Matrix inversion gives a method for solving some systems of equations. Suppose
is a system of n linear equations in n variables. Write
The system can then be written in matrix form:
(One reason for using matrix notation is that it saves writing!) If A
has an inverse
, I can multiply both sides by
:
I've solved for the vectors x of unknowns.
Since not every matrix has an inverse, it's important to know:
I'll discuss these questions in this section.
Definition. An elementary matrix is a matrix which represents an elementary row operation. ("Represents" means that multiplying on the left by the elementary matrix performs the row operation.)
In the pictures below, the elements that are not shown are the same as those in the identity matrix.
interchanges rows i and j.
multiplies row i by a.
replaces row i with row i plus a times row j.
Their inverses are the elementary matrices
respectively. Multiplication by the first matrix swaps rows i and j. Multiplication by the second matrix divides row i by a. Multiplication by the third matrix subtracts a times row j from row i. These operations are the inverses of the operations implemented by the original matrices.
Example. Multiplying on the left by
The inverse
Multiplying on the left by
The inverse
Multiplying on the left by
The inverse
Definition. Matrices A and B are row equivalent if A can be transformed to B by a finite sequence of elementary row operations.
Remark. Since row operations may be
implemented by multiplying by elementary matrices, A and B are row
equivalent if and only if there are elementary matrices
,
...,
such that
Lemma. Row equivalence is an equivalence relation.
Proof. I have to show three things:
(a) is obvious, since I can row reduce a matrix to itself by performing the identity row operation.
For (b), suppose A row reduces to B. Write
where
, ...
are elementary matrices. Then
Since the inverse of an elementary matrix is an elementary matrix, it follows that B row reduces to A.
It remains to prove (c). If A row reduces to B and B row reduces to
C, then there are elementary matrices
, ...,
,
, ...,
such that
Then
so A row reduces to C.
Therefore, row equivalence is an equivalence relation.
Definition. An
matrix A is invertible if there is an
matrix B such
that
, where I is the
identity matrix.
Notation. If A is a square matrix, then
(where
for
only makes sense if A is invertible.
The usual rules for powers hold:
Example. Let
Compute
and
.
Using the formula for the inverse of a
matrix,
Therefore,
Proposition.
Proof. (a) The inverse of
is
the thing which, when multiplied by
, gives the identity I.
Now
Since
gives the identity when multiplied by
,
must be the inverse of
--- that is,
.
(b) The inverse of
is the thing which, when
multiplied by
, give the identity I. Now
Since
gives the identity when multiplied by
,
must be the inverse of
--- that is,
.
Remark. Look over the proofs of the two parts of the last proposition and be sure you understand why the computations proved the things that were to be proved. The idea is that the inverse of a matrix is defined by a property, not by appearance. By analogy, it is like the difference between the set of mathematicians (a set defined by a property) and the set of people with purple hair (a set defined by appearance).
A matrix B is the inverse of a matrix A if it has the
property that multiplying B by A (in both orders) gives the
identity I. So to check whether a matrix B really is the
inverse of A, you multiply B by A (in both orders) any see whether
you get I.
Example. Solve the following matrix equation for X, assuming that A and B are invertible:
Notice that I can multiply both sides of a matrix equation by the
same thing, but I must multiply on the same side of both
sides. The reason I have to be careful is that in general,
--- matrix multiplication is not commutative.
Example. Note that
. In fact, if A and B are invertible,
need not be invertible. For example, if
then A and B are invertible --- each is its own inverse.
But
which is not invertible.
Theorem. Let A be an
matrix. The following are equivalent:
has only the trivial solution
.
has a unique solution.
Proof. When you are trying to prove several statements are equivalent, you must prove that if you assume any one of the statements, you can prove any of the others. I can do this here by proving that (a) implies (b), (b) implies (c), (c) implies (d), (d) implies (e), and (e) implies (a).
(a)
(b): Let
be elementary matrices which
row reduce A to I:
Then
Since the inverse of an elementary matrix is an elementary matrix, A is a product of elementary matrices.
(b)
(c): Write A as a product of elementary matrices:
Now
Hence,
(c)
(d): Suppose A is invertible. The system
has at least one solution, namely
.
Moreover, if y is any other solution, then
That is, 0 is the one and only solution to the system.
(d)
(e): Suppose the only solution to
is
. If
, this means that row reducing the
augmented matrix
Ignoring the last column (which never changes), this means there is a
sequence of row operations
, ...,
which reduces A to the
identity I --- that is, A is row equivalent to I. (I've actually
proved (d)
(a) at this point.)
Let
be an arbitrary
n-dimensional vector. Then
Thus,
is a solution.
Suppose y is another solution to
. Then
Therefore,
is a solution to
. But the only solution to
is 0, so
, or
. Thus,
is the unique solution to
.
(e)
(a): Suppose
has a unique solution for every b.
As a special case,
has a unique solution (namely
). But arguing as I did in (d)
(e), I can show
that A row reduces to I, and that is (a).
Example. ( Writing an invertible matrix as a product of elementary matrices) If A is invertible, the theorem implies that A can be written as a product of elementary matrices. To do this, row reduce A to the identity, keeping track of the row operations you're using. Write each row operation as an elementary matrix, and express the row reduction as a matrix multiplication. Finally, solve the resulting equation for A.
For example, suppose
Row reduce A to I:
Represent each row operation as an elementary matrix:
Write the row reduction as a matrix multiplication. A must be multiplied on the left by the elementary matrices in the order in which the operations were performed.
Now solve for A, being careful to get the inverses in the right order:
Finally, write each inverse as an elementary matrix.
Corollary. If A and B are
matrices and
, then
and
.
Proof. Suppose A and B are
matrices and
. The system
certainly has
as a solution. I'll show it's the only
solution.
Suppose y is another solution, so
Multiply both sides by A and simplify:
Thus, 0 is a solution, and it's the solution.
Thus, B satisfies condition (d) of the Theorem. Since the five
conditions are equivalent, B also satisfies condition (c), so B is
invertible. Let
be the inverse of B. Then
This proves the first part of the Corollary. Finally,
This finishes the proof.
Remark. This result shows that if you're
checking that two square matrices A and B are inverses by multiplying
to get the identity, you only need to check
---
is then automatic.
Algorithm. The proof provides an algorithm for inverting a matrix A.
If
are elementary matrices which row reduce A
to I, then
Then
That is, the row operations which reduce A to the identity also
transform the identity into
.
Example. To invert
form the augmented matrix
Next, row reduce the augmented matrix. The row operations are entirely determined by the block on the left, which is the original matrix. The row operations turn the left block into the identity, while simultaneously turning the identity on the right into the inverse.
Thus,
Example. ( Inverting a
matrix over
) Find the inverse of the following
matrix over
:
Therefore,
Proposition. Let F be a field, and let
be a system of linear equations over F. Then:
Proof. Suppose the system has more than one
solution. I must show that there are infinitely many solutions if F
is infinite, or at least
solutions if F is a finite field
with
elements.
Suppose then that there is more than one solution. Let
and
be distinct solutions to
, so
Note that
Since
,
is a nontrivial solution to
the system
. Now if
,
Thus,
is a solution to
. Moreover, the
only way two solutions of the form
can be
the same is if they have the same t. For
Now
implies
, a contradiction. Therefore,
, so
.
Thus, different t's give different
's,
each of which is a solution to the system.
If F has infinitely many elements, there are infinitely many possibilities for t, so there are infinitely many solutions.
If F has
elements, there are
possibilities for t,
so there are at least
solutions. (Note that there may be
solutions which are not of the form
, so
there may be more than
solutions. In fact, I'll be able to show
later than the number of solutions will be some power of
.)
Example. Since
is an infinite
field, a system of linear equations over
has no solutions,
exactly one solution, or infinitely many solutions.
Since
is a field with 3 elements, a system of linear
equations over
has no solutions, exactly one solution, or
at least 3 solutions. (And I'll see later that if there's more than
one solution, then there might be 3 solutions, 9 solutions, 27
solutions, ....)
Send comments about this page to: Bruce.Ikenaga@millersville.edu.
Copyright 2008 by Bruce Ikenaga