Let $\bf A$ be a $m$ by $n$ matrix and $\bf b ≠ O$. Prove $\bf Ax = b$ has a solution $\implies$ $rank(\mathbf{A \mid b}) = rank(\mathbf A)$

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I have following:

Proposition Let $\bf A$ be a $m$ by $n$ matrix and $\bf b ≠ O$ then the linear system $\bf Ax = b$ has a solution $\implies$ $rank(\mathbf{A \mid b}) = rank(\mathbf A)$.

My attempt:

Below I will use $\bf R$ to denote $rref(A)$.

$(\rightarrow)$

We prove by contradiction.

Suppose $\bf Ax = b $ has solution and $rank(\mathbf{A \mid b}) ≠ rank(\mathbf A)$

We are required to consider two cases:

  1. $rank(\mathbf{A \mid b}) > rank(\mathbf A)$

  2. $rank(\mathbf{A \mid b}) < rank(\mathbf A)$

1.

Suppose $rank(\mathbf{A \mid b}) > rank(\mathbf A)$.

$\mathbf{A \mid b}$ is row equivalent to $\bf R \mid b'$, therefore $rank(\mathbf{A \mid b}) = rank(\bf R \mid b')$

$\mathbf{A}$ is row equivalent to $\bf R$, therefore $rank(\mathbf{A}) = rank(\bf R)$

Therefore, we have $rank(\mathbf{ R \mid b'}) > rank(\mathbf R)$

It follows that there must be at least one row such that

$$\mathbf{R \mid b'} = \left(\begin {array}{cccc|c} \cdots & \cdots & \cdots & \cdots & \cdots \\ \cdots & \cdots & \cdots & \cdots & \cdots \\ \cdots &\cdots & \cdots & \cdots & \cdots \\ 0 & 0 & \cdots & 0 & a\\ \cdots & \cdots & \cdots & \cdots & \cdots \\ \end{array}\right)$$

Where $a ≠ 0$.

But that would mean that linear system is inconsistent. Since $\bf R \mid b'$ is equivalent to $\mathbf{A \mid b}$, it follows that linear system $\bf Ax = b$ is inconsistent as well, which contradicts the fact that $\bf Ax = b$ has solution. Hence $rank(\mathbf{A \mid b}) \not > rank(\mathbf A)$

2.

Suppose $rank(\mathbf{A \mid b}) < rank(\mathbf A)$. Let $rank(\mathbf A) = m$.

$\mathbf{A \mid b}$ is row equivalent to $\bf R \mid b'$, therefore $rank(\mathbf{A \mid b}) = rank(\bf R \mid b')$

$\mathbf{A}$ is row equivalent to $\bf R$, therefore $rank(\mathbf{A}) = rank(\bf R)$

So we have $rank(\mathbf{R}) = m$, and $rank(\mathbf{R \mid b'}) < m$

Consider matrix $(\mathbf{R \mid b'})$ $$\mathbf{R \mid b'} = \left(\begin {array}{c|c} \mathbf{r}_1 & b_{1}\\ \mathbf{r}_2 & b_{2}\\ \vdots & \vdots\\ \mathbf{r}_m & b_{m}\\ \vdots & \vdots\\ \end{array}\right)$$

Since $rank(\bf R \mid b')$ $< m$, it follows that row vectors $\bf r$ are linearly dependent, and vector $\mathbf{r}_m$ can be written as the linear combination of the preceding vectors. This is a contradiction, since we've said that $rank(\mathbf{A}) = rank(\mathbf{R}) = m$, which implies that vectors $\bf r$ must be linearly independent. Therefore, $rank(\bf R \mid b')$ $\not < m$, and since $rank(\mathbf{A \mid b}) = rank(\bf R \mid b')$ , it implies that $rank(\bf A \mid b)$ $\not < m$.

We've shown that both cases are impossible, and thus we can conclude that $rank(\mathbf{A \mid b}) = rank(\mathbf A)$. $\Box$

Is it correct?


Actually, the initial proposition required to show $\iff$, but as you can see, post would get too long, hence I tried to prove $\implies$ first.

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Well, the proof is actually simpler: $Ax=b$ has a solution iff $b$ lies in the column space of $A$ iff rank of $A$ equals rank of $A|b$. It all follows from the definitions.