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The four fundamental subspaces

讲座摘要(lecture summary)

In this lecture we discuss the four fundamental spaces associated with a matrix and the relations between them.

Four subspaces

Any mm by nn matrix AA determines four subspaces (possibly containing only the zero vector):

Column space, C(A)C(A)

C(A)C(A) consists of all combinations of the columns of AA and is a vector space in Rm\mathbb{R}^{m} .

Nullspace, N(A)N(A)

This consists of all solutions x\mathbf{x} of the equation Ax=0A\mathbf{x}=\mathbf{0} and lies in Rn\mathbb{R}^{n} .

Row space, C(AT)C(A^{T})

The combinations of the row vectors of AA form a subspace of RnR^{n} . We equate this with C(AT)C(A^{T}) , the column space of the transpose of AA .

Left nullspace, N(AT)N(A^{T})

We call the nullspace of ATA^{T} the left nullspace of AA . This is a subspace of Rm\mathbb{R}^{m} .

Basis and Dimension

Column space

The rr pivot columns form a basis for C(A)C(A)

dimC(A)=r.\dim C(A)=r.

Nullspace

The special solutions to Ax=0A\mathbf{x}=\mathbf{0} correspond to free variables and form a basis for N(A)N(A) . An mm by nn matrix has nrn-r free variables:

dimN(A)=nr.\dim N(A)=n-r.

Row space

We could perform row reduction on ATA^{T} , but instead we make use of R,R, the row reduced echelon form of AA .

A=[123111211231][101101100000]=[IF00]=RA={\left[\begin{array}{l l l l}{1}&{2}&{3}&{1}\\ {1}&{1}&{2}&{1}\\ {1}&{2}&{3}&{1}\end{array}\right]}\to\cdots\to{\left[\begin{array}{l l l l}{1}&{0}&{1}&{1}\\ {0}&{1}&{1}&{0}\\ {0}&{0}&{0}&{0}\end{array}\right]}={\left[\begin{array}{l l}{I}&{F}\\ {0}&{0}\end{array}\right]}=R

Although the column spaces of AA and RR are different, the row space of RR is the same as the row space of AA . The rows of RR are combinations of the rows of AA , and because reduction is reversible the rows of AA are combinations of the rows of RR .

The first rr rows of RR are the "echelon" basis for the row space of AA :

dimC(AT)=r.\mathrm{dim}\,{\cal C}(A^{T})=r.

Left nullspace

The matrix ATA^{T} has mm columns. We just saw that rr is the rank of AT.A^{T}. , so the number of free columns of ATA^{T} must be mrm-r :

dim  N(AT)=mr.\mathrm{dim}\;N(A^{T})=m-r.

The left nullspace is the collection of vectors yy for which ATy=0A^{T}y=0 . Equivalently, yTA=0.y^{T}A=0. ; here yy and 0 are row vectors. We say "left nullspace" because yTy^{T} is on the left of AA in this equation.

To find a basis for the left nullspace we reduce an augmented version of AA :

[Am×nIm×n][Rm×nEm×n].\left[\begin{array}{l l}{A_{m\times n}}&{I_{m\times n}}\end{array}\right]\longrightarrow\left[\begin{array}{l l}{R_{m\times n}}&{E_{m\times n}}\end{array}\right].

From this we get the matrix EE for which EA=RE A=R . (If AA is a square, invertible matrix then E=A1E\stackrel{\smile}{=}A^{-1} .) In our example,

EA=[120110101][123111211231]=[101101100000]=R.E A={\left[\begin{array}{l l l}{-1}&{2}&{0}\\ {1}&{-1}&{0}\\ {-1}&{0}&{1}\end{array}\right]}{\left[\begin{array}{l l l l}{1}&{2}&{3}&{1}\\ {1}&{1}&{2}&{1}\\ {1}&{2}&{3}&{1}\end{array}\right]}={\left[\begin{array}{l l l l}{1}&{0}&{1}&{1}\\ {0}&{1}&{1}&{0}\\ {0}&{0}&{0}&{0}\end{array}\right]}=R.

The bottom mrm-r rows of EE describe linear dependencies of rows of AA , because the bottom mrm-r rows of RR are zero. Here mr=1m-r=1 (one zero row in RR ).

The bottom mrm-r rows of EE satisfy the equation yTA=0\mathbf{y}^{T}A=\mathbf{0} and form a basis for the left nullspace of AA .

New vector space

The collection of all 3×33\times3 matrices forms a vector space; call it MM . We can add matrices and multiply them by scalars and there’s a zero matrix (additive identity). If we ignore the fact that we can multiply matrices by each other, they behave just like vectors.

Some subspaces of MM include:

  • all upper triangular matrices
  • all symmetric matrices
  • DD , all diagonal matrices

DD is the intersection of the first two spaces. Its dimension is 33; one basis for DD is:

[100000000],[100030000],[000000007].\left[\begin{array}{l l l}{1}&{0}&{0}\\ {0}&{0}&{0}\\ {0}&{0}&{0}\end{array}\right],\left[\begin{array}{l l l}{1}&{0}&{0}\\ {0}&{3}&{0}\\ {0}&{0}&{0}\end{array}\right],\left[\begin{array}{l l l}{0}&{0}&{0}\\ {0}&{0}&{0}\\ {0}&{0}&{7}\end{array}\right].

Problems and Solutions(习题及答案)

Problem 10.1: (3.6 #11. Introduction to Linear Algebra: Strang) AA is an m by nn matrix of rank rr . Suppose there are right sides b for which Ax=bA\mathbf{x}=\mathbf{b} has no solution.

  • a) What are all the inequalities ( << or ,\leq, ) that must be true between m,n,m,n, and r?r?
  • b) How do you know that ATy=0A^{T}\mathbf{y}=\mathbf{0} has solutions other than y=0?\mathbf{y}=\mathbf{0}?

Solution

a) The rank of a matrix is always less than or equal to the number of rows and columns, so )  r  m)\;r\leq\;m and rnr\,\leq\,n . The second statement tells us that the column space is not all of Rn\mathbb{R}^{n} , so )  r<m)\;r<m .
b) These solutions make up the left nullspace, which has dimension mm- r>0r>0 (that is, there are nonzero vectors in it).

Problem 10.2: (3.6 #24.) ATy=dA^{T}\mathbf{y}=\mathbf{d} is solvable when d{\mathbf d} is in which of the four subspaces? The solution y\mathbf{y} is unique when the ____________ contains only the zero vector.

Solution

Solution: It is solvable when d{\mathbf d} is in the row space, which consists of all vectors ATyA^{T}\mathbf{y} . The solution y is unique when the left nullspace contains only the zero vector.