Every finite-dimensional matrix has a rank decomposition: Let be an matrix whose column rank is . Therefore, there are linearly independent columns in ; equivalently, the dimension of the column space of is . Let be any basis for the column space of and place them as column vectors to form the matrix . Therefore, every column vector of is a linear combination of the columns of . To be precise, if is an matrix with as the -th column, then
where 's are the scalar coefficients of in terms of the basis . This implies that , where is the -th element of .
If is rank factorization, taking and gives another rank factorization for any invertible matrix of compatible dimensions.
Rank factorization from row echelon forms
In practice, we can construct one specific rank factorization as follows: we can compute , the reduced row echelon form of . Then is obtained by removing from all non-pivot columns, and by eliminating all zero rows of .
Consider the matrix
is in reduced echelon form.
Then is obtained by removing the third column of , the only one which is not a pivot column, and by getting rid of the last row of zeroes, so
It is straightforward to check that
Let be an permutation matrix such that in block partitioned form, where the columns of are the pivot columns of . Every column of is a linear combination of the columns of , so there is a matrix such that , where the columns of contain the coefficients of each of those linear combinations. So , being the identity matrix. We will show now that .
Transforming into its reduced row echelon form amounts to left-multiplying by a matrix which is a product of elementary matrices, so , where . We then can write , which allows us to identify , i.e. the nonzero rows of the reduced echelon form, with the same permutation on the columns as we did for . We thus have , and since is invertible this implies , and the proof is complete.
Singular value decomposition
One can also construct a full rank factorization of by using its singular value decomposition
Since is a full column rank matrix and is a full row rank matrix, we can take and .
rank(A) = rank(AT)
Proof: To see why this is true, let us first define rank to mean column rank. Since , it follows that . From the definition of matrix multiplication, this means that each column of is a linear combination of the columns of . Therefore, the column space of is contained within the column space of and, hence, rank ≤ rank.
Now, is , so there are columns in and, hence, rank ≤ = rank. This proves that rank ≤ rank.
Now apply the result to to obtain the reverse inequality: since = , we can write rank = rank ≤ rank. This proves rank ≤ rank.
We have, therefore, proved rank ≤ rank and rank ≤ rank, so rank = rank. (Also see the first proof of column rank = row rank under rank).
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