engg2013 unit 12 everything is related
DESCRIPTION
ENGG2013 Unit 12 Everything is related. Feb, 2011. Yesterday. Row-rank of an m n matrix. The row rank of a matrix is the maximal number of linearly independent rows. Row-rank is an integer between 0 to m. How to use row operations and calculate row-rank by RREF. - PowerPoint PPT PresentationTRANSCRIPT
![Page 1: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/1.jpg)
ENGG2013 Unit 12Everything is related
Feb, 2011.
![Page 2: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/2.jpg)
Yesterday
• Row-rank of an mn matrix.– The row rank of a matrix is the maximal number
of linearly independent rows.– Row-rank is an integer between 0 to m.
• How to use row operations and calculate row-rank by RREF.– Row operations do not change the row-rank– We can see the row-rank of a RREF easily, just
count the number of non-zero rows.
kshum ENGG2013 2
![Page 3: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/3.jpg)
Calculating row-rank from definition
• Let A be a 67 matrix.• Test the linear independence for1.Each of the 6 rows. (6 cases)2.all pairs of rows. (15 cases)3.All triples of rows. (20 cases)4.All combinations of four rows (15 cases)5.All combinations of five rows (6 cases)6.All six rows together. (1 case)kshum ENGG2013 3
![Page 4: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/4.jpg)
Calculating row-rank from definition
• Example: If – any combination of 5 or more rows are linearly
dependent– there is a combination of 4 rows which are linearly
independent,then we say that the row rank is 4.• Example: If
– any combination of 2 or more rows are linearly dependent
– there is a non-zero row,then we say that the row rank is 1.
kshum ENGG2013 4
![Page 5: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/5.jpg)
Linear independence
• Definition: Given a set of k vectors v1, v2, …, vk, each of them has n components. We call them linear independent when
c1v1+c2 v2+ … +c2 vk = 0
is possible only if all coefficients in the linear combination are equal to zero, c1=c2= … =c2=0
Otherwise, they are linear dependent.
kshum ENGG2013 5
The zero vector
![Page 6: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/6.jpg)
Linear equations
• We need to solve a system of linear equations and show that they there is only one solution, namely, the all-zero solution.
• For example, if we want to test whether
are linearly independent, we write down an vector equation c1v1+c2 v2+ c3vk=0, and see is c1=c2=c3=0 is the only choice for the coefficients. If yes, they are linearly independent. If there is some non-zero choice for c1,c2, and c3, then they are linearly dependent.
kshum ENGG2013 6
![Page 7: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/7.jpg)
RREF
• We can use reduced row-echelon form to see if there is any non-trivial solution(“non-trivial” here means non-zero).
kshum ENGG2013 7
1
11
1
If there are free variables,then there are infinitelymany non-zero solutions
![Page 8: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/8.jpg)
Matrix inverse
• If we write the system of linear equations in matrix from Ax=b,
we can solve it by multiplying both sides (from the left) by the inverse of A, provided that the inverse exists.
kshum ENGG2013 8
![Page 9: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/9.jpg)
A missing link from Unit 7
• Definition: Given a square matrix A, if B is an matrix such that BA = I and AB = I, (Here “I” stands for the identity matrix, then we say tht B is the inverse of A, and write A-1=B.
• To check that a matrix B is the inverse of A, we said in Unit 7 that t is sufficient to check either 1. BA = I, or2. AB = I.
kshum ENGG2013 9
![Page 10: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/10.jpg)
Example
• For example, if we want to check that the
inverse of is
we only need to verify that
kshum ENGG2013 10
Is there any justification for this laziness?
![Page 11: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/11.jpg)
Left and right inverse
• To streamline the presentation, we distinguish left-inverse and right-inverse of a matrix.
• The notions of left- and right-inverse apply to rectangular matrix in general.
• Let A be an mn matrix.• Definition:
– A matrix X is called a left-inverse of A if XA = In.
– A matrix Y is called a right-inverse of A if AY = Im.
kshum ENGG2013 11
n n indentity matrix
m m indentity matrix
![Page 12: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/12.jpg)
Left- and Right-inverse forrectangular matrix are complicated• Consider the matrix
• We can check that
for any a and b. Therefore, A has infinitely many right-inverse.
• Also, A does not have any left-inverse.kshum ENGG2013 12
![Page 13: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/13.jpg)
Row- and column-rank
• As an mirror image of row-rank, we define the column-rank of a matrix M by the maximum number of linearly independent columns in M.
(Here, M may be rectangular matrix, not necessarily square matrix.)
• Similarly to the arguments yesterday, we can see that column operations do not change the column-rank.
kshum ENGG2013 13
![Page 14: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/14.jpg)
The transpose operator• The transpose operator interchange rows and columns
of a matrix.• It provides a useful tool for transporting any proof and
calculation of rows into proof and calculation of columns, and vice versa.
• For example,
– The results in p.10 are translated to
The matrix has no right-inverse,
but has infinitely many left-inverses.
kshum ENGG2013 14
![Page 15: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/15.jpg)
Determinant
• From Unit 9, we also know that we can solve system of linear equations by Cramer’s rule.
• We have formulae for computing the inverse using cofactors and adjoint:
kshum ENGG2013 15
![Page 16: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/16.jpg)
• What are the relationship between them– Determinant– Rank– Left-inverse and right-inverse– RREF– Solution(s) to system of
linear equations– Linear independence
kshum ENGG2013 16
![Page 17: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/17.jpg)
A unifying theorem
• Given an nn matrix A, the followings are logically equivalent:
1. A has a left-inverse. (X, s.t. XA=I.)2. The only solution to Ax=0 is x=0.3. A has column-rank n. (Columns of A are linearly independent)
4. A has a right-inverse. (Y, s.t. AY=I.)5. A has row-rank n. (Rows of A are linearly independent)
6. The RREF of A is the nn identity matrix 7. A is a product of elementary matrices.8. The determinant of A is non-zero.
kshum ENGG2013 17
![Page 18: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/18.jpg)
kshum ENGG2013 18
![Page 19: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/19.jpg)
1 2
1. A has a left-inverse. (X, s.t. XA=I.)2. The only solution to Ax=0 is x=0.
Suppose that A has a left-inverse X, such that XA=I.
Suppose that x = [x1 x2 … xn]T is a solution to Ax = 0. Just multiply both side by X from the left.
kshum ENGG2013 19
![Page 20: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/20.jpg)
2 3
2. The only solution to Ax=0 is x=0.3. A has column-rank n. (Columns of A are linearly
independent)
Suppose that Ax= 0 implies x=0.Let the columns of A be c1, c2,…, cn.
Suppose that x1c1+x2c2+…+xn cn = 0.
But it’s equivalent to writing Ax=0.Hence, x1 =x2 =… =xn =0.
Columns of A are linearly independent.kshum ENGG2013 20
![Page 21: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/21.jpg)
4 5
4. A has a right-inverse. (Y, s.t. AY=I.)5. A has row-rank n. (Rows of A are linearly independent)
The reason is exactly the same as 1 2.
kshum ENGG2013 21
![Page 22: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/22.jpg)
5 65. A has row-rank n. (Rows of A are linearly
independent)6. The RREF of A is the nn identity matrixSuppose that the n rows of A are linearly independent.From Unit 11, we know that row operations does not
affect row-rank. If the RREF of A cannot contain n-1 or less non-zero rows,
then the rank of the RREF is n-1 or less, implying that A has rank n-1 or less.
Therefore all rows of the RREF are not zero. The only choice is the identity matrix.
kshum ENGG2013 22
![Page 23: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/23.jpg)
6 7
6. The RREF of A is the nn identity matrix 7. A is a product of elementary matrices.Definition: An elementary matrix is what you get after applying
an elementary row operation to an identity matrix.
kshum ENGG2013 23
Exchange row 1and row 2
Add 3 times row 1to row 3
Compare with the fact that every positive integer can be factorized as a product of primes.
The elementary matrices are the building blocks of invertible matrices in the same sense
![Page 24: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/24.jpg)
Exchange row 1and row 2
Elementary matrices
• Definition: An elementary matrix is what you get after applying an elementary row operation to an identity matrix.
kshum ENGG2013 24
Add 3 times row 1to row 3
Elementary matrices
![Page 25: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/25.jpg)
Row operations are “undo-able”
• We can undo any row operation by another row operation, without loss of information.– First kind: To undo exchanging row i and row j, we
exchange row i and row j again.– Second kind: The reverse process of multiplying row
i by a non-zero factor k, is to multiply the same row by 1/k.
– Third kind: The reverse process of adding c times row j to row i, is to subtract c times row j from row i.
kshum ENGG2013 25
![Page 26: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/26.jpg)
The same ideas in terms of matrix
• Given any elementary matrix, say E, we can find another elementary matrix, say E’, such that E’ E = In, the nn identity matrix.
• As we have shown in Unit 7, elementary row operation is the same as multiplying a suitable elementary matrix from the left.
kshum ENGG2013 26
![Page 27: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/27.jpg)
From Unit 7
• If we can row reduce matrix A to the identity matrix, then we can multiply a series of elementary matrices, say E1, E2, E3, …, Ep, from the left and obtain the identify matrix.
• For each E1, E2, E3, …, Ep, we can find elementary matrix Ei’ such that Ei’ E= I. (i=1,2,…,p)
• Therefore A can be written as a product of elementary matrices
kshum ENGG2013 27
![Page 28: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/28.jpg)
7 1
7. A is a product of elementary matrices.8. A has a left-inverse. (X, s.t. XA=I.)Suppose that A can be written as a product of
elementary matrices A = E1 E2 E3 Ek-1 Ek .
For each elementary Ei, we can find Ei’ such that
Ej’ Ej = I, (for j = 1,2,…,k)
We can take X as Ek’ Ek-1
’ E2’ E1
’
kshum ENGG2013 28
![Page 29: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/29.jpg)
7 4
7. A is a product of elementary matrices.8. A has a right-inverse. (Y, s.t. AY = I.)Suppose that A can be written as a product of
elementary matrices A = E1 E2 E3 Ek-1 Ek .
For each elementary Ei, we can find Ei’’
such that
Ej Ej’’
= I, (for j = 1,2,…,k)
We can take Y as Ek’’ Ek-1
’’ E2’’ E1
’’
kshum ENGG2013 29
![Page 30: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/30.jpg)
The Logical Road map so far
• 4 5 6 7 1 2 3
kshum ENGG2013 30
![Page 31: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/31.jpg)
3 7
3. A has column-rank n. (Columns of A are linearly independent)
7. A is a product of elementary matrices.Apply the arguments in as in 5 6 7, to the
transpose of A.5’ AT has row-rank n. (Transpose interchange rows and
column)
6’ The RREF of AT is the nn identity matrix 7’ AT is a product of elementary matrices.kshum ENGG2013 31
![Page 32: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/32.jpg)
3 7
3. A has column-rank n. (Columns of A are linearly independent)
7. A is a product of elementary matrices.• Suppose that AT is the product of some elementary
matrices, say E1, E2, … , Ek, AT = E1 E2 E3 Ek.Take the transpose of both sides, and use the fact that
– the transpose of an elementary matrix is also elementary, and
– (E F)T = FT ET
A = EkT Ek-1
T Ek-2T
E1T.
kshum ENGG2013 32
![Page 33: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/33.jpg)
Logical road map so far
• 4 5 6 7 1 2 3
kshum ENGG2013 33
![Page 34: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/34.jpg)
7 8
7. A is a product of elementary matrices.8. The determinant of A is non-zero.We need the following observation:• Determinant of elementary matrix is nonzero• Let E be an elementary matrix and B is any
matrix of the same size as E, thendet(EB) = det(E) det(B)
kshum ENGG2013 34
![Page 35: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/35.jpg)
Elementary matrix (first kind)
• First kind: Row exchange. determinant of a matrix E corresponding to row exchange is -1.
• Suppose we apply a row exchange to a matrix B, and the resulting matrix is say B’.
Then, det(B) = det(B’). det(EB) = det(B’)= - det(B) = det(E)det(B)
kshum ENGG2013 35
![Page 36: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/36.jpg)
Elementary matrix (second kind)
• Second kind: Multiply a row by a non-zero constant k. The determinant of matrix E corresponding this row multiplication is k.
• Suppose we apply multiply the i-th row of matrix C to obtain matrix C’. Then, det(C’) = k det(C).
det(EC) = det(C’)= k det(B) = det(E)det(B)
kshum ENGG2013 36
![Page 37: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/37.jpg)
Elementary matrix (third kind)
• Third kind: Add c times the i-th row to the j-th row. The determinant of matrix E corresponding to this action is 1.
• Suppose we add c times i-th row of matrix D to the j-th row. Let the resulting matrix be D’. Then, det(D’) = det(D).
det(ED) = det(D’)= det(D) = det(E) det(B)
kshum ENGG2013 37
![Page 38: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/38.jpg)
7 8
7. A is a product of elementary matrices.8. The determinant of A is non-zero.If A can be factor as a product of elementary
matrices, i.e., A= E1 E2 Ep
Then det(A) = det(E1 E2 Ep)= det(E1 (E2 E3 Ep)) = det(E1)det(E2 E3 Ep)= det(E1) det(E2) det(E3 Ep)= … = det(E1) det(E2) det(Ep) This is non-zero because each factor is non-zero.kshum ENGG2013 38
![Page 39: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/39.jpg)
Logical road map so far
• 4 5 6 7 1 2 3
• Need to prove 8 any one from 1 to 7• Let’s prove the implication 8 5
kshum ENGG2013 39
8
![Page 40: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/40.jpg)
8 5
• Logically, it is equivalent to proving the negation of (5) implies the negation of (8).
~(5): A has row-rank < n. (Rows of A are linearly dependent)
~(8): The determinant of A is zero.Suppose that the rows of A are linearly
dependent. From Unit 11, we know that one row is a linear combination of the other rows.
kshum ENGG2013 40
![Page 41: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/41.jpg)
8 5
• Suppose that the 1-st row is a linear combination of the other rows
• r1 = c2r2 + c3r3 + c4r4 + … + cnrn
where c2 to cn are some constants.
kshum ENGG2013 41
By row reduction
![Page 42: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/42.jpg)
QED
• 4 5 6 7 1 2 3
• Implications include:– Left-inverse is automatically the same as the right-
inverse.– Row-rank = n if and only column-rank = n– And much more…
kshum ENGG2013 42
8
![Page 43: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/43.jpg)
A question from tutorial 2
• Can we say that if the determinant is zero, then the row vectors are linearly dependent?
• The answer is yes. This is a corollary of the unifying theorem in p.17.
kshum ENGG2013 43
![Page 44: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/44.jpg)
TheoremThree vectors are co-planar if and only if the determinant obtained by writing the three vectors together is zero.
Proof: Let the three vectors be
Assume that they lie on the same plane.Let this plane ax + by + cz = 0.
(a, b, and c are constants, not all zero)
kshum ENGG2013 44
![Page 45: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/45.jpg)
Proof ()•
• The system of linear equations (a,b, and c are the variables)
has non zero solution.• because condition 2 implies the condition 8 in
theorem in p.17, we can conclude that
kshum ENGG2013 45
a,b,c are constantsnot all zero
![Page 46: ENGG2013 Unit 12 Everything is related](https://reader036.vdocument.in/reader036/viewer/2022062301/5681318b550346895d97fdb0/html5/thumbnails/46.jpg)
Proof ()
• For the reverse direction, suppose that
• From the unifying theorem, we know that condition 8 implies condition 2, i.e., if the above determinant is zero, then
has a solution (a,b,c) which is not all zero. • Therefore, it is guaranteed that we can find three real
numbers, a, b, c, not all zero, such that all three points lie on the plane ax+by+cz =0.
kshum ENGG2013 46
QED