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4.3 Linear Independence                                                            187






                                                    Maximal Independent Subsets
                                       If rank (A m×n )= r, then the following statements hold.

                                       • Any maximal independent subset of columns from A con-  (4.3.10)
                                          tains exactly r columns.

                                       • Any maximal independent subset of rows from A contains  (4.3.11)
                                          exactly r rows.

                                       • In particular, the r basic columns in A constitute one  (4.3.12)
                                          maximal independent subset of columns from A.



                                    Proof.  Exactly the same linear relationships that exist among the columns of
                                    A must also hold among the columns of E A —by (3.9.6). This guarantees that
                                    a subset of columns from A is linearly independent if and only if the columns
                                    in the corresponding positions in E A are an independent set. Let



                                                             C = c 1 | c 2 |· · · | c k
                                    be a matrix that contains an independent subset of columns from E A so that
                                    rank (C)= k —recall (4.3.3). Since each column in E A is a combination of the
                                                                                                  r
                                    r basic (unit) columns in E A , there are scalars β ij such that c j =  β ij e i
                                                                                                  i=1
                                    for j =1, 2,...,k. These equations can be written as the single matrix equation
                                                                                              
                                                                              β 11  β 12  ··· β 1k
                                                                             β 21  β 22
                                                                                       ··· β 2k 
                                             c 1 | c 2 |· · · | c k = e 1 | e 2 |· · · | e r    .  .  .  .  
                                                                             .     .   .
                                                                               .    .    .   . . 
                                                                              β r1  β r2  ···  β rk
                                    or

                                                        I r         B r×k
                                              C m×k =      B r×k =         ,   where   B =[β ij ].
                                                        0             0
                                    Consequently, r ≥ rank (C)= k, and therefore any independent subset of
                                    columns from E A —and hence any independent set of columns from A —cannot
                                    contain more than r vectors. Because the r basic (unit) columns in E A form
                                    an independent set, the r basic columns in A constitute an independent set.
                                    This proves (4.3.10) and (4.3.12). The proof of (4.3.11) follows from the fact that
                                                      T
                                    rank (A)= rank A    —recall (3.9.11).
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