Matrices of rank at least k are path connected
Statement
Show that is path connected for .
Hint
is the union of , and the set of rank matrices. Join these three pieces through the matrices .
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Solution
Idea. The two components of are connected to each other *through* the rank matrices.
Step 1: the three pieces. with the set of rank matrices. We know:
- is path connected (Problem 8).
- with is path connected too (image of under the continuous map ).
- is path connected (Problem 21, case , whose proof does not use the present problem).
Step 2: joining them. Consider , . For , ; for , ; and has rank . So the path runs inside from a point of () through a point of () to a point of ().
Step 3: union of connected sets. Let , , . Each is path connected, is path connected because the path , , links a point of to a point of , and similarly . Hence is path connected.
Remark. The condition rank is sharp: the set of matrices of rank is also connected, but the argument for rank is what allows the determinant to change sign continuously. In particular, a continuous path from to in *must* pass through singular matrices (intermediate value theorem), but need not pass through a matrix of rank .