Properties: For n = 1, the definition reduces to the multiplicative inverse (ab = ba = 1). If B is an inverse of A, then A is an inverse of B, i.e., A and B are inverses to each other. Example: ⇒ Example: Some matrices have no inverse, like O ∈ Rn×n and since Proof Suppose B and C are both inverses of A. Then Notation: The inverse of A, if exists, is denoted by A−1. Symbolically, the inverse may be used to solve matrix equations: Ax = b However, this method is computationally inefficient. 1 Example: ⇒ ⇒ then AT is also invertible, and (AT)−1 = (A−1)T. Proof (a) A−1 and A are the inverse to each other. (b) (AB)(B−1A−1) = A(BB−1)A−1 = AInA−1 = AA−1 = In; similarly, (B−1A−1) (AB) = In. (c) AT(A−1)T = (A−1A)T = (In)T = In ; similarly, (A−1)TAT = In . Definition. An n×n matrix E is called an elementary matrix if E can be obtained from In by a single elementary row operation. 1 0 0 1 0 0 1 0 0 Example : E1 = 0 0 1, E2 = 0 − 4 0, E3 = 0 1 0. 2 0 1 0 0 1 0 1 0 1 2 1 0 0 1 2 1 2 Example : A = 3 4 ⇒ E3 A = 0 1 0 3 4 = 3 4 . 5 6 2 0 1 5 6 7 10 2 0 0 1 0 0 1 1 0 0 −1 −1 Example : E = 0 0 1, E2 = 0 − 1 / 4 0, E3 = 0 1 0. − 2 0 1 0 0 1 0 0 1 −1 1 In general, if E ∈ Rn×n is an elementary matrix that corresponds to some elementary row operation, then E−1 is the elementary matrix that corresponds to the reverse elementary row operation. Proof ∃ Ek , Ek−1 , …, E1 such that Ek Ek−1L E1 A = R. P: invertible −1 −1 (P−1 = E1−1L Ek−1 Ek ) Equivalence of Ax = b and Rx = c (the reduced row echelon form), an analytical proof: ∃ an invertible P such that P[ A b ] = [ PA Pb ] = [ R c ] ⇒ PA = R, Pb = c or A = P−1R, b = P−1c ⇒ Av = b implies Rv = (PA)v = P(Av) = Pb = c and Ru = c implies Au = (P−1R)u = P−1(Ru) = P−1c = b Definition. For a matrix A, a linear relationship among the columns of A is an equation in which each side of the equation is either 0 or a linear combination of one or more columns of A. Example: or or 3 Thus a linear relationship among the columns of A can be expressed as Av = 0 for some vector v. Linear Correspondence Property: A certain linear relationship among the columns of A holds if and only if the same linear relationship holds among the same columns of R, the reduced row echelon form of A. Proof Av = 0 ⇔ P−1Rv = 0 ⇔ Rv = 0. Corollary: pivot columns 4 Uniqueness of the reduced row echelon form of a matrix: Let A ∈ Rm×n and R be a reduced row echelon form of A. Claim I: Contents and positions of the pivot columns of R are uniquely determined by A. Proof By the Property (b) of R, the contents of the pivot columns of R are fixed (e1, e2, … in Rm). Suppose ri is a pivot column of R. Then Property (a) of R and Corollaries 1, 3 of the Linear Correspondence Property imply ai ≠ 0 and ai is not a linear combination of the preceding columns of A. ⇒ Positions of the pivot columns of R are uniquely determined by positions of A’s nonzero columns that are not linear combinations of the preceding columns. Claim II: The non-pivot columns of R are uniquely determined by A. Proof Suppose rn = e1, rn = e2, …, rn = ek are the pivot columns of R, and rj is a non-pivot column of R. ⇒ rn , rn , …, rn are L.I. and rj = c1rn + c2rn + L + ckrn for some c1, c2, …, ck. 1 1 2 2 k k 1 2 k ⇒ By the Linear Correspondence Property and its Corollary 2 an , an , …, an are L.I. and aj = c1an + c2an + L + ckan Thus c1, c2, …, ck and rj are uniquely determined by A. 1 2 k 1 2 k Proof With the above notations and by the definition of the pivot columns of A, an , an , …, an are the pivot columns of A. 1 2 k 5