WTW 164
Unit 1.5: The inverse of a
square matrix (part 1)
Dr HR (Maya) Thackeray
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Reciprocals and systems of linear equations
To solve the linear equation 3x = 12, we multiply by 3–1 to get
x = (3–1)(3x) = (3–1)(12) = 4.
A system of linear equations is given by Ax = b, where A is a matrix and
x and b are column vectors.
Can we multiply by A–1 to get x = A–1Ax = A–1b, where A–1A “acts like 1”?
We would then want Ax = AA–1b = b, so AA–1 should also “act like 1”.
If A is square, then sometimes we can do this.
(Notice that if we can do this, then we get a unique solution!)
Inverses
Let A be an n by n matrix.
A is called invertible, or nonsingular, if there is an n by n matrix B such
that AB = BA = In, where In is the n by n identity matrix. In this case, such
a B is unique, it is written A–1, and it is called the inverse of A.
If A is not invertible, then it is called noninvertible or singular.
We do not write “1/A”: we cannot divide the number 1 by a matrix.
Example of an inverse
The matrix A = has the inverse A–1 = : we have
= = and
==,
so AA–1 = A–1A = I.
Note that A–1 is not (we do not divide 1 by each entry).
How to find the inverse: Gauss-Jordan
Take an n by n matrix A. We want to find A–1 if it exists.
Suppose A–1 = [x.1 | x.2 | … | x.n]. The equation AA–1 = In is equivalent to
A[x.1 | x.2 | … | x.n] = [e1 | e2 | … | en] (where ej is the jth unit vector).
We want to solve the n linear systems given by Ax.j = ej.
These systems have the augmented matrix [A | In].
Apply Gauss-Jordan elimination to this augmented matrix.
(A is converted to reduced row-echelon form; each elementary row operation
applied to A is also applied to the matrix on the right side.)
If the result is [In | B], then A–1 exists and A–1 = B; otherwise, A is singular.
We illustrate the process through an example.
Example
We find the inverse of .
R3 R3 + 3R2
Example (continued)
R1 R1 R2
The inverse of exists and is equal to .
Solving systems and finding inverses
• If we want to solve Ax = b and we know A–1, then we can multiply by A–1
on the left to get A–1Ax = A–1b, so Ix = A–1b, so x = A–1b. This does satisfy
Ax = b, because AA–1b = Ib = b.
• If we don’t know A–1, then finding it via Gauss-Jordan elimination on [A
| I] takes more work than solving Ax = b by applying Gauss-Jordan
elimination to [A | b]. (The same operations are done on A; the right
side of [A | I] is larger than that of [A | b].)
• Therefore, if all we want is to solve Ax = b, using Gaussian or Gauss-
Jordan elimination on [A | b] is more efficient than finding A–1 and then
multiplying Ax = b by A–1. (Indeed, if A is not invertible, then we cannot
find A–1 anyway.)
Square coefficient matrices:
Unique Solution Theorem, version 2
Theorem. Suppose that A is an n by n matrix. The following statements
are equivalent (that is, all are true or all are false).
1. For every n by 1 column vector b, the equation Ax = b has a unique
solution x.
2. A is row equivalent to an upper-triangular matrix in which all
diagonal entries are nonzero.
3. The only solution of Ax = 0 is x = 0.
4. A is invertible.