Inverse of symmetric matrix $AA^top$ where $rank(A)=m leq n$?
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Suppose I have a matrix $Ainmathbb{R^{mtimes n}}$ where $mleq n$ and $rank(A)=m$. Is the matrix $AA^top$ singular?
My hunch is that the matrix is only non-singular when $n=m$.
linear-algebra matrices linear-transformations matrix-rank
$endgroup$
add a comment |
$begingroup$
Suppose I have a matrix $Ainmathbb{R^{mtimes n}}$ where $mleq n$ and $rank(A)=m$. Is the matrix $AA^top$ singular?
My hunch is that the matrix is only non-singular when $n=m$.
linear-algebra matrices linear-transformations matrix-rank
$endgroup$
add a comment |
$begingroup$
Suppose I have a matrix $Ainmathbb{R^{mtimes n}}$ where $mleq n$ and $rank(A)=m$. Is the matrix $AA^top$ singular?
My hunch is that the matrix is only non-singular when $n=m$.
linear-algebra matrices linear-transformations matrix-rank
$endgroup$
Suppose I have a matrix $Ainmathbb{R^{mtimes n}}$ where $mleq n$ and $rank(A)=m$. Is the matrix $AA^top$ singular?
My hunch is that the matrix is only non-singular when $n=m$.
linear-algebra matrices linear-transformations matrix-rank
linear-algebra matrices linear-transformations matrix-rank
edited Dec 4 '18 at 1:38
UnchartedWaters
asked Dec 4 '18 at 1:31
UnchartedWatersUnchartedWaters
103
103
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add a comment |
3 Answers
3
active
oldest
votes
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Here's the proof that the $mtimes m$ matrix $AA^top$ is nonsingular. Suppose $AA^top x = 0$ for some vector $xinBbb R^m$. Then
$$0=(AA^top x)cdot x = A^top xcdot A^top x$$
by the fundamental property of transpose. This means that $A^top x = 0$. Since $A^top$ is an $ntimes m$ matrix with rank $m$, the only solution of this equation is $x=0$. (For example, the only linear combination of the columns of $A^top$ that gives the zero vector is the zero linear combination.) This means that $AA^top$ is in fact nonsingular.
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yeah, I was thinking of mentioning positive definite, with a comment that row rank equals column rank. At that point, I was taking a shower, and had not taken the keyboard with me.
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– Will Jagy
Dec 4 '18 at 2:13
1
$begingroup$
I'm sure your keyboard is grateful, @WillJagy!
$endgroup$
– Ted Shifrin
Dec 4 '18 at 3:14
add a comment |
$begingroup$
Actually, with your symbols, $A A^T$ is non-singular, it is $m$ by $m.$
The square $A^T A$ is a square matrix of size $n$ by $n$ but rank $m,$ therfore singular when $m < n$
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$begingroup$
Thanks for your answer. But how do I prove that $AA^top$ is non-singular, in general? I'm from a CS background, not a maths background, so I might be missing some fundamental knowledge here.
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– UnchartedWaters
Dec 4 '18 at 1:44
add a comment |
$begingroup$
Let $$A= begin{bmatrix}1 & 0 end{bmatrix}$$
then we have $AA^T=1$.
In general,
$$rank(AA^T)=rank(A)=m,$$
hence, it is nonsingular.
$endgroup$
add a comment |
Your Answer
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3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
Here's the proof that the $mtimes m$ matrix $AA^top$ is nonsingular. Suppose $AA^top x = 0$ for some vector $xinBbb R^m$. Then
$$0=(AA^top x)cdot x = A^top xcdot A^top x$$
by the fundamental property of transpose. This means that $A^top x = 0$. Since $A^top$ is an $ntimes m$ matrix with rank $m$, the only solution of this equation is $x=0$. (For example, the only linear combination of the columns of $A^top$ that gives the zero vector is the zero linear combination.) This means that $AA^top$ is in fact nonsingular.
$endgroup$
$begingroup$
yeah, I was thinking of mentioning positive definite, with a comment that row rank equals column rank. At that point, I was taking a shower, and had not taken the keyboard with me.
$endgroup$
– Will Jagy
Dec 4 '18 at 2:13
1
$begingroup$
I'm sure your keyboard is grateful, @WillJagy!
$endgroup$
– Ted Shifrin
Dec 4 '18 at 3:14
add a comment |
$begingroup$
Here's the proof that the $mtimes m$ matrix $AA^top$ is nonsingular. Suppose $AA^top x = 0$ for some vector $xinBbb R^m$. Then
$$0=(AA^top x)cdot x = A^top xcdot A^top x$$
by the fundamental property of transpose. This means that $A^top x = 0$. Since $A^top$ is an $ntimes m$ matrix with rank $m$, the only solution of this equation is $x=0$. (For example, the only linear combination of the columns of $A^top$ that gives the zero vector is the zero linear combination.) This means that $AA^top$ is in fact nonsingular.
$endgroup$
$begingroup$
yeah, I was thinking of mentioning positive definite, with a comment that row rank equals column rank. At that point, I was taking a shower, and had not taken the keyboard with me.
$endgroup$
– Will Jagy
Dec 4 '18 at 2:13
1
$begingroup$
I'm sure your keyboard is grateful, @WillJagy!
$endgroup$
– Ted Shifrin
Dec 4 '18 at 3:14
add a comment |
$begingroup$
Here's the proof that the $mtimes m$ matrix $AA^top$ is nonsingular. Suppose $AA^top x = 0$ for some vector $xinBbb R^m$. Then
$$0=(AA^top x)cdot x = A^top xcdot A^top x$$
by the fundamental property of transpose. This means that $A^top x = 0$. Since $A^top$ is an $ntimes m$ matrix with rank $m$, the only solution of this equation is $x=0$. (For example, the only linear combination of the columns of $A^top$ that gives the zero vector is the zero linear combination.) This means that $AA^top$ is in fact nonsingular.
$endgroup$
Here's the proof that the $mtimes m$ matrix $AA^top$ is nonsingular. Suppose $AA^top x = 0$ for some vector $xinBbb R^m$. Then
$$0=(AA^top x)cdot x = A^top xcdot A^top x$$
by the fundamental property of transpose. This means that $A^top x = 0$. Since $A^top$ is an $ntimes m$ matrix with rank $m$, the only solution of this equation is $x=0$. (For example, the only linear combination of the columns of $A^top$ that gives the zero vector is the zero linear combination.) This means that $AA^top$ is in fact nonsingular.
answered Dec 4 '18 at 2:04
Ted ShifrinTed Shifrin
63.2k44489
63.2k44489
$begingroup$
yeah, I was thinking of mentioning positive definite, with a comment that row rank equals column rank. At that point, I was taking a shower, and had not taken the keyboard with me.
$endgroup$
– Will Jagy
Dec 4 '18 at 2:13
1
$begingroup$
I'm sure your keyboard is grateful, @WillJagy!
$endgroup$
– Ted Shifrin
Dec 4 '18 at 3:14
add a comment |
$begingroup$
yeah, I was thinking of mentioning positive definite, with a comment that row rank equals column rank. At that point, I was taking a shower, and had not taken the keyboard with me.
$endgroup$
– Will Jagy
Dec 4 '18 at 2:13
1
$begingroup$
I'm sure your keyboard is grateful, @WillJagy!
$endgroup$
– Ted Shifrin
Dec 4 '18 at 3:14
$begingroup$
yeah, I was thinking of mentioning positive definite, with a comment that row rank equals column rank. At that point, I was taking a shower, and had not taken the keyboard with me.
$endgroup$
– Will Jagy
Dec 4 '18 at 2:13
$begingroup$
yeah, I was thinking of mentioning positive definite, with a comment that row rank equals column rank. At that point, I was taking a shower, and had not taken the keyboard with me.
$endgroup$
– Will Jagy
Dec 4 '18 at 2:13
1
1
$begingroup$
I'm sure your keyboard is grateful, @WillJagy!
$endgroup$
– Ted Shifrin
Dec 4 '18 at 3:14
$begingroup$
I'm sure your keyboard is grateful, @WillJagy!
$endgroup$
– Ted Shifrin
Dec 4 '18 at 3:14
add a comment |
$begingroup$
Actually, with your symbols, $A A^T$ is non-singular, it is $m$ by $m.$
The square $A^T A$ is a square matrix of size $n$ by $n$ but rank $m,$ therfore singular when $m < n$
$endgroup$
$begingroup$
Thanks for your answer. But how do I prove that $AA^top$ is non-singular, in general? I'm from a CS background, not a maths background, so I might be missing some fundamental knowledge here.
$endgroup$
– UnchartedWaters
Dec 4 '18 at 1:44
add a comment |
$begingroup$
Actually, with your symbols, $A A^T$ is non-singular, it is $m$ by $m.$
The square $A^T A$ is a square matrix of size $n$ by $n$ but rank $m,$ therfore singular when $m < n$
$endgroup$
$begingroup$
Thanks for your answer. But how do I prove that $AA^top$ is non-singular, in general? I'm from a CS background, not a maths background, so I might be missing some fundamental knowledge here.
$endgroup$
– UnchartedWaters
Dec 4 '18 at 1:44
add a comment |
$begingroup$
Actually, with your symbols, $A A^T$ is non-singular, it is $m$ by $m.$
The square $A^T A$ is a square matrix of size $n$ by $n$ but rank $m,$ therfore singular when $m < n$
$endgroup$
Actually, with your symbols, $A A^T$ is non-singular, it is $m$ by $m.$
The square $A^T A$ is a square matrix of size $n$ by $n$ but rank $m,$ therfore singular when $m < n$
answered Dec 4 '18 at 1:42
Will JagyWill Jagy
102k5101199
102k5101199
$begingroup$
Thanks for your answer. But how do I prove that $AA^top$ is non-singular, in general? I'm from a CS background, not a maths background, so I might be missing some fundamental knowledge here.
$endgroup$
– UnchartedWaters
Dec 4 '18 at 1:44
add a comment |
$begingroup$
Thanks for your answer. But how do I prove that $AA^top$ is non-singular, in general? I'm from a CS background, not a maths background, so I might be missing some fundamental knowledge here.
$endgroup$
– UnchartedWaters
Dec 4 '18 at 1:44
$begingroup$
Thanks for your answer. But how do I prove that $AA^top$ is non-singular, in general? I'm from a CS background, not a maths background, so I might be missing some fundamental knowledge here.
$endgroup$
– UnchartedWaters
Dec 4 '18 at 1:44
$begingroup$
Thanks for your answer. But how do I prove that $AA^top$ is non-singular, in general? I'm from a CS background, not a maths background, so I might be missing some fundamental knowledge here.
$endgroup$
– UnchartedWaters
Dec 4 '18 at 1:44
add a comment |
$begingroup$
Let $$A= begin{bmatrix}1 & 0 end{bmatrix}$$
then we have $AA^T=1$.
In general,
$$rank(AA^T)=rank(A)=m,$$
hence, it is nonsingular.
$endgroup$
add a comment |
$begingroup$
Let $$A= begin{bmatrix}1 & 0 end{bmatrix}$$
then we have $AA^T=1$.
In general,
$$rank(AA^T)=rank(A)=m,$$
hence, it is nonsingular.
$endgroup$
add a comment |
$begingroup$
Let $$A= begin{bmatrix}1 & 0 end{bmatrix}$$
then we have $AA^T=1$.
In general,
$$rank(AA^T)=rank(A)=m,$$
hence, it is nonsingular.
$endgroup$
Let $$A= begin{bmatrix}1 & 0 end{bmatrix}$$
then we have $AA^T=1$.
In general,
$$rank(AA^T)=rank(A)=m,$$
hence, it is nonsingular.
edited Dec 4 '18 at 1:55
answered Dec 4 '18 at 1:41
Siong Thye GohSiong Thye Goh
100k1466117
100k1466117
add a comment |
add a comment |
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