Page 409 - Matrix Analysis & Applied Linear Algebra
P. 409

5.11 Orthogonal Decomposition                                                      405

                                        We are now in a position to understand why the four fundamental subspaces
                                                                m×n
                                    associated with a matrix A ∈     are indeed “fundamental.” First consider
                                         ⊥
                                                                      n
                                    R (A) , and observe that for all y ∈  ,
                                                                              T
                                                                                 T
                                        x ∈ R (A) ⊥  ⇐⇒    Ay x  =0    ⇐⇒    y A x =0
                                                          7      8
                                                              T                T
                                                    ⇐⇒    y A x =0 ⇐⇒        A x = 0   (Exercise 5.3.2)
                                                                  T
                                                    ⇐⇒    x ∈ N A   .
                                                            T
                                    Therefore, R (A) ⊥  = N A  . Perping both sides of this equation and replac-
                                       56        T               T          ⊥
                                    ing  A by A    produces R A     = N (A) . Combining these observations
                                    produces one of the fundamental theorems of linear algebra.
                                                Orthogonal Decomposition Theorem

                                                      m×n
                                       For every A ∈      ,
                                                           T                        T
                                                                           ⊥
                                                  ⊥
                                             R (A) = N A       and   N (A) = R A     .         (5.11.5)
                                                                                         m×n
                                       In light of (5.11.1), this means that every matrix A ∈   produces
                                                                     m        n
                                       an orthogonal decomposition of    and    in the sense that
                                                   m                ⊥                T
                                                     = R (A) ⊕ R (A) = R (A) ⊕ N A    ,        (5.11.6)
                                       and

                                                   n
                                                                    ⊥
                                                    = N (A) ⊕ N (A) = N (A) ⊕ R A    T    .    (5.11.7)
                                        Theorems without hypotheses tend to be extreme in the sense that they
                                    either say very little or they reveal a lot. The orthogonal decomposition theorem
                                    has no hypothesis—it holds for all matrices—so, does it really say something
                                    significant? Yes, it does, and here’s part of the reason why.
                                                                                 m       n
                                        In addition to telling us how to decompose    and    in terms of the
                                    four fundamental subspaces of A, the orthogonal decomposition theorem also
                                    tells us how to decompose A itself into more basic components. Suppose that
                                    rank (A)= r, and let

                                          B R(A) = {u 1 , u 2 ,..., u r }  and  B N( A )
                                                                            T = {u r+1 , u r+2 ,..., u m }
                                                                          T
                                    be orthonormal bases for R (A) and N A  , respectively, and let
                                          B R( A )                  and  B N(A) = {v r+1 , v r+2 ,..., v n }
                                              T = {v 1 , v 2 ,..., v r }
                                 56
                                    Here, as well as throughout the rest of this section, ( ) T  can be replaced by ( ) ∗  whenever
                                     m×n              m×n
                                         is replaced by C  .
   404   405   406   407   408   409   410   411   412   413   414