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Let \(A\)be an\(m \times n\)matrix whose columns are linearly independent.

  1. Use Exercise 19 to show that \({A^T}A\) is an invertible matrix.
  2. Explain why\(A\)must have at least as many rows as columns.
  3. Determine the rank of \(A\).

Short Answer

Expert verified
  1. It is proved that \({A^T}A\) is an invertible matrix.
  2. Because \(n\) linearly independent columns of \(A\) belongs to \({\mathbb{R}^m}\).
  3. The rank of \(A\) is \(n\).

Step by step solution

01

Rank of a matrix

(a).

Given that \(A\) is an \(m \times n\) matrix whose columns are linearly independent.

So, the above statement implies that \(\dim \left( {{\rm{Col}}\,A} \right) = n\) and \({\rm{rank}}\left( A \right) = n\). Now, it is known that if \(A\) is an \(m \times n\) matrix then there exist a vector \(x\) in \({\mathbb{R}^n}\) satisfies \(Ax = 0\) if and only if \({A^T}Ax = 0\). So, \(\dim \left( {{\rm{Nul}}\left( {{A^T}A} \right)} \right) = 0\).

This implies that the rank of matrix \({A^T}A\) is \(n\). Since, \({A^T}A\) is \(n \times n\) matrix and \({\rm{rank}}\left( {{A^T}A} \right) = n\). So, \({A^T}A\) is invertible.

02

Proof of part (b)

The reason is that the columns of \(A\) form a linearly independent set of vectors in \({\mathbb{R}^m}\). Therefore, the number of rows cannot be less than the number of columns.

Hence, the number of rows is at least the number of columns,

03

Rank of matrix A

(c).

It is known that the dimensions of column space of \(A\)and the rank of \(A\) are equal. Since, the number of columns that are linearly independent is \(n\).

Therefore, the rank of \(A\) is equal to \(n\).

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Most popular questions from this chapter

In Exercises 1-4, find the equation \(y = {\beta _0} + {\beta _1}x\) of the least-square line that best fits the given data points.

  1. \(\left( {1,0} \right),\left( {2,1} \right),\left( {4,2} \right),\left( {5,3} \right)\)

In Exercises 9-12, find (a) the orthogonal projection of b onto \({\bf{Col}}A\) and (b) a least-squares solution of \(A{\bf{x}} = {\bf{b}}\).

9. \(A = \left[ {\begin{aligned}{{}{}}{\bf{1}}&{\bf{5}}\\{\bf{3}}&{\bf{1}}\\{ - {\bf{2}}}&{\bf{4}}\end{aligned}} \right]\), \({\bf{b}} = \left[ {\begin{aligned}{{}{}}{\bf{4}}\\{ - {\bf{2}}}\\{ - {\bf{3}}}\end{aligned}} \right]\)

Compute the quantities in Exercises 1-8 using the vectors

\({\mathop{\rm u}\nolimits} = \left( {\begin{aligned}{*{20}{c}}{ - 1}\\2\end{aligned}} \right),{\rm{ }}{\mathop{\rm v}\nolimits} = \left( {\begin{aligned}{*{20}{c}}4\\6\end{aligned}} \right),{\rm{ }}{\mathop{\rm w}\nolimits} = \left( {\begin{aligned}{*{20}{c}}3\\{ - 1}\\{ - 5}\end{aligned}} \right),{\rm{ }}{\mathop{\rm x}\nolimits} = \left( {\begin{aligned}{*{20}{c}}6\\{ - 2}\\3\end{aligned}} \right)\)

4. \(\frac{1}{{{\mathop{\rm u}\nolimits} \cdot {\mathop{\rm u}\nolimits} }}{\mathop{\rm u}\nolimits} \)

Compute the quantities in Exercises 1-8 using the vectors

\({\mathop{\rm u}\nolimits} = \left( {\begin{aligned}{*{20}{c}}{ - 1}\\2\end{aligned}} \right),{\rm{ }}{\mathop{\rm v}\nolimits} = \left( {\begin{aligned}{*{20}{c}}4\\6\end{aligned}} \right),{\rm{ }}{\mathop{\rm w}\nolimits} = \left( {\begin{aligned}{*{20}{c}}3\\{ - 1}\\{ - 5}\end{aligned}} \right),{\rm{ }}{\mathop{\rm x}\nolimits} = \left( {\begin{aligned}{*{20}{c}}6\\{ - 2}\\3\end{aligned}} \right)\)

7. \(\left\| {\mathop{\rm w}\nolimits} \right\|\)

Let \(\left\{ {{{\bf{v}}_1}, \ldots ,{{\bf{v}}_p}} \right\}\) be an orthonormal set. Verify the following equality by induction, beginning with \(p = 2\). If \({\bf{x}} = {c_1}{{\bf{v}}_1} + \ldots + {c_p}{{\bf{v}}_p}\), then

\({\left\| {\bf{x}} \right\|^2} = {\left| {{c_1}} \right|^2} + {\left| {{c_2}} \right|^2} + \ldots + {\left| {{c_p}} \right|^2}\)

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