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Add actual content to the skeleton of the `vectors-matrix-ops/ranks-determinants` section. Signed-off-by: Eggert Karl Hafsteinsson <[email protected]> Signed-off-by: Teodor Dutu <[email protected]> Signed-off-by: Razvan Deaconescu <[email protected]>
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chapters/vectors-matrix-ops/ranks-determinants/reading/read.md
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# Ranks and Determinants | ||
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## The Rank of a Matrix | ||
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The rank of an $n \times p$ matrix $A$, denoted by $\text{rank}(A)$, is the largest number of columns of $A$, which are not linearly dependent (i.e. the number of linearly independent columns). | ||
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### Details | ||
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Vectors $a_1, a_2, \ldots, a_n$ are said to be linearly dependent if there exist constants $k_1, \ldots, k_n$ that are not all zero, such that | ||
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$$k_1 a_1 + k_2 a_2 + \ldots + k_n a_n = 0$$ | ||
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Note that if such constants exist, then we can write one of the $a$ 's as a linear combination of the rest, e.g. if $k_1 \neq 0$ then | ||
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$$a_1=\mathbf{c_1} = -\displaystyle\frac{k_2}{k_1} a_2 - \ldots - \displaystyle\frac{k_2}{k_1} a_n$$ | ||
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It can be shown that the rank of $A$, is the same as the rank of $A'$ | ||
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i.e. the maximum number of linearly independent rows of $A$. | ||
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:::note Note | ||
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Note that if $\text{rank}(A) = p$, then the columns are linearly independent. | ||
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::: | ||
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### Examples | ||
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:::info Example | ||
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If | ||
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$$ | ||
A = | ||
\left[ | ||
\begin{array}{cc} | ||
1 & 0 \\ | ||
0 & 1 | ||
\end{array} | ||
\right] | ||
$$ | ||
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then $\text{rank}(A)$ = 2, since | ||
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$$ | ||
k_1 | ||
\left( | ||
\begin{array}{cc} | ||
1 \\ | ||
0 | ||
\end{array} | ||
\right) + | ||
k_2 | ||
\left( | ||
\begin{array}{cc} | ||
0 \\ | ||
1 | ||
\end{array} | ||
\right) = | ||
\left( | ||
\begin{array}{cc} | ||
0 \\ | ||
0 | ||
\end{array} | ||
\right) | ||
$$ | ||
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if and only if | ||
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$$ | ||
\left( | ||
\begin{array}{cc} | ||
k_1 \\ | ||
k_2 | ||
\end{array} | ||
\right) = | ||
\left( | ||
\begin{array}{cc} | ||
0 \\ | ||
0 | ||
\end{array} | ||
\right) | ||
$$ | ||
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so the columns are linearly independent. | ||
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::: | ||
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:::info Example | ||
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If | ||
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$$ | ||
A = | ||
\left[ | ||
\begin{array}{ccc} | ||
1 & 0 & 1 \\ | ||
0 & 1 & 1 \\ | ||
0 & 0 & 0 | ||
\end{array} | ||
\right] | ||
$$ | ||
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then $\text{rank}(A)$ = 2. | ||
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::: | ||
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:::info Example | ||
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If | ||
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$$ | ||
A = | ||
\left[ | ||
\begin{array}{ccc} | ||
1 & 1 & 1 \\ | ||
0 & 1 & 0 \\ | ||
0 & 1 & 0 | ||
\end{array} | ||
\right] | ||
$$ | ||
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then $\text{rank}(A)$ = 2. since | ||
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$$ | ||
1 | ||
\left( | ||
\begin{array}{ccc} | ||
1 \\ | ||
0 \\ | ||
0 | ||
\end{array} | ||
\right) + | ||
0 | ||
\left( | ||
\begin{array}{ccc} | ||
0 \\ | ||
1 \\ | ||
1 | ||
\end{array} | ||
\right) + | ||
(-1) | ||
\left( | ||
\begin{array}{ccc} | ||
1 \\ | ||
0 \\ | ||
0 | ||
\end{array} | ||
\right) = | ||
0 | ||
$$ | ||
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(and hence the rank cannot be more than 2) but | ||
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$$ | ||
k_1 | ||
\left( | ||
\begin{array}{ccc} | ||
1 \\ | ||
0 \\ | ||
0 | ||
\end{array} | ||
\right) + | ||
k_2 | ||
\left( | ||
\begin{array}{ccc} | ||
0 \\ | ||
1 \\ | ||
1 | ||
\end{array} | ||
\right) | ||
$$ | ||
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if and only if $k_1=k_2=0$ (and hence the rank must be at least 2). | ||
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::: | ||
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## The Determinant | ||
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Recall that for a $2 \times 2$ matrix, | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
a & b \\ | ||
c & d | ||
\end{bmatrix} | ||
$$ | ||
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the inverse of $A$ is | ||
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$$ | ||
A^{-1} = \displaystyle\frac{1}{ad-bc} | ||
\begin{bmatrix} | ||
2 & 3 \\ | ||
3 & 1 | ||
\end{bmatrix} | ||
$$ | ||
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### Details | ||
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:::note Definition | ||
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The number $ad-bc$ is called the **determinant** of the $2 \times 2$ matrix $A$. | ||
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::: | ||
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:::note Definition | ||
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Now suppose $A$ is an $n \times n$ matrix. | ||
An **elementary product** from the matrix is a product of $n$ terms based on taking exactly one term from each column of row $x$. | ||
Each such term can be written in the form $a_{1j_1} \cdot a_{2j_2} \cdot a_{3j_3} \cdot \ldots \cdot a_{nj_n}$ where $j_1, \ldots, j_n$ is a permutation of the integers $1,2, \ldots, n$. | ||
Each permutation $\sigma$ of the integers $1,2,\ldots,n$ can be performed by repeatedly interchanging two numbers. | ||
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::: | ||
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:::note Definition | ||
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A **signed elementary product** is an elementary product with a positive sign if the number of interchanges in the permutation is even but negative otherwise. | ||
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::: | ||
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The determinant of $A$, $\det(A)$ or $\vert A \vert$, is the sum of all signed elementary products. | ||
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### Examples | ||
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:::info Example | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
a_{11} & a_{12} \\ | ||
a_{21} & a_{22} | ||
\end{bmatrix} | ||
$$ | ||
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then | ||
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$\vert A \vert = a_{1\underline{1}} a_{2\underline{2}} - a_{1\underline{2}}a_{2\underline{1}}$. | ||
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::: | ||
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:::info Example | ||
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If | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
a_{11} & a_{12} & a_{13} \\ | ||
a_{21} & a_{22} & a_{23} \\ | ||
a_{31} & a_{32} & a_{33} | ||
\end{bmatrix} | ||
$$ | ||
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Then $\vert A \vert$ | ||
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= $a_{11} a_{22} a_{33}$ This is the identity permutation and has positive sign | ||
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$-a_{11} a_{23} a_{32}$ This is the permutation that only interchanges $2$ and $3$ | ||
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$-a_{12} a_{21} a_{33}$ Only one interchange | ||
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$+a_{12} a_{23} a_{31}$ Two interchanges | ||
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$+a_{13} a_{21} a_{32}$ Two interchanges | ||
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$-a_{13} a_{22} a_{31}$ Three interchanges | ||
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::: | ||
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:::info Example | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
1 & 1 \\ | ||
1 & 0 | ||
\end{bmatrix} | ||
$$ | ||
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$\vert A \vert = -1$ | ||
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::: | ||
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:::info Example | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
1 & 0 & 0 \\ | ||
0 & 2 & 0 \\ | ||
0 & 0 & 3 | ||
\end{bmatrix} | ||
$$ | ||
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$\vert A \vert = 1 \cdot 2 \cdot 3 = 6$ | ||
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::: | ||
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:::info Example | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
1 & 0 & 0 \\ | ||
0 & 2 & 0 \\ | ||
0 & 3 & 0 | ||
\end{bmatrix} | ||
$$ | ||
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$\vert A \vert = 0$ | ||
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::: | ||
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:::info Example | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
1 & 0 & 0 \\ | ||
0 & 0 & 2 \\ | ||
0 & 3 & 0 | ||
\end{bmatrix} | ||
$$ | ||
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$\vert A \vert = -6$ | ||
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::: | ||
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:::info Example | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
2 & 1 \\ | ||
2 & 1 | ||
\end{bmatrix} | ||
$$ | ||
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$\vert A \vert = 0$ | ||
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::: | ||
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:::info Example | ||
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$$ | ||
A = | ||
\begin{bmatrix} | ||
1 & 0 & 1 \\ | ||
0 & 1 & 1 \\ | ||
1 & 1 & 2 | ||
\end{bmatrix} | ||
$$ | ||
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$\vert A \vert = 0$ | ||
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::: | ||
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## Ranks, Inverses and Determinants | ||
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The following statements are true for an $n\times n$ matrix $A$ : | ||
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- $\text{rank} (A)= n$ | ||
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- $\det(A)\neq 0$ | ||
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- $A$ has an inverse | ||
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### Details | ||
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Suppose $A$ is an $n\times n$ matrix. | ||
Then the following are truths: | ||
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- $\text{rank} (A)= n$ | ||
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- $\det(A)\neq 0$ | ||
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- $A$ has an inverse |