Use SVD to show rank(XGY) = rank (G)

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In summary, the Singular Value Decomposition (SVD) of G can be used to prove that the rank of XGY^T is equal to the rank of G, given that X and Y are two full column-rank matrices with potentially different ranks. This is because the SVD can be used to show that the rank of XGY^T is equivalent to the dimension of the non-zero singular values, which is also the rank of G. Additionally, since X and Y are orthogonal, their respective matrices XU and (VY)^T are also orthogonal, further supporting the proof.
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1. Use the Singular Value Decomposition (SVD) of G to prove:
[tex] rank(XGY^T) = rank (G) [/tex]
Given that [itex]X[/itex] and [itex]Y[/itex] are two full column-rank matrices, but may not have the same rank.

2. The attempt at a solution
[tex]
\begin{eqnarray*}
XGY^T & = & X(U\Sigma V^T)Y^T \\
& = & XU \left( \begin{array}{cc}
\Sigma_{r} & 0 \\
0 & 0 \\
\end{array} \right) V^{T}Y^T
\end{eqnarray*}
[/tex]
Now, [itex]XU[/itex] and [itex](VY)^T[/itex] are orthogonal matrices, because [itex]X[/itex] and [itex]Y[/itex] are orthogonal since they have full column rank (right?). Then somehow I want to argue that the rank of this matrix must the dimension of [itex]\Sigma_r[/itex]...
 
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Since U and V are unitary, UΣV^T must also be unitary. Therefore, the rank of XGY^T must be equal to the rank of G, which is the dimension of Σ_r.
 

1. What is SVD and how does it relate to rank?

SVD, or Singular Value Decomposition, is a mathematical technique used to decompose a matrix into three components: a diagonal matrix of singular values, a left singular matrix, and a right singular matrix. The rank of a matrix is the number of linearly independent rows or columns it contains. SVD can be used to determine the rank of a matrix by looking at the number of non-zero singular values. If there are k non-zero singular values, then the matrix has a rank of k.

2. How does SVD show the rank of a matrix?

SVD shows the rank of a matrix by decomposing it into three components: a diagonal matrix of singular values, a left singular matrix, and a right singular matrix. The rank of a matrix is equal to the number of non-zero singular values in the diagonal matrix.

3. Can SVD be used to show rank equality between two matrices?

Yes, SVD can be used to show rank equality between two matrices. If the two matrices have the same number of non-zero singular values, then their ranks are equal. This is because the rank of a matrix is determined by the number of non-zero singular values in its SVD decomposition.

4. How does SVD show rank equality for matrix multiplication?

SVD can be used to show rank equality for matrix multiplication by showing that the number of non-zero singular values in the product of two matrices is equal to the minimum of the number of non-zero singular values in each individual matrix. This shows that the rank of the product matrix is equal to the rank of the original matrices.

5. Why is it important to show rank equality between two matrices?

Showing rank equality between two matrices is important because it helps us understand the relationship between the matrices and their linear independence. It also allows us to make conclusions about the properties of the matrices, such as their invertibility. Additionally, it is a useful tool in linear algebra and can be applied to various problems in fields such as data analysis and machine learning.

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