The content in today's blog is taken from Hans Schneider and George Phillip Barker's Matrices and Linear Algebra.
Lemma 1:
The interchange of two rows in a given matrix A is equivalent to a multiplication between a matrix E1 and A.
Proof:
(1) Let A be an m x n matrix with rows i,j where i ≠ j.
(2) Let A' be the matrix A after rows i,j are interchanged.
(3) Let Im be the m x m identity matrix. [See Definition 1 here for definition of the identity matrix]
(4) Let E1 be the matrix Im after the rows i,j are interchanged.
(5) Then, A' = E1A. [See here for review of matrix multiplication if needed]
QED
Lemma 2:
The multiplication of any row in a matrix A by a nonzero scalar α is equivalent to a multiplication between a matrix E2 and A.
Proof:
(1) Let A be an m x n matrix and let i be any row.
(2) Let A' be the matrix A after row i is multiplied by α
(3) Let Im be the m x m identity matrix. [See Definition 1 here for definition of the identity matrix]
(4) Let E2 be the matrix Im after the row i is multiplied by α.
(5) Then, A' = E2A. [See here for review of matrix multiplication if needed]
QED
Lemma 3:
The addition of a scalar multiple α of some row i to another row j in the matrix A is equivalent to a multiplication between a matrix E3 and A.
Proof:
(1) Let A be an m x n matrix with rows i,j where i ≠ j.
(2) Let A' be the matrix A after a scalar multiple α of the row i is added to the row j.
(3) Let Im be the m x m identity matrix. [See Definition 1 here for definition of the identity matrix]
(4) Let E3 be the matrix Im where position i in row j is replaced by α instead of 0.
(5) Then, A' = E3A. [See here for review of matrix multiplication if needed]
QED
Lemma 4: E1, E2, and E3 in the above lemmas are all invertible.
Proof:
(1) (E1)-1 = E1
(2) (E2)-1 = E2 with α replaced by 1/α.
(3) (E3)-1 = E3 with α replaced by -α.
QED
Theorem 5: Implication of Row Equivalence
A is row equivalent to B if and only if B = PA where P is the product of elementary matrices P = Ea*Eb*...*Ez and P is invertible.
Proof:
(1) Assume that A is row equivalent to B. [See Definition 3 here for definition of row equivalence]
(2) Then A can be derived from B using n elementary operations (see Definition 3 here)
(3) Let A0 = A.
(4) Let A1 = A0 after the first elementary operation. Using Lemma 1, Lemma 2, or Lemma 3, we know that there exists Ea such that A1=EaA0
(5) Let A2 = A1 after the second elementary operation. Again, it is clear that there exists Eb such that A2 = EbA1.
(6) Using substitution, we have:
A2 = EbEaA
(7) We can continue in this way for each of the remaining elementary operations until we get:
An = Ez*...*EaA
(8) Assume that B = PA where P is the product of elementary matrices P = Ea*Eb*...*Ez
(9) Clearly, each of the Ei is equivalent to an elementary operation and we can see that B consists of a series of elementary operations since we have:
B = Ea(Eb[Ec...A]))
(10) So, by definition of row equivalent (see Definition 3 here), we can conclude that A is row equivalent to B.
(11) We know that P is invertible since each Ei is invertible (see Lemma 4 above) and therefore any product of these elements is also invertible (see Lemma 3, here)
QED
References
- Hans Schneider, George Philip Barker, Matrices and Linear Algebra, 1989.