Linear Algebra Rank The Complete Solution to Ax=b Math 301 1 Matrix rank The “true” size of a matrix is determine by the rank of a matrix. The rank r of a matrix is defined as the number of pivots. Example : A= 4 4 6 6 3 3 1 1 0 1 0 1 The size of A is R2⇥6 , but its rank is only 1. The row reduced form reveals the pivots and the rank : One non-zero 4 6 3 1 0 1 pivot so r = 1. R= 0 0 0 0 0 0 2 Row reduced form Consider the matrix 2 2 A=4 1 2 Its reduced row echelon 2 1 R=4 0 0 4 2 4 0 3 0 matrix is 2 0 0 0 1 0 3 2 0 8 0 5 2 1 3 1 0 3 0 5 0 1 Note : Pivot columns are not necessarily the first r columns of R. Be sure you know how to obtain the Reduced Row Echelon matrix The pivot columns in a reduced row matrix are columns of the identity matrix. 3 Pivot columns The reduced row matrix 2 1 R=4 0 0 R: 2 0 0 0 1 0 3 1 0 3 0 5 0 1 What is the rank of A? 3 (we have 3 pivot columns) What space do the special solutions live in? The special solutions are solutions to Ax = 0, and so live in R5 (since x 2 R5 ). How many free variables are there? 2 How may special solutions are there? 2 4 Nullspace matrix We can construct a matrix whose columns are the special solutions of the matrix A. Pivot variables Free variables 2 6 6 N =6 6 4 2 1 0 0 0 1 0 3 1 0 3 7 7 7 7 5 Special solutions to Ax = 0 are the columns of N. The free variables are form rows of the identity. This is the nullspace matrix and satisfies AN = 0 (and RN = 0). The columns of N are linearly independent. 5 Nullspace Matrix More generally, suppose A 2 Rm⇥n has rank r. Suppose that all the pivot variables are in the first r columns. Then the reduced row form R of A can be written as r pivot rows This I is r ⇥ r. I F R= m r zero rows 0 0 r pivot columns n-r free columns and the nullspace matrix has the form r pivot variables F N= n r free variables I This I is (n r) ⇥ (n r). 6 Summary Let A be a Rm⇥n . Then • The number of pivots (revealed by the “row reduced form” of the matrix) tells us the rank r of A. • The number of free variables is (n-r) • The number of special solutions is (n-r) • The dimension of the nullspace matrix is (n) x (n-r) • Both A and the reduced row matrix R satisfy AN=RN = 0 • The column space of A and the column space of R are not the same in general. 7 The complete solution Now we want to solve Ax = b. We use the augmented matrix idea and reduce and augmented matrix to reduced row echelon form. ⇥ A b ⇤ For what follows, assume A 2 R has reduced row form R. m⇥n ⇥ R d ⇤ , has rank r and Four cases to consider : • A has full column rank (m > r, n = r) We have already done this case • A has full row rank (m = r, n > r) • A has an invertible (r x r) submatrix, m > r, n > r. 8 • A has both full row and column rank Full column rank (m > r) Ax = b, Full column rank : The number of columns equals the rank R= ⇥ A n=r<m r r I r 0 I 0 m b ⇤ I 0 d1 d2 If d2 = 0, there is exactly one solution : x = d1 If d2 6= 0, the system has no solution. The only nullspace solution is x = 0. 9 Full row rank (n > r) Ax = b, Full row rank :The number of rows equals the rank R= ⇥ m=r<n r ⇥ A I F b ⇤ ⇤ r n I ⇥ I r F F d ⇤ There are infinitely many solutions. There are n-r free variables. The solution has the form x = xp + xN where xp is a particular solution, and xN is in the nullspace of A. 10 General case (r < m, r < n) Ax = b, r < m, r<n r R= I F 0 0 m ⇥ A b ⇤ n r r I F r 0 0 I 0 F 0 d1 d2 If d2 6= 0, the system has no solution. If d2 = 0, the system has an infinite number of solutions of the form x = xp + xN . 11 Both full row and column rank m=n=r Ax = b r R=I r I This is the first case we considered A is an invertible matrix Ax = b has exactly one solution x = A ⇥ ⇤ ⇥ ⇤ I d A b The only nullspace solution is x = 0. 1 b. 12 Example 2 2 4 1 2 0 3 0 Find the reduced 2 1 0 R=4 0 1 0 0 The rank is 3 . 0 0 1 4 2 4 3 2 2 6 6 8 56 6 2 4 x1 x2 x3 x4 x5 3 2 3 7 2 7 7=4 1 5 7 5 5 row form for A and b : 3 2 3 0 2 2 1 0 0 3 5 d=4 0 5 3 1 0 0 The matrix has full The linear system has 1 row rank. solution(s). 13 Complete solution The special solutions s1 and s2 are given 2 2 3 2 1 6 0 7 6 3 6 6 7 7 6 0 0 s1 = 6 s = 2 6 7 6 4 1 5 4 0 0 1 by 3 7 7 7 7 5 Set the free variables x4 and x5 to zero to get a particular solution : xp = d = (2, 0, 3, 0, 0). The complete solution is then x = x p + a s1 + b s2 where a and b are arbitrary scalars. 14