If $P$ and $Q$ are $n \times n$ matrices of real numbers such that
- $P^2=P$ and
- $Q^2=Q$ and
- $I-P-Q$ is invertible where $I$ is an $n \times n$ identity matrix,
Show that $P$ and $Q$ have the same rank.
If $P$ is non-singular, then it can be shown that $P=Q=I$, so they have same rank. But I can't prove it when $P$ is singular.
Best Answer
Hint. If $A$ is an invertible matrix, then $\operatorname{rank}(X)=\operatorname{rank}(XA)$ and $\operatorname{rank}(Y)=\operatorname{rank}(AY)$ for all square matrices $X$ and $Y$.