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Algebra Difficulty 5.6 AIME, harder Prove it Romania

Let AA and BB be two matrices from Mn(R)M_n(\mathbb{R}). Show that rank(A)=rank(B)\text{rank}(A) = \text{rank}(B) if and only if there are three invertible matrices X,Y,ZMn(R)X, Y, Z \in M_n(\mathbb{R}) such that AX+YB=AZBAX + YB = AZB.

Solution

1. Assume that there are the invertible matrices X,Y,ZMn(R)X, Y, Z \in M_n(\mathbb{R}) such that AX+YB=AZBAX + YB = AZB. Then rank(A)=rank(AX)=rank((AZY)B)rank(B)\text{rank}(A) = \text{rank}(AX) = \text{rank}((AZ - Y)B) \le \text{rank}(B). Similarly, rank(B)rank(A)\text{rank}(B) \le \text{rank}(A). Therefore, rank(A)=rank(B)\text{rank}(A) = \text{rank}(B).

2. Assume rank(A)=rank(B)=r\text{rank}(A) = \text{rank}(B) = r. Then there are the invertible matrices T,U,V,WMn(R)T, U, V, W \in M_n(\mathbb{R}) such that
TAU=(IrOr,nrOnr,rOnr)=VBW. TAU = \begin{pmatrix} I_r & O_{r,n-r} \\ O_{n-r,r} & O_{n-r} \end{pmatrix} = VBW.
Thus A(UW1)=(T1V)BA(UW^{-1}) = (T^{-1}V)B. We can choose λR\lambda \in \mathbb{R} such that det(Bλ(UW1))0\det(B - \lambda(UW^{-1})) \ne 0 and det(A+λ(T1V))0\det(A + \lambda(T^{-1}V)) \ne 0. Define the invertible matrices X=Bλ(UW1)X = B - \lambda(UW^{-1}) and Y=A+λ(T1V)Y = A + \lambda(T^{-1}V). We obtain
AX+YB=2ABλA(UW1)+λ(T1V)B=AZB, AX + YB = 2AB - \lambda A (UW^{-1}) + \lambda (T^{-1}V) B = AZB,
where Z=2InZ = 2I_n.

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