Mathematical Foundations

II.15 · Linear Algebra

How many independent directions survive a transformation?

Move a matrix column and watch its image collapse from a plane to a line or point. Exact pivots count surviving directions; null vectors reveal inputs that disappear.

Count what survives and what disappears

Image of a bounded input square

Rank 2: 2 independent image directions and 0 null directions. Full rank: the square map is invertible. A null-input arrow, when present, is a normalized approximate input direction, not an output in the image space.

Original coefficient matrix
[1, 2; 0, 1]
Pivot count / image dimension
2
Independent null directions
0
Null-space basis
none: only the zero vector

Exact values use =; numerical companions use ≈. Rank and zero decisions are exact.

Rank 2: 2 independent image directions and 0 null directions. Full rank: the square map is invertible.

A=[1201]A=\begin{bmatrix}1&2\\0&1\end{bmatrix}
rank⁡A+dim⁡ker⁡A=2+0=2\operatorname{rank}A+\dim\ker A=2+0=2

Original mathematical state

The original equations. Coefficients are left of the augmentation boundary.

Rows of the current mathematical state; ◆ marks a pivot
R112
R201
[1201]\begin{bmatrix}1&2\\0&1\end{bmatrix}

from −4 to 4, up to 2 decimal places

from −4 to 4, up to 2 decimal places

from −4 to 4, up to 2 decimal places

from −4 to 4, up to 2 decimal places

Edit the exact mathematical input, then replay and inspect each immutable state.

Drag the second column onto the first. Compare Repeated columns, Zero matrix and Exactly independent, close. The last can look like a line while still having two exact pivots. Choose the rectangular presets to separate the number of inputs from the number of outputs.

Intuition: count information, not entries

A matrix with two identical columns stores two lists but provides one direction. Two inputs can then produce the same output: transferring weight from one repeated column to the other changes the input without changing the result. Rank counts independent output directions, while nullity counts independent ways an input can disappear.

The shaded image is the image of a bounded input square. When rank is two, the full mathematical image is the entire plane; the displayed polygon is only a finite sample. At rank one it becomes a segment along the image line. At rank zero all inputs reach the origin.

Definition

The rank of A∈Rm×nA\in\R^{m\times n} is the dimension of its column space, equivalently its row space or its number of pivots. The null space is

ker⁡A={z∈Rn:Az=0}.\ker A=\{z\in\R^n:Az=0\}.

Its dimension is the nullity. Rank-nullity states

rank⁡A+dim⁡ker⁡A=n.\operatorname{rank}A+\dim\ker A=n.

The domain dimension is the number of columns, not the number of rows.

Mechanics: geometry and row reduction together

The inspector shows the original matrix, pivot count and exact null-space basis. The replayable trace links those quantities to echelon and reduced forms. Row operations preserve dependencies among columns, but can change the literal column-space subset in output coordinates. The geometry therefore always draws the original AA, not the row-reduced matrix.

Every column can be edited numerically; the second column also has pointer and keyboard controls when the output lives in the plane. A third output dimension is represented by its exact matrix and equations rather than a pretend 2D image. Explore 2×3 and 3×2 presets to see that row count and column count impose different maximal ranks.

Derivation: each free column supplies a null direction

In reduced form, pivot variables can be expressed in terms of the free variables. Set one free variable to 11 and the others to 00; solve the pivot entries to obtain a null vector. Doing this for every free column produces an independent null-space basis. There are n−rn-r free columns when there are rr pivots, proving rank-nullity in this elimination setting.

A nonzero pivot row adds a constraint not implied by earlier rows. Zero rows are redundant. This also explains why independent rows and independent columns have the same count, even though the vectors live in different coordinate spaces.

Worked examples

For A=[1224]A=\begin{bmatrix}1&2\\2&4\end{bmatrix}, the second column is twice the first. Elimination leaves one pivot; rank is 11, nullity is 11, and z=(−2,1)z=(-2,1) satisfies Az=0Az=0. Any xx and x+tzx+tz have the same image. Replay Repeated columns and reconstruct its displayed null direction by substitution.

For A=[012024]A=\begin{bmatrix}0&1&2\\0&2&4\end{bmatrix}, only the middle column has a pivot. Rank is 11 and nullity is 22, with basis (1,0,0)(1,0,0) and (0,−2,1)(0,-2,1). The skipped first column and repeated third column explain the two missing directions in different ways.

The close preset has determinant 4(3.98)−(3.99)2=−0.00014(3.98)-(3.99)^2=-0.0001. Its two columns are exactly independent even if the narrow image appears flat at screen resolution. Its inverse can be very sensitive to uncertain measurements; exact rank and numerical reliability answer different questions.

Full rank and invertibility

For a square n×nn\times n matrix, full rank nn is equivalent to a trivial null space, independent columns and existence of a two-sided inverse. Every output is reachable and has exactly one input.

For a rectangular matrix, full column rank means injectivity: no two inputs share an output. Full row rank means surjectivity: every output is reachable. A 2×3 rank-two map is surjective but has a one-dimensional null space. A 3×2 rank-two map is injective but cannot reach every vector in R3\R^3. Neither has an ordinary two-sided inverse.

Replay the worked derivation

Original mathematical state

The original equations. Coefficients are left of the augmentation boundary.

Rows of the current mathematical state; ◆ marks a pivot
R112
R201
[1201]\begin{bmatrix}1&2\\0&1\end{bmatrix}
Replay the canonical worked example, inspecting each exact mathematical frame.

Executable reference code

The Fraction reference reads pivots and verifies literal null vectors. NumPy uses singular values and an explicit numerical tolerance; that is a finite-precision rank estimate, not a redefinition of the exact input.

code/python/rank.py
"""Pivot rank and nullity, using exact row reduction."""
from pathlib import Path
import runpy
elimination = runpy.run_path(str(Path(__file__).with_name('elimination.py')))['elimination']
A = [[0, 1, 2], [0, 2, 4]]
R, _ = elimination(A, [0, 0])
rank = sum(any(row[:-1]) for row in R)
nullity = len(A[0]) - rank
null_vectors = [[1, 0, 0], [0, -2, 1]]
assert (rank, nullity) == (1, 2)
assert all(sum(a*x for a, x in zip(row, v)) == 0 for row in A for v in null_vectors)
code/python/rank_numpy.py
import numpy as np
A = np.array([[0., 1., 2.], [0., 2., 4.]])
U, s, Vt = np.linalg.svd(A, full_matrices=True)
# NumPy rank is a numerical decision with a scale-sensitive tolerance.
tolerance = s.max() * max(A.shape) * np.finfo(float).eps
rank = np.count_nonzero(s > tolerance)
null_basis = Vt[rank:].T
assert rank == 1 and null_basis.shape == (3, 2)
assert np.allclose(A @ null_basis, 0)
# This tolerance models finite precision; it does not redefine exact rank.

Explore

Make a zero column while retaining one nonzero column. Make both zero. Replace proportional columns with a slightly independent pair. Compare a repeated row with a repeated column: both lower rank, but only columns directly show image directions. For each rectangular preset, verify rank plus nullity against the column count.

Common mistakes

Rank is not the number of nonzero entries or columns. A nonzero column can be redundant. Rectangular full rank does not imply two-sided invertibility. A null vector lives in the input space. Row reduction preserves solution sets and rank but generally changes the pictured output-space basis.

Numerical considerations

Exact zero decisions use rational arithmetic. Geometric pixels and rounded inspectors cannot certify dependence. Practical numerical rank uses a threshold tied to scale, uncertainty and the algorithm; one universal epsilon is inadequate. A nonzero determinant alone does not promise a well-conditioned solve.

Engineering and ML connections

Rank identifies redundant features and unidentifiable parameter directions. Null spaces describe weights that change without altering predictions. Full column rank gives unique linear-model coefficients; rank deficiency leads directly to nonunique least-squares minimizers in II.18.

Exercises

calculation

Count missing directions

A 2×3 matrix has rank 2. What is its nullity?

calculation

Two columns, one direction

A = [[1, 2], [2, 4]]. What is rank A?

calculation

Construct a null direction

A = [[1, 2], [2, 4]]. Find z₁ when z₂ = 1 and Az = 0.

prediction

Distinguish full rank

A 2×3 matrix has rank 2. Is it ordinarily invertible?

Choose one answer

prediction

An exact tiny pivot

An entered rational pivot is 1/1000000. How should exact elimination classify it?

Choose one answer

Summary and checkpoints

Count pivots as independent directions, build null vectors from free variables, and distinguish injective, surjective and invertible. Explain why an exactly independent narrow image can still be numerically fragile.

The map of the book

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Mathematical Language

The notation and mental objects everything else uses.

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Linear Algebra

Matrices as transformations: the strongest foundation in the book.

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Calculus

Change, local approximation, and sensitivity made visible.

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Probability

Uncertainty through sample spaces, evidence, and repetition.

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From observed data to estimates, intervals, and likelihood.

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Part VI

Optimization

Learning as repeated parameter updates governed by an objective.

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Part VII

Information Theory

Logarithms, entropy, and the loss behind token prediction.

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Numerical Computing

Why equivalent expressions behave differently on real machines.

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