Notes on Row-Reduction Boot Camp | MATH 054, Study notes of Mathematics

Material Type: Notes; Class: LIN ALG & DIFF EQNS; Subject: Mathematics; University: University of California - Berkeley; Term: Fall 2009;

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Row-Reduction Boot Camp
Constantin Teleman, Math 54.1, Fall 09
1. Notation and refreshers
Unless otherwise specified, Ais an m×nreal matrix, and vectors xare column vectors. Row vectors
are written as xT, where xis the corresponding column vector. The nullspace of A, Null(A)Rn,
is the space of solutions of the homogeneous system Ax=0, the column space Col(A)Rm
is the span of the columns. There are two more subspaces associated to A, this time consisting
of row vectors: the row space Row(A)Rn, the span of the rows in A; and the left nullspace
LNull(A)Rmthat we’ll meet below. (A quick and dirty definition is as the nullspace of the
‘flipped’ or transposed matrix AT: this is the matrix with switched indexing, (AT)ij =Aji .)
Caution! These four subspaces are distinct in general, with no obvious relation among them.
We will learn some subtle relations later.
The reduced row echelon form of Ais the matrix rref(A) produced from elementary row oper-
ations, with the properties that
All zero-rows are at the bottom
Every row which is not all zero starts with a 1, called the pivot or leading 1,
Every pivot is strictly to the right of all pivots in the rows above it, and
All entries above (and below) a pivot are zero.
The columns containing pivots are called pivot columns, the others are the free columns. The
nullspace of Aagrees with that of rref(A), and can be parametrized as follows: the free variables
can be chosen freely, and each equation in the reduced row system can then be used to solve for
the corresponding pivot variable.
A similar story applies to the inhomogeneous system Ax=b: it has the same general solution
as the reduced system rref(A)x=b0, where [rref(A)|b0] is the reduced form of the augmented
matrix [A|b]. The general solution can be parametrized by the same procedure.
We will learn a strong uniqueness property of rref (A): it is completely determined by nullspace
of A. (Similarly, the reduced form of the augmented matrix [A|b] is determined uniquely from the
affine space of solutions of Ax=b.)
A collection of vectors {v1,...,vr}is linearly independent if the only expression of 0as a linear
combination of the viis the one with 0 weights: that is,
kzv1+· · · +krvr=0k1=k2=· · · =kr= 0.
A collection {w1,...,ws}spans the linear subspace LRnif every wilies in Land every vector
in Lcan be expressed as a linear combination of the wi. A linearly independent, ordered collection
of vectors which spans Lis called a basis. Each vector in Lcan be uniquely expressed as a linear
combination of the basis elements (that is, the weights are uniquely determined). The main example
is the standard basis e1,...,enof Rn, the unit vectors on the coordinate axes.
1
pf3
pf4

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Row-Reduction Boot Camp

Constantin Teleman, Math 54.1, Fall 09

1. Notation and refreshers

Unless otherwise specified, A is an m×n real matrix, and vectors x are column vectors. Row vectors are written as xT^ , where x is the corresponding column vector. The nullspace of A, Null(A) ⊂ Rn, is the space of solutions of the homogeneous system Ax = 0 , the column space Col(A) ⊂ Rm is the span of the columns. There are two more subspaces associated to A, this time consisting of row vectors: the row space Row(A) ⊂ Rn, the span of the rows in A; and the left nullspace LNull(A) ⊂ Rm^ that we’ll meet below. (A quick and dirty definition is as the nullspace of the ‘flipped’ or transposed matrix AT^ : this is the matrix with switched indexing, (AT^ )ij = Aji.) Caution! These four subspaces are distinct in general, with no obvious relation among them. We will learn some subtle relations later. The reduced row echelon form of A is the matrix rref(A) produced from elementary row oper- ations, with the properties that

  • All zero-rows are at the bottom
  • Every row which is not all zero starts with a 1, called the pivot or leading 1,
  • Every pivot is strictly to the right of all pivots in the rows above it, and
  • All entries above (and below) a pivot are zero.

The columns containing pivots are called pivot columns, the others are the free columns. The nullspace of A agrees with that of rref(A), and can be parametrized as follows: the free variables can be chosen freely, and each equation in the reduced row system can then be used to solve for the corresponding pivot variable. A similar story applies to the inhomogeneous system Ax = b: it has the same general solution as the reduced system rref(A)x = b′, where [rref(A)|b′] is the reduced form of the augmented matrix [A|b]. The general solution can be parametrized by the same procedure. We will learn a strong uniqueness property of rref(A): it is completely determined by nullspace of A. (Similarly, the reduced form of the augmented matrix [A|b] is determined uniquely from the affine space of solutions of Ax = b.) A collection of vectors {v 1 ,... , vr} is linearly independent if the only expression of 0 as a linear combination of the vi is the one with 0 weights: that is,

kz v 1 + · · · + krvr = 0 ⇒ k 1 = k 2 = · · · = kr = 0.

A collection {w 1 ,... , ws} spans the linear subspace L ∈ Rn^ if every wi lies in L and every vector in L can be expressed as a linear combination of the wi. A linearly independent, ordered collection of vectors which spans L is called a basis. Each vector in L can be uniquely expressed as a linear combination of the basis elements (that is, the weights are uniquely determined). The main example is the standard basis e 1 ,... , en of Rn, the unit vectors on the coordinate axes.

2. Meaning of the four subspaces

  • We’ve discussed the nullspace of A, the set of solutions of the homogeneous system.
  • The column space is the space of vectors b for which the system Ax = b is solvable.
  • A vector cT^ = [c 1 , c 2 ,... , cn] lies in the row space Row(A) if and only if the equation

c 1 x 1 + · · · + cnxn = 0 (2.1)

holds identically for all x ∈ Null(A). Seeing this in one direction is easy: a vector cT^ in the row space must be a linear combina- tion of the rows of A, therefore the equation (2.1) is a consequence of the equations in the homogeneous system, and must hold for any solution. To see the other direction, start with an equation (2.1), and subtract suitable multiples of the equations in the row-reduced system so as to cancel the coefficients of the pivot variables. The equation we now get involves only the free variables. But the free variables can be chosen freely, so this cannot hold identically on Null(A), unless it is the trivial equation 0 = 0! So, the original equation can only hold if it can be converted to 0 = 0 by subtracting rows of rref(A): that is, if cT^ ∈ Row(A).

  • A vector dT^ = [d 1 , d 2 ,... , dm] lies in the left nullspace if and only if the equation

d 1 b 1 + · · · + dmbm = 0 (2.2)

holds for all vectors b ∈ Col(A). That is, LNull(A) is the space of homogeneous linear equations which hold on all vectors b for which the system Ax = b is solvable. As above, one can show a converse: every common solution b of all equations in the left nullspace does in fact belong to the column space. So, a basis of LNull(A) allows us to check solvability by testing the linear equations in the basis on b, without performing a row-reduction. (Of course, finding a basis in the first place does require a row-reduction; see below).

The row space and left nullspace are naturally spaces of homogeneous linear equations, and they are best regarded as row vectors.

3. Bases for the four subspaces

(3.1) Column space. A basis for Col(A) is given by the pivot columns of A. They form a basis, because any b ∈ Col(A) leads to a solvable system Ax = b, and then to one unique solution with zero-values for the free variables: but this gives a unique expression for b as a combination of the pivot columns.

(3.2) Row space. A basis for the row space of A is given by the non-zero rows in rref(A). Linear independence applies because the pivots are in distinct position: so, in any linear combi- nation, each weight can be read off in the corresponding pivot entry. These vectors span the row space because every row of A can be recovered as a linear combination of rows in rref(A): this just requires tracing back through the row-reduction algorithm.

4. Checking equality and inclusion relations for subspaces

(4.1) Equality. How can we check whether two subspaces L and L′^ of Rn^ are equal? There are several methods, depending how L and L′^ have been described.

  • If L, L′^ are given by homogeneous equations, that is, as solution sets of systems Ax = 0 and A′x = 0 , then L = L′^ if and only if rref(A) = rref(A′); this is because the fundamental solutions (reverse Schubert bases) and rrefs determine each other.
  • If L and L′^ are spaces of row vectors and are described by two spanning collections, you can view them as row spaces of two matrices B, B′. Equality is equivalent to rref(B) = rref(B′), by uniqueness of the Schubert basis.
  • If L and L′^ are spaces of column vectors and are described by two spanning collections, this realizes them them as columns spaces of two matrices C, C′. In that case, L = L′^ if and only if the left nullspaces of C and C′^ agree, which happens if and only if their Schubert bases constructed in (3.4) agree. You can choose between the row column pictures; which is best depends on which row- reduction is most useful, according to what else you need to find out about L, L′^ or the respective matrices.
  • If L is given by equations and L′^ by a spanning set, it’s easy to check one inclusion by verifying that the equations hold on the spanning vectors. If you happen to know that the dimensions agree, then you are done; but if not, more work is needed. For example, you can convert to an equation description of L′^ by finding the left nullspace basis for the matrix B′^ whose columns span L; or, you can compute the fundamental solution basis for L and compare to the reverse Schubert basis for L′, which you can compute by a row-reduction ....

(4.2) Inclusions. The Schubert basis does not help for checking a containment relation, such as L ⊃ L′: even when the latter holds, the Schubert basis for L will usually not contain that for L′. Instead, you can use several methods, depending how L, L′^ have been described.

  • If L, L′^ are given by homogeneous equations, you can just check whether each of the funda- mental solutions of L′^ verifies the equations defining L.
  • If L, L′^ are the column spaces of two matrices C, C′, then L ⊃ L′^ if and only if the matrix [C|C′] has no pivots in the C′-column. (Explain this! We already know the case when C′ consists of a single column.)
  • If L is the column space of C and L′^ the nullspace of A′, you must determine either the left nullspace of C or the fundamental basis of L′, and then apply the appropriate method above.

Homework problem. For each of the following two matrices, find bases of the four subspaces. List all containment or equalities that hold between all pairs of subspaces of the same kind :

A =

 B =