Let x ∈ N ( A ) x\in N(A) x∈N(A) where N ( A ) N(A) N(A) is the null space of A A A. Hence
A x = 0 ⇒ A T A x = 0 ⇒ x ∈ N ( A T A ) Ax=0 \Rightarrow A^TAx=0 \Rightarrow x\in N(A^TA) Ax=0⇒ATAx=0⇒x∈N(ATA)
It means that
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N(A)\subset N(A^TA)
N(A)⊂N(ATA). On the other hand, suppose
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x\in N(A^TA)
x∈N(ATA).
A T A x = 0 ⇒ x T A T A x = 0 ⇒ ( A x ) T ( A x ) = 0 ⇒ A x = 0 ⇒ x ∈ N ( A ) A^TAx=0 \Rightarrow x^TA^TAx=0 \Rightarrow (Ax)^T(Ax)=0 \Rightarrow Ax=0 \Rightarrow x\in N(A) ATAx=0⇒xTATAx=0⇒(Ax)T(Ax)=0⇒Ax=0⇒x∈N(A)
Hence N ( A T A ) ⊂ N ( A ) N(A^TA)\subset N(A) N(ATA)⊂N(A).
Therefore
N ( A T A ) = N ( A ) ⇒ d i m ( N ( A T A ) ) = d i m ( N ( A ) ) ⇒ r a n k ( A T A ) = r a n k ( A ) N(A^TA)=N(A) \Rightarrow dim(N(A^TA))=dim(N(A)) \Rightarrow rank(A^TA)=rank(A) N(ATA)=N(A)⇒dim(N(ATA))=dim(N(A))⇒rank(ATA)=rank(A)
Similarly, we can prove that
d i m ( A A T ) = d i m ( A T ) . dim(AA^T)=dim(A^T). dim(AAT)=dim(AT).
Because d i m ( A T ) = d i m ( A ) dim(A^T)=dim(A) dim(AT)=dim(A), we obtain
d
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m
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dim(A^TA)=dim(A)=dim(A^T)=dim(AA^T).
dim(ATA)=dim(A)=dim(AT)=dim(AAT).
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