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rank factorization : ウィキペディア英語版
rank factorization
Given an m \times n matrix A of rank r, a rank decomposition or rank factorization of A is a product A=CF, where C is an m \times r matrix and F is an r \times n matrix.
Every finite-dimensional matrix has a rank decomposition: Let A be an m\times n matrix whose column rank is r. Therefore, there are r linearly independent columns in A; equivalently, the dimension of the column space of A is r. Let c_1,c_2,\ldots,c_r be any basis for the column space of A and place them as column vectors to form the m\times r matrix C = (). Therefore, every column vector of A is a linear combination of the columns of C. To be precise, if A = () is an m\times n matrix with a_j as the j-th column, then
:a_j = f_c_1 + f_c_2 + \cdots + f_c_r,
where f_'s are the scalar coefficients of a_j in terms of the basis c_1,c_2,\ldots,c_r. This implies that A = CF, where f_ is the (i,j)-th element of F.
== rank(A) = rank(AT) ==
An immediate consequence of rank factorization is that the rank of A is equal to the rank of its transpose A^\text. Since the columns of A are the rows of A^\text, the column rank of A equals its row rank.
Proof: To see why this is true, let us first define rank to mean column rank. Since A = CF, it follows that A^\text = F^\textC^\text. From the definition of matrix multiplication, this means that each column of A^\text is a linear combination of the columns of F^\text. Therefore, the column space of A^\text is contained within the column space of F^\text and, hence, rank(A^\text) ≤ rank(F^\text). Now, F^\text is n×r, so there are r columns in F^\text and, hence, rank(A^\text) ≤ r = rank(A). This proves that rank(A^\text) ≤ rank(A). Now apply the result to A^\text to obtain the reverse inequality: since (A^\text)^\text = A, we can write rank(A) = rank((A^\text)^\text) ≤ rank(A^\text). This proves rank(A) ≤ rank(A^\text). We have, therefore, proved rank(A^\text) ≤ rank(A) and rank(A) ≤ rank(A^\text), so rank(A) = rank(A^\text). (Also see the first proof of column rank = row rank under rank).
== Rank factorization from row echelon forms ==
In practice, we can construct one specific rank factorization as follows: we can compute B, the reduced row echelon form of A. Then C is obtained by removing from A all non-pivot columns, and F by eliminating all zero rows of B.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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