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Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications
book

Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications

by John J. Shynk
November 2012
Intermediate to advanced
794 pages
22h 9m
English
Wiley-Interscience
Content preview from Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications

G.2 FOUR FUNDAMENTAL SUBSPACES

Consider again the case where matrix is real-valued and has rank r.

Definition: Column Space The column space of matrix A has dimension r and consists of all linear combinations of its columns. It is also called the range of A.

In the following expression, lies in the column space of A:

(G.11) Numbered Display Equation

where and {an} are the columns of A.

Definition: Null Space The null space of matrix A has dimension Nr and consists of all vectors x such that

(G.12) Numbered Display Equation

where . The null space is also known as the kernel of A, and its dimension is called the nullity.

Definition: Row Space The row space of matrix A has dimension r and consists of all linear combinations of the rows.

In the following expression, lies in the row space of A:

(G.13)

where and are the rows of A. The ...

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Publisher Resources

ISBN: 9781118393956Purchase book