Lecture 8: Properties of Inverse Matrices Not all matrices have inverse matrices! The following 2x2 matrix does not have an inverse because one cannot find the first column of the inverse Ab1 = e1. 1 1 1 A= and e1 = 2 2 0 1 1 b11 1 2 2 b = 0 21 Or , 1b11 + 1b21 = 1 and 2b11 + 2b21 = 0. Then b11 = −b21 , and the first equation gives 1(−b21 ) + 1b21 = 1 0 = 1, a contradiction ! If A does have an inverse, then it can be used to solve Ax = d where x = A-1d. The proof of this is very simple and makes use of the associative property of a matrix product and the definition of an inverse matrix: A(A-1d) = (A A-1)d = I d = d. Some other properties are given in Proposition 4. Proposition 4. Let A, A1 and A2 be nxn matrices. 1. If A-1 = B, then A(col k of B) = ek. 2. If A has an inverse matrix, then there is only one inverse matrix. 3. If A1 and A2 have inverses, then A1A2 has an inverse and (A1A2)-1= A2-1 A1-1. 4. If A has an inverse, then x = A-1d is the solution of Ax = d and this is the only solution. 5. The following are equivalent: (i). A has an inverse. (ii). det(A) is not zero. (iii). Ax = 0 implies x = 0. Let B1 and B2 be inverses of A so that AB1 = I and AB2 = I. Proof of 2. Subtract these two equations to get AB1 – AB2 = I – I = 0 A(B1 – B2) = 0 A-1(A(B1 – B2)) = A-1 0 (A-1A)(B1 – B2) = 0 (I)(B1 – B2) = 0 (B1 – B2) = 0 So, B1 = B2. Let A1 and A2 have inverses. Proof of 3. We must show (A1A2)-1(A1A2) = I and (A1A2)(A1A2)-1 = I. (A1A2)-1(A1A2) = (A2-1A1-1)(A1A2) = A2-1(A1-1(A1A2) ) = A2-1((A1-1A1)A2) = A2-1((I)A2) = A2-1A2 =I Proof of 5. This will have to wait for a more detailed course on matrix algebra. Example of Property 3 in Proposition 4. Find the inverse matrix of 4 0 0 4 0 0 1 0 0 A = −4 2 0 = 0 2 0 −2 1 0 = A1 A2 0 0 1 0 0 1 0 0 1 A1 is a diagonal matrix with an inverse 1/ 4 0 0 A = 0 1/ 2 0 . 0 0 1 −1 1 A2 is an elementary matrix with an inverse 1 0 0 A = 2 1 0 . 0 0 1 1 0 0 1/ 4 0 0 1/ 4 0 0 −1 −1 −1 So, A = A2 A1 = 2 1 0 0 1/ 2 0 = 2 / 4 1/ 2 0 . 0 0 1 0 0 1 0 0 1 −1 2 Application of the Two-loop Circuit. 1 i1 0 1 −1 R 0 − R3 i2 = E1 . 1 0 − R2 − R3 i3 E2 Let R1 = 1, R2 = 2, R3 = 3, E1 = 10 and E2 = 20. Ax = d 1 −1 1 x1 0 1 0 −3 x = 10 . 2 0 −2 −3 x3 20 −1 x1 1 −1 1 0 x = 1 0 −3 10 2 x3 0 −2 −3 20 6 /11 5 /11 −3 /11 0 = −3 /11 3 /11 −4 /11 10 2 /11 −2 /11 −1/11 20 −10 /11 = −50 /11 . −40 /11 Block Gauss Elimination and Inverse Matrices. Often an nxn matrix A is broken into blocks of matrices. This is done either to reflect substructures of a model or to accommodate memory hierarchy of a computer. Consider the following 2x2 block representation where A11 is n1xn1, A22 is n2xn2 and n = n1 + n2. A A = 11 A21 A12 and A22 A11 A 21 A12 x1 d1 = A22 x2 d 2 If A11 has an inverse, then we can use a block elementary matrix to zero the 21-block. 0 A11 A12 x1 I1 I1 = − A A−1 I A A22 x2 − A21 A11−1 21 11 2 21 A11 A12 x1 d1 where = ˆ x2 dˆ 0 A 22 2 Aˆ = A − A A−1 A 22 22 21 11 0 d1 I 2 d 2 12 −1 21 11 1 dˆ2 = d 2 − A A d If both A11and Aˆ 22 = A22 − A21 A11−1 A12 have inverses, the block backward substitution step can be executed −1 x = Aˆ dˆ 2 22 2 −1 11 x1 = A (d1 − A12 x2 ). Examples of this can be found in the Matlab demo blockg_el.m Homework. 1. In the proof of part 3 in Proposition 4 prove the other equality. 2. In part 4 of Proposition 4 prove there is only one solution. 3. In part 5 in Proposition prove (i) implies (iii). 4. Use the inverse matrix to solve 1 3 5 x1 3 0 2 1 x = 4 . 2 2 2 0 x3 5 5. Use property 3 to find the inverse of 1 0 0 1 0 0 1 0 0 0 2 0 = 0 2 0 0 1 0 . 6 0 3 0 0 3 2 0 1