Singular matrices have measure zero
Statement
Show that has Lebesgue measure zero in . Equivalently, has full measure.
Hint
Prove first that the zero set of any nonzero polynomial in variables is Lebesgue-null, by induction on and Fubini's theorem. Then note that is a nonzero polynomial.
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Solution
Lemma. If is not the zero polynomial, then has measure zero in .
*Proof by induction on .* For , a nonzero polynomial has finitely many roots. Let and write
with . By induction, is null. For , the polynomial is nonzero, so its zero set in is finite, hence null. By Fubini-Tonelli,
because the integrand vanishes for and is null.
Application. is a polynomial of degree in the entries, and it is not the zero polynomial since . By the lemma is null.
Remark. The same proof shows that is also nowhere dense: it is closed with empty interior (a null set cannot contain a ball). So a "random" matrix is almost surely invertible, and generic statements about invertible matrices extend to all matrices by continuity, a technique used throughout this topic.