Fundamental theorem of linear algebra

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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×n matrix A and its LDU factorization:

PA = LDU

wherein P is a permutation matrix, L is a lower triangular matrix, D is a diagonal matrix, and 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 matrix A induces four fundamental subspaces. These fundamental subspaces are:

name of subspace definition containing space dimension basis
column space or image im(A) \mathbf{R}^m r The r columns corresponding to those with pivots in \mathbf{U}
nullspace or kernel ker(A) \mathbf{R}^n nr (nullity) The (nr) columns of x in the solution of \mathbf{U}\mathbf{x} = \mathbf{0}
row space or coimage im(AT) \mathbf{R}^n r The r rows corresponding to those with pivots in \mathbf{U}
left nullspace or cokernel ker(AT) \mathbf{R}^m mr The last (mr) rows of \mathbf{L}^{-1}\mathbf{P}

Secondly:

  1. In Rn: \mathrm{ker}(A) = (\mathrm{im}(A^T))^\perp, that is, the nullspace is the orthogonal complement of the row space
  2. In \mathbf{R}^m: \mathrm{ker}(A^T) = (\mathrm{im}(A))^\perp, that is, the left nullspace is the orthogonal complement of the column space
The four subspaces associated to a matrix A.
The four subspaces associated to a matrix A.

[edit] References

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