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GE 122 L4: MATRIX RANK

AND ILL-CONDITIONED
SYSTEMS
Ransie Apura
Assistant Professor
UPD DGE

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▪ Ill-Conditioned Systems
OUTLINE
▪ Rank of a Matrix

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ILL-CONDITIONED SYSTEMS
Linear systems: m equations with n unknown variables
• Has a unique solution if 𝐴 ≠ 0 (i.e., A is the coefficient matrix). A
is a nonsingular matrix.
o Rows and columns of nonsingular matrix are linearly independent.

Ill-Conditioned Linear Systems: m equations with n unknowns

• Coefficient matrix is almost singular: 𝐴 is very small but not zero!

• How small? Measured against a reference (norm)

𝐴 << ‖A‖, where ‖A‖ is norm
Are singular matrices
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invertible or not?
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ILL-CONDITIONED SYSTEMS
𝑛 𝑛 𝑛
Some norms of matrix ‖A‖𝑒 = ෍ ෍ 𝐴2𝑖𝑗 ‖A‖∞ = max ෍ Ι𝐴𝑖𝑗 Ι
1≤𝑖≤𝑛
𝑖=1 𝑗=1 𝑗=1

Euclidean Norm Row-Sum Norm (Infinity Norm)

A matrix condition number is used to quantify matrix’ degree of ill-

conditioning: cond (A) = ‖A‖ ‖A-1‖

Measure of sensitivity or vulnerability of a solution. If A and B are

slightly changed, how great is the effect on 𝑋 = 𝐴−1 𝐵?
Ill-Conditioned System Well-Conditioned System

0 cond(A) Unity
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ILL-CONDITIONED SYSTEMS
However, computing cond(A) can be taxing. For this course we’ll
use the determinant to determine ill-conditioning (compare
determinant with elements of matrix A).

2𝑥 + 𝑦 = 3
Example: 2𝑥 + 1.001𝑦 = 0 has a solution x = 1501.5 𝑦 = −3000

𝐴 = 2 1.001 − 2 1 = 0.002 much smaller than elements of A

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ILL-CONDITIONED SYSTEMS
Let’s change the 2nd equation (increase y coefficient by 0.1%)
2𝑥 + 𝑦 = 3
2𝑥 + 1.002𝑦 = 0 now has a solution
x = 751.5 𝑦 = −1500
• There’s a noticeable 100% change in solution for 0.1% change in
coefficient of y.
• Such systems are sensitive to round-off errors during solution process;
therefore, these solutions are deemed not reliable or not to be trusted.

• Conditioning is used as indicator of accuracy of solutions (degree of ill-

conditioning during or after solutions).
• Solutions for ill-conditioned systems exist but are very difficult to find (e.g.,
Hessian Matrix for detecting blob in digital image).
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RANK OF A MATRIX
• Maximum number of linearly independent row vectors of A
(rank A).
• Invariant under elementary row operations (not affected).
• Row-equivalent matrices have the same rank.
o 𝐴1 is row-equivalent matrix of 𝐴2 if 𝐴1 is produced from row
operations in 𝐴2 .
• Full rank → max rank of a matrix (mxn)
o 𝑚=𝑛 max 𝑟𝑎𝑛𝑘 = 𝑟𝑎𝑛𝑘𝑚 = 𝑟𝑎𝑛𝑘𝑛 Rank deficit (less than full rank)
means matrix has infinite or no
o 𝑚<𝑛 max 𝑟𝑎𝑛𝑘 = 𝑟𝑎𝑛𝑘𝑚 solution (based on values of
o 𝑚>𝑛 max 𝑟𝑎𝑛𝑘 = 𝑟𝑎𝑛𝑘𝑛 constant column vector)

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RANK OF A MATRIX
Example 1: 2𝑥 + 𝑦 = 3 Consider matrix A. Row 2 is a multiple of Row 1 which
4𝑥 + 2𝑦 = 6 means not linearly independent. Rank is 1 (rank deficit
since max rank is 2). And if you try solving it, system has
no solution.

Example 2: 2𝑥 + 𝑦 = 3 Same with Example 1. Rank is 1 (rank deficit since max

4𝑥 + 2𝑦 = 0 rank is 2. And if you try solving it, system has no solution.

Example 3: 𝑝+𝑟 =2 Consider matrix A. Row 3 is a multiple of Row 2. Rank is 2

r+𝑞 =1 (rank deficit since max rank is 3). And if you try solving it,
system has no solution.
2r + 2𝑞 = 1

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RANK OF A MATRIX
Example 4: 3 0 2 2 We can also use elementary row operations to
determine rank of matrix. Reduce given matrix to
𝐴 = −6 42 24 54
row echelon form.
21 −21 0 −15

3 0 2 2
R2=R2+2R1
= 0 42 28 58 R3=R3-7R1
0 −21 −14 −29

3 0 2 2 1 Matrix is now in REF. Just count number of non-zero

= 0 42 R3=R3+ R2 rows and that will be the rank of the matrix. Rank is 2.
28 58 2

0 0 0 0

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REFERENCES
• Kreyszig, Erwin (2011). “Advanced Engineering Mathematics,
10th Edition.” John Wiley and Sons.
• Strang, Gilbert (1988). “Linear Algebra and its Applications, 3rd
Edition.”
• Ymas, Sergio Jr. (2004). “Numerical Methods.” Ymas Publishing
House.

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Questions? ☺
raapura@up.edu.ph

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