Inverse of a matrix
Associate Prof. Pham Huu Anh Ngoc
International University
October 18, 2016
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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