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.