Sunday, 27 August 2006

linear algebra - Sequence of constant rank matrices

I think it is best to settle this problem geometrically, that is if you think of matrices as linear maps from mathbbRm to mathbbRn. The images of these maps are r-dimensional linear subspaces of mathbbRn. Let Xk denote the image of Ak, then ukinXk, and you want to prove that the limit vector u belongs to the image of A.



Let X denote the set of all possible limits of sequences such that the kth element of the sequence belongs to Xk for every k (for example, uk is one such sequence, hence uinX). Clearly X is a linear subspace of mathbbRn, and it contains the image of A. And the dimension of X is no greater than r. Indeed, suppose that X contains r+1 linearly independent vectors w1,dots,wr+1. Each wi is a limit of a sequence of vectors uk(i)inXk. For a sufficiently large k, the vectors uk(1),dots,uk(r+1) are linearly independent because the set of linearly independent (r+1)-tuples is open. This contradicts the fact that dimXk=r.



Since X is a linear subspace of dimension at most r and it contains the (r-dimensional) image of A, it must coincide with that image. Since uinX by definition, it follows that u belongs to the image of A, q.e.d.

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