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Mathematics of Modern Engineering I Lecture 4

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17 views6 pages

Mathematics of Modern Engineering I Lecture 4

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lzgcd99
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ESE 501 Mathematics of Modern Engineering I

Lecture 4

”Inverse of a matrix. Determinants and their properties. Cramer’s rule.”

Here we consider only the case when a matrix A has the size n × n, also
called a square matrix.

When a square matrix of size n×n has the rank n, it means that Row(A)
and Col(A) are spanned by n linearly independent vectors being the rows
and columns of the matrix, respectively. In other words, such a matrix A
can be reduced by the Gauss elimination algorithm to a diagonal matrix
with diagonal entries being not equal to zero.

This special case of a matrix A can be characterized further and leads


to notions of an inverse matrix and a determinant (of a square matrix).

Definition 1. A matrix B is said to be an inverse matrix of a given matrix


A of size n × n if and only if
BA = AB = In ,
where In is the identity matrix of size n × n.

In this case one says that A is invertible and the common notation for
the inverse matrix is A−1 .

◦ If A is invertible, then B is unique. Indeed, if we assume that D is


another matrix such that
DA = AD = In ,
then
D = DIn = DAB = (DA)B = In B = B.
◦ Practical question: If A is invertible, then how to find A−1 ?

Algorithm for finding the inverse matrix based on row operations:

1
1) Apply the row-reduction algorithm to the augmented matrix [A|In ];
2) If the matrix A can be reduced to the matrix In (in the first step),
then A is invertible;
3) The inverse matrix for A is then found on the right side of the final
reduced augmented matrix having the form [In |A−1 ]:

[A|In ].. using row operations ...[In |A−1 ].

Example 1. Find the inverse matrix for A given as


 
3 6
A= .
4 7
Using the row operations, we obtain:
 
3 6 1 0
,
4 7 0 1
 
1 2 1/3 0
,
4 7 0 1
 
1 0 −7/3 2
,
0 −1 −4/3 1
 
1 0 −7/3 2
.
0 1 4/3 −1
Therefore, the inverse matrix A−1 exists and is given as
 
−7/3 2
A−1 = .
4/3 −1
Some properties of invertible matrices:

1) If A is invertible, then A−1 is invertible and (A−1 )−1 = A;


2) If A is invertible, then AT is invertible and (AT )−1 = (A−1 )T ;
3) If matrices A and B are of the same size and invertible, then AB is
also invertible and (AB)−1 = B −1 A−1 ;

2
◦ Another way to calculate the inverse of a given matrix A is provided
through the concept of the determinant of A denoted by det(A).

◦ det(A) is a number that characterizes A to be invertible or not. If


det(A) ̸= 0, then A−1 exists, otherwise - not (if det(A) = 0).

One formal definition of det(A) is


Definition 2. For n ≥ 2, we define
n
X
det(A) := (−1)1+j aij det(A1j ) (1)
j=1

where A1j is obtained from the matrix A by deleting row 1 and column j.

We note that the definition (1) is recursive where the determinant of


order n is defined through the determinant of order (n − 1) and the deter-
minant of order 1 is simply equal to the only entry of the 1 × 1 matrix.

Theorem. (without proof) For all i = 1, 2, ..., n and j = 1, 2, ..., n, it holds


that n n
X X
i+j
det(A) = aij (−1) Aij = aij (−1)i+j Aij .
j=1 i=1

Theorem states that one can use the expansion formula in (1) along any
row or column in the matrix A, not only along the first row as in (1).

Remark 1. For n = 2, the calculation formula becomes


det(A) = a11 a22 − a21 a12 .
Example 2. Calculate det(A) when the matrix is given as
 
2 −4 3
A= 3 1
 2 
1 4 −1
Using the expansion formula along the first row, we obtain that
det(A) = 2A11 +4A12 +3A13 = 2(−9)+4(−5)+3(11) = −18−20+33 = −5.

3
When calculating det(A), the row operations can be used applied to A
with the following impact on the determinant of A.

Theorem. a) If the matrix Ā is obtained from A by adding to one row of


A a multiple of another, then det(Ā) = det(A);
b) If the matrix Ā is obtained from A by interchanging two rows in A, then
det(Ā) = −det(A);
c) If the matrix Ā is obtained from A by the multiplication of one row of
A by a constant k, then det(Ā) = kdet(A);

Also, by calculating of determinants, the following properties can be


used:

1) det(A) = det(AT );
2) det(AB) = det(A)det(B) for all n × n matrices A and B;
3) If A is a triangular matrix, then det(A) = a11 a22 ...ann ;

Another application of determinants can be used when solving a system


of linear equations.

Theorem. (Cramer’s Rule) Let A be an invertible n × n matrix. Then,


the unique solution of the system

Ax = b

where b ∈ IRn is a given vector is found as


det(Ai (b))
xi = , i = 1, 2, ..., n, (2)
det(A)
with the matrix Ai (b) defined as

Ai (b) = [a1 , ..., ai−1 , b, ai+1 , ..., an ].

Example 3. Using the Cramer’s rule, solve the system

2x1 + x2 = 7

−3x1 + x3 = −8

4
x2 + 2x3 = −3.
Solution: We see that b = [7, −8, −3]T and the matrix A has the form
 
2 1 0
A =  −3 0 1  .
0 1 2
First, we calculate that detA = .... = 4.
In a similar way, we also calculate three other determinants:
detA1 (b) = 6,
detA2 (b) = 16,
detA3 (b) = −14.
The direct application of the formula (2) gives then:
6 3 16 −14 7
x1 = = , x2 = = 4, x3 = =− .
4 2 4 4 2
◦ Finally, we mention one more formula that can be used to calculate det A.

If A is invertible, then the j-column of the inverse matrix A−1 satisfies


the equation
Ax = ej
(Why?) and by the Cramer’s Rule
detAi (ej )
a−1
ij = (i, j) entry of A
−1
= .
detA
From another side, since
detAi (ej ) = (−1)i+j detAji := Cji , (3)
we obtain the following formula for calculating of the determinant:
1
A−1 = C (4)
detA
where C is the so-called co-factor matrix to A:
C11 C21 .....Cn1

5
.......................
C1n C2n ....Cnn
Example 3. Calculate detA using the co-factor formula when A is given
as  
3 6 7
A =  0 2 1 .
2 3 4
Solution: We first calculate detA = ... = −1.
Using the formula (3) for the co-factors, we obtain:

C11 = 5, C12 = 2, C13 = −4;

C21 = −3, C22 = −2, C23 = 3;


C31 = −8, C32 = −3, C33 = 6;
As the result, the formula (4) yields for A−1 :
 
−5 3 8
−1
A = −2 2
 3 .
4 −3 −6

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