Mr Davis 97 said:
Homework Statement
Let ##A## and ##B## be ##n \times n## matrices
3) If ##AB## is invertible, then ##A## and ##B## are invertible
Here's a longish, different approach that leans heavily on orthogonality. Technically this requires a satisfactory inner product definition (with respect to norms and such) so you do lose a touch of generality, though.
For 3, I'm very tempted to make an argument using quadratic forms, but I'll take another approach. If I can assume you are using complex numbers as a field, and you are comfortable with Gram-Schmidt:
consider ##\mathbf{AB} = \mathbf C##
(Important reminder: all matrices are square of same finite dimension. Among other things, this means that unitary matrices are full rank in the below decompositions. Also, for avoidance of doubt the ##^H## denotes conjugate transpose.)
For all ##\mathbf z \neq \mathbf 0##, we know that we can we can solve for an exact, unique ##\mathbf x## from ##\mathbf {Cx} = \mathbf z##, because we are are told ##\mathbf C^{-1}## exists. This is equivalent to saying ##\big(\mathbf{ QR}\big)\mathbf x = \mathbf z##, where ##\mathbf Q## is unitary and there are no zeros along diagonals of ##\mathbf R##. This leads to ##\mathbf{Rx} = \mathbf Q^H \mathbf z##, and we can interpret the diagonals of ##\mathbf R## as being pivots in a row echelon form matrix -- i.e. the end result of Gaussian Elimination. Note that ##\mathbf Q^H \mathbf z \neq \mathbf 0## (why?).
Alternatively, do QR factorization on ##\mathbf A## and modified QR on ##\mathbf B##. You get ##\big(\mathbf{P T}\big)\big(\mathbf{U V}^H\big)\mathbf x = \mathbf z##, where ##\mathbf T## and ##\mathbf U## are upper triangular and ##\mathbf P## and ##\mathbf V## are unitary. Where ##\mathbf V^H \mathbf x = \mathbf y##, the above equation can be rewritten as ##\mathbf{T}\mathbf{U }\mathbf y = \mathbf{P^H z}##. We can only solve for a unique answer for ##\mathbf y## (and in turn ##\mathbf x## which is just one full rank matrix multiplication away), iff there are no zeros along the diagonal (pivots) of the matrix given by ##\big(\mathbf{T}\mathbf{U }\big)##. From here observe that an upper triangular matrix times an upper triangular matrix = upper triangular matrix, and that for kth diagonal entry of the resulting matrix, matrix multiplication simply means multiplying ##\mathbf T_{k,k} * \mathbf U_{k,k}##. Thus the resulting upper triangular matrix only has no zeros along its diagonal if and only if ##\mathbf U## and ##\mathbf T## have no zeros along their diagonals, which is to say that ##\mathbf A## and ##\mathbf B## must both be full rank. (This setup has direct application to your second question.)
Either way you look at it, you get Upper Triangular Matrix times unknown vector = some known vector that is not the zero vector. If it is solvable in the first approach, then it must be in the second approach too (because matrix multiplication is associative), and the reason is that there are no zeros along the diagonal of the Upper Triangular Matrix.
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This is perhaps a bit overkill, but incidentally, it gets you quite close to showing that determinants multiply (or more humbly, that the magnitudes do), and QR factorization gives a very nice geometric feel for the (magnitude of the) determinant. I also tend to think understanding Gram-Schmidt is... quite important for numerous other things.
Note that I purposely left a few open items in here. If you look at ##\mathbf B = \mathbf{UV}^H##, that is not a decomposition I've seen done elsewhere. But if you understand how to use Gram-Schmidt to do typical QR decomposition, you can derive this alternative form.
It's also worth pointing out that if you prove (3), then you have also proved (1)-- i.e. prove (3) then consider the special case where ##\mathbf B:= \mathbf A##, which tells you that ## \mathbf{T}\mathbf{U} = \mathbf 0##, which at a bare minimum means there must be at least n zeros amongst the 2n diagonals of ##\mathbf{T}##, ##\mathbf{U}## (it tells you more than this but its sufficient to know that there is at least one zero along the diagonal of one of those triangular matrices in order to blow up invertibility)...
And using the above approach (i.e. reducing things to two triangular matrices that multiply) gives you the tools to visualize the answer to number (2).