MathJax

Monday, August 29, 2016

Properties of Linear and Matrix Operators

Define the adjoint \(A^*\) of operator \(A\) such that
\[ \DeclareMathOperator{\rank}{rank} \langle y, Ax \rangle = \langle A^*y, x \rangle \]
We have the properties

  • \(\mathcal{N}(A) = \mathcal{N}(A^*A)\) and \(\mathcal{R}(A^*) = \mathcal{R}(A^*A)\)
  • \(\mathcal{N}(A^*) = \mathcal{N}(AA^*)\) and \(\mathcal{R}(A) = \mathcal{R}(AA^*)\)
And noting that \(\dim \mathcal{R}(A) = \dim \mathcal{R}(A^*)\), we have
  • \(\rank(A^*A) = \rank ( AA^*) = \rank(A) = \rank(A^*) \)

For matrix operators, dimension of the column space is equal to the dimension of the row space
  • column space: \(\dim (\mathcal{R}(A)) = r\)
  • row space: \(\dim (\mathcal{R}(A^H)) = r\)
  • Nullspace: \(\dim (\mathcal{N}(A)) = n -r\)
  • Left nullspace: \(\dim (\mathcal{N}(A^H))= m-r\)
Characterization of matrix \(AB\)
For matrices A and B such that AB exists
  1. \(\mathcal{N}(B) \subset \mathcal{N}(AB)\)
  2. \(\mathcal{R}(AB) \subset \mathcal{R}(A)\)
  3. \(\mathcal{N}(A^*) \subset \mathcal{N}((AB)^*)\)
  4. \(\mathcal{R}((AB)^*) \subset \mathcal{R}(B^*)\)
From 2 and 4
\[ \rank(AB) \leq \rank(A), \quad \rank (AB) \leq \rank(B)  \]

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