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      • 1Vectors and matrices

        • Rank, trace and determinant: what each one measures
      • 2Linear systems and spaces

        • The four fundamental subspaces, and when Ax = b has a solution
      • 3Orthogonality and projection

        • Orthogonality, QR and OLS as a projection
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  1. Curriculum
  2. /Quantitative research
  3. /Linear algebra
  4. /Vectors and matrices

Rank, trace and determinant: what each one measures

LA · Chapter 1·11 min read·Asked at Two Sigma, Citadel, DE Shaw, Jane Street

After this lesson you should be able to

  • Say what rank, trace and determinant tell you geometrically.
  • Use the identities that make matrix manipulation quick.
  • Recognise the special matrix types and what each guarantees.

Three scalars summarise a matrix, and each answers a different question: rank says how many independent directions survive, determinant says how volume scales, and trace says what the eigenvalues add to. Knowing which one to reach for settles most interview questions without any computation.

QuantityGeometric meaningKey identity
RankDimension of the image — independent directionsrank(AB)≤min⁡(rank A,rank B)\mathrm{rank}(AB) \le \min(\mathrm{rank}\,A, \mathrm{rank}\,B)rank(AB)≤min(rankA,rankB)
DeterminantSigned volume scaling of the unit cubedet⁡(AB)=det⁡Adet⁡B\det(AB) = \det A \det Bdet(AB)=detAdetB
TraceSum of the diagonal, and of the eigenvaluestr(AB)=tr(BA)\mathrm{tr}(AB) = \mathrm{tr}(BA)tr(AB)=tr(BA)
Table 1.1 · The three summaries. The trace cyclicity identity is the one that does real work: it lets you move factors around a product inside a trace, which is how most matrix-calculus derivations get unstuck.

The determinant as a volume. A matrix maps the unit cube to a parallelepiped, and the determinant is that shape’s signed volume. Everything follows: a determinant of zero means the cube was flattened into a lower dimension, so information was lost and the map cannot be inverted. A negative determinant means the orientation was flipped. And det⁡(AB)=det⁡Adet⁡B\det(AB) = \det A \det Bdet(AB)=detAdetB is just the statement that applying two maps scales volume twice. Reading it as a volume makes the algebraic facts obvious rather than memorised.

Proposition 1.2

Rank and the fundamental relation

Rank is the number of linearly independent rows, which is also the number of independent columns — a non-obvious fact that does a great deal of work. Rank–nullity then says rank(A)+dim⁡(ker⁡A)=n\mathrm{rank}(A) + \dim(\ker A) = nrank(A)+dim(kerA)=n: every dimension of the input either survives into the image or is collapsed into the null space.

Holds when

  • A product cannot have higher rank than either factor, which is why X⊤XX^\top XX⊤X is singular when XXX has more columns than rows.
  • A sample covariance matrix from TTT observations has rank at most T−1T-1T−1 after demeaning.
  • Adding a matrix can raise rank; multiplying never can.

Equation 1.3

The identities to have ready

Transpose and inverse both reverse the order of a product. Forgetting that is the single most common slip in a matrix derivation.

(AB)⊤=B⊤A⊤,(AB)−1=B−1A−1,det⁡(A−1)=1det⁡A(AB)^\top = B^\top A^\top, \qquad (AB)^{-1} = B^{-1}A^{-1}, \qquad \det(A^{-1}) = \frac{1}{\det A}(AB)⊤=B⊤A⊤,(AB)−1=B−1A−1,det(A−1)=detA1​
tr(A)=∑λi\mathrm{tr}(A) = \sum\lambda_itr(A)=∑λi​
Trace is the sum of the eigenvalues.
det⁡(A)=∏λi\det(A) = \prod\lambda_idet(A)=∏λi​
Determinant is their product — so a zero eigenvalue means a zero determinant.
λ₁5λ₂2λ₃0
Figure 1.4 · Trace, determinant and rank are the same three numbers. Trace is their sum, 777; determinant is their product, 000; rank is how many are non-zero, 222. One zero eigenvalue is a singular matrix, a non-trivial null space and a regression you cannot solve — three statements about the same bar.

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The four fundamental subspaces, and when Ax = b has a solution →
On this page
  • The three summaries
  • Rank and the fundamental relation
  • The identities to have ready
  • Trace, determinant and rank are the same three numbers

QuantMax · 141 lessons · 1342 questions · c5c0caa

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