Prove that the rank of a matrix X is equal to the rank of th
Prove that the rank of a matrix X is equal to the rank of the matrix XT X. Note that if X is of dimensions n x p then XTX is of dimension p x p. We also know that for any n x p matrix A, r(A) + r(N(A)) =p.
Solution
Let us define Rank(X) as the column rank of X: col rank(X) = dim { Ax : x belongs to R }.
Let XT be the transpose of A. Let us first show that XTX x = 0 if and only if Xx = 0
XTXx = 0
xTXTXx = 0 (multiplying with xT)
(Xx)TXx = 0 => Xx = 0
Therefore columns of XTX satisfies the same linear relationship as the colums of X. Number of rows doesn\'t matter, same number of columns => same column rank => same rank (as we have assumed initially)
