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Does the equation rank(ATA)=rank(AAT) holds for allnm matrices? Explain.

Short Answer

Expert verified

The matrix B is ATA-1AT.

Step by step solution

01

Determine the value of rank{A} and rank{ATA}.

Consider anm matrix A.

By the Rank-Nullity theorem, the sum of the dimensions of the kernel and the image of a matrix is equal to the number of columns of that matrix.

As the matrix A is nm, thenATA is annn matrix, and therefore the number of their column is the same means

dimker(AAT)+dimlm(AAT)=mdimker(ATA)+dimlm(ATA)=m

Theorem: Dimension of the image.

For a matrix A, dimimA=rank(A).

By the theorem, the value and .

Substitute rankAATfor role="math" localid="1660132784152" dimimAAT=rankAATin the dimimATA=rankATAas follows.

dimkerAAT+dimlm(AAT)=mrankAAT+dimker(AAT)=mrank(AAT)=m-dimkerAAT

SubstituterankATA fordimimATA in the dimkerATA+dimlmATA=m as follows.

dimkerATA+dimlm(ATA)=mrankATA+dimker(ATA)=mrank(ATA)=m-dimkerATA

Compare the equationsrankAAT=m-dimker(AAT) andrankAAT=m-dimker(ATA) as follows.

rankAAT=rank(ATA)

Hence, the equation rankAAT=rank(ATA)for allnm matrices.

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