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Matrix Inversion Explained with Examples

The document discusses the concept of the inverse of a matrix, defining an invertible matrix and providing examples of how to find the inverse using elementary row operations. It states that a square matrix is invertible if its determinant is non-zero and outlines properties of matrix inverses. The document also includes specific examples and theorems related to matrix inverses.

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0% found this document useful (0 votes)
8 views36 pages

Matrix Inversion Explained with Examples

The document discusses the concept of the inverse of a matrix, defining an invertible matrix and providing examples of how to find the inverse using elementary row operations. It states that a square matrix is invertible if its determinant is non-zero and outlines properties of matrix inverses. The document also includes specific examples and theorems related to matrix inverses.

Uploaded by

An Nguyen
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Inverse of a matrix

Associate Prof. Pham Huu Anh Ngoc


International University

October 18, 2016

Return
Transpose of a Matrix
Invertible matrix

An n-by-n (square) matrix A is called invertible or nonsingular, if there


exists an n-by-n matrix B such that

AB = BA = In

where In denotes the n-by-n identity matrix and the multiplication used
is ordinary matrix multiplication.

The matrix B is uniquely determined by A and is called the inverse of A,


denoted by A−1 . Thus,

AA−1 = A−1 A = In .
Invertible matrix

An n-by-n (square) matrix A is called invertible or nonsingular, if there


exists an n-by-n matrix B such that

AB = BA = In

where In denotes the n-by-n identity matrix and the multiplication used
is ordinary matrix multiplication.

The matrix B is uniquely determined by A and is called the inverse of A,


denoted by A−1 . Thus,

AA−1 = A−1 A = In .
Example
We have
     
2 0 0 1/2 0 0 1/2 0 0 2 0 0
 0 3 0  0 1/3 0  =  0 1/3 0   0 3 0 
0 0 1 0 0 1 0 0 1 0 0 1
 
1 0 0
= 0 1 0 
0 0 1
   
2 0 0 1/2 0 0
Thus  0 3 0  is invertible and its inverse is  0 1/3 0  .
0 0 1 0 0 1
That is,  −1  
2 0 0 1/2 0 0
 0 3 0  = 0 1/3 0 
0 0 1 0 0 1
Example
We have
     
2 0 0 1/2 0 0 1/2 0 0 2 0 0
 0 3 0  0 1/3 0  =  0 1/3 0   0 3 0 
0 0 1 0 0 1 0 0 1 0 0 1
 
1 0 0
= 0 1 0 
0 0 1
   
2 0 0 1/2 0 0
Thus  0 3 0  is invertible and its inverse is  0 1/3 0  .
0 0 1 0 0 1
That is,  −1  
2 0 0 1/2 0 0
 0 3 0  = 0 1/3 0 
0 0 1 0 0 1
Example
We have
     
2 0 0 1/2 0 0 1/2 0 0 2 0 0
 0 3 0  0 1/3 0  =  0 1/3 0   0 3 0 
0 0 1 0 0 1 0 0 1 0 0 1
 
1 0 0
= 0 1 0 
0 0 1
   
2 0 0 1/2 0 0
Thus  0 3 0  is invertible and its inverse is  0 1/3 0  .
0 0 1 0 0 1
That is,  −1  
2 0 0 1/2 0 0
 0 3 0  = 0 1/3 0 
0 0 1 0 0 1
Example
We have
     
2 0 0 1/2 0 0 1/2 0 0 2 0 0
 0 3 0  0 1/3 0  =  0 1/3 0   0 3 0 
0 0 1 0 0 1 0 0 1 0 0 1
 
1 0 0
= 0 1 0 
0 0 1
   
2 0 0 1/2 0 0
Thus  0 3 0  is invertible and its inverse is  0 1/3 0  .
0 0 1 0 0 1
That is,  −1  
2 0 0 1/2 0 0
 0 3 0  = 0 1/3 0 
0 0 1 0 0 1
Example

Let    
2 1 1/2 −1/6
A := ; B :=
0 3 0 1/3
Note that
    
2 1 1/2 −1/6 1 0
AB = =
0 3 0 1/3 0 1
    
1/2 −1/6 2 1 1 0
BA = = .
0 1/3 0 3 0 1

Thus, A is invertible and


 −1  
−1 2 1 1/2 −1/6
A = = = B.
0 3 0 1/3
Example

Let    
2 1 1/2 −1/6
A := ; B :=
0 3 0 1/3
Note that
    
2 1 1/2 −1/6 1 0
AB = =
0 3 0 1/3 0 1
    
1/2 −1/6 2 1 1 0
BA = = .
0 1/3 0 3 0 1

Thus, A is invertible and


 −1  
−1 2 1 1/2 −1/6
A = = = B.
0 3 0 1/3
Example

Let    
2 1 1/2 −1/6
A := ; B :=
0 3 0 1/3
Note that
    
2 1 1/2 −1/6 1 0
AB = =
0 3 0 1/3 0 1
    
1/2 −1/6 2 1 1 0
BA = = .
0 1/3 0 3 0 1

Thus, A is invertible and


 −1  
−1 2 1 1/2 −1/6
A = = = B.
0 3 0 1/3
When is a square matrix invertible?

Theorem: The matrix A ∈ Rn×n is invertible if and only if det A 6= 0.

Example:
When is a square matrix invertible?

Theorem: The matrix A ∈ Rn×n is invertible if and only if det A 6= 0.

Example:
Example

Let  
2 1
A := ;
0 3

Note that det A = 6 and thus A is invertible.


   
1 3 −1 1/2 −1/6
A−1 = = .
6 0 2 0 1/3
Example

Let  
2 1
A := ;
0 3

Note that det A = 6 and thus A is invertible.


   
1 3 −1 1/2 −1/6
A−1 = = .
6 0 2 0 1/3
Properties of inverses

(i) The inverse of an n-by-n matrix is unique (if it exists). That is,

AB = BA = In and AC = CA = In =⇒ B = C.

(Here A, B, C are n-by-n matrices)

(ii) Let A and B be n-by-n matrices. If A and B are invertible then AB is


invertible and
(AB)−1 = B−1 A−1 .

(iii) Let A be an n-by-n matrix. If A is invertible then AT is invertible and

(AT )−1 = (A−1 )T .

Here AT is the transpose matrix of A.


Finding the inverse of an invertible matrix

Elementary row operations on a matrix


(a) Add a multiple of one row to another
(b) Interchange two rows
(c) Multiply a row by a nonzero constant.

Theorem
If the sequence of elementary operations e1 , e2 , ..., ek reduces an n-by-n
matrix A to the identity matrix In , then e1 , e2 , ..., ek converts In into A−1 .
Find the inverse of the matrix
 
2 1
0 3

Solution:
 
2 1 : 1 0
(−1/3)R2 + R1 ,→ R1
0 3 : 0 1
 
2 0 : 1 −1/3
(1/2)R1 ,→ R1 ; (1/3)R2 ,→ R2
0 3 : 0 1
 
1 0 : 1/2 −1/6
0 1 : 0 1/3
Thus,  −1  
2 1 1/2 −1/6
= .
0 3 0 1/3
Find the inverse of the matrix
 
2 1
0 3

Solution:
 
2 1 : 1 0
(−1/3)R2 + R1 ,→ R1
0 3 : 0 1
 
2 0 : 1 −1/3
(1/2)R1 ,→ R1 ; (1/3)R2 ,→ R2
0 3 : 0 1
 
1 0 : 1/2 −1/6
0 1 : 0 1/3
Thus,  −1  
2 1 1/2 −1/6
= .
0 3 0 1/3
Find the inverse of the matrix
 
2 1
0 3

Solution:
 
2 1 : 1 0
(−1/3)R2 + R1 ,→ R1
0 3 : 0 1
 
2 0 : 1 −1/3
(1/2)R1 ,→ R1 ; (1/3)R2 ,→ R2
0 3 : 0 1
 
1 0 : 1/2 −1/6
0 1 : 0 1/3
Thus,  −1  
2 1 1/2 −1/6
= .
0 3 0 1/3
Find the inverse of the matrix
 
2 1
0 3

Solution:
 
2 1 : 1 0
(−1/3)R2 + R1 ,→ R1
0 3 : 0 1
 
2 0 : 1 −1/3
(1/2)R1 ,→ R1 ; (1/3)R2 ,→ R2
0 3 : 0 1
 
1 0 : 1/2 −1/6
0 1 : 0 1/3
Thus,  −1  
2 1 1/2 −1/6
= .
0 3 0 1/3
Find the inverse of the matrix
 
2 1
0 3

Solution:
 
2 1 : 1 0
(−1/3)R2 + R1 ,→ R1
0 3 : 0 1
 
2 0 : 1 −1/3
(1/2)R1 ,→ R1 ; (1/3)R2 ,→ R2
0 3 : 0 1
 
1 0 : 1/2 −1/6
0 1 : 0 1/3
Thus,  −1  
2 1 1/2 −1/6
= .
0 3 0 1/3
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
Find the inverse of the matrix
 
2 1 0
 −4 −1 −3 
3 1 3

Solution:
 
2 1 0 : 1 0 0
 −4 −1 −3 : 0 1 0  2R1 + R2 ,→ R2 ; (−3/2)R1 + R3 ,→ R3
3 1 3 : 0 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  (1/2)R2 + R3 ,→ R3 ;
0 −1/2 3 : −3/2 0 1
 
2 1 0 : 1 0 0
 0 1 −3 : 2 1 0  2R3 + R2 ,→ R2
0 0 3/2 : −1/2 1/2 1
 
2 1 0 : 1 0 0
 0 1 0 : 1 2 2  −R2 + R1 ,→ R1
0 0 3/2 : −1/2 1/2 1
 
2 0 0 : 0 −2 −2
 0 1 0 : 1 2 2  (1/2)R1 ,→ R1 ; (2/3)R3 ,→ R3
0 0 3/2 : −1/2 1/2 1
 
1 0 0 :0 −1 −1
 0 1 0 :1 2 2 .
0 0 1 : −1/3 1/3 2/3
Therefore,
 −1  
2 1 0 0 −1 −1
 −4 −1 −3  =  1 2 2 
3 1 3 −1/3 1/3 23
 
2 0 0 : 0 −2 −2
 0 1 0 : 1 2 2  (1/2)R1 ,→ R1 ; (2/3)R3 ,→ R3
0 0 3/2 : −1/2 1/2 1
 
1 0 0 :0 −1 −1
 0 1 0 :1 2 2 .
0 0 1 : −1/3 1/3 2/3
Therefore,
 −1  
2 1 0 0 −1 −1
 −4 −1 −3  =  1 2 2 
3 1 3 −1/3 1/3 23
Example: Solve the following system

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