Question
Consider an nXp matrix A. Show that the number of linear independent rows is the same as the number of linearly independent columns. Hint: Write
Consider an nXp matrix A. Show that the number of linear independent rows is the same as the number of linearly independent columns.
Hint: Write A = CR where C is a matrix of the linearly independent columns of A. Why can we write A like this? Then consider the CR product in the "row" interpretation of
matrix multiplication.
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
