(d) None. If , then , so is invertible by Theorem 3.5.14, and so is (Remark 3.5.7).
3.5.3Invertible matrices are products of elementary matrices
Elementary matrices are invertible, and so are their products (Corollary 3.2.11). The converse says that the elementary matrices generate all invertible matrices: there are no others.
Theorem 3.5.19 (Invertible matrices are products of elementary matrices). Every invertible matrix is a product of elementary matrices. Explicitly, if Gauss–Jordan elimination on performs the row operations with elementary matrices , in this order, then
and each is elementary. Consequently, a square matrix is invertible if and only if it is a product of elementary matrices.
Uses. Theorem 3.3.23 (Invertibility and RREF), Theorem 3.3.10 (), Corollary 3.2.11 (Products of elementary matrices), Proposition 3.2.10 (Inverses of elementary matrices)
Techniques. Reduce to RREF (Technique 3.3.22)
Let , so that (Theorem 3.3.10). Since is invertible, by Theorem 3.3.23, so . By Corollary 3.2.11, is invertible with , and multiplying on the left by gives
Each is elementary by Proposition 3.2.10. (If , then , the empty product.) Conversely, every product of elementary matrices is invertible by Corollary 3.2.11. □
Example 3.5.20 (Factoring an invertible matrix). Let . Elimination scales row by , adds times row to row , and adds times row to row :
Inverting each operation and reversing the order (Proposition 3.2.10),
Read from the right, this builds out of : turns into , then adding row to row gives , and scaling row by gives . In the plane, is a horizontal shear, followed by a vertical shear, followed by a stretch along the -axis (Example 3.2.33).
Combined with Section 3.3, the theorem gives several descriptions of the same class of matrices.
- (a)For , the following are equivalent: is invertible; is a product of elementary matrices; ; .
- (b)For , we have if and only if for some invertible .
Uses. Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Definition 3.2.21 (Row equivalence), Proposition 3.2.22 (Row equivalence is an equivalence relation), Theorem 3.3.23 (Invertibility and RREF), Corollary 3.2.11 (Products of elementary matrices)
(b) By Definition 3.2.21, if and only if for some product of elementary matrices. By Theorem 3.5.19 and Corollary 3.2.11, the products of elementary matrices in are exactly the invertible matrices.
(a) By Theorem 3.5.19, is invertible if and only if it is a product of elementary matrices. By (b) and the symmetry of (Proposition 3.2.22), if and only if for some invertible , that is, if and only if is invertible. Finally, is invertible if and only if by Theorem 3.3.23. □
The theorem is what makes the method of Technique 5.4.6 work: a statement about all invertible matrices that is easy to check for swaps, scalings, and replacements, and that survives products, holds for every invertible matrix. Its main use is in Section 5.4, where it proves
Uses. Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Corollary 3.2.11 (Products of elementary matrices), Proposition 3.2.7 (Row operations are left multiplications), Proposition 3.2.28 (Column operations are right multiplications)
Techniques. Reduce to elementary matrices (Technique 5.4.6)
By Proposition 3.2.7, performing a row operation on a matrix replaces it by for an elementary , and by Proposition 3.2.28, performing a column operation replaces it by for an elementary . By associativity,
and both products are invertible by Corollary 3.2.11.
Conversely, suppose with , invertible. By Theorem 3.5.19, and for elementary matrices and . Performing on the row operations of and then the column operations of produces
So the theorem lets us pass between “multiply by an invertible matrix” and “perform elementary operations” in both directions. The first is convenient in algebra, the second in computation and in proofs by induction on the number of operations.
3.5.4Square matrices
For a square matrix, , so the sixth conditions of the three Fundamental Theorems all read . Injectivity, surjectivity, and bijectivity of are then the same condition. The most useful consequence is that a square matrix needs only a one-sided inverse to be invertible.
Uses. Theorem 3.5.12 (First Fundamental Theorem, completed), Theorem 3.5.14 (Third Fundamental Theorem, completed), Remark 3.5.7 (Inverses of and inverses of ), Definition 2.5.12 (Invertible)
Suppose . By Remark 3.5.7, is a left inverse of , so condition (V) of Theorem 3.5.12 holds and . Since is , this says , so by Theorem 3.5.14 and Remark 3.5.7, has an inverse , with
and therefore .
For the second sentence: if , we have just shown that is invertible with . If , then the first sentence, applied with the roles of and exchanged, gives , so again . □
The theorem halves the work of checking that a matrix is an inverse. It also gives the converse of the familiar fact that products of invertible matrices are invertible.
Uses. Theorem 3.5.23 (One-sided inverses of square matrices), Definition 2.5.12 (Invertible)
Suppose is invertible, with inverse . Then
Conversely, if and are invertible, then
Again squareness is essential: with and , the product is invertible, but neither factor is, since neither is square. What survives without squareness is that has a right inverse and a left inverse, as the first two lines of the proof show (compare Section 2.5).
We collect what we know about square matrices. Every item below has appeared already; the point is that they are all one condition.
- (a) is invertible.
- (b) has a left inverse.
- (c) has a right inverse.
- (d).
- (e).
- (f) is a product of elementary matrices.
- (g)Any one of the conditions (I)–(VI) of Theorem 3.5.12, Theorem 3.5.13, or Theorem 3.5.14 holds.
Uses. Theorem 3.5.12 (First Fundamental Theorem, completed), Theorem 3.5.13 (Second Fundamental Theorem, completed), Theorem 3.5.14 (Third Fundamental Theorem, completed), Theorem 3.5.23 (One-sided inverses of square matrices), Theorem 3.3.23 (Invertibility and RREF), Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Remark 3.5.7 (Inverses of and inverses of )
Techniques. Proving TFAE (Technique 2.7.1)
This contains Corollary 3.4.20, which was proved by counting pivots directly. The equivalence of injectivity and surjectivity for extends to every linear map of a finite-dimensional space, once dimension is available (Section 4.2).
Exercise 3.5.26. Find the error in the following argument, and show that its conclusion is false.
Claim. If and satisfy , then .
Proof. Since , we have
Uses. Corollary 3.5.15 (Invertible matrices are square), Theorem 3.5.23 (One-sided inverses of square matrices)
The step “cancelling on the left” is the error. From we may conclude if has a left inverse , by multiplying by ; in general we may not, since need not be injective. Here has a right inverse , so by Corollary 3.5.15(b), and if then has no left inverse at all, by Corollary 3.5.15(a).
The conclusion is false: for and , we have , but
When , the conclusion is true, but its proof needs Theorem 3.5.23, not cancellation.
3.5.5Rank normal form
Row operations bring to , and no further: is the simplest matrix row equivalent to . If column operations are allowed too, more can be cleared. Each free column of is a combination of the pivot columns to its left (Lemma 3.3.16(d)), and the pivot columns are , so column operations can subtract those combinations and leave zero. After moving the pivot columns to the front, what remains is determined by the rank alone.
Theorem 3.5.27 (Rank normal form). Let and , and let be the matrix
with in positions and elsewhere. There are invertible matrices and such that
Here can be any invertible matrix with .
Proof (column operations on the reduced form).
Uses. Theorem 3.3.10 (), Lemma 3.3.16 (Reading the columns of a matrix in RREF), Proposition 3.3.8 (Properties of the output), Definition 2.4.1 (Matrix product), Theorem 2.4.34 (Block multiplication), Theorem 3.5.14 (Third Fundamental Theorem, completed), Remark 3.5.7 (Inverses of and inverses of ), Definition 2.5.12 (Invertible)
Techniques. Reduce to RREF (Technique 3.3.22), Block decomposition (Technique 2.4.35)
Let be invertible with (Theorem 3.3.10), with pivot columns and free columns , where . It suffices to find an invertible with , since then
Moving the pivot columns to the front. Let be the matrix with columns
where column of consists of the first entries of column of .
Clearing . Let
By block multiplication (Theorem 2.4.34),
so is invertible (Definition 2.5.12), and
So is invertible, as a product of invertible matrices, and . (If , then and works; if , then and and are not needed. Blocks of size zero are simply absent.) □
Proof (by row reducing the transpose).
Uses. Theorem 3.3.10 (), Lemma 3.3.16 (Reading the columns of a matrix in RREF), Proposition 3.3.8 (Properties of the output), Definition 2.4.21 (Transpose), Proposition 2.4.23 (Transpose of a product), Proposition 3.5.9 (Left inverses), Proposition 3.5.2 (First properties of rank), Corollary 3.5.16 (Lists of vectors in )
Techniques. Transpose to trade rows for columns (Technique 3.2.27), Reduce to RREF (Technique 3.3.22)
Let be invertible with , and let be the pivot columns. By Proposition 3.3.8, rows of are zero, so the transpose (Definition 2.4.21) has the block form
where has as its column the transpose of row of , and the zero block has columns.
The columns of are independent. Column of is (Lemma 3.3.16(b)), so row of has entry in column if , and if . Hence if and
Reducing . By Theorem 3.3.10 there is an invertible with , and since is the number of columns of , the proof of Proposition 3.5.9 (first approach) shows that . Therefore
Transposing with Proposition 2.4.23,
The first proof writes down: a reordering of the columns followed by subtracting multiples of the first columns from the others. The second explains why the transpose of is no harder to reduce than itself: its nonzero columns are independent, because the pivot structure of makes the nonzero rows of independent. By Corollary 3.5.22, the theorem says that every matrix of rank can be brought to by elementary row and column operations.
Example 3.5.28 (A rank normal form). For the matrix of Example 3.3.3 we found
with pivot columns and free columns , so . Following the first proof, has columns , and
and is with rows and exchanged,
Then
The last two columns of , and , are the basic solutions of Example 3.4.10. This is no accident: in general, column of is
What does the normal form say about the map ? Read as . The columns of and of form bases of and of , and in these bases is as simple as a linear map can be.
Corollary 3.5.29 (Bases adapted to ). Let have rank . There are a basis of and a basis of such that
That is, with and , we have . Moreover
Uses. Theorem 3.5.27 (Rank normal form), Theorem 3.5.14 (Third Fundamental Theorem, completed), Remark 3.5.7 (Inverses of and inverses of ), Definition 2.4.1 (Matrix product), Definition 2.3.1 (Matrix of a linear map), Corollary 1.5.17 (Sublists), Definition 1.3.10 (Span)
By Theorem 3.5.27 there are invertible and with , so . Let be the columns of and the columns of . Since and are invertible (Remark 3.5.7), the columns of form a basis of and those of a basis of , by Theorem 3.5.14 ((V) (III)).
By Definition 2.4.1, column of is , and column of is times column of . That column is if and if , so column of is if and if . This proves the displayed equations. By Definition 2.3.1, column of is the coordinate vector of in the basis , which is for and for ; so .
Every is
Since is linearly independent (a sublist of a basis, Corollary 1.5.17), if and only if , that is, if and only if
So every linear map of rank is, in suitable coordinates, the map
Is the only number for which has a normal form ? It is: if for some invertible and , then . This amounts to for invertible , and is proved in Exercise 3.5.41. It follows that two matrices satisfy for some invertible , if and only if they have the same rank: rank is the only invariant of a matrix under row and column operations together.
Uses. Theorem 3.5.27 (Rank normal form), Proposition 3.2.7 (Row operations are left multiplications)
Since
So , the pivot column is , and the free columns are . As in the first proof of Theorem 3.5.27, , , and
Check: has first column , second column , and third column . So
Exercises
Exercise 3.5.31. For a scalar , let
- (a)Find for every .
- (b)Find for every . Which rank that occurs over never occurs over , and why?
Uses. Proposition 3.5.2 (First properties of rank), Definition 3.5.1 (Rank), Algorithm 3.3.1 (Gauss–Jordan elimination), Proposition 1.1.17 (No zero divisors)
By Proposition 3.5.2(c), row operations do not change the rank, so we may use any convenient sequence of them; at the end we reduce to RREF and count pivots. Swap rows and , add times the new row to row , and add times it to row :
Adding row to row makes the last entry
These operations make sense over every field. Call this matrix .
(a) . Rows and of are zero, and is in RREF. So .
. Scale row by , making it , and add times it to row , which becomes . If , row is zero, and the result is in RREF with pivots, so . If , the entry is nonzero, so scaling row and clearing column gives , and .
(b) In we have , so , and the last entry of is . For the computation in (a) gives rank . For and , the entry is nonzero and so is , by Proposition 1.1.17, so the computation in (a) gives rank . Rank never occurs: over it requires with , but in the values and are the same. (Over an arbitrary field, exactly when , that is, when and in .)
Uses. Proposition 3.5.9 (Left inverses), Proposition 3.3.11 (Carrying extra columns along), Exercise 3.5.33
We reduce over , scanning the first two columns. Pass : the pivot is , and we add times row to row . Pass : the entry in position is now ; we scale row by , then add times row to row and times row to row :
So , , and by Proposition 3.3.11 the right block is with . By the first approach to Proposition 3.5.9, the first two rows of form a left inverse
Check:
The third row of satisfies , since is row of . So adding to the first row of gives another left inverse,
and indeed
Exercise 3.5.33. Let , and let be invertible with .
- (a)Suppose , and let be a right inverse of . Show that the right inverses of are exactly the matrices with , that is, with every column of in .
- (b)Suppose , and let consist of the first rows of . Show that is a left inverse of if and only if every row of is a linear combination of the last rows of .
- (c)Let be finite with elements. Show that a matrix of rank has exactly right inverses, and a matrix of rank has exactly left inverses.
- (d)Over an arbitrary field, show that a matrix with a one-sided inverse has exactly one such inverse if and only if it is square.
Uses. Proposition 3.5.9 (Left inverses), Proposition 3.5.8 (Right inverses from the pivots), Corollary 3.4.14 (Counting solutions), Definition 2.4.1 (Matrix product), Corollary 3.5.15 (Invertible matrices are square), Theorem 3.5.23 (One-sided inverses of square matrices), Proposition 3.5.2 (First properties of rank)
(a) If , then if and only if
(b) By the first approach to Proposition 3.5.9, , and . So if and only if , where , that is, if and only if every row of satisfies . Let and , so that . Since ,
So if and only if , if and only if
(c) Right inverses. Fix a right inverse (one exists, Proposition 3.5.8). By (a), the right inverses correspond bijectively to the matrices whose columns lie in . The system is consistent with free variables (Proposition 3.5.2(b)), so has elements by Corollary 3.4.14(b). Choosing the columns independently gives
Left inverses. The rows of are linearly independent: if for a row vector , then . So distinct coefficient lists give distinct combinations, and their span has exactly elements. By (b), a left inverse is determined by choosing each of the rows of in this span, which gives
(d) If is square and has a one-sided inverse, it is invertible and every one-sided inverse equals (Theorem 3.5.23). Suppose is not square. If has a right inverse , then (Corollary 3.5.15(b)), so and has a free column; the corresponding basic solution lies in , and by (a) the matrix , whose first column is changed by , is a second right inverse. If has a left inverse, then , so has a row beyond the first , and as is invertible. By (b), adding to the first row of gives a second left inverse.
Exercise 3.5.34. Prove or disprove each statement. Matrices are over a field and have the indicated sizes.
- (a)If has rank and has rank , then has rank .
- (b)If has rank and has rank , then has rank .
- (c)For every , .
- (d)If has rank , then has rank .
- (e)The matrices and in Theorem 3.5.27 are determined by .
- (f)If and with , then is not invertible.
Uses. Theorem 3.5.12 (First Fundamental Theorem, completed), Theorem 3.5.13 (Second Fundamental Theorem, completed), Theorem 2.4.2 (The matrix of a composite), Proposition 2.4.23 (Transpose of a product), Remark 3.5.7 (Inverses of and inverses of ), Theorem 3.5.14 (Third Fundamental Theorem, completed)
(a) True. By Theorem 3.5.12, and are injective. If
(b) True. By Theorem 3.5.13, and are surjective. Given , choose with and then with ; then . So is surjective, and by Theorem 3.5.13.
(c) False. For , which is in RREF with one pivot, , but has rank .
(d) True. By Theorem 3.5.12 and Remark 3.5.7, has a left inverse , . By Proposition 2.4.23,
(e) False. Let , so and . Then for every pair of invertible , , for instance and .
(f) True. Since , the map is not injective, by the “moreover” part of Theorem 3.5.12: there is with . Then , so is not injective, and the matrix is not invertible (Theorem 3.5.14).
Exercise 3.5.35. Claim. Let and with . Then .
Proof. Let . Then
- (a)Find the error.
- (b)Give a counterexample to the claim.
- (c)Show that whenever , the matrix satisfies , and that if and only if .
Uses. Corollary 3.5.15 (Invertible matrices are square), Theorem 3.5.23 (One-sided inverses of square matrices), Definition 2.5.12 (Invertible)
(a) The computation is correct. The error is the last step: it multiplies by , but nothing shows that is invertible. In fact, an invertible with is , so assuming that is invertible is assuming the conclusion.
(b) Let and . Then , but .
(c) holds whenever , by the computation in the “proof”. If , then gives by Theorem 3.5.23. Conversely, if , then and , so is invertible (Definition 2.5.12) and by Corollary 3.5.15(c). So for (the only other possibility, by Corollary 3.5.15(a)), is an idempotent different from ; in (b) it is the projection .
Exercise 3.5.36. Let , , and .
- (a)Show that
. - (b)Show that
, and give an example where the inequality is strict.
Uses. Proposition 3.5.2 (First properties of rank), Definition 2.4.33 (Block matrix), Definition 1.3.10 (Span)
Write for the columns of , for those of , and for those of . For column vectors and , write for the column with on top of . By Proposition 3.5.2(d), the rank of a matrix is the number of its new columns, those not in the span of the columns before them.
(a) The columns of are
Such a vector equals for some choice of scalars if and only if
(b) For , the first columns are as in (a), so exactly of them are new. Let with new in . Every combination of the columns of before has bottom block , which is not . So is new in . Hence has at least new columns. For strict inequality, take blocks and : then has rank .
Exercise 3.5.37. Let and . Show that exactly one of the following holds:
- (i) has a solution ;
- (ii)there is with and .
Then find such a for the inconsistent system of Example 3.4.6, with .
Uses. Corollary 3.4.4 (Consistency), Theorem 3.3.10 (), Proposition 3.3.8 (Properties of the output), Definition 2.4.1 (Matrix product)
Not both. If and , then
At least one. Suppose (i) fails. Let be invertible with , and . By Corollary 3.4.4 there is an with and . Let be row of . By Definition 2.4.1, is row of , which is zero since (Proposition 3.3.8(a)), and is the th entry of , which is nonzero. So (ii) holds.
The example. In Example 3.4.6, and the last row of is . So , and indeed
Exercise 3.5.38. Let with . Prove or disprove:
- (a);
- (b);
- (c).
Uses. Theorem 3.5.23 (One-sided inverses of square matrices)
(a) True. , so by Theorem 3.5.23, .
(b) True. , so by Theorem 3.5.23, .
(c) False. Let and . Then , whose inverse is (check:
This works over every field, since the entry is . In general
Uses. Theorem 3.5.23 (One-sided inverses of square matrices), Proposition 2.4.14 (Algebra of matrices)
Techniques. Uniqueness gives existence (Technique 3.4.21)
Expanding with the distributive laws (Proposition 2.4.14),
So is a right inverse of the square matrix . By Theorem 3.5.23 it is also a left inverse:
Hence , as desired.
The proof computes nothing: the commutation comes entirely from Theorem 3.5.23, applied to the square matrix .
Exercise 3.5.40. Let and be vector spaces over , and let be linear.
- (a)Suppose has a basis and is spanned by a finite list . Show that if is injective, then has a left inverse.
- (b)Suppose has a basis . Show that if is surjective, then has a right inverse. (No assumption on is needed.)
Uses. Theorem 2.6.11 (Injectivity is decided at ), Proposition 1.5.14 (Appending a vector), Proposition 1.4.14 (The span is the smallest subspace containing a list), Definition 1.6.1 (Basis), Theorem 2.2.1 (Linear maps are determined by a basis)
Techniques. Check it on a basis (Technique 2.2.7), Construct a map by choosing it on a basis (Technique 2.2.4)
(a) The images are independent. If
Extending to a basis of . Let
Defining . By Theorem 2.2.1 there is a linear with for each and for each . Then
(b) Since is surjective, for each there is with ; fix one. By Theorem 2.2.1 there is a linear with for each . Then
In (a), some finiteness assumption on is what lets the extension stop; Section 4.1 develops this. In (b) the choice of the is where right inverses get their freedom, as in Exercise 3.5.33(a).
Exercise 3.5.41. This exercise shows that the number in Theorem 3.5.27 is determined by , and draws the consequences. Throughout, is as in Theorem 3.5.27.
- (a)Let be invertible and . Show that .
- (b)Let . Show that if for some invertible and , then .
- (c)Show that for every invertible .
- (d)Show that satisfy for some invertible , if and only if .
Uses. Theorem 3.5.27 (Rank normal form), Proposition 3.5.2 (First properties of rank), Theorem 2.4.34 (Block multiplication), Theorem 3.5.13 (Second Fundamental Theorem, completed), Theorem 2.4.2 (The matrix of a composite), Theorem 3.3.12 (Matrices in RREF)
(a) Partition into its first rows and the remaining rows , and into blocks with row sizes and column sizes . By Theorem 2.4.34,
A list of scalars satisfies for the columns of if and only if it satisfies for the columns of , since the extra entries are all . In particular, a column of is a combination of the earlier ones exactly when the same holds in , so
Now , where (again by block multiplication). The map sends to , so it is surjective onto , and is surjective because is invertible. So
(b) By Theorem 3.5.27 there are invertible , with , where . So , and if , then
The matrix satisfies (R1)–(R4), so it is in RREF with pivots (Theorem 3.3.12), and . On the other hand, is invertible, so by Proposition 3.5.2(c) and (a) with ,
So .
(c) With , , as in (b),
(d) If , then
with both brackets invertible.
Uses. Theorem 3.5.27 (Rank normal form), Theorem 2.4.34 (Block multiplication), Proposition 2.4.14 (Algebra of matrices)
Techniques. Reduce to RREF (Technique 3.3.22)
By Theorem 3.5.27, for invertible , and , so . Here , and by block multiplication
The first factor is invertible, with inverse . The second, , satisfies
Similarly
So up to an invertible factor, every square matrix is an idempotent. The idempotent fixes the first columns of and kills the others; in the language of Corollary 3.5.29, it is the projection onto the span of along the kernel of .
Exercise 3.5.43. Let . A matrix is a generalized inverse of if and .
- (a)Show that every has a generalized inverse.
- (b)Show that if has a left inverse or a right inverse, then every left inverse or right inverse of is a generalized inverse.
- (c)Let satisfy . Show that whenever is consistent, is a solution.
Uses. Theorem 3.5.27 (Rank normal form), Theorem 2.4.34 (Block multiplication), Definition 2.4.21 (Transpose)
(a) First take , and let , which has in positions and elsewhere. By block multiplication,
where the second factor is . In the same way
For general , take , invertible with (Theorem 3.5.27), so , and let . Then
(b) If , then
(c) If is consistent, say , then
So a generalized inverse solves every consistent system by a single matrix multiplication, even when has neither kind of one-sided inverse. Generalized inverses are not unique: by (b) and Exercise 3.5.33(d), a non-square matrix with a one-sided inverse has more than one.
Uses. Theorem 3.5.27 (Rank normal form), Corollary 3.5.25 (The invertible matrix theorem), Definition 2.4.1 (Matrix product)
If is invertible and , then . So an invertible has no such .
Conversely, suppose is not invertible, so (Corollary 3.5.25). By Theorem 3.5.27, for invertible , , so . Let have entry in position and elsewhere. Since , column and row of are zero. By Definition 2.4.1, has as its only possibly nonzero column , which is column of , so ; and has as its only possibly nonzero row , which is row of , so . Let . Then , since otherwise , and
as desired. (In fact has rank , the rank of , by Exercise 3.5.41(c) and Proposition 3.5.2(c).)
- (a)Let be a field with at least three elements. Show that every is the sum of two invertible matrices.
- (b)Show that (a) fails for and .
Uses. Theorem 3.5.27 (Rank normal form), Corollary 3.5.24 (Products of square matrices)
Techniques. Reduce to RREF (Technique 3.3.22)
(a) By Theorem 3.5.27, with , invertible. Suppose with , invertible. Then
and each term is a product of invertible matrices, hence invertible (Corollary 3.5.24). So it suffices to split .
Since has at least three elements, there is with and . Let be the diagonal matrix with diagonal entries ( times) followed by ( times), and the diagonal matrix with entries ( times) followed by . Their sum is diagonal with entries ( times) and , that is, . A diagonal matrix whose diagonal entries are all nonzero is invertible, with inverse the diagonal matrix with entries ; and , , , are all nonzero. So and are invertible.
(b) Over , a matrix is invertible if and only if , that is, . The only sum of two invertible matrices is , so is not such a sum.
Uses. Exercise 3.5.45, Theorem 3.5.27 (Rank normal form), Theorem 2.4.34 (Block multiplication), Theorem 3.3.23 (Invertibility and RREF), Theorem 3.5.23 (One-sided inverses of square matrices), Corollary 3.5.24 (Products of square matrices)
Techniques. Block decomposition (Technique 2.4.35)
As in the proof of Exercise 3.5.45(a), , and it suffices to write with , invertible. We use block diagonal matrices (Theorem 2.4.34): if
Building blocks. Over :
- .
- , and
. Here reduces to by adding row to row and then row to row ; reduces to by a swap and then adding row to row ; and is a swap. So all three are invertible (Theorem 3.3.23). with
Both are invertible: one checks that and
, and a one-sided inverse of a square matrix is an inverse (Theorem 3.5.23).
Assembling . The diagonal of is ones followed by zeros. Partition it into consecutive diagonal blocks as follows, putting blocks on all remaining zero positions.
- If is even, use blocks .
- If is odd and , use blocks and then one block , which covers the last one and the first zero.
- If is odd, then ; use one block and blocks .
In each case is block diagonal with blocks from the list above, so splitting each block as shown writes as a sum of two block diagonal matrices with invertible blocks, which are invertible.
Finally
More practice
The practice bank has 19 exercises on this section’s topics.