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Lecture 3
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Overview
Rank of a Matrix
Lecture 3
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Linear Combination
Abstract Definition: Let V be a set, F be a field, + V V V ,
F V V . Then < V, F, +, . > is a vector space if:
v1 + v2 V, v1 , v2 V, , F
(1)
b = 1 a1 + 2 a2 + . . . + n an = k ak
k=1
Asst. Prof. N. Kemal Ure (ITU)
Lecture 3
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Linear Dependency
Definition (Linearly Dependent Set)
The set of vectors A = {ak k = 1, . . . , n} are said to be linearly
dependent if one of the vectors is a linear combination of the others.
If the set A is not linearly dependent, then it is called linearly
independent.
Theorem (Test for linear independence)
The set A = {ak k = 1, . . . , n} is linearly independent iff the equality,
n
k ak = 0,
(2)
k=1
implies that k = 0, k = 1 . . . , n.
Asst. Prof. N. Kemal Ure (ITU)
Lecture 3
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span[a1 , . . . , an ] = { k ak k R}
k=1
Lecture 3
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v = k ak .
k=1
Lecture 3
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a
21 a22 . . . a2n
A=
Lecture 3
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Rank of a Matrix
Matrix Rank
Definition (Rank of a Matrix)
Let A Rmn . Rank r is the maximal number of independent columns
of A.
Notice that r n. When r = n, we say that matrix is full rank.
Theorem (Invariance of Rank)
Rank of a matrix A Rmn is invariant under following operations.
1
Interchange of columns.
Nice, but is there a formula for testing if the matrix has full rank? Is
there a scalar quantity that measures the independency of columns?
Lecture 3
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Rank of a Matrix
Determinant
Determinant of matrix (denoted by A) is a confusing concept at
first, has many different interpretations.
The properties of the determinant are more important than its
explicit formula
Definition (Determinant)
Determinant is a function denoted as det Rnn R, and possess the
following properties:
1
=
=
det[a1 , . . . , ak + bk , . . . , an ]
det[a1 , . . . , ak , . . . , an ]
+ [det[a1 , . . . , bk , . . . , an ].
2
Lecture 3
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Rank of a Matrix
det a1 , . . . , ak + j aj , . . . , an = det[a1 , . . . , ak , . . . , an ]
j=1,jk
Lecture 3
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Rank of a Matrix
Definition (Minor)
pth order minor of a matrix A Rmn is the determinant of sub-matrix
formed by deleting m p rows and n p columns.
Then we have this cool theorem:
Theorem (Minors and Rank)
If an A Rmn (m n) has a nonzero nth order minor, then
rankA = n.
It is straightforward to show that rank of a matrix is the maximal
order of its nonzero minors.
Asst. Prof. N. Kemal Ure (ITU)
Lecture 3
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Rank of a Matrix
Lecture 3
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< x, y >= xi yi = xT y
i=1
Lecture 3
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x = < x, x > = xT x
Theorem (Cauchy-Schwartz Inequality)
For any x, y Rn
Lecture 3
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Norm Properties
Norm possess many properties of the absolute value function
Positivity: x 0, x = 0 x = 0
Homogeneity: rx = rx, r R
Triangle Inequality: x + y x + y
There are many other vector norms. Actually any function that
satisfies the properties above is a norm.
p-norm: xp = (x1 p + x2 p + + xn p ) p
p = 2, the Euclidean norm
What does p = 0 or 1 corresponds to? What happens when p ?
1
Lecture 3
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