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How rare are singular matrices?
Published online by Cambridge University Press: 01 August 2016
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Just how many matrices have inverses? In elementary linear algebra courses, many of the matrices encountered are singular, but perhaps the reason is that such matrices provide rich and interesting examples. How many of them occur naturally? Many beginning students observe that a singular matrix can be made nonsingular by very minor tweaking – changing just one entry, for example, will make a matrix of rank n – 1 into a full rank (nonsingular) matrix. In fact, changing one entry just a tiny bit will do it. Looking at the question from that point of view, with a little experimentation students begin to discover that singular matrices are quite rare. Entire rows (or columns) have to be rigged exactly right in order to get one, while minor changes in individual entries undo all the work and give us another nonsingular matrix. If we were to reach into a hat full of all the numbers – each equally likely to be chosen – and draw enough to fill in a square matrix randomly, we would certainly expect to get a nonsingular one.
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