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Q: solution of matrix equation ( Answered 5 out of 5 stars,   2 Comments )
Question  
Subject: solution of matrix equation
Category: Science > Math
Asked by: elgoog_elgoog-ga
List Price: $15.00
Posted: 24 Feb 2003 10:04 PST
Expires: 26 Mar 2003 10:04 PST
Question ID: 166430
Given the product of two matrices as UV and one matrix V, can we
compute U?
That is, given W=UV and V, can we compute U?
Suppose U is n x m and V is m x p.

For example, if V is a non-singular square matrix, we can always
find the inverse of V and then compute unique solution of U.
The question is :
1) If V is a singular square matrix, is it possible to compute U? Does
U exists?
If the solution is not unique, how many possible solutions are there?

2) If V is a non-square matrix, is it possible to compute U? 
At least as far as I know, if V is mxp matrix, m<p and rank(V)=m, I
may find a right inverse (pseudoinverse) of V to compute unique U.
Any other conditions? If the solution is not unique, how many possible
solution are there?

Thank you very much

Request for Question Clarification by mathtalk-ga on 24 Feb 2003 16:01 PST
Your question seems to presuppose that W _is_ UV for some U and given
V.

If that is the proper context, then of course there must exist _some_
U which satisfies W = UV.

Is that the way you meant the question to be interpreted?

regards, mathtalk

Clarification of Question by elgoog_elgoog-ga on 24 Feb 2003 18:24 PST
hi 
Actually, yes, that is what I mean.
But even W _is_ UV for some U and given
V, then of course there must exist some U which satisfies W = UV.
The U may not unique. That is, you can solve the equation, but may not
get the original U. 
My question is 
(1)In what kind of condition, you can get the unique U(original one)?
That is, what kind of V will make the solution of U unique?

(2)In what kind of condition, U is not unique, in that case, how many possible
solutions are there?

What I am thinking now is that if V is mxp matrix, m<p and rank(V)=m, I
may find a right inverse (pseudoinverse) of V, denoted with V', such that 
VV'=I, then I can compute the unique U.
(3)But what if rank(V)<m? 

Thank you very much
Answer  
Subject: Re: solution of matrix equation
Answered By: mathtalk-ga on 24 Feb 2003 20:35 PST
Rated:5 out of 5 stars
 
Let's summarize the problem.

We are given matrices W and V such that for some matrix U, W = UV.

(1) The solution U is unique if and only if the rows of V are linearly
independent.  That is, supposing V has m rows, then if and only if
rank(V) = m.

To prove this, consider any pair of solutions U and U'.  Then:

(U - U')V = UV - U'V = W - W = 0

Thus any row of U - U' times V gives a zero row.  If U and U' are
unequal, then some row of U - U' is nonzero, and that gives a
corresponding linear dependence relation on the rows of V.  On the
other hand if there were a linear dependence relation on the rows of
V, that would give coefficients to use as a nonzero row z such that zV
= 0, and hence by adding u to any row of U (such as the first row), we
could construct a solution U' different from U.

(2) By the same argument, if V has m rows and rank(V) < m, then there
are infinitely many solutions.  In fact given one solution U such that
W = UV, we can construct the set of all solutions as U + {Y | YV = 0},
where 0 here denotes the zero matrix of the same dimensions as W.  The
rows of such matrices Y are row vectors z s.t. zV = 0, i.e. the "left"
nullspace of V.  These rows z form a subspace of dimension k = m -
rank(V), so the dimension of {Y | YV = 0} is nk when W (and thus U)
has n rows.

(3) So if rank(V) < m, the solution U is never unique.

regards, mathtalk

Clarification of Answer by mathtalk-ga on 25 Feb 2003 05:25 PST
Hi, elgoog-elgoog:

Another way to look at this is to ask whether the columns of V span
the m-dimensional vector space of all mx1 columns (R^m if the field of
coefficients is the real numbers).

If the columns of V are not a spanning set for the entire vector
space, then there will be some nonzero vectorz in their orthogonal
complement, essentially the row vectors z discussed above such that zV
= 0.  If the columns of V do span, then the only such row vector z
would be the zero row.

So an alternative approach is to look at "column" rank of V being m
(equivalent to "row" rank of V equal m) as the characterization for
when the solution U is unique (assuming the lengths of rows in U =
lengths of columns in V = m).

Summary: The following are equivalent.

Solution U is unique 
   <==> rows of V are linearly independent
   <==> columns of V are a spanning set
   <==> rank(V) = number of rows in V 
   <==> rank(V) = length of columns in V

regards, mathtalk

Request for Answer Clarification by elgoog_elgoog-ga on 25 Feb 2003 09:26 PST
hi mathtalk, 

Thank you very much for your answer.
That is almost what I wanted.
I just wonder if you can give me some references about this topic.
That will make the answer perfect.
Thank you very much again. I will rate the answer later today.

Clarification of Answer by mathtalk-ga on 25 Feb 2003 11:19 PST
Hi, elgoog_elgoog-ga:

A very concise review of the properties of linear independence and
spanning set as applied to rows and columns of matrices is given here:

[Vector Spaces]
http://www.public.asu.edu/~sergei/classes/mat242f99/LinAlg3.doc

In particular the last theorem given there is that row rank and column
rank (the dimensions of the row space and column space) of a matrix
are equal.  A last note mentions that if matrix A has n columns:

rank(A) + dim Null(A) = n

i.e. the rank of a matrix plus its "nullity" (dimension of its null
space, the subspace of solutions to Ax = 0) gives the number of
columns in A.

One way to apply this result directly to your problem is by taking a
transpose.  Note that the null space of A is:

Null(A) = {x | Ax = 0}

where in your problem the subspace of interest is {z | zV = 0}.  One
normally places the "unknown" as a column to the right of the
"coefficient" matrix in a linear system, but in the problem here the
placement is reversed.

Let's now use ' to denote transpose.  The order of terms in matrix
multiplication is reversed by taking transposes, cf.

[Matrix Multiplication]
(scroll to middle of page)
http://ccrma-www.stanford.edu/~jos/mdft/Matrix_Multiplication.html

Thus, where W = UV, after taking transposes on both sides:

V'U' = W'

We can thus solve for each column x of U' by using the corresponding
column b of W':

V'x = b

The solution is known to exist (see our earlier discussion); the
question is that of uniqueness.  But uniqueness is related by
"superposition" to nontrival solutions of the homogeneous problem:

V'x = 0

since distinct solutions x,y such that V'x = V'y = b would give:

V'(x - y) = b - b = 0

The system V'x = 0 has only the trivial solution x = 0 if and only if
its null space Null(A) is the trivial subspace {0}, of dimension 0. 
We saw by the reference cited above that:

rank(V') + dim Null(V') = m

where m is the number of rows of V (number of columns of V').  So to
complete the circle of ideas, dim Null(V') = 0 if and only if rank(V)
= rank(V') = m.

For a good textbook discussion of these results, you might look for a
copy of:

[Howard Anton's Elementary Linear Algebra]
http://www.amazon.com/exec/obidos/ASIN/0471170550/002-0009224-4489603

regards, mathtalk
elgoog_elgoog-ga rated this answer:5 out of 5 stars
Excellent answer! That helps a lot. Thank you very much.

Comments  
Subject: Re: solution of matrix equation
From: popsracer-ga on 24 Feb 2003 10:35 PST
 
It has been a while since I have studied matrix so I can't give you a
complete answer at the moment.

But as a special case consider the inverse of a matrix.  For instance
if W was the identity matrix.  And you know what V is then it is
possible to calculate U (the inverse of V) as long as the determinate
of V does not equal 0.

So at least one case it might or might not be possible to calculate U
depending on what W and V are.
Subject: Re: solution of matrix equation
From: mathtalk-ga on 25 Feb 2003 17:02 PST
 
Thanks, elgoog_elgoog-ga, for taking time to request a clarification
to my answer before rating it.  I felt the clarifications you asked
for led to a better rounded answer.

best wishes, mathtalk-ga

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