Saturday, December 3, 2011

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×nmatrix A and its singular value decomposition:
A=U\Sigma V^T\
First, each matrix A \in \mathbf{R}^{m \times n} (A has m rows and n columns) induces four fundamental subspaces. These fundamental subspaces are:
name of subspacedefinitioncontaining spacedimensionbasis
column space, range or imageim(A) or range(A)\mathbf{R}^mr (rank)The first r columns of \mathbf{U}
nullspace or kernelker(A) or null(A)\mathbf{R}^nn − r (nullity)The last (n − r) columns of \mathbf{V}
row space or coimageim(AT) or range(AT)\mathbf{R}^nrThe first r rows of \mathbf{V}^T
left nullspace or cokernelker(AT) or null(AT)\mathbf{R}^mm − rThe last (m − r) rows of \mathbf{U}^T

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