Page 221 - Matrix Analysis & Applied Linear Algebra
P. 221

216              Chapter 4                                              Vector Spaces

                                    Rank isn’t changed by row or column operations, so r = rank (A)= rank (M),
                                    and thus M is nonsingular. Now suppose that W is any other nonsingu-
                                    lar submatrix of A, and let P and Q be permutation matrices such that
                                              W  X
                                    PAQ =           . If
                                             Y   Z
                                                                        −1
                                              I      0           I  −W    X                        −1
                                     E =         −1     ,  F =                ,   and  S = Z − YW    X,
                                           −YW       I           0      I
                                    then

                                                              W   0                W   0
                                                  EPAQF =              =⇒ A ∼             ,        (4.5.8)
                                                               0  S                0   S
                                    and hence r = rank (A)= rank (W)+ rank (S) ≥ rank (W) (recall Example
                                    3.9.3). This guarantees that no nonsingular submatrix of A can have order
                                    greater than r = rank (A).
                   Example 4.5.2
                                                                        1  2  1

                                    Problem: Determine the rank of A =  2  4  1 .
                                                                        3  6  1
                                    Solution: rank (A) = 2 because there is at least one 2 × 2 nonsingular sub-
                                    matrix (e.g., there is one lying on the intersection of rows 1 and 2 with columns
                                    2 and 3), and there is no larger nonsingular submatrix (the entire matrix is sin-
                                    gular). Notice that not all 2 × 2 matrices are nonsingular (e.g., consider the one
                                    lying on the intersection of rows 1 and 2 with columns 1 and 2).


                                        Earlier in this section we saw that it is impossible to increase the rank by
                                    means of matrix multiplication—i.e., (4.5.2) says rank (AE) ≤ rank (A). In
                                    a certain sense there is a dual statement for matrix addition that says that it
                                    is impossible to decrease the rank by means of a “small” matrix addition—i.e.,
                                    rank (A + E) ≥ rank (A) whenever E has entries of small magnitude.



                                              Small Perturbations Can’t Reduce Rank
                                       If A and E are m × n matrices such that E has entries of sufficiently
                                       small magnitude, then

                                                         rank (A + E) ≥ rank (A).               (4.5.9)

                                       The term “sufficiently small” is further clarified in Exercise 5.12.4.
   216   217   218   219   220   221   222   223   224   225   226