Rank is lower but not upper semicontinuous
Statement
Show that rank is lower semicontinuous (for every there is a neighbourhood on which ) but not upper semicontinuous.
Hint
The rank is the size of the largest nonvanishing minor.
For the failure of upper semicontinuity, test on .
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Solution
Idea. Having rank is an *open* condition (some minor is nonzero), while having rank is *closed*.
Step 1: minors. iff some minor of is nonzero. (If some minor is nonzero, the corresponding rows are independent. Conversely, if the rank is , one finds independent rows, and among the columns independent ones of the resulting matrix.)
Step 2: lower semicontinuity. Let and choose an minor . Minors are polynomials in the entries, hence continuous, so for all in a neighbourhood of . For : . Equivalently, is open for every .
Step 3: not upper semicontinuous. Upper semicontinuity at would mean that for all near . At , has rank . So it fails at . More generally it fails at every singular , since is invertible for small (Part 2).
Consequences.
- The *maximal* rank is attained on an open dense set, which is why "generic" matrices are invertible.
- is closed, and by Step 3 has empty interior for .
Remark. Rank is continuous exactly on (the set where it is constant on a neighbourhood, being maximal). More precisely, the points of continuity of are the matrices of rank : at a matrix of rank , perturbation by raises the rank.