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Fundamental theorem of linear algebra

In mathematics, the fundamental theorem of linear algebra makes several statements regarding vector spaces. These may be stated concretely in terms of the rank r of an m \times n matrix \mathbf{A} and its triangular or reduced factorization:

\mathbf{P}\mathbf{A} = \mathbf{L}\mathbf{D}\mathbf{U},

wherein \mathbf{P} is a permutation matrix, \mathbf{L} is a lower triangular matrix, \mathbf{D} is a diagonal matrix, and \mathbf{U} is an upper triangular matrix. At a more abstract level there is an interpretation that reads it in terms of a linear mapping and its transpose.

First, each vector space \mathbf{A} has four fundamental subspaces. These fundamental subspaces are:

name of subspace containing space Hamel dimension relationship between \mathbf{A} and \mathbf{U} basis
column space or range \mathbf{R}^m r \mathfrak{R}(\mathbf{A}) \ne \mathfrak{R}(\mathbf{U}) The r columns corresponding to those with pivots in \mathbf{U}
nullspace or kernel \mathbf{R}^n n - r (nullity) \mathfrak{N}(\mathbf{A}) = \mathfrak{N}(\mathbf{U}) The (n - r) columns of x in the solution of \mathbf{U}\mathbf{x} = \mathbf{0}
row space \mathbf{R}^n r \mathfrak{R}(\mathbf{A}) = \mathfrak{R}(\mathbf{U}) The r rows corresponding to those with pivots in \mathbf{U}
left nullspace \mathbf{R}^m m - r \mathfrak{N}(\mathbf{A}) \ne \mathfrak{N}(\mathbf{U}) The last (m - r) rows of \mathbf{L}^{-1}\mathbf{P}

Secondly:

  1. In \mathbf{R}^n: \mathfrak{N}(\mathbf{A}) = (\mathfrak{R}(\mathbf{A}^T))^\perp, that is, the nullspace is the orthogonal complement of the row space
  2. In \mathbf{R}^m: \mathfrak{N}(\mathbf{A}^T) = (\mathfrak{R}(\mathbf{A}))^\perp, that is, the left nullspace is the orthogonal complement of the column space

Reference

  • Strang, Gilbert. Linear Algebra and Its Applications. 3rd ed. Orlando: Saunders, 1988.
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