Wikipedia / Rank factorization
Wikipedia / Rank factorization
In mathematics, given a field, and a matrix, a rank decomposition or rank factorization of is a factorization of of the form is the rank.
Existence
Every finite-dimensional matrix has a rank decomposition: matrix whose column rank linearly independent; equivalently, the dimension of the column space be any basis is a linear combination-th column, then
.
Non-uniqueness
of compatible dimensions.
.
Construction
Rank factorization from reduced row echelon forms
, the reduced row echelon form all non-pivot columns.
Note: For a full-rank square matrix identity matrix).
Example
Consider the matrix
is in reduced echelon form.
, so
It is straightforward to check that
Proof
permutation matrix in block partitioned.
which is a product of elementary matrices, and the proof is complete.
Singular value decomposition
via a singular value decomposition
.
Consequences
rank(A) = rank(AT)
, the column rank equals its row rank.
Proof:. From the definition of matrix multiplication is a linear combination.
.
.
.
Notes
References