作者ck6fuz516 (不是一就是二)
看板Math
標題[線代] 關於rank(A^T A)=rank(A)的證明?
時間Thu Oct 15 23:30:21 2015
關於rank(A^T A)=rank(A)for any A m×n的證明如下:
Since elementary operations do not change the rank of a matrix. We have
rank(ATA)=rank(ETATAE)
, where E is a multiplication of several elementary operations which make
AE=[A1,A2], where A1 is a column full rank matrix with rank(A1)=rank(A).
Thus we can find a matrix B such that A1B=A2
and AE=[A1,A1P]=A1[I,P]
Thus rank(ETATAE)=rank(A1[I,P])T(A1[I,P])
In this equation, the four matrices are all full rank and the rank equals
rank(A) , so rank(ATA)=rank(A), completing the proof.
原文網址:
http://goo.gl/A4Mg3l
我有疑問的是:
1.A是 m×n rank(A)可能小於min(m,n) AE=[A1,A2]這一定辦的到嗎?
2.為何rank(A1[I,P])T(A1[I,P])會等於rank(A)?
以上兩點請高手指點迷津
謝謝
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→ deflife : 剛剛打的不太正確 10/16 02:27
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→ wohtp : let v be a vector, if Av = 0, then (A^T)Av = 0 10/16 04:31
→ wohtp : if Av != 0, then |Av| != 0 10/16 04:33
→ wohtp : then v^T A^T A v != 0 10/16 04:33
→ wohtp : then A^T A v != 0 10/16 04:33
→ wohtp : 所以不只是rank一樣,整個null space根本都一樣 10/16 04:34