MATH 311 Topics in Applied Mathematics I Lecture 6: Inverse matrix. Identity matrix Definition. The identity matrix (or unit matrix) is a diagonal matrix with all diagonal entries equal to 1. The n×n identity matrix is denoted In or simply I . 1 0 0 1 0 I1 = (1), I2 = , I3 = 0 1 0 . 0 1 0 0 1 1 0 ... 0 0 1 . . . 0 In general, I = .. .. . . . .. . . . . 0 0 ... 1 Theorem. Let A be an arbitrary m×n matrix. Then Im A = AIn = A. Inverse matrix Let Mn (R) denote the set of all n×n matrices with real entries. We can add, subtract, and multiply elements of Mn (R). What about division? Definition. Let A ∈ Mn (R). Suppose there exists an n×n matrix B such that AB = BA = In . Then the matrix A is called invertible and B is called the inverse of A (denoted A−1). A non-invertible square matrix is called singular. AA−1 = A−1A = I Examples 1 1 1 −1 −1 0 A= , B= , C= . 0 1 0 1 0 1 1 −1 1 0 AB = = , 0 1 0 1 1 −1 1 1 1 0 BA = = , 0 1 0 1 0 1 −1 0 −1 0 1 0 C2 = = . 0 1 0 1 0 1 1 1 0 1 Thus A−1 = B, B −1 = A, and C −1 = C . Basic properties of inverse matrices • If B = A−1 then A = B −1. In other words, if A is invertible, so is A−1 , and A = (A−1)−1. • The inverse matrix (if it exists) is unique. Moreover, if AB = CA = I for some n×n matrices B and C , then B = C = A−1. Indeed, B = IB = (CA)B = C (AB) = CI = C . • If n×n matrices A and B are invertible, so is AB, and (AB)−1 = B −1A−1 . (B −1 A−1 )(AB) = B −1 (A−1 A)B = B −1 IB = B −1 B = I , (AB)(B −1 A−1 ) = A(BB −1 )A−1 = AIA−1 = AA−1 = I . −1 −1 • Similarly, (A1A2 . . . Ak )−1 = A−1 k . . . A2 A1 . Inverting diagonal matrices Theorem A diagonal matrix D = diag(d1, . . . , dn ) is invertible if and only if all diagonal entries are nonzero: di 6= 0 for 1 ≤ i ≤ n. If D is invertible then D −1 = diag(d1−1, . . . , dn−1). −1 d1−1 0 d1 0 . . . 0 0 d −1 0 d ... 0 2 2 = .. .. .. . . .. . . . . . . . . 0 0 0 0 . . . dn ... 0 ... 0 . . . ... −1 . . . dn Inverting diagonal matrices Theorem A diagonal matrix D = diag(d1, . . . , dn ) is invertible if and only if all diagonal entries are nonzero: di 6= 0 for 1 ≤ i ≤ n. If D is invertible then D −1 = diag(d1−1, . . . , dn−1). Proof: If all di 6= 0 then, clearly, diag(d1, . . . , dn ) diag(d1−1, . . . , dn−1) = diag(1, . . . , 1) = I , diag(d1−1, . . . , dn−1) diag(d1, . . . , dn ) = diag(1, . . . , 1) = I . Now suppose that di = 0 for some i . Then for any n×n matrix B the i th row of the matrix DB is a zero row. Hence DB 6= I . Inverting 2×2 matrices Definition. The determinant of a 2×2 matrix a b A= is det A = ad − bc. c d a b Theorem A matrix A = is invertible if c d and only if det A 6= 0. If det A 6= 0 then −1 1 a b d −b = . c d a ad − bc −c a b Theorem A matrix A = is invertible if c d and only if det A 6= 0. If det A 6= 0 then −1 1 a b d −b = . c d a ad − bc −c d −b Proof: Let B = . Then −c a ad −bc 0 AB = BA = = (ad − bc)I2 . 0 ad −bc In the case det A 6= 0, we have A−1 = (det A)−1 B. In the case det A = 0, the matrix A is not invertible as otherwise AB = O =⇒ A−1 (AB) = A−1 O = O =⇒ (A−1 A)B = O =⇒ I2 B = O =⇒ B = O =⇒ A = O, but the zero matrix is singular. Problem. Solve a system 4x + 3y = 5, 3x + 2y = −1. This system is equivalent to a matrix equation Ax = b, 4 3 x 5 where A = , x= , b= . 3 2 y −1 We have det A = − 1 6= 0. Hence A is invertible. Ax = b =⇒ A−1 (Ax) = A−1 b =⇒ (A−1 A)x = A−1 b =⇒ x = A−1 b. Conversely, x = A−1 b =⇒ Ax = A(A−1 b) = (AA−1 )b = b. −1 1 x 4 3 5 2 −3 5 −13 = = = y 3 2 −1 4 −1 19 −1 −3 System of n linear equations in n variables: a11x1 + a12x2 + · · · + a1n xn = b1 a21x1 + a22x2 + · · · + a2n xn = b2 ⇐⇒ Ax = b, · · · · · · · · · an1 x1 + an2 x2 + · · · + ann xn = bn where a11 a12 a a 21 22 A = .. .. . . an1 an2 . . . a1n . . . a2n , . . . ... . . . ann x1 b1 x b 2 2 x = .. , b = .. . . . xn bn Theorem If the matrix A is invertible then the system has a unique solution, which is x = A−1b. General results on inverse matrices Theorem 1 Given an n×n matrix A, the following conditions are equivalent: (i) A is invertible; (ii) x = 0 is the only solution of the matrix equation Ax = 0; (iii) the matrix equation Ax = b has a unique solution for any n-dimensional column vector b; (iv) the row echelon form of A has no zero rows; (v) the reduced row echelon form of A is the identity matrix. Theorem 2 Suppose that a sequence of elementary row operations converts a matrix A into the identity matrix. Then the same sequence of operations converts the identity matrix into the inverse matrix A−1 . Row echelon form of a square matrix: ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ invertible case ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ noninvertible case