Matrix Inversion
V. Bardis
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Let matrix A be n x n and suppose that |A| ≠ 0. Then (and only then) there exists a matrix denoted by A and
called the inverse (matrix) of A such that
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A A = In and A A = In
where In is the identity matrix of dimension n x n.
Note: * Only square matrices have an inverse matrix.
* Even if a matrix is square, it need not have an inverse matrix. The inverse matrix exists
if and only if the determinant of the matrix is not equal to zero.
* A matrix with non-zero determinant is called `non-singular' and
a matrix whose determinat is equal to zero is called `singular'.
Therefore, the inverse of a matrix exists if and only if the matrix is non-singular.
Properties of Matrix Inversion: Given A and B are non-singular matrices and scalar k≠ 0, the following hold:
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1. (A-1 ) = A
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2. (A B ) = B A
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3. (A') = (A-1 )'
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4. (k A) = (1/k) A
They following statements can be proved.
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(1) A A = In <=> |A| ≠ 0.
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(2) A A = In <=> A A = In
We will prove statement (1) because its proof is instructive.
Examples: