In: Math
Let A be some m*n matrix. Consider the set S = {z : Az = 0}. First show that this is a vector space. Now show that n = p+q where p = rank(A) and q = dim(S). Here is how to do it. Let the vectors x1, . . . , xp be such that Ax1, . . . ,Axp form a basis of the column space of A (thus each x can be chosen to be some unit vector with a 1 corresponding to the position of a column vector that is part of a (maximally) linearly independent set) and let the vectors z1, . . . , zq be a basis for S. Then show that the two sets together i.e. the set {x1, . . . , xp, z1, . . . , zq} form a basis of the n-dimensional Euclidean space.
Using the result above, offer a direct proof of the result r(X′X) = r(X) without appealing to the product rank theorem