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Math Matrix 1 Note

The document discusses matrix inverses. It defines an invertible or nonsingular square matrix A as one that has an inverse matrix B such that AB = BA = I. It notes that not all square matrices are invertible and that the inverse of an invertible matrix is unique. It presents theorems on properties of inverses, such as (A^-1)^-1 = A if A is invertible, and methods for computing inverses including using elementary row operations. It discusses how the inverse can be obtained by performing the elementary row operations on the identity matrix that reduce A to the identity matrix.

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ankita patel
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© © All Rights Reserved
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57 views

Math Matrix 1 Note

The document discusses matrix inverses. It defines an invertible or nonsingular square matrix A as one that has an inverse matrix B such that AB = BA = I. It notes that not all square matrices are invertible and that the inverse of an invertible matrix is unique. It presents theorems on properties of inverses, such as (A^-1)^-1 = A if A is invertible, and methods for computing inverses including using elementary row operations. It discusses how the inverse can be obtained by performing the elementary row operations on the identity matrix that reduce A to the identity matrix.

Uploaded by

ankita patel
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Matrix inverses

Recall...
Matrix inverses
Definition A square matrix A is invertible (or nonsingular) if ∃ matrix
BRecall...
such that AB = I and BA = I. (We say B is an inverse of A.)
Definition A square matrix A is invertible (or nonsingular) if ∃ matrix B
Remark Not all square matrices are invertible.
such that AB = I and BA = I. (We say B is an inverse of A.)

Theorem.
Remark If A all
Not is square
invertible, thenare
matrices itsinvertible.
inverse is unique.

Remark When
Theorem. If A A is invertible,
is invertible, thenwe
its denote
inverse its inverse as A−1 .
is unique.

Remark When A is invertible, we denote its inverse as A−1 .


Theorem. If A is an n × n invertible matrix, then the system of
linear equations
Theorem. If A given
is an nby×A~ = ~b has matrix,
nxinvertible the unique
then solution
the system~
x of A−1~b.
= linear
equations given by A�x = �b has the unique solution �x = A−1�b.
Proof. Assume A is an invertible matrix. Then we have
by associativity of by def'n of
Proof. Assume A is an invertible matrix. Then identity
matrix mult. we have
A(A−1�b) = (AA−1)�b = I�b = �b.
by def'n of
inverse �

Theorem
Thus, ~x = A−1~b is a solution
(Properties of matrix x = ~b.
inverse).
to A~
−1 −1 −1
(a) If A
Suppose is another
~y is invertible, then Ato the
solution is itself
linearinvertible
system. and (A ) that
It follows A~y = ~b,
= A.
but multiplying both sides by A−1 gives ~y = A−1~b = ~x. 
(b) If A is invertible and c �= 0 is a scalar, then cA is invertible and
(cA)−1 = 1c A−1.
Theorem (Properties of matrix inverse).
(c) If A and B are both n × n invertible matrices, then AB is invertible
(a) If and
A is(AB)
invertible,
−1
A−1. A−1 is itself invertible and (A−1 )−1 = A.
= B −1then
“socks and shoes rule” – similar to transpose of AB
(b) If generalization
A is invertible and c 6=of0nismatrices
to product a scalar, then cA is invertible and
−1 1 −1
(cA)
(d) If A is=invertible,
cA . then AT is invertible and (AT )−1 = (A−1)T .

(c)ToIfprove
A and(d),Bweare both
need to n×n invertible
show that matrices,
the matrix B that then AB is invertible
satisfies
BA T
and I and−1
=(AB) AT=BB=−1IA is−1
B. = (A−1)T .
Lecture
Lecture 8 8 Math40,
Math 40,Spring
Spring ’12,
’12, Prof.
Prof.Kindred
Kindred Page 1 1
Page
“socks and shoes rule” – similar to transpose of AB
generalization to product of n matrices
(d) If A is invertible, then AT is invertible and (AT )−1 = (A−1)T .

To prove (d), we need to show that the matrix B that satisfies


BAT = I and AT B = I is B = (A−1)T .
Proof of (d). Assume A is invertible. Then A−1 exists and we have
(A−1)T AT = (AA−1)T = I T = I
and
AT (A−1)T = (A−1A)T = I T = I.
So AT is invertible and (AT )−1 = (A−1)T . 

Recall...
How do we compute the inverse of a matrix, if it exists?
Inverse of a 2 × 2 matrix: Consider the special case where A is a
2 × 2 matrix with A = [ ac db ]. If ad − bc 6= 0, then A is invertible and its
inverse is  
−1 1 d −b
A = .
ad − bc −c a

How do we find inverses of matrices that are larger than 2 × 2 matrices?

Theorem. If some EROs reduce a square matrix A to the identity matrix


I, then the same EROs transform I to A−1 .
   
 A I  EROs  I A
-1 

If we can transform A into I, then we will obtain A−1 . If we cannot do


so, then A is not invertible.

Lecture 8 Math 40, Spring ’12, Prof. Kindred Page 2


Can we capture the effect of an ERO through matrix multiplication?

Definition An elementary matrix is any matrix obtained by doing an


ERO on the identity matrix.

Examples  
0 1 0 0  
  1 0 −4
R1 ↔R2 1 0 0 0 R1 −4R3
on 4 × 4 identity   on 3 × 3 identity 0 1 0
0 0 1 0
0 0 1
0 0 0 1
Notice that
    
1 0 −4 a11 a12 a13 a11 − 4a31 a12 − 4a32 a13 − 4a33
0 1 0  a21 a22 a23 =  a21 a22 a23 
0 0 1 a31 a32 a33 a31 a32 a33
Left mult. of A by row vector is a linear comb. of rows of A.

Remark An elementary matrix E is invertible and E −1 is elementary


matrix corresponding to the “reverse” ERO of one associated with E.

Example If E is 2nd  elementary


 matrix above, then “reverse” ERO is
1 0 4
R1 + 4R3 and E −1 = 0 1 0.
0 0 1

Remark When finding A−1 using Gauss-Jordan elimination of [ A | I ],


if we keep track of EROs, and if E1, E2, . . . , Ek are corresponding elem.
matrices, then we have
Ek Ek−1 · · · E1A = I =⇒ A = E1−1 · · · Ek−1 −1
Ek−1.

Lecture 8 Math 40, Spring ’12, Prof. Kindred Page 3


Theorem (Fundamental Thm of Invertible Matrices).
For an n × n matrix, the following are equivalent:
(1) A is invertible.
(2) A~x = ~b has a unique solution for any ~b ∈ Rn.
(3) A~x = ~0 has only the trivial solution ~x = 0.
(4) The RREF of A is I.
(5) A is product of elementary matrices.
1
5
2
Proof
strategy

4 3

Proof.
(1) ⇒ (2): (2) ⇒ (3):
Proven in first theorem If A~x = ~b has unique sol’n for any
of today’s lecture ~b ∈ Rn , then in particular, A~x = ~0
has a unique sol’n. Since ~x = ~0 is a
solution to A~x = ~0, it must be the
unique one.

(3) ⇒ (4): (4) ⇒ (5):


If A~x = ~0 has unique sol’n ~x = 0, Ek · · · E1 A = RREF of A = I
then augmented matrix has no free and elem. matrices are invertible
variables and a leading one in every =⇒ A = E1−1 · · · Ek−1
−1
Ek−1 .
column:
 
1 0
 1 0
 
 . .. .. 
. (5) ⇒ (1):
 
Since A = Ek · · · E1 and Ei invertible
1 0
∀ i, A is product of invertible matri-
so RREF of A is I. ces so it is itself invertible.


Lecture 8 Math 40, Spring ’12, Prof. Kindred Page 4


Theorem. Let A be a square matrix. If B is a square matrix such
that either AB = I or BA = I, then A is invertible and B = A−1.

Proof. Suppose A, B are n×n matrices and that BA = I. Then consider


the homogeneous system A~x = ~0. We have
B(A~x) = B~0 =⇒ (BA) ~x = ~0 =⇒ ~x = ~0.
| {z }
I
Since A~x = ~0 has only the trivial solution ~x = ~0, by the Fundamental
Thm of Inverses, we have that A is invertible, i.e., A−1 exists. Thus,
(BA)A−1 = IA−1 =⇒ B (AA−1) = A−1 =⇒ B = A−1.
| {z }
I
We leave the case of AB = I as an exercise. 

Definition The vectors ~e1, ~e2, . . . , ~en ∈ Rn, where ~ei has a one in its
ith component and zeros elsewhere, are called standard unit vectors.
Example The 4 × 4 identity matrix can be expressed as
 
1 0 0 0  
  | | | |
0 1 0 0 
I4 =   = ~e1 ~e2 ~e3 ~e4
0 0 1 0
| | | |
0 0 0 1

Theorem. If some EROs reduce a square matrix A to the identity


matrix I, then the same EROs transform I to A−1.
Why does this work?

Want to solve AX = I, with X unknown n × n matrix.


If ~x1, . . . , ~xn are columns of A, then want to solve n linear systems
A~x1 = ~e1, . . . , A~xn = ~en. Can do so simultaneously using one
“super-augmented matrix.”

Lecture 8 Math 40, Spring ’12, Prof. Kindred Page 5

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