Exercise 2.4.6. Given a matrix with rank
show that the system
has a solution if and only if the matrix
also has rank
, where
is formed by taking the columns of
and adding
as an additional column.
Answer: We first show that if the system has at least one solution then the rank of
is equal to the rank
of
:
If for some
and
are the columns of
then we have
In other words, is a linear combination of the columns of
with
being the coefficients.
Consider the matrix formed by adding the vector
to
as an additional column. The rank
of
is equal to the number of columns of
that are linearly independent. From above we know that
is a linear combination of the columns of
and thus of the other columns of
. The number of linearly independent columns in
is therefore the same as the number of linearly independent columns in
so that both matrices have the same rank
.
We next show that if the rank of is the same as the rank
of
then the system
has at least one solution:
The rank of
is the number of linearly independent columns of
. If the rank of
is the same as that of
then there are only
linearly independent columns of
as well. But since every column of
is also in
that means that the column of
equal to
must be linearly dependent on the other columns of
and thus linearly dependent on the columns of
. (If this were not the case, i.e., if
were linearly independent of the other columns of
, then the rank of
would be equal to
not to
.)
Since is linearly dependent on the columns of
and thus is a linear combination of those columns, we must have
for some set of coefficients . But if that is the case then the vector
is a solution to
.
Summing up, we have shown that if has at least one solution then the rank of
is equal to the rank
of
, and also that if the rank of
is equal to the rank
of
then
has at least one solution. We have therefore shown that the system
has a solution if and only if the matrix
has the same rank as the original matrix
.
NOTE: This continues a series of posts containing worked out exercises from the (out of print) book Linear Algebra and Its Applications, Third Edition by Gilbert Strang.
If you find these posts useful I encourage you to also check out the more current Linear Algebra and Its Applications, Fourth Edition, Dr Strang’s introductory textbook Introduction to Linear Algebra, Fourth Edition
and the accompanying free online course, and Dr Strang’s other books
.