MATRIX ALGEBRA 1. WHAT IS A MATRIX? A matrix is defined as rectangular array of numbers, parameters, or variables. Matrix algebra provides a method to solve a system of simultaneous equations: 1. It provides a compact way of writing an equation system. 2. It provides a procedure to test for the existence of a solution. 3. If the solution exists, it provides a method of finding that solution. General format of a system of ๐ equations with ๐ variables: ๐11 ๐ฅ1 + ๐12 ๐ฅ2 + โฏ + ๐1๐ ๐ฅ๐ = ๐1 ๐21 ๐ฅ1 + ๐22 ๐ฅ2 + โฏ + ๐2๐ ๐ฅ๐ = ๐2 โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ ๐๐1 ๐ฅ1 + ๐๐2 ๐ฅ2 + โฏ + ๐๐๐ ๐ฅ๐ = ๐๐ The matrix format of writing a system of equations is as follows. ๐11 ๐21 ๐ด=[ โฎ ๐๐1 ๐12 ๐22 โฎ ๐๐2 โฏ โฏ โฎ โฏ ๐1๐ ๐2๐ โฏ ] ๐๐๐ ๐ฅ1 ๐ฅ2 ๐ฅ=[ โฎ] ๐ฅ๐ ๐1 ๐ ๐ = [ 2] โฎ ๐๐ The shorthand way of representing matrix ๐ด is: ๐ด = [๐๐๐ ] Example 1: 6๐ฅ1 + 3๐ฅ2 + 1๐ฅ3 = 22 6๐ฅ1 + 4๐ฅ2 − 2๐ฅ3 = 12 4๐ฅ1 − 3๐ฅ2 + 5๐ฅ3 = 10 In matrix format the equation is presented as: 6 ๐ด = [1 4 3 4 −1 1 −2] 5 ๐ฅ1 ๐ฅ = [ ๐ฅ2 ] ๐ฅ๐ 22 ๐ = [12] 10 The number of rows and number of columns of a matrix define the dimensions of the matrix. The dimension is shown as ๐ × ๐. A matrix with 4 rows and 3 columns is a "4 by 3" matrix: 4 × 3. A matrix with m rows and 1 column is called a column vector: ๐ × 1. Similarly, a matrix with 1 row and n columns is called a row vector: 1 × ๐. A system of simultaneous equations can be represented as: ๐จ๐ = ๐ The shorthand representation of the system of equations implies that the left-hand side of the equation is obtained as the product of the coefficient matrix ๐ด times the variable matrix ๐ฅ. The product of these two matrices produces a new matrix. This new matrix, in turn, is equal to the constant matrix ๐. To explain the product of two matrices and what makes two matrices equal we need to understand matrix operations. LN1—Matrix Algebra Page 1 of 12 2. MATRIX OPERATIONS 2.1. Equality of Matrices Two matrices ๐ด = [๐๐๐ ] and ๐ต = [๐๐๐ ] are said to be equal if and only if ๐๐๐ = ๐๐๐ . For example, ๐ด=[ 4 2 3 ] 0 ๐ต=[ 4 2 3 ] 0 ๐ด=๐ต 2.2. Addition and Subtraction of Matrices Two matrices can be added (subtracted) if and only if they are conformable for addition (subtraction). That is, they have the same dimensions. ๐11 ๐21 ๐ด=[ โฎ ๐๐1 ๐12 ๐22 โฎ ๐๐2 ๐11 ± ๐11 ๐21 ± ๐21 ๐ด=[ โฎ ๐๐1 ± ๐๐1 โฏ โฏ โฎ โฏ ๐1๐ ๐2๐ โฏ ] ๐๐๐ ๐12 ± ๐12 ๐22 ± ๐22 โฎ ๐๐2 ± ๐๐2 ๐11 ๐21 ๐ต=[ โฎ ๐๐1 โฏ โฏ โฎ โฏ ๐12 ๐22 โฎ ๐๐2 โฏ โฏ โฎ โฏ ๐1๐ ๐2๐ ] โฏ ๐๐๐ ๐1๐ ± ๐1๐ ๐2๐ ± ๐2๐ ] โฏ ๐๐๐ ± ๐๐๐ Example 2 4 ๐ด = [2 6 8 3 1 −2] 5 7 6 ๐ต=[ 3 −6 10 2 7 10 ๐ด+๐ต =[ 5 0 5 4] 8 18 3 18 8 2] 15 (See the Excel file E375 CH4 Outline for the numeric example) 2.2.1. Scalar Multiplication a scalar is a number. The scalar multiplication of a matrix involves multiplying each element of that matrix by that number. Example 3 ๐ =2 4 ๐ด = [2 6 8 1 5 3 −2] 7 8 ๐ ๐ด = [ 4 12 16 2 10 6 −4] 14 2.2.2. Multiplication of Matrices To multiply two matrices ๐ด and ๐ต, the matrices must by conformable for multiplication. In multiplying matrix ๐ด by matrix ๐ต, ๐ด is the lead matrix and ๐ต is the ๐๐๐ ๐๐๐ก๐๐๐ฅ. ๐ด and ๐ต are conformable for multiplication if the number of columns (column dimension) of the lead matrix ๐ด is equal to the number of rows (row dimension) of the lag matrix ๐ต. Consider the matrix A with dimensions (๐ × ๐) and matrix B with dimensions (๐ × ๐). A and ๐ต are conformable for multiplication because the column dimension of ๐ด is ๐ and row dimension of ๐ต is also ๐. The product matrix is ๐ด๐ต = ๐ถ has dimensions (๐ × ๐). A ๏ B ๏ฝ C ( m๏ดn ) ( n๏ด p ) ( m๏ด p ) Note that if ๐ต were the lead matrix and ๐ด the lag matrix, then ๐ต and ๐ด would not be conformable for multiplication. Thus, the commutative property of multiplication of numbers does not apply to matrices. LN1—Matrix Algebra Page 2 of 12 2.2.2.1. How to multiply two matrices Take two matrices A and B , which are conformable for multiplication. The product matrix is, then ( 3๏ด 2 ) ( 2๏ด 2 ) A๏ B ๏ฝ C (3๏ด2) ( 2๏ด3) (3๏ด3) ๐11 ๐ ๐ด = [ 21 ๐31 ๐12 ๐22 ] ๐32 ๐ต=[ ๐11 ๐21 ๐12 ๐22 ๐13 ] ๐23 To determine C you must perform the following operation: ๐11 ๐11 + ๐12 ๐21 ๐ด๐ต = ๐ถ = [๐21 ๐11 + ๐22 ๐21 ๐31 ๐11 + ๐32 ๐21 ๐11 ๐12 + ๐12 ๐22 ๐21 ๐12 + ๐12 ๐22 ๐31 ๐12 + ๐12 ๐22 Generally, we can express two matrices ๐11 ๐13 + ๐12 ๐23 ๐21 ๐13 + ๐22 ๐23 ] ๐31 ๐13 + ๐32 ๐23 A and B conformable for multiplication as: ( m๏ดn ) ( n๏ด p ) ๐ด = [๐๐๐ ] and ๐ต = [๐๐๐ ] where ๐ = 1,2, โฏ ๐ ๐ = 1,2, โฏ ๐ ๐ = 1,2, โฏ , ๐ Then the product matrix is ๐ ๐ถ = [๐ถ๐๐ ] = [∑ ๐๐๐ ๐๐๐ ] ๐=1 In the above specific case, ๐ = 1,2,3 ๐ = 1,2,3 ๐ = 1,2 For example, the element in the second row and third column of the product matrix is: 2 ๐ถ23 = ∑ ๐2๐ ๐๐3 = ๐21 ๐13 + ๐22 ๐23 ๐=1 Example 4 4 ๐ด = [6 2 9 3] 5 ๐ต=[ 8 4 4×8+9×4 ๐ถ = ๐ด๐ต = [6 × 8 + 3 × 4 2×8+5×4 1 7 3 ] 6 4×1+9×7 6×1+3×7 2×1+5×7 4×3+9×6 68 6 × 3 + 3 × 6] = [60 2×3+5×6 36 67 27 37 66 36] 36 In Excel to find the product ๐ด๐ต use the =๐๐๐๐ฟ๐ command. =๐๐๐๐ฟ๐ is an “array” formula, requiring the following steps: 1. 2. 3. Highlight a 3-by-3 block of cells. Call up =MMULT(array1, array2). “array 1” is the block of cells containing the elements of ๐ด and “array2” is the block containing elements of ๐ต. Hold Ctrl and Shift keys and press Enter. LN1—Matrix Algebra Page 3 of 12 Example 5 0 6 ๐ด=[ 9 5 1 1 3 2 3 7 ] 8 4 7 ๐ต = [5 7 4 8] 6 A๏ B ๏ฝ C ( 4๏ด3) (3๏ด2) ( 4๏ด2) 26 96 ๐ถ=[ 134 73 26 74 ] 108 60 2.3. Back to the simultaneous equation system Recall the system of equations, 6๐ฅ1 + 3๐ฅ2 + 1๐ฅ3 = 22 6๐ฅ1 + 4๐ฅ2 − 2๐ฅ3 = 12 4๐ฅ1 − 3๐ฅ2 + 5๐ฅ3 = 10 In matrix format the equation is presented as: 6 3 A = [1 4 (3๏ด3) 4 −1 ๐ฅ1 ๐ฅ x = [ 2] ( 3๏ด1) ๐ฅ๐ 1 −2] 5 22 d = [12] ( 3๏ด1) 10 Using the matrix multiplication procedure, we have 6 A x = [1 (3๏ด3) (3๏ด1) 4 3 4 −1 6๐ฅ1 + 3๐ฅ2 + 2๐ฅ3 1 ๐ฅ1 −2] [ ๐ฅ2 ] = [6๐ฅ1 + 4๐ฅ2 − 2๐ฅ3 ] 4๐ฅ1 − 4๐ฅ2 + 5๐ฅ3 5 ๐ฅ๐ The product matrix ๐ด๐ฅ has the dimensions (3 × 1) and is equal to the constant matrix d . ( 3๏ด1) 6๐ฅ1 + 3๐ฅ2 + 2๐ฅ3 22 [6๐ฅ1 + 4๐ฅ2 − 2๐ฅ3 ] = [12] 4๐ฅ1 − 4๐ฅ2 + 5๐ฅ3 10 3. IDENTITY MATRICES An identity matrix is a square matrix with 1s in its principal diagonal and 0s everywhere else. ๐ผ2 = [ 1 0 0 ] 1 1 ๐ผ3 = [0 0 0 1 0 0 0] 1 The identity matrix plays a role similar to 1 in scalar algebra (regular number system). You can pre or post multiply a matrix ๐ด by an identity matrix and obtain the same result—the original matrix A. ๐ผ๐ด = ๐ด๐ผ = ๐ด Example 6 LN1—Matrix Algebra Page 4 of 12 8 A =[ 9 ๏จ2๏ด3๏ฉ 3 5 1 I =[ 0 0 ] 1 ๏จ2๏ด2 ๏ฉ 0 ] 7 1 0 I = [0 1 ๏จ3๏ด3๏ฉ 0 0 8 A =[ 9 0 0] 1 3 5 ๏จ2๏ด3๏ฉ 8 AI = [ 9 3 5 0 ] 7 8 IA = [ 9 3 5 0 ] 7 ๏จ2๏ด3๏ฉ 0 ] 7 ๏จ2๏ด3๏ฉ 4. TRANSPOSE OF A MATRIX The transpose of matrix ๐ด, denoted by ๐ด′, is obtained by interchanging the rows with columns. Example 7 The following are several examples of matrix transposes. ๐ด=[ 8 9 3 5 0 ] 7 8 ๐ด′ = [3 0 9 5] 7 7 ๐ต = [5 7 4 8] 6 7 ๐ต′ = [ 4 5 8 7 ] 6 6 ๐ถ = [9 5 1 7 3 8] 2 4 6 ๐ถ ′ = [1 7 9 3 8 5 2] 4 5. INVERSE OF A MATRIX The inverse of a square matrix ๐ด, denoted by ๐ด−1 , is a matrix that satisfies the following condition: ๐ด๐ด−1 = ๐ด−1 ๐ด = ๐ผ Example 8 6 ๐ด = [9 5 1 7 3 8] 2 4 1 0 ๐ด๐ด−1 = [0 1 0 0 0 0] 1 −1 ๐ด−1 = [ 4 3 10 −11 −7 1 ๐ด−1 ๐ด = [0 0 0 1 0 −13 15] 9 0 0] 1 To find the inverse of ๐ด above I have used the Excel array function =๐๐ผ๐๐๐ธ๐ ๐๐ธ. Finding the inverse of a matrix, if it exists, without a computer is an involved process. The process is explained below. If the inverse of a matrix A exists, then it is called a nonsingular matrix. If the inverse does not exist, then A is called a singular matrix. 5.1. Properties of Inverse Matrices 1. 2. 3. (๐ด−1 )−1 = ๐ด The inverse of an inverse matrix is the original matrix: The inverse of product of the lead matrix ๐ด and the lag matrix ๐ต is equal to the product of the inverse of the (๐ด๐ต)−1 = ๐ต −1 ๐ด−1 lead matrix ๐ต −1 and the inverse of lag matrix ๐ด−1 : (๐ด′)−1 = (๐ด−1 )′ Inverse of the transpose is equal to the transpose of the inverse: 5.2. Inverse Matrix and Solution of Linear Equation System LN1—Matrix Algebra Page 5 of 12 It was shown that a linear equation system can be presented in the following matrix format: x ๏ฝ d A ( m๏ดm) ( m๏ด1) ( m๏ด1) Now pre-multiply both sides by ๐ด−1 : ๐ด−1 ๐ด๐ฅ = ๐ด−1 ๐ Given that ๐ด−1 ๐ด = ๐ผ, then ๐ด−1 ๐ด๐ฅ = ๐ผ๐ฅ = ๐ฅ Thus, ๐ฅ = ๐ด−1 ๐ The matrix product A ๏ญ1 d ( m๏ดm) ( m๏ด1) yields an (๐ × 1) matrix whose elements are the solutions for the equation system. Example 9 Using the equation system from Example 1 we have 6 [1 4 3 4 −1 1 ๐ฅ1 22 −2] [ ๐ฅ2 ] = [12] 5 ๐ฅ๐ 10 Using the =๐๐ผ๐๐๐ธ๐ ๐๐ธ command in Excel we can find the ๐ด−1 . 0.3462 ๐ด−1 = [−0.2500 −0.3269 −0.3077 0.5000 0.3462 −0.1923 0.2500] 0.4038 Thus, the solution matrix is obtained by finding the product of ๐ด−1 and d on the right-hand-side (using the =๐๐๐๐ฟ๐ command): ๐ฅ1 0.3462 [ ๐ฅ2 ] = [−0.2500 ๐ฅ๐ −0.3269 −0.3077 0.5000 0.3462 −0.1923 22 2 0.2500] [12] = [3] 0.4038 10 1 Finding the inverse matrix is yet to be explained. This is what comes next. 5.3. Finding the Inverse Matrix Clearly, for a system of linear equations to have a set of unique solutions, the coefficient matrix ๐ด must have an inverse. In other words, ๐ด must be a nonsingular matrix. 5.3.1. The Requirements for Non-singularity of a Matrix In order for matrix ๐ด to be nonsingular all of its rows must be linearly independent. This means that none of the rows can be a linear combination of other rows. Consider, for example the following equation system. 6๐ฅ1 + 13๐ฅ2 + 1๐ฅ3 = 22 6๐ฅ1 + 14๐ฅ2 − 2๐ฅ3 = 12 LN1—Matrix Algebra Page 6 of 12 8๐ฅ1 + 11๐ฅ2 − 3๐ฅ3 = 10 The coefficient matrix is 6 [1 8 3 4 11 1 −2] −3 Note that, although not obvious, the third row is a linear combination of the first two rows: [8 −3] = [6 + 2 × 1 11 3+2×4 1 − 2 × 2] This matrix does not have an inverse. If you try to find the inverse in Excel, you will receive an error message. 5.3.2. Using the Determinant of a Matrix to Test for Singularity The determinant of a square Matrix, denoted by |๐ด| is a uniquely defined number or numeric value associated with that matrix. Let’s start first with a (2 × 2) matrix and show how to find the determinant: ๐11 ๐ด = [๐ 21 ๐12 ๐22 ] ๐ |๐ด| = |๐11 ๐12 ๐22 | = ๐11 ๐22 − ๐12 ๐21 21 Example 10 ๐ด=[ 10 4 |๐ด| = | 8 ] 5 10 8 | = 10 × 5 − 8 × 4 = 18 4 5 The determinant of a (3 × 3) matrix A ๐11 ๐ ๐ด = [ 21 ๐31 ๐12 ๐22 ๐32 ๐13 ๐23 ] ๐33 is determined as follows: ๐11 |๐ด| = |๐21 ๐31 ๐12 ๐22 ๐32 ๐13 ๐ ๐23 | = ๐11 | 22 ๐32 ๐33 ๐23 ๐21 ๐33 | − ๐12 |๐31 ๐23 ๐21 ๐33 | + ๐13 |๐31 ๐22 ๐32 | |๐ด| = ๐11 (๐22 ๐33 − ๐23 ๐32 ) − ๐12 (๐21 ๐33 − ๐23 ๐31 ) + ๐13 (๐21 ๐32 − ๐22 ๐31 ) Example 11 6 |๐ด| = |9 5 1 7 3 3 8| = 6 | 2 2 4 8 9 |−| 4 5 8 9 | + 7| 4 5 3 | 2 |๐ด| = 6(3 × 4 − 8 × 2) − (9 × 4 − 8 × 5) + 7(9 × 2 − 3 × 5) = 1 Note that the above “3rd order” determinant is expanded into an expression containing three “2 nd order” ๐22 ๐23 ๐ ๐ข๐determinants. For example, the subdeterminant |๐ ๐33 | is obtained by deleting the third row and third column 32 LN1—Matrix Algebra Page 7 of 12 of |๐ด|. This subdeterminant is called the minor of the element ๐11 , which is the element located in first row and first column of |๐ด|. The minor of ๐11 is denoted by |๐11 |. ๐11 |๐11 | = |๐21 ๐31 ๐12 ๐22 ๐32 ๐13 ๐ ๐23 | = | 22 ๐32 ๐33 ๐23 ๐33 | In general, |๐๐๐ | represents the minor of the element ๐๐๐ , which is obtained by deleting the ๐th row and the ๐th column. Thus, we can write the 3rd order determinant |๐ด| above as: |๐ด| = ๐11 |๐11 | − ๐12 |๐12 | + ๐13 |๐13 | A minor with an algebraic sign attached to it is called the cofactor of a given element ๐๐๐ . The “+” or “−“ sign depends whether the sum ๐ + ๐ is even or odd: |๐ถ๐๐ | ≡ (−1)๐+๐ |๐๐๐ | Thus, the determinant |๐ด|, obtained through the expansion by the first row can be represented as, 3 |๐ด| = ∑ ๐1๐ |๐ถ1๐ | ๐=1 Using the cofactor notation the determinant is expressed as: |๐ด| = ๐11 |๐ถ11 | + ๐12 |๐ถ12 | + ๐13 |๐ถ13 | You can expand any nth order determinant by any row or any column. determinant |B| by the second row we have: For example, expanding a 4th order 4 |๐ต| = ∑ ๐2๐ |๐ถ2๐ | ๐=1 In general, ๐ |๐ด| = ∑ ๐๐๐ |๐ถ๐๐ | (expansion by ๐th row) ๐=1 ๐ |๐ด| = ∑ ๐๐๐ |๐ถ๐๐ | (expansion by ๐th column) ๐=1 1. 5.3.3. Basic Properties of Determinants The determinant of the transpose A′ is the same as the determinant of A |๐ด| = |5 4 2. 3 | = 28 8 |๐ด′| = |5 3 4 | = 28 8 Interchange of any two rows (or any two) columns will change the algebraic sign of the determinant, |๐ด| = |5 4 LN1—Matrix Algebra 3 | = 28 8 |๐ต| = | 4 5 8 | = −28 3 Page 8 of 12 3. Multiplication of any one row (or one column) by a scalar k will change the value of the determinant k-fold. |๐ด| = |5 4 4. 3 | = 28 8 2×3 | = 2 × 28 = 56 8 The addition of a multiple of any row (column) to another row (column) will leave the value of the determinant unchanged. |๐ด| = |5 4 5. |๐ต| = |2 × 5 4 3 | = 28 8 |๐ต| = | 5 4+2×5 3 | = 5 × 14 − 3 × 14 = 28 8+2×3 If one row (or column) is a multiple of another row (or column) the determinant vanishes—it is zero. |๐ด| = | 5 2×5 3 | = 2(5 × 3 − 5 × 3) = 0 2×3 By extension, if one row (column) is a linear combination of another row (column) or a linear combination any two rows (columns) the determinant vanishes. |๐ด| = | 5 5+5×๐ 6 |๐ต| = | 1 6+๐ |๐ต| = 6 | 3 | = 15 + 15๐ − 15 − 15๐ = 0 3+3×๐ 3 4 3 + 4๐ 4 3 + 4๐ 1 −2 | = 6|๐ถ11 | + 3|๐ถ12 | + |๐ถ13 | 1 − 2๐ −2 1 | + 3(−1) | 1 − 2๐ 6+๐ −2 1 |+| 1 − 2๐ 6+๐ 4 | 3 + 4๐ |๐ต| = 6(4 − 8๐ + 6 + 8๐) − 3(1 − 2๐ + 12 + 2๐) + (3 + 4๐ − 24 − 4๐) |๐ต| = 6(10) − 3(13) + (−21) = 0 6. The expansion of a determinant by alien cofactors yields a value of zero. 6 |๐ด| = |9 5 1 3 2 7 8| 4 Multiply the elements of the first row by the cofactors of the elements of second row. 3 ∑ ๐1๐ |๐ถ2๐ | = ๐11 |๐ถ21 | + ๐12 |๐ถ22 | + ๐13 |๐ถ23 | ๐=1 3 ∑ ๐1๐ |๐ถ2๐ | = 6(−1) | ๐=1 LN1—Matrix Algebra 1 2 7 6 |+| 4 5 7 6 | + 7(−1) | 4 5 1 | = −6(−10) − (11) − 7(7) = 0 2 Page 9 of 12 5.3.4. Criterion for Non-singularity of a Matrix—Non-vanishing Determinant As mentioned in Section 5.3.1.: In order for matrix ๐ด to be nonsingular all of its rows must be linearly independent. This means that none of the rows can be a linear combination of other rows. There you have it! If any row of the determinant of the coefficient matrix of system of linear equations is a linear combination of any two rows, or a multiple of any other row, the determinant vanishes, the matrix is singular and the inverse of the matrix does not exist. 5.4. How to Find the Inverse of Matrix A Let’s start with a (3 × 3) matrix: ๐11 ๐ด = [๐21 ๐31 1. ๐12 ๐22 ๐32 ๐13 ๐23 ] ๐33 Form the cofactor matrix by replacing each element by its cofactor. |๐ถ11 | ๐ถ = [|๐ถ21 | |๐ถ31 | 2. |๐ถ12 | |๐ถ22 | |๐ถ32 | |๐ถ13 | |๐ถ23 |] |๐ถ33 | Form the transpose of the cofactor matrix: ๐ถ′. This called the adjoint of matrix A and is donate by adj ๐ด. |๐ถ11 | ๐ถ = adj ๐ด = [|๐ถ12 | |๐ถ13 | ′ 3. |๐ถ21 | |๐ถ22 | |๐ถ23 | |๐ถ31 | |๐ถ32 |] |๐ถ33 | Pre multiply adj ๐ด by matrix ๐ด ๐11 ๐ด๐ถ′ = [๐21 ๐31 ๐12 ๐22 ๐32 ๐13 |๐ถ11 | ๐23 ] [|๐ถ12 | ๐33 |๐ถ13 | 3 |๐ถ21 | |๐ถ22 | |๐ถ23 | 3 |๐ถ31 | |๐ถ32 |] |๐ถ33 | 3 ∑ ๐1๐ |๐ถ1๐ | ∑ ๐1๐ |๐ถ2๐ | ∑ ๐1๐ |๐ถ3๐ | ๐=1 3 ๐=1 3 ๐=1 3 ∑ ๐2๐ |๐ถ2๐ | ∑ ๐2๐ |๐ถ3๐ | ๐=1 3 ๐=1 3 ∑ ๐3๐ |๐ถ2๐ | ∑ ๐3๐ |๐ถ3๐ | ] ๐=1 ๐ด๐ถ′ = ∑ ๐2๐ |๐ถ1๐ | ๐=1 3 ∑ ๐3๐ |๐ถ1๐ | [๐=1 ๐=1 Note that in the three elements of the principal diagonal of AC′ all are determinants of matrix ๐ด, and the other elements are expansions by alien cofactors and thus are all equal to zero. |๐ด| 0 ๐ด๐ถ′ = [ 0 |๐ด| 0 0 0 0] |๐ด| Now you can view ๐ด๐ถ′ as the identity matrix multiplied by the scalar |๐ด|. 1 ๐ด๐ถ ′ = |๐ด| [0 0 LN1—Matrix Algebra 0 1 0 0 0] = |๐ด|๐ผ 1 Page 10 of 12 ๐ด๐ถ ′ = |๐ด|๐ผ 4. Multiply both sides by the scalar 1⁄|๐ด|. ๐ด๐ถ′ =๐ผ |๐ด| or ๐ด ๐ถ′ =๐ผ |๐ด| Then pre multiply both sides by ๐ด−1 : ๐ด−1 ๐ด ๐ถ′ = ๐ด−1 ๐ผ |๐ด| ๐ถ′ = ๐ด−1 |๐ด| Now we have obtained the inverse of ๐ด ๐ด−1 = ๐ถ′ 1 = adj ๐ด |๐ด| |๐ด| Example 12 Find the inverse of the coefficient matrix from Example 1. Show each step. 6 ๐ด = [1 4 3 4 −1 1 −2] 5 The cofactor matrix is: 4 −2 | −1 5 3 1 ๐ถ = −| | −1 5 3 1 [ |4 −2| −2 | 5 6 1 | | 4 5 6 1 −| | 1 −2 | −| 1 4 1 4 6 −| 4 | 4 | −1 18 3 | = [−16 −1 −10 6 3 | |] 1 4 −13 26 13 −17 18] 21 Adjoint of A is: 18 ๐ถ ′ = [−13 −17 −16 26 18 −10 13] 21 Now pre multiply ๐ถ′ by ๐ด. 6 3 ๐ด๐ถ′ = [1 4 4 −1 1 18 −2] [−13 5 −17 52 0 ๐ด๐ถ′ = [ 0 52 0 0 −16 26 18 −10 13] 21 0 0] 52 The determinant of A is the element in the principal diagonal of ๐ด๐ถ′. |๐ด| = 52 LN1—Matrix Algebra Page 11 of 12 Thus, ๐ด−1 = 18 ๐ถ′ 1 = ( ) [−13 |๐ด| 52 −17 0.3462 ๐ด−1 = [−0.2500 −0.3269 −16 26 18 −0.3077 0.5000 0.3462 −10 13] 21 −0.1923 0.2500] 0.4038 You may check the result by applying the =MINVERSE command in Excel. . LN1—Matrix Algebra Page 12 of 12