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Matrix Inversion: Determinants Inverses Pages 68 - 77

The document discusses matrix determinants and inverses. It defines determinants as unique numbers associated with square matrices that are used in multivariate procedures. Determinants are computed using the method of cofactors, which involves finding the minors (sub-determinants) and cofactors (signed minors) of a matrix. The determinant of a matrix is then the sum of its diagonal elements multiplied by their respective cofactors. The inverse of a square matrix is another matrix that when multiplied with the original matrix yields the identity matrix.

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107 views

Matrix Inversion: Determinants Inverses Pages 68 - 77

The document discusses matrix determinants and inverses. It defines determinants as unique numbers associated with square matrices that are used in multivariate procedures. Determinants are computed using the method of cofactors, which involves finding the minors (sub-determinants) and cofactors (signed minors) of a matrix. The determinant of a matrix is then the sum of its diagonal elements multiplied by their respective cofactors. The inverse of a square matrix is another matrix that when multiplied with the original matrix yields the identity matrix.

Uploaded by

Mas Gund
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Matrix Inversion

Determinants
Inverses
Pages 68 - 77
Determinant

Unique number associated with each square matrix


Importance
– Determinant of Covariance Matrix is measure of generalized
variance
• I.e., how much variation in a set of variables
– Required for many multivariate procedures
Determinant is a scalar
Determinant denoted as det X or |X|
Computation

Method of Cofactors
Also known as the expansion of minors
Method of Minors

Determinant of a 2 x 2
matrix is difference in
products of diagonal
elements.

4 1
A   A  4  2  1 1  7
1 2 
General form for 2 x 2 matrix

a b 
A  Then,
c d 

A ad - bc
What about larger matrices?

Use method of cofactors


Need to define a new term, “minor”
– Minor of an element aij is the determinant of the
matrix formed by deleting the ith row and jth column
Example
1 2 3  a11 a12 a13 
A  2 2 1   a21 a22 a23 
   
3 1 4  a31 a23 a33 

Minor of a12 = 2 is determinant of the 2


x 2 matrix obtained by deleting the 1st
row and 2nd column
1 2 3  a11 a12 a13 
A  2 2 1   a21 a22 a23 
   
3 1 4  a31 a23 a33 
Minor of a12 is

2 1
 83  5
3 4
Minor of a13 = 3 is

2 2
 2  6  4
3 1
Cofactors

Definition
– The cofactor of aij = (-1)i+j x minor
Evaluate cofactors for first three elements of the
3 x 3 matrix
A11(-1)1+1 =1
A12(-1)1+2 =-1
A13(-1)1+3 =1
Pattern of signs

+ - +
- + -
+ - +
Matrix of Cofactors

 c11 c12 c13 



C  c21 c22 c23 
 
c31 c32 c33 
Determinant obtained by expanding along
any row or column of matrix of cofactors

Determinant of A given by

A  a11c11  a12 c12  a13c13


Determinant of A

Element Minor Cofactor Element x


Cofactor
a11 = 1 2 1 7 7
7
1 4
a12 = 2 2 1
5 -5 -10
3 4
a13 = 3 2 2
 4 -4 -12
3 1

Determinant of A = -15
Determinants of 4 x 4 matrices

Computational energy increases as order of


matrix increases
Use pivotal condensation (computer algorithm)
Key Properties of Determinant

Determinant of matrix and its transpose are


equal
Two rows identical, determinant is 0
If a row is a multiple of another row, determinant
is 0 (linear dependence)
If all elements of a row are 0 determinant is 0
Multiply all rows by a scalar c, then it becomes
factor cn of determinant, e.g., |cA| = cn|A|
Rank of matrix

Defined as number of linearly independent rows


(or columns)
Matrix is full rank if all rows (columns) linearly
independent
Rank reduced if rows linearly dependent
Quick check of rank of matrix, calculate
determinant, if 0, then matrix is not of full rank
Matrix Inversion

Inverse of square matrix A is a matrix A-1 that


satisfies the following equation
– AA-1 = A-1A = I
Steps to success in Matrix Inversion

Replace each element of matrix A, by it’s minor


Create the matrix of cofactors
Transpose the matrix of cofactors
– Forms the adjoint
Divide each element of the adjoint by the
determinant of A.

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