Section 4 Inverse Matrix
4.1 Definition:
Definition of inverse matrix:
An n n matrix A is called nonsingular or invertible if there exists an n n
matrix B such that
AB BA I n ,
In
where
is a n n identity matrix. The matrix B is called an inverse of A.
If there exists no such matrix B, then A is called singular or noninvertible.
is called a odd permutation.
Theorem:
If A is an invertible matrix, then its inverse is unique.
[proof:]
Suppose B and C are inverses of A. Then,
BA CA I n B BI n B( AC) ( BA)C I n C C .
Note:
Since the inverse of a nonsingular matrix A is unique, we denoted the
inverse of A as
A 1 .
Note:
If A is not a square matrix, then
1
there might be more than one matrix L such that
LA I (or AL I ) .
there might be some matrix U such that
UA I but AU I
Example:
Let
1
A 1
3
1
0 .
1
Then,
there are infinite number of matrices L such that LA I , for example
1
L
2
As
1
L
2
3 1
5 1
4
L
7
or
15
25
4
6 .
3 1
5 1 ,
LA I
but
8
2
3
AL 1 3 1 0 .
1
4
2
4.2 Calculation of Inverse Matrix:
1. Using Gauss-Jordan reduction:
The procedure for computing the inverse of a n n matrix A:
2
1.
Form the n 2n augmented matrix
a11 a12
a
a
A I n 21 22
a n1 a n 2
a1n 1
a2n 0
a nn 0
0 0
1 0
0 1
and transform the augmented matrix to the matrix
C
D
in reduced row echelon form via elementary row operations.
2.
If
(a) C I n , then A1 D .
(b) C I n , then A is singular and A 1 does not exist.
Example:
1
1
To find the inverse of A 2
1
2
, we can employ the procedure
5
5
3
3
introduced above.
1.
1
2
1
(3)(3)(1)
( 2)( 2)2*(1)
( 2 )1*( 2 )
1
2 1
0
3
3
5
5
1
0
0
0
1
0
0
1
2
1
2
1
3
1
0
0
1 2
1
2
1
1
2
1
3
3
1
0
2
1
1
0
0
0 .
1
0
0
1
0
1 0
0 1
0
(1)(1)( 2)
(3)(3)2*( 2)
1
0
0
(1)(1)(3)
( 2)( 2)(3)
2.
1
0
0
0
1
1
0
1
1
1 0
1 0
2 1
3
2
3
0
0
0
1
1
0
0
1
5
3
3
2
1
1
1
The inverse of A is
0
5
3
1
3
2
1
1
.
1
Example:
1
Find the inverse of A 0
5
1
2
5
1
if it exists.
3
1
[solution:]
1. Form the augmented matrix
1
1
A | I 3 2 3
1 3
2 1
0
5 0
5 0
1
0
0
0 .
1
And the transformed matrix in reduced row echelon form is
1
0
0
0
0
13 / 8
1/ 2
1
0
0
1
15 / 8
5/ 4
1/ 2
0
2. The inverse of A is
4
1 / 8
3 / 8
1 / 4
1/ 2
13 / 8
15 / 8
5/ 4
1 / 8
3/8
.
1 / 4
1/ 2
0
Example:
1
Find the inverse of A 1
5
2
2
2
3
if it exists.
1
3
[solution:]
1. Form the augmented matrix
1
A | I 3 1
5
2
3 1
0
2
2
1 0
3 0
1
0
0
0 .
1
And the transformed matrix in reduced row echelon form is
1
0
0
0
1 1/ 2
1/ 2
1
0
1 1/ 4
0 2
1/ 4
3
0
0
1
2. A is singular!!
2. Using the adjoint
As
adj ( A)
of a matrix:
det( A) 0 , then
A 1
adj ( A)
.
det( A)
Note:
adj ( A) A det( A) I n
is always true.
5
Note:
As
det( A) 0
A is nonsingular.
4.3 Properties of The Inverse Matrix:
The inverse matrix of an n n nonsingular matrix A has the following
important properties:
1.
1.
A
A
1
1
1
t
A.
A1
t
2.
If A is symmetric, So is its inverse.
3.
AB 1 B 1 A1
4.
5.
If C is an invertible matrix, then
AC BC A B.
CA CB A B .
As
A I 1 exists, then
I A A 2 A n1 A n I A I A I A n I
1
1
[proof of 2]
A A
1 t
t
AA
1 t
It I
similarly,
t
A A I
1 t
A A
1
[proof of 3:]
6
t
t
I
.
.
By property 2,
A A
t 1
1 t
A1 .
[proof of 4:]
B 1 A1 AB B 1 A1 AB B 1IB I .
Similarly,
ABB 1 A1 ABB 1 A1 AIA1 I
.
[proof of 5:]
Multiplied by the inverse of C, then
ACC 1 AI A BCC 1 BI B .
Similarly,
C 1CA IA A C 1CB IB B .
[proof of 6:]
I A A
2
An1 A I A A 2 An I A A 2 An1
A I .
n
Multiplied by
A I 1
on both sides, we have
A I A I
1 A A 2 A n 1 A n I A I
I A A2 An1
can be obtained by using similar procedure.
Example:
Prove that
I AB1 I AI BA 1 B .
7
1
n
1
.
[proof:]
I AI BA BI AB I AB AI BA B AI BA BAB
I AB AI BA I BA BA B
I AB AI BA I BA B
1
1
1
1
1
1
I AB AIB I AB AB I
Similar procedure can be used to obtain
I
AB I AI BA B I
1
Left and Right Inverses:
Definition of left inverse:
For a matrix A,
LA I but AL I ,
with more than one such L. Then, the matrices L are called left inverse of
A.
Definition of right inverse:
For a matrix A,
AR I but RA I ,
with more than one such R. Then, the matrices R are called left inverse of
A.
Theorem:
A r c matrix
Arc
has left inverses only if
r c.
[proof:]
We prove that a contradictory result can be obtained as
8
r c and
Arc
having a left inverse. For
r c , let
Ar c X r r Yr ( c r )
Then, suppose
Lcr
is the left inverse of
M r r
N
( c r ) r
Arc . Then,
M r r
Lcr Ar c
X r r Yr (c r )
N ( c r ) r
0
I r r
MX MY
.
I cc
NX NY
0 I ( c r ) ( c r )
Thus,
MX I , MY 0, NX 0, NY I .
Since
MX I and both M and X are square matrices, then
M X 1 .
Therefore,
multiplied by X
MY X 1Y 0
XX 1Y Y X 0 0 .
However,
NY N 0 0 I .
It is contradictory. Therefore, as r c , Arc has no left inverse.
9
Theorem:
A r c matrix
Arc
has left inverses only if
10
r c.