Beruflich Dokumente
Kultur Dokumente
Benjamin CHEN
May 28, 2010
Abstract
We present a simple instance of the more general Lehman Game,
played over a system of linear equations. This allows for a simple treat-
ment of the game that avoids reference to matroid theory. This note is
self-contained and should be accessible to all audiences.
Ax = b
xn bm
This is the matrix form of the following system of linear equations:
Pn
k=1 a1,k xk = b1
..
Pn .
k=1 am,k xk = bm .
We can assume all matrix entries to be in R, although the results obtained can
be generalised to a system of linear equations over any field. Cut and Short
take turns to play, with Cut going first.
1
of x is set to 0; for instance, if the j th column of A is marked for deletion, the
game continues with a new system of linear equations
0 0
Ax =b
0 0 0
where A is the matrix A deprived of the column j and xi = xi ∀i 6= j, xj = 0.
The game then continues with the new system of linear equations
0 0
Ax=b
where 0 0 0 0
a2,1 ··· a2,j−1 a2,j+1 ··· a2,n
0
A = .. .. .. .. .. ..
. . . . . .
0 0 0 0
am,1 ··· am,j−1 am,j+1 ··· am,n
and
x1
.. 0
.
b2
0 xj−1 0 .. .
x =
xj+1
;b =
.
0
. bm
..
xn
0
We call A the contraction of A by the column j. If there exists a solution to
0 0 0
A x = b , then we also have a solution to Ax = b. In fact, we obtain the value
of xj by plugging the corresponding values for x1 , ..., xj−1 , ..., xj+1 , ..., xn into
n
X
a1,k xk = b1 .
k=1
2
Each column may only be tagged once by either player. We consider a full turn
to be complete when both players have eached tagged a column. Cut wins if he
deletes enough columns so that there is no solution to Ax = b using only the
secured columns. Short wins if he obtains a solution to Ax = b using only the
column he secures.
2 Who wins?
Definition 1: A set of columns, R, is said to span another set of columns, T ,
if every column t ∈ T can be written as a linear combination of elements of R,
i.e. ∀t ∈ T ,
Xm
t= αn rn
n=1
where αn scalars, rn ∈ R, ∀n .
Theorem 1: Short always wins if there are two disjoint linearly independent
subsets R and T of the columns of A, both of which span b and such that R and
T span each other (“R and T are cospanning”).
Proof : Suppose that we have two such subsets R and T . We can assume
without loss of generality that Cut deletes an element r ∈ R. Then Short se-
cures an element in t ∈ T such that R \ r and T \ t span each other. How do
we know that t exists? By the fact that R and T are cospanning, we know
0
that there is at least a subset T = {t1 , ..., tn } ⊆ T with corresponding scalars
α1 , ..., αn , αi ∈ R, αi 6= 0 ∀i, such that
u
X
r= αi ti .
i=1
0 0
We claim that T is a singleton. Suppose T were not a singleton. Then we have
u
X
r= αi ti
i=1
3
from which we obtain
u
X v
X
r= αi βij rj
i=1 j=1
which implies that r can be written as the linear combination of at least two
elements in R. However, this contradicts the linear independence of R.
0
T must also be the only such subset. Otherwise we have r = α1 t1 and r = α2 t2
which implies t1 = α
α1 t2 , contradicting the linear independence of T .
2
Proof : We have
J1,1 ··· J1,k K1,1 ··· K1,l
0 .. .. .. .. .. ..
A = . . . . . .
Jn,1 ··· Jn,k Kn,1 ··· Kn,l
and 0
b1
0 ..
b = .
0
bk+l
Suppose there exists such a contraction. Assume without loss of generality that
J does not span b. On his first move, Cut deletes a column such that K does
not span b. Is this possible? Suppose not. Then for every element k ∈ K, K \ k
0
spans b . This implies that there exists at least two distinct representations of
b, i.e.
u
0 X
b = α i ki
i=1
v
0 X
b = αi ki
i=u+1
4
ki ∈ K ∀i and αi ∈ R, αi 6= 0 ∀i. This, however, contradicts the linear
independence of K since
u
X v
X
αi ki + (−αi )ki = 0.
i=1 i=u+1
We can assume without loss of generality that Short, on his turn, secures a
column j ∈ J (we exclude the column that has already been deleted by Cut).
We then carry out the Gaussian elimination procedure using column j as a pivot
0
J1,1 · · · J1,j · · · J1,k K1,1 · · · K1,l b1
.. .. .. .. .. .. .. .. ..
. . . . . . . . .
00 00 00 00 00
Jn,1 ··· 0 ··· Jn,k Kn,1 ··· Kn,l bk+l
00 J 00 J
i,j i,j
where for ∀i 6= 1, Ji,s = − J1,j J1,s + Ji,s , ∀i 6= 1, Ki,s = − J1,j K1,s + Ki,s and
00 J 0 0
i,j
∀i 6= 1, bi = − J1,j b1 + bi . The game continues with
00 00 00 00 00 00
··· ··· ···
J2,1 J2,j−1 J2,j+1 J2,k K2,1 K2,l
00 .. .. .. .. .. .. .. .. .. = 00 00
A = . . . . . . . . . J K
00 00 00 00 00 00
Jn,1 ··· Jn,j−1 Jn,j+1 ··· Jn,k Kn,1 ··· Kn,l
and 0
x1
.
..
00
0 b2
x
0
00
x = j−1 ..
;b =
0
xj+1 .
00
..
bm
.
0
xn
00 00
We note that both J and K are linearly independent sets of columns1 . Then
00 00 00 00 00 00
Cut deletes a column k ∈ K such that neither J nor K \ k spans b . Why
00 00
is this possible? Firstly, J cannot span b . If it did, then there would be a
00 00 00 00
solution to A x = b using the columns in J , but this would imply the exis-
0 0 0
tence of a solution to A x = b using the columns in J (Gaussian elimination
was performed using a column of J as the pivot). This would mean, however,
0
that b is spanned by J, a contradiction.
00 00
Therefore, the only possibility is that K spans b . We claim that it is al-
00 00 00 00
ways possible to delete an element of K such that K does not span b . If K
00 00
does not span b , then deleting any element of K will do the trick. Suppose,
00 00 00
therefore, that K does span b . Then, this claim follows from the fact that K
1 The linear independence of a set of columns is unaffected by elementary row operations.
The reader unfamiliar with this proposition will find a proof of the result in the appendix.
5
00 00
is linearly independent. If there were no element k ∈ K we could delete such
00 00 00 00
that K \ k did not span b , then b would have two distinct representations
u
00 X 00
b = αi ki
i=1
v
00 X 00
b = αi ki
i=u+1
00 00
where ki ∈ K ∀i and αi ∈ R αi 6= 0 ∀i. This would imply, however, that
u
X v
X
αi ki + (−αi )ki = 0
i=1 i=u+1
00
contradicting the linear independence of K . We thus conclude that Cut can
00
always ensure the existence of a partition of A into two linearly independent
00 0
sets such that neither set spans b . At the end of the game, the columns of A
0 0
tagged by Short will not give a solution to A x = b since he is always tagging
from a set that does not span b(n) where
is the system of linear equations obtained after n complete turns. Thus, even if
all the columns in S was conceded to Short, he cannot achieve victory because
0 0 0
he cannot gain a solution to A x = b in the remaining moves.
Proof : Suppose that there does not exist two disjoint linearly independent
subsets R and T of the columns of A, both of which span b and such that R
and T span each other. Then either
1. There does not exist a subset of columns of A which span b. We pick
any two non-empty linearly independent subsets of the columns of A: call
them B and C. We then carry out the Gaussian elimination procedure
on all columns in A that are not contained in either B or C (let us call
0 0 0
this set of columns S). We thus obtain b from b, B from B and C
0 0
from C. B and C are both linearly independent, and neither of them
0 0
spans b . The last claim is true for the following reason: If say B were
0 0 0 0
to span b , then there would be a solution to A x = b using the columns
0 0
in B . Since B was obtained from B by performing Gaussian elimination
6
on the columns of S, there would also be a solution to Ax = b using the
columns in B∪S, i.e. b is spanned by the columns of B∪S, a contradiction!
7
0 0 0 0
there would be a solution to A x = b using the columns in B , which
would imply a solution to A∗ x∗ = b∗ using the columns in B ∗ ∪ d∗ , i.e.
u
X
∗
b = αi Bi∗ + αm+1 d∗
i=1
Cases 1, 2 and 3 exhausting all possibilities, we conclude that if there does not
exist two disjoint linearly independent subsets R and T of the columns of A,
both of which span b and such that R and T span each other, there is a contrac-
0 0 0
tion of A by a subset S of the columns so that in the resulting system A x = b ,
the columns can be partitioned into two linearly independent sets J and K such
0
that at least one of them does not span b .
For any matrix A, the game is either won for Cut or Short but not both. This
observation, together with Theorems 1 and 2, allows us to conclude the proof
of Theorem 3.
Corollary 3.1: Short always wins if and only if there are two disjoint lin-
early independent subsets R and T of the columns of A, both of which span b
and such that R and T span each other (“R and T are cospanning”).
8
Appendix:
The row/column space of a matrix A is the vector space generated by taking all
possible linear combinations of the row/columns of a matrix. The row/column
rank of a matrix is the size of the largest linearly independent set contained in
row/column space of the matrix. We aim to prove the following result: if a set
of columns is linearly independent, then it remains linearly independent after
the execution of an elementary row operation. The elementary row operations
are:
Theorem A: The row and column spaces of a matrix have dimensions that
are equal.
Before proving Theorem B, let us first establish some basic definitions and prop-
erties we are going to use later.
Ker(A) = {x ∈ Rn : Ax = 0}
9
are in the column space of A and are linearly independent. If Ax1 , ..., Axr were
not linearly independent, then there exists α1 , ..., αr in R, not all zero, such that
α1 Ax1 + ... + αr Axr = 0. This would imply that A(α1 x1 + ... + αr xr ) = 0 and
the vector v = α1 x1 + ... + αr xr would be in Ker(A). However, v is also in the
row space of A, being a linear combination of basis elements. Thus if Av = 0,
then it must be that v = 0. The linear independence of v in turn implies that
α1 = α2 = ... = αr = 0, which is a contradiction. We thus have row rank
A = r ≤column rank A.
References
[1] J. Edmonds, “Lehman’s switching game and a theorem of Nash-Williams”,
J. Res. Nat. Bur. Standards 69B, 1965
[2] K. Hoffman and R. Kunze, Linear Algebra, 2nd edition, Prentice Hall, 1971
10