Matrix Algebra From A Statiscian's Perspective by Harville

By Harville

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Example text

U∗ii , U∗i+1,i , . . , U∗ni , . . , U∗nn spans the linear space of all n × n symmetric matrices. Moreover, this set is linearly independent (as can be easily verified). Thus, the set {U∗11 , U∗21 , . . , U∗n1 , . . , U∗ii , U∗i+1,i , . . , U∗ni , . . , U∗nn } is a basis for the linear space of all n × n symmetric matrices. c. Existence of a basis It was determined in Subsection b that the linear space Rm×n has a basis and that the linear space of all n×n symmetric matrices has a basis. Does every linear space (of m × n matrices) have a basis?

Let A1 , . . , Ak represent the matrices in S. Define S ∗ to be the subset of S obtained by successively applying to each of the matrices A1 , . . , Ak the following algorithm: include the matrix as a member of S ∗ if it is nonnull and if it is not expressible as a linear combination of any matrices already included in S ∗ . 2 that the subset S ∗ formed in this way is linearly independent. 1) that S ∗ spans V. We conclude that S ∗ is a basis for V. D. 11 can be used to construct a basis for V and, in the process, to determine the dimension of V.

0 0 Arr then A is called an upper block-triangular matrix. Similarly, if Aij i 1, . . , r, that is, if   0 ··· 0 A11 A21 A22 0    A  .  , . ..  ..  Ar1 Ar2 Arr 0 for j > then A is called a lower block-triangular matrix. To indicate that A is either upper or lower block-triangular (without being more specific), A is referred to simply as block-triangular. 2) is block-diagonal if and only if it is both upper block-triangular and lower block-triangular. Note also that, if m n r (in which case each block of A consists of a single element), saying that A is block diagonal or upper or lower block triangular is equivalent to saying that A is diagonal or upper or lower triangular.

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