Skip to main content
Added LaTeX formatting.
Source Link
Placidia
  • 14.5k
  • 6
  • 45
  • 75

An important view of the geometry of A'A$A'A$ is this (the viewpoint strongly stressed in Strang's book on "Linear Algebra and Its Applications"): Suppose A is an (m x n)$m \times n$-matrix of rank k, representing a linear map A:R^n-->R^m $A: R^n \rightarrow R^m$. Let Col(A) and Row(A) be the column and row spaces of A$A$. Then

(a) As a real symmetric matrix, (A'A):R^n --> R^n$(A'A): R^n \rightarrow R^n$ has a basis {e_1,..., e_n}$\{e_1,..., e_n\}$ of eigenvectors with non-zero eigenvalues d_1,...,d_k. Thus (A'A)(x_1e_1 + ... + x_ne_n) = d_1x_1e_1 + ..$d_1,\ldots,d_k$. + d_kx_ke_kThus:

$(A'A)(x_1e_1 + \ldots + x_ne_n) = d_1x_1e_1 + ... + d_kx_ke_k$.

(b) Range(A) = Col(A), by definition of Col(A). So A|Row(A) maps Row(A) into Col(A).

(c) Kernel(A) is the orthogonal complement of Row(A). This is because matrix multiplication is defined in terms of the dot products (row i)*(col j). (So Av'= 0 <==> v is in Kernel(A) <==> v is in orthogonal complement of Row(A)$Av'= 0 \iff \text{v is in Kernel(A)} \iff v \text{is in orthogonal complement of Row(A)}$

(d) A(R^n)=A(Row(A)) $A(R^n)=A(\text{Row}(A))$ and A|Row(A):Row(A)-->Col(A)$A|\text{Row(A)}:\text{Row(A)} \rightarrow Col(A)$ is an isomorphism.

Reason: If v = r+k (r \in Row(A), k \in Kernel(A),from (c)) then
A(v) = A(r) + 0 = A(r) where A(r) = 0 <==> r = 00$.

[Incidentally gives a proof that Row rank = Column rank!]

(e) Applying (d), A'|:Col(A)=Row(A')-->Col(A')=Row(A)$A'|:Col(A)=\text{Row(A)} \rightarrow \text{Col(A')}=\text{Row(A)}$ is an isomorphism

(f)By (d) and (e): A'A(R^n) = Row(A)$A'A(R^n) = \text{Row(A)}$ and A'A maps Row(A) isomorphically onto Row(A).

An important view of the geometry of A'A is this (the viewpoint strongly stressed in Strang's book on "Linear Algebra and Its Applications"): Suppose A is an (m x n)-matrix of rank k, representing a linear map A:R^n-->R^m. Let Col(A) and Row(A) be the column and row spaces of A. Then

(a) As a real symmetric matrix, (A'A):R^n --> R^n has a basis {e_1,..., e_n} of eigenvectors with non-zero eigenvalues d_1,...,d_k. Thus (A'A)(x_1e_1 + ... + x_ne_n) = d_1x_1e_1 + ... + d_kx_ke_k.

(b) Range(A) = Col(A), by definition of Col(A). So A|Row(A) maps Row(A) into Col(A).

(c) Kernel(A) is the orthogonal complement of Row(A). This is because matrix multiplication is defined in terms of the dot products (row i)*(col j). (So Av'= 0 <==> v is in Kernel(A) <==> v is in orthogonal complement of Row(A)

(d) A(R^n)=A(Row(A)) and A|Row(A):Row(A)-->Col(A) is an isomorphism.

Reason: If v = r+k (r \in Row(A), k \in Kernel(A),from (c)) then
A(v) = A(r) + 0 = A(r) where A(r) = 0 <==> r = 0.

[Incidentally gives a proof that Row rank = Column rank!]

(e) Applying (d), A'|:Col(A)=Row(A')-->Col(A')=Row(A) is an isomorphism

(f)By (d) and (e): A'A(R^n) = Row(A) and A'A maps Row(A) isomorphically onto Row(A).

An important view of the geometry of $A'A$ is this (the viewpoint strongly stressed in Strang's book on "Linear Algebra and Its Applications"): Suppose A is an $m \times n$-matrix of rank k, representing a linear map $A: R^n \rightarrow R^m$. Let Col(A) and Row(A) be the column and row spaces of $A$. Then

(a) As a real symmetric matrix, $(A'A): R^n \rightarrow R^n$ has a basis $\{e_1,..., e_n\}$ of eigenvectors with non-zero eigenvalues $d_1,\ldots,d_k$. Thus:

$(A'A)(x_1e_1 + \ldots + x_ne_n) = d_1x_1e_1 + ... + d_kx_ke_k$.

(b) Range(A) = Col(A), by definition of Col(A). So A|Row(A) maps Row(A) into Col(A).

(c) Kernel(A) is the orthogonal complement of Row(A). This is because matrix multiplication is defined in terms of the dot products (row i)*(col j). (So $Av'= 0 \iff \text{v is in Kernel(A)} \iff v \text{is in orthogonal complement of Row(A)}$

(d) $A(R^n)=A(\text{Row}(A))$ and $A|\text{Row(A)}:\text{Row(A)} \rightarrow Col(A)$ is an isomorphism.

Reason: If v = r+k (r \in Row(A), k \in Kernel(A),from (c)) then
A(v) = A(r) + 0 = A(r) where A(r) = 0 <==> r = 0$.

[Incidentally gives a proof that Row rank = Column rank!]

(e) Applying (d), $A'|:Col(A)=\text{Row(A)} \rightarrow \text{Col(A')}=\text{Row(A)}$ is an isomorphism

(f)By (d) and (e): $A'A(R^n) = \text{Row(A)}$ and A'A maps Row(A) isomorphically onto Row(A).

Source Link

An important view of the geometry of A'A is this (the viewpoint strongly stressed in Strang's book on "Linear Algebra and Its Applications"): Suppose A is an (m x n)-matrix of rank k, representing a linear map A:R^n-->R^m. Let Col(A) and Row(A) be the column and row spaces of A. Then

(a) As a real symmetric matrix, (A'A):R^n --> R^n has a basis {e_1,..., e_n} of eigenvectors with non-zero eigenvalues d_1,...,d_k. Thus (A'A)(x_1e_1 + ... + x_ne_n) = d_1x_1e_1 + ... + d_kx_ke_k.

(b) Range(A) = Col(A), by definition of Col(A). So A|Row(A) maps Row(A) into Col(A).

(c) Kernel(A) is the orthogonal complement of Row(A). This is because matrix multiplication is defined in terms of the dot products (row i)*(col j). (So Av'= 0 <==> v is in Kernel(A) <==> v is in orthogonal complement of Row(A)

(d) A(R^n)=A(Row(A)) and A|Row(A):Row(A)-->Col(A) is an isomorphism.

Reason: If v = r+k (r \in Row(A), k \in Kernel(A),from (c)) then
A(v) = A(r) + 0 = A(r) where A(r) = 0 <==> r = 0.

[Incidentally gives a proof that Row rank = Column rank!]

(e) Applying (d), A'|:Col(A)=Row(A')-->Col(A')=Row(A) is an isomorphism

(f)By (d) and (e): A'A(R^n) = Row(A) and A'A maps Row(A) isomorphically onto Row(A).