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Rank–nullity theorem

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"Rank theorem" redirects here. For the rank theorem of multivariable calculus, seeconstant rank theorem.
In linear algebra, relation between 3 dimensions
Rank–nullity theorem

Therank–nullity theorem is a theorem inlinear algebra, which asserts:

It follows that for linear transformations ofvector spaces of equal finite dimension, eitherinjectivity orsurjectivity impliesbijectivity.

Stating the theorem

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Linear transformations

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LetT:VW{\displaystyle T:V\to W} be a linear transformation between two vector spaces whereT{\displaystyle T}'s domainV{\displaystyle V} is finite dimensional. Thenrank(T) + nullity(T) = dimV,{\displaystyle \operatorname {rank} (T)~+~\operatorname {nullity} (T)~=~\dim V,}whererank(T){\textstyle \operatorname {rank} (T)} is therank ofT{\displaystyle T} (thedimension of itsimage) andnullity(T){\displaystyle \operatorname {nullity} (T)} is thenullity ofT{\displaystyle T} (the dimension of itskernel). In other words,dim(ImT)+dim(KerT)=dim(Domain(T)).{\displaystyle \dim(\operatorname {Im} T)+\dim(\operatorname {Ker} T)=\dim(\operatorname {Domain} (T)).}This theorem can be refined via thesplitting lemma to be a statement about anisomorphism of spaces, not just dimensions. Explicitly, sinceT{\displaystyle T} induces an isomorphism fromV/Ker(T){\displaystyle V/\operatorname {Ker} (T)} toIm(T),{\displaystyle \operatorname {Im} (T),} the existence of a basis forV{\displaystyle V} that extends any given basis ofKer(T){\displaystyle \operatorname {Ker} (T)} implies, via the splitting lemma, thatIm(T)Ker(T)V.{\displaystyle \operatorname {Im} (T)\oplus \operatorname {Ker} (T)\cong V.} Taking dimensions, the rank–nullity theorem follows.

Matrices

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Linear maps can be represented withmatrices. More precisely, anm×n{\displaystyle m\times n} matrixM represents a linear mapf:FnFm,{\displaystyle f:F^{n}\to F^{m},} whereF{\displaystyle F} is the underlyingfield.[5] So, the dimension of the domain off{\displaystyle f} isn, the number of columns ofM, and the rank–nullity theorem for anm×n{\displaystyle m\times n} matrixM isrank(M)+nullity(M)=n.{\displaystyle \operatorname {rank} (M)+\operatorname {nullity} (M)=n.}

Proofs

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Here we provide two proofs. The first[2] operates in the general case, using linear maps. The second proof[6] looks at the homogeneous systemAx=0,{\displaystyle \mathbf {Ax} =\mathbf {0} ,} whereA{\displaystyle \mathbf {A} } is am×n{\displaystyle m\times n} withrankr,{\displaystyle r,} and shows explicitly that there exists a set ofnr{\displaystyle n-r}linearly independent solutions that span the null space ofA{\displaystyle \mathbf {A} }.

While the theorem requires that the domain of the linear map be finite-dimensional, there is no such assumption on thecodomain. This means that there are linear maps not given by matrices for which the theorem applies. Despite this, the first proof is not actually more general than the second: since the image of the linear map is finite-dimensional, we can represent the map from its domain to its image by a matrix, prove the theorem for that matrix, then compose with the inclusion of the image into the full codomain.

First proof

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LetV,W{\displaystyle V,W} be vector spaces over some fieldF,{\displaystyle F,} andT{\displaystyle T} defined as in the statement of the theorem withdimV=n{\displaystyle \dim V=n}.

AsKerTV{\displaystyle \operatorname {Ker} T\subset V} is asubspace, there exists a basis for it. SupposedimKerT=k{\displaystyle \dim \operatorname {Ker} T=k} and letK:={v1,,vk}Ker(T){\displaystyle {\mathcal {K}}:=\{v_{1},\ldots ,v_{k}\}\subset \operatorname {Ker} (T)}be such a basis.

We may now, by theSteinitz exchange lemma, extendK{\displaystyle {\mathcal {K}}} withnk{\displaystyle n-k} linearly independent vectorsw1,,wnk{\displaystyle w_{1},\ldots ,w_{n-k}} to form a full basis ofV{\displaystyle V}.

LetS:={w1,,wnk}VKer(T){\displaystyle {\mathcal {S}}:=\{w_{1},\ldots ,w_{n-k}\}\subset V\setminus \operatorname {Ker} (T)}such thatB:=KS={v1,,vk,w1,,wnk}V{\displaystyle {\mathcal {B}}:={\mathcal {K}}\cup {\mathcal {S}}=\{v_{1},\ldots ,v_{k},w_{1},\ldots ,w_{n-k}\}\subset V}is a basis forV{\displaystyle V}.From this, we know thatImT=SpanT(B)=Span{T(v1),,T(vk),T(w1),,T(wnk)}{\displaystyle \operatorname {Im} T=\operatorname {Span} T({\mathcal {B}})=\operatorname {Span} \{T(v_{1}),\ldots ,T(v_{k}),T(w_{1}),\ldots ,T(w_{n-k})\}}

=Span{T(w1),,T(wnk)}=SpanT(S).{\displaystyle =\operatorname {Span} \{T(w_{1}),\ldots ,T(w_{n-k})\}=\operatorname {Span} T({\mathcal {S}}).}

We now claim thatT(S){\displaystyle T({\mathcal {S}})} is a basis forImT{\displaystyle \operatorname {Im} T}.The above equality already states thatT(S){\displaystyle T({\mathcal {S}})} is a generating set forImT{\displaystyle \operatorname {Im} T}; it remains to be shown that it is also linearly independent to conclude that it is a basis.

SupposeT(S){\displaystyle T({\mathcal {S}})} is not linearly independent, and letj=1nkαjT(wj)=0W{\displaystyle \sum _{j=1}^{n-k}\alpha _{j}T(w_{j})=0_{W}}for someαjF{\displaystyle \alpha _{j}\in F}.

Thus, owing to the linearity ofT{\displaystyle T}, it follows thatT(j=1nkαjwj)=0W(j=1nkαjwj)KerT=SpanKV.{\displaystyle T\left(\sum _{j=1}^{n-k}\alpha _{j}w_{j}\right)=0_{W}\implies \left(\sum _{j=1}^{n-k}\alpha _{j}w_{j}\right)\in \operatorname {Ker} T=\operatorname {Span} {\mathcal {K}}\subset V.}This is a contradiction toB{\displaystyle {\mathcal {B}}} being a basis, unless allαj{\displaystyle \alpha _{j}} are equal to zero. This shows thatT(S){\displaystyle T({\mathcal {S}})} is linearly independent, and more specifically that it is a basis forImT{\displaystyle \operatorname {Im} T}.

To summarize, we haveK{\displaystyle {\mathcal {K}}}, a basis forKerT{\displaystyle \operatorname {Ker} T}, andT(S){\displaystyle T({\mathcal {S}})}, a basis forImT{\displaystyle \operatorname {Im} T}.

Finally we may state thatRank(T)+Nullity(T)=dimImT+dimKerT{\displaystyle \operatorname {Rank} (T)+\operatorname {Nullity} (T)=\dim \operatorname {Im} T+\dim \operatorname {Ker} T}

=|T(S)|+|K|=(nk)+k=n=dimV.{\displaystyle =|T({\mathcal {S}})|+|{\mathcal {K}}|=(n-k)+k=n=\dim V.}

This concludes our proof.

Second proof

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LetA{\displaystyle \mathbf {A} } be anm×n{\displaystyle m\times n} matrix withr{\displaystyle r}linearly independent columns (i.e.Rank(A)=r{\displaystyle \operatorname {Rank} (\mathbf {A} )=r}). We will show that:

  1. There exists a set ofnr{\displaystyle n-r} linearly independent solutions to the homogeneous systemAx=0{\displaystyle \mathbf {Ax} =\mathbf {0} }.
  2. That every other solution is a linear combination of thesenr{\displaystyle n-r} solutions.

To do this, we will produce ann×(nr){\displaystyle n\times (n-r)} matrixX{\displaystyle \mathbf {X} } whose columns form abasis of the null space ofA{\displaystyle \mathbf {A} }.

Without loss of generality, assume that the firstr{\displaystyle r} columns ofA{\displaystyle \mathbf {A} } are linearly independent. So, we can writeA=(A1A2),{\displaystyle \mathbf {A} ={\begin{pmatrix}\mathbf {A} _{1}&\mathbf {A} _{2}\end{pmatrix}},}where

This means thatA2=A1B{\displaystyle \mathbf {A} _{2}=\mathbf {A} _{1}\mathbf {B} } for somer×(nr){\displaystyle r\times (n-r)} matrixB{\displaystyle \mathbf {B} } (seerank factorization) and, hence,A=(A1A1B).{\displaystyle \mathbf {A} ={\begin{pmatrix}\mathbf {A} _{1}&\mathbf {A} _{1}\mathbf {B} \end{pmatrix}}.}

LetX=(BInr),{\displaystyle \mathbf {X} ={\begin{pmatrix}-\mathbf {B} \\\mathbf {I} _{n-r}\end{pmatrix}},}whereInr{\displaystyle \mathbf {I} _{n-r}} is the(nr)×(nr){\displaystyle (n-r)\times (n-r)}identity matrix. So,X{\displaystyle \mathbf {X} } is ann×(nr){\displaystyle n\times (n-r)} matrix such thatAX=(A1A1B)(BInr)=A1B+A1B=0m×(nr).{\displaystyle \mathbf {A} \mathbf {X} ={\begin{pmatrix}\mathbf {A} _{1}&\mathbf {A} _{1}\mathbf {B} \end{pmatrix}}{\begin{pmatrix}-\mathbf {B} \\\mathbf {I} _{n-r}\end{pmatrix}}=-\mathbf {A} _{1}\mathbf {B} +\mathbf {A} _{1}\mathbf {B} =\mathbf {0} _{m\times (n-r)}.}

Therefore, each of thenr{\displaystyle n-r} columns ofX{\displaystyle \mathbf {X} } are particular solutions ofAx=0Fm{\displaystyle \mathbf {Ax} ={0}_{{F}^{m}}}.

Furthermore, thenr{\displaystyle n-r} columns ofX{\displaystyle \mathbf {X} } arelinearly independent becauseXu=0Fn{\displaystyle \mathbf {Xu} =\mathbf {0} _{{F}^{n}}} will implyu=0Fnr{\displaystyle \mathbf {u} =\mathbf {0} _{{F}^{n-r}}} foruFnr{\displaystyle \mathbf {u} \in {F}^{n-r}}:Xu=0Fn(BInr)u=0Fn(Buu)=(0Fr0Fnr)u=0Fnr.{\displaystyle \mathbf {X} \mathbf {u} =\mathbf {0} _{{F}^{n}}\implies {\begin{pmatrix}-\mathbf {B} \\\mathbf {I} _{n-r}\end{pmatrix}}\mathbf {u} =\mathbf {0} _{{F}^{n}}\implies {\begin{pmatrix}-\mathbf {B} \mathbf {u} \\\mathbf {u} \end{pmatrix}}={\begin{pmatrix}\mathbf {0} _{{F}^{r}}\\\mathbf {0} _{{F}^{n-r}}\end{pmatrix}}\implies \mathbf {u} =\mathbf {0} _{{F}^{n-r}}.}Therefore, the column vectors ofX{\displaystyle \mathbf {X} } constitute a set ofnr{\displaystyle n-r} linearly independent solutions forAx=0Fm{\displaystyle \mathbf {Ax} =\mathbf {0} _{\mathbb {F} ^{m}}}.

We next prove thatany solution ofAx=0Fm{\displaystyle \mathbf {Ax} =\mathbf {0} _{{F}^{m}}} must be alinear combination of the columns ofX{\displaystyle \mathbf {X} }.

For this, letu=(u1u2)Fn{\displaystyle \mathbf {u} ={\begin{pmatrix}\mathbf {u} _{1}\\\mathbf {u} _{2}\end{pmatrix}}\in {F}^{n}}

be any vector such thatAu=0Fm{\displaystyle \mathbf {Au} =\mathbf {0} _{{F}^{m}}}. Since the columns ofA1{\displaystyle \mathbf {A} _{1}} are linearly independent,A1x=0Fm{\displaystyle \mathbf {A} _{1}\mathbf {x} =\mathbf {0} _{{F}^{m}}} impliesx=0Fr{\displaystyle \mathbf {x} =\mathbf {0} _{{F}^{r}}}.

Therefore,Au=0Fm(A1A1B)(u1u2)=A1u1+A1Bu2=A1(u1+Bu2)=0Fmu1+Bu2=0Fru1=Bu2{\displaystyle {\begin{array}{rcl}\mathbf {A} \mathbf {u} &=&\mathbf {0} _{{F}^{m}}\\\implies {\begin{pmatrix}\mathbf {A} _{1}&\mathbf {A} _{1}\mathbf {B} \end{pmatrix}}{\begin{pmatrix}\mathbf {u} _{1}\\\mathbf {u} _{2}\end{pmatrix}}&=&\mathbf {A} _{1}\mathbf {u} _{1}+\mathbf {A} _{1}\mathbf {B} \mathbf {u} _{2}&=&\mathbf {A} _{1}(\mathbf {u} _{1}+\mathbf {B} \mathbf {u} _{2})&=&\mathbf {0} _{\mathbb {F} ^{m}}\\\implies \mathbf {u} _{1}+\mathbf {B} \mathbf {u} _{2}&=&\mathbf {0} _{{F}^{r}}\\\implies \mathbf {u} _{1}&=&-\mathbf {B} \mathbf {u} _{2}\end{array}}}u=(u1u2)=(BInr)u2=Xu2.{\displaystyle \implies \mathbf {u} ={\begin{pmatrix}\mathbf {u} _{1}\\\mathbf {u} _{2}\end{pmatrix}}={\begin{pmatrix}-\mathbf {B} \\\mathbf {I} _{n-r}\end{pmatrix}}\mathbf {u} _{2}=\mathbf {X} \mathbf {u} _{2}.}

This proves that any vectoru{\displaystyle \mathbf {u} } that is a solution ofAx=0{\displaystyle \mathbf {Ax} =\mathbf {0} } must be a linear combination of thenr{\displaystyle n-r} special solutions given by the columns ofX{\displaystyle \mathbf {X} }. And we have already seen that the columns ofX{\displaystyle \mathbf {X} } are linearly independent. Hence, the columns ofX{\displaystyle \mathbf {X} } constitute a basis for thenull space ofA{\displaystyle \mathbf {A} }. Therefore, thenullity ofA{\displaystyle \mathbf {A} } isnr{\displaystyle n-r}. Sincer{\displaystyle r} equals rank ofA{\displaystyle \mathbf {A} }, it follows thatRank(A)+Nullity(A)=n{\displaystyle \operatorname {Rank} (\mathbf {A} )+\operatorname {Nullity} (\mathbf {A} )=n}. This concludes our proof.

A third fundamental subspace

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WhenT:VW{\displaystyle T:V\to W} is a linear transformation between two finite-dimensional subspaces, withn=dim(V){\displaystyle n=\dim(V)} andm=dim(W){\displaystyle m=\dim(W)} (so can be represented by anm×n{\displaystyle m\times n} matrixM{\displaystyle M}), the rank–nullity theorem asserts that ifT{\displaystyle T} has rankr{\displaystyle r}, thennr{\displaystyle n-r} is the dimension of thenull space ofM{\displaystyle M}, which represents thekernel ofT{\displaystyle T}. In some texts, a third fundamental subspace associated toT{\displaystyle T} is considered alongside its image and kernel: thecokernel ofT{\displaystyle T} is thequotient spaceW/Im(T){\displaystyle W/\operatorname {Im} (T)}, and its dimension ismr{\displaystyle m-r}. This dimension formula (which might also be rendereddimIm(T)+dimCoker(T)=dim(W){\displaystyle \dim \operatorname {Im} (T)+\dim \operatorname {Coker} (T)=\dim(W)}) together with the rank–nullity theorem is sometimes called thefundamental theorem of linear algebra.[7][8]

Reformulations and generalizations

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This theorem is a statement of thefirst isomorphism theorem of algebra for the case of vector spaces; it generalizes to thesplitting lemma.

In more modern language, the theorem can also be phrased as saying that each short exact sequence of vector spaces splits. Explicitly, given that0UVTR0{\displaystyle 0\rightarrow U\rightarrow V\mathbin {\overset {T}{\rightarrow }} R\rightarrow 0}is ashort exact sequence of vector spaces, thenURV{\displaystyle U\oplus R\cong V}, hencedim(U)+dim(R)=dim(V).{\displaystyle \dim(U)+\dim(R)=\dim(V).}HereR{\displaystyle R} plays the role ofImT{\displaystyle \operatorname {Im} T} andU{\displaystyle U} isKerT{\displaystyle \operatorname {Ker} T}, i.e.0kerTVTimT0{\displaystyle 0\rightarrow \ker T\mathbin {\hookrightarrow } V\mathbin {\overset {T}{\rightarrow }} \operatorname {im} T\rightarrow 0}

In the finite-dimensional case, this formulation is susceptible to a generalization: if0V1V2Vr0{\displaystyle 0\rightarrow V_{1}\rightarrow V_{2}\rightarrow \cdots \rightarrow V_{r}\rightarrow 0}is anexact sequence of finite-dimensional vector spaces, then[9]i=1r(1)idim(Vi)=0.{\displaystyle \sum _{i=1}^{r}(-1)^{i}\dim(V_{i})=0.}The rank–nullity theorem for finite-dimensional vector spaces may also be formulated in terms of theindex of a linear map. The index of a linear mapTHom(V,W){\displaystyle T\in \operatorname {Hom} (V,W)}, whereV{\displaystyle V} andW{\displaystyle W} are finite-dimensional, is defined byindexT=dimKer(T)dimCokerT.{\displaystyle \operatorname {index} T=\dim \operatorname {Ker} (T)-\dim \operatorname {Coker} T.}

Intuitively,dimKerT{\displaystyle \dim \operatorname {Ker} T} is the number of independent solutionsv{\displaystyle v} of the equationTv=0{\displaystyle Tv=0}, anddimCokerT{\displaystyle \dim \operatorname {Coker} T} is the number of independent restrictions that have to be put onw{\displaystyle w} to makeTv=w{\displaystyle Tv=w} solvable. The rank–nullity theorem for finite-dimensional vector spaces is equivalent to the statementindexT=dimVdimW.{\displaystyle \operatorname {index} T=\dim V-\dim W.}

We see that we can easily read off the index of the linear mapT{\displaystyle T} from the involved spaces, without any need to analyzeT{\displaystyle T} in detail. This effect also occurs in a much deeper result: theAtiyah–Singer index theorem states that the index of certain differential operators can be read off the geometry of the involved spaces.

Citations

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  1. ^Axler (2015) p. 63, §3.22
  2. ^abFriedberg, Insel & Spence (2014) p. 70, §2.1, Theorem 2.3
  3. ^Katznelson & Katznelson (2008) p. 52, §2.5.1
  4. ^Valenza (1993) p. 71, §4.3
  5. ^Friedberg, Insel & Spence (2014) pp. 103-104, §2.4, Theorem 2.20
  6. ^Banerjee, Sudipto; Roy, Anindya (2014),Linear Algebra and Matrix Analysis for Statistics, Texts in Statistical Science (1st ed.), Chapman and Hall/CRC,ISBN 978-1420095388
  7. ^*Strang, Gilbert.Linear Algebra and Its Applications. 3rd ed. Orlando: Saunders, 1988.
  8. ^Strang, Gilbert (1993),"The fundamental theorem of linear algebra"(PDF),American Mathematical Monthly,100 (9):848–855,CiteSeerX 10.1.1.384.2309,doi:10.2307/2324660,JSTOR 2324660
  9. ^Zaman, Ragib."Dimensions of vector spaces in an exact sequence".Mathematics Stack Exchange. Retrieved27 October 2015.

References

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External links

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