Lecture Notes
Lecture Notes
Theorem 11.1
If A is an n × n matrix then the following statements are equivalent.
(a) A is invertible.
(b) Ax = 0 has only the trivial solution.
(c) A is row equivalent to In .
(d) rank(A) = n.
Proof.
(a) ⇒ (b) : Suppose that A is invertible and x0 is a solution to Ax = 0. Then
Ax0 = 0. Multiply both sides of this equation by A−1 to obtain A−1 Ax0 =
A−1 0, that is x0 = 0. Hence, the trivial solution is the only solution.
(b) ⇒ (c) : Suppose that Ax = 0 has only the trivial solution. Then the
reduced row-echelon form of the augmented matrix has no rows of zeros or
free variables. Hence it must look like
⎡ ⎤
1 0 0 ... 0 0
⎢ 0 1 0 ... 0 0 ⎥
⎢ ⎥
⎢ 0 0 1 ... 0 0 ⎥
⎢ . . . .. .. ⎥
⎢ . . . ⎥
⎣ . . . . . ⎦
.
0 0 0 .. 1 0
If we disregard the last column of the previous matrix we can conclude that
A can be reduced to In by a sequence of elementary row operations, i.e. A
is row equivalent to In .
86 MATRICES
Theorem 11.2
If A and B are two square matrices of size n × n such that AB = In then
BA = In and B −1 = A.
Proof
Suppose that Bx = 0. Multiply both sides by A to obtain ABx = 0. That
is, x = 0. This shows that the homogenenous system Bx = 0 has only the
trivial solution so by Theorem 11.1 we see that B is invertible, say with in-
verse C. Hence, C = In C = (AB)C = A(BC) = AIn = A so that B −1 = A.
Thus, BA = BB −1 = In
We ask the reader to carry the above algorithm in solving the following
problems.
11. FINDING A−1 USING ELEMENTARY MATRICES 87
Example 11.1
Find the inverse of
⎡ ⎤
1 2 3
A=⎣ 2 5 3 ⎦
1 0 8
Solution.
We first construct the matrix
⎡ ⎤
1 2 3 | 1 0 0
⎣ 2 5 3 | 0 1 0 ⎦
1 0 8 | 0 0 1
Applying the above algorithm to obtain
It follows that ⎡ ⎤
−40 16 9
A−1 = ⎣ 13 −5 −3 ⎦
5 −2 −1
Example 11.2
Show that the following homogeneous system has only the trivial solution.
x1 + 2x2 + 3x3 = 0
2x1 + 5x2 + 3x3 = 0
x1 + 8x3 = 0.
Solution.
The coefficient matrix of the given system is invertible by the previous ex-
ample. Thus, by Theorem 11.1 the system has only the trivial solution
The following result exhibit a criterion for checking the singularity of a square
matrix.
Theorem 11.3
If A is a square matrix with a row consisting entirely of zeros then A is
singular.
Proof.
The reduced row-echelon form will have a row of zeros. So the rank of the
coefficient matrix of the homogeneous system Ax = 0 is less than n. By
Theorem 6.1, Ax = 0 has a nontrivial solution and as a result of Theorem
11.1, the matrix A must be singular
How can we tell when a square matrix A is singular? i.e., when does the
algorithm of finding A−1 fail? The answer is provided by the following theo-
rem
Theorem 11.4
An n × n matrix A is singular if and only if A is row equivalent to a matrix
B that has a row of zeros.
Proof.
Suppose first that A is singular. Then by Theorem 11.1, A is not row equiv-
alent to In . Thus, A is row equivalent to a matrix B = In which is in reduced
11. FINDING A−1 USING ELEMENTARY MATRICES 89
Example 11.4
If P is an n×n matrix suxh that P T P = In then the matrix H = In −2P P T is
called the Householder matrix. Show that H is symmetric and H T H = In .
Solution.
Taking the transpose of H we have H T = InT − 2(P T )T P T = H. That is, H is
symmetric. On the other hand, H T H = H 2 = (In − 2P P T )2 = In − 4P P T +
4(P P T )2 = In − 4P P T + 4P (P T P )P T = In − 4P P T + 4P P T = In
Example 11.5
Let A and B be two square matrices. Show that AB is nonsingular if and
only if both A and B are nonsingular.
Solution.
Suppose that AB is nonsingular. Suppose that A is singular. Then C =
Ek Ek−1 · · · A with C having a row consisting entirely of zeros. But then
CB = Ek Ek−1 · · · (AB) and CB has a row consisting entirely of zeros (Ex-
ample 8.3). This implies that AB is singular, a contradiction.
The converse is just Theorem 9.2 (a)
11. FINDING A−1 USING ELEMENTARY MATRICES 91
Practice Problems
Problem 11.1
Determine if the following matrix is invertible.
⎡ ⎤
1 6 4
⎣ 2 4 −1 ⎦
−1 2 5
Problem 11.2
For what values of a does the following homogeneous system have a nontrivial
solution?
(a − 1)x1 + 2x2 = 0
2x1 + (a − 1)x2 = 0
Problem 11.3
Find the inverse of the matrix
⎡ ⎤
1 1 1
⎣ 0 2 3 ⎦
5 5 1
Problem 11.4
Prove that if A is symmetric and nonsingular than A−1 is symmetric.
Problem 11.5
If ⎡ ⎤
4 0 0
D = ⎣ 0 −2 0 ⎦
0 0 3
find D−1 .
Problem 11.6
Prove that a square matrix A is nonsingular if and only if A is a product of
elementary matrices.
Problem 11.7
Prove that two m × n matrices A and B are row equivalent if and only if
there exists a nonsingular matrix P such that B = P A.
92 MATRICES
Problem 11.8
Let A and B be two n×n matrices. Suppose A is row equivalent to B. Prove
that A is nonsingular if and only if B is nonsingular.
Problem 11.9
Show that a 2×2 lower triangular matrix is invertible if and only if a11 a22 = 0
and in this case the inverse is also lower triangular.
Problem 11.10
Let A be an n × n matrix and suppose that the system Ax = 0 has only
the trivial solution. Show that Ak x = 0 has only the trivial solution for any
positive integer k.
Problem 11.11
Show that if A and B are two n × n invertible matrices then A is row equiv-
alent to B.
Determinants
With each square matrix we can associate a real number called the determi-
nant of the matrix. Determinants have important applications to the theory
of systems of linear equations. More specifically, determinants give us a
method (called Cramer’s method) for solving linear systems. Also, determi-
nant tells us whether or not a matrix is invertible.
Throughout this chapter we use only square matrices.
93
94 DETERMINANTS
is the number
a a
|A| = 11 12 = a11 a22 − a21 a12 .
a21 a22
The determinant of a 3 × 3 matrix can be found using the determinants of
2× matrices using a cofactor expansion which we discuss next.
If A is a square matrix of order n then the minor of entry aij , denoted
by Mij , is the determinant of the submatrix obtained from A by deleting
the ith row and the j th column. The cofactor of entry aij is the number
Cij = (−1)i+j Mij .
Example 12.1
Let
⎡ ⎤
3 1 −4
A=⎣ 2 5 6 ⎦
1 4 8
Solution.
The minor of the entry a32 is
3 −4
M32
= = 26
2 6
Example 12.2
Find the cofactors C11 , C12 , and C13 of the matrix
⎡ ⎤
a11 a12 a13
⎣ a21 a22 a23 ⎦
a31 a32 a33
12. DETERMINANTS BY COFACTOR EXPANSION 95
Solution.
We have
a22 a23
C11 = (−1)
1+1 = a22 a33 − a32 a23
a32 a33
1+2 a21 a23
C12 = (−1) = −(a21 a33 − a31 a23 )
a31 a33
a a
C13 = (−1)1+3 21 22 = a21 a32 − a31 a22
a31 a32
The determinant of a matrix A of order n can obtained by multiplying the
entries of a row (or a column) by the corresponding cofactors and adding the
resulting products. Any row or column chosen will result in the same answer.
More precisely, we have the expansion along row i is
Example 12.3
Find the determinant of the matrix
⎡ ⎤
a11 a12 a13
⎣ a21 a22 a23 ⎦
a31 a32 a33
Solution.
Using the previous example, we can find the determinant using the cofactor
along the first row to obtain
Remark 12.1
In general, the best strategy for evaluating a determinant by cofactor ex-
pansion is to expand along a row or a column having the largest number of
zeroes.
Example 12.4
Find the determinant of each of the following matrices.
(a) ⎡ ⎤
0 0 a13
A = ⎣ 0 a22 a23 ⎦
a31 a32 a33
(b) ⎡ ⎤
0 0 0 a14
⎢ 0 0 a23 a24 ⎥
A=⎢
⎣ 0 a32 a33
⎥
a34 ⎦
a41 a42 a43 a44
(c) ⎡ ⎤
a11 0 0 0
⎢ a21 a22 0 0 ⎥
A=⎢
⎣ a31 a32 a33 0 ⎦
⎥
Solution.
The given matrix is upper triangular so that the determinant is the product
of entries on the main diagonal, i.e. equals to −1296
Example 12.6
Use cofactor expansion along the first column to find |A| where
⎡ ⎤
3 5 −2 6
⎢ 1 2 −1 1 ⎥
A=⎢ ⎣ 2 4
⎥
1 5 ⎦
3 7 5 3
Solution.
Expanding along the first column we find
Practice Problems
Problem 12.1
Evaluate the determinant of each of the following matrices
(a)
3 5
A=
−2 4
(b) ⎡ ⎤
−2 7 6
A = ⎣ 5 1 −2 ⎦
3 8 4
Problem 12.2
Find all values of t for which the determinant of the following matrix is zero.
⎡ ⎤
t−4 0 0
A=⎣ 0 t 0 ⎦
0 3 t−1
Problem 12.3
Solve for x
1 0 −3
x −1
= 2 x −6
3 1−x
1 3 x−5
Problem 12.4
Evaluate the determinant of the following matrix
⎡ ⎤
1 2 3
A= 4 5⎣ 6 ⎦
0 0 0
Problem 12.5
Let ⎡ ⎤
4 −1 1 6
⎢ 0 0 −3 3 ⎥
A=⎢
⎣ 4 1
⎥
0 14 ⎦
4 1 3 2
Find M23 and C23 .
12. DETERMINANTS BY COFACTOR EXPANSION 99
Problem 12.6
Find all values of λ for which |A| = 0, where
λ−1 0
A= .
2 λ+1
Problem 12.7
Evaluate the determinant of the matrix
⎡ ⎤
3 0 0
A = ⎣ 2 −1 5 ⎦
1 9 −4
Problem 12.8
Evaluate the determinant of the matrix by a cofactor expansion along a row
or column of your choice.
⎡ ⎤
3 3 0 5
⎢ 2 2 0 −2 ⎥
A=⎢⎣ 4 1
⎥
−3 0 ⎦
2 10 3 2
Problem 12.9
Evaluate the determinant of the following matrix by inspection.
⎡ ⎤
1 2 7 −3
⎢ 0 1 −4 1 ⎥
A=⎢ ⎣ 0 0 2
⎥
7 ⎦
0 0 0 3
Problem 12.10
Evaluate the determinant of the following matrix.
⎡ ⎤
sin θ cos θ 0
A = ⎣ − cos θ sin θ 0 ⎦
sin θ − cos θ sin θ + cos θ 1
100 DETERMINANTS
Problem 12.11
Find all values of λ such that |A| = 0.
(a)
λ − 1 −2
A= ,
1 λ−4
(b)
⎡ ⎤
λ−6 0 0
A=⎣ 0 λ −1 ⎦
0 4 λ−4
13. EVALUATING DETERMINANTS BY ROW REDUCTION 101