# Matrix Inverse and Determinants

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1 DM554 Linear and Integer Programming Lecture 5 and Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark

2 Outline and Cramer s rule 2

3 Outline and Cramer s rule 3

4 Elementary matrix Definition (Elementary matrix) An elementary matrix, E, is an n n matrix obtained by doing exactly one row operation on the n n identity matrix, I Example:

5 1 2 4 B = ii i I = ii i = E E 1 B = =

6 The three elementary row operations are trivially invertible Theorem Any elementary matrix is invertible, and the inverse is also an elementary matrix E 1 B = = E 1 1 (E 1 B) = =

7 Row equivalence To be an equivalence relation a relation must satisfy three properties: reflexive: A B symmetric: A B = B A transitive: A B and B C = A C Definition (Row equivalence) If two matrices A and B are m n matrices, we say that A is row equivalent to B if and only if there is a sequence of elementary row operations to transform A to B Theorem Every matrix is row equivalent to a matrix in reduced row echelon form 7

8 Invertible Matrices Theorem If A is an n n matrix, then the following statements are equivalent: 1 A 1 exists 2 Ax = b has a unique solution for any b R n 3 Ax = 0 only has the trivial solution, x = 0 4 The reduced row echelon form of A is I Proof: (1) = (2) = (3) = (4) = (1) (1) = (2) A 1 Ax = A 1 b = I x = A 1 b = x = A 1 b hence x = A 1 b is a solution and it is unique, indeed: A(A 1 b) = (AA 1 )b = I b = b, b (2) = (3) If Ax = b has a unique solution for all b R n, then this is true for b = 0 The unique solution of Ax = 0 must be the trivial solution, x = 0 8

9 (3) = (4) then in the reduced row echelon form of A there are no non-leading (free) variables and there is a leading one in every column hence also a leading one in every row (because A is square and in RREF) hence it can only be the identity matrix (4) = (1) sequence of row operations and elementary matrices E 1,, E r that reduce A to I ie, E r E r 1 E 1 A = I Each elementary matrix has an inverse hence multiplying repeatedly on the left by Er 1, E 1 r 1 : A = E 1 1 E 1 r 1 E r 1 I hence, A is a product of invertible matrices hence invertible (Recall that B 1 A 1 = (AB) 1 ) 9

10 Outline and Cramer s rule 10

11 via Row Operations We saw that: A = E 1 1 E 1 r 1 E r 1 taking the inverse of both sides: Hence: A 1 = (E 1 1 E 1 I r 1 E r 1 ) 1 = E r E 1 = E r E 1 I if E r E r 1 E E 1 A = I then A 1 = E r E r 1 E 1 I Method: Construct [A I ] Use row operations to reduce this to [I B] If this is not possible then the matrix is not invertible If it is possible then B = A 1 11

12 Example A = iii 2ii [A I ] = i 2ii A 1 = i 4iii ii 2iii Verify by checking AA 1 = I and A 1 A = I What would happen if the matrix is not invertible? iii+i ii i

13 Verifying an Inverse Theorem If A and B are n n matrices and AB = I, then A and B are each invertible matrices, and A = B 1 and B = A 1 Proof: show that Bx = 0 has unique solution x = 0, then B is invertible Bx = 0 = A(Bx) = A0 = (AB)x = 0 AB=I = I x = 0 = x = 0 So B 1 exists for the previous theorem Hence: AB = I = (AB)B 1 = IB 1 = A(BB 1 ) = B 1 = A = B 1 So A is the inverse of B, and therefore also invertible and A 1 = (B 1 ) 1 = B 13

14 Outline and Cramer s rule 14

15 The determinant of a matrix A is a particular number associated with A, written A or det(a), that tells whether the matrix A is invertible For the 2 2 case: [ ] a b 1 0 [A I ] = c d 0 1 [ ] (1/a)R 1 1 b/a 1/a 0 c d 0 1 [ ] R 2 cr 1 1 b/a 1/a 0 0 d cb/a c/a 1 Hence A 1 exists if and only if ad bc 0 hence, for a 2 2 matrix the determinant is [ ] a b = c d a b c d = ad bc [ ] ar 2 1 b/a 1/a 0 0 (ad bc) c a 15

16 The extension to n n matrices is done recursively Definition (Minor) For an n n matrix the (i, j) minor of A, denoted by M ij, is the determinant of the (n 1) (n 1) matrix obtained by removing the ith row and the jth column of A Definition (Cofactor) The (i, j) cofactor of a matrix A is C ij = ( 1) i+j M ij Definition (Cofactor Expansion of A by row one) The determinant of an n n matrix is given by a 11 a 12 a 1n a 21 a 22 a 2n A = = a 11 C 11 + a 12 C a 1n C 1n a n1 a n2 a nn

17 Example A = A = 1C C C 13 = = 1( 3) 2(1) + 3(13) = 34 Theorem If A is an n n matrix, then the determinant of A can be computed by multiplying the entries of any row (or column) by their cofactors and summing the resulting products: A =a i1 C i1 + a i2 C i2 + + a in C in (cofactor expansion by row i) A =a 1j C 1j + a 2j C 2j + + a nj C nj (cofactor expansion by column j) 17

18 A mnemonic rule for the 3 3 matrix determinant: the rule of Sarrus A = + a 11a 22a 33 + a 12a 23a 31 + a 13a 21a 32 a 11a 23a 32 a 12a 21a 33 a 13a 22a 31 Verify the rule: from the conditions of existence of an inverse as a consequence of the general recursive rule for the determinants 18

19 Geometric interpretation 2 2 The area of the parallelogram is the absolute value of the determinant of the matrix formed by the vectors representing the parallelogram s sides 3 3 The volume of this parallelepiped is the absolute value of the determinant of the matrix formed by the rows constructed from the vectors r1, r2, and r3 19

20 Properties of Let A be an n n matrix, then it follows from the previous theorem: 1 A T = A 2 If a row of A consists entirely of zeros, then A = 0 3 If A contains two rows which are equal, then A = 0 A = a b a b = ab ab = 0 a b c A = d e f a b c = d b c b c + e a c a c f a b a b = For 1 we can substitute row with column in 2, 3, 4 20

21 4 If the cofactors of one row are multiplied by the entries of a different row and added, then the result is 0 That is, if i j, then a j1 C i1 + a j2 C i2 + + a jn C in = 0 a i1 a i2 a in ith A = a j1 a j2 a jn a j1 a j2 a jn ith B = a j1 a j2 a jn A = a i1 C i1 + a i2 C i2 + + a in C in B = a j1 C i1 + a j2 C i2 + + a jn C in = 0 21

22 5 If A = (a ij ) and if each entry of one of the rows, say row i, can be expressed as a sum of two numbers, a ij = b ij + c ij for i j n, then A = B + C, where B is the matrix A with row i replaced by b i1, b i2,, b in and C is the matrix A with row i replaced by c i1, c i2,, c in a b c A = d + p e + q f + r g h i = a b c d e f g h i + a b c p q r = B + C g h i 22

23 Triangular Matrices Definition (Triangular Matrices) An n n matrix is said to be upper triangular if a ij = 0 for i > j and lower triangular if a ij = 0 for i < j Also A is said to be triangular if it is either upper triangular or lower triangular a 11 a 12 a 1n 0 a 22 a 2n 0 0 a nn a a 21 a 22 0 a n1 a n2 a nn Definition (Diagonal Matrices) An n n matrix is diagonal if a ij = 0 whenever i j a a a nn 23

24 Determinant using row operations Which row or column would you choose for the cofactor expansion in this case: a 11 a 12 a 1n 0 a 22 a 2n a 22 a 2n A =? = a 11 = a 11 a 22 a nn 0 0 a nn 0 a nn if A is upper/lower triangular or diagonal, then A = a 11 a 22 a nn Idea: a square matrix in REF is upper triangular What is the effect of row operations on the determinant? 24

25 RO1 multiply a row by a non-zero constant a 11 a 12 a 1n a 11 a 12 a 1n a 21 a 22 a 2n αa 21 αa 22 αa 2n A =, B = a n1 a n2 a nn a n1 a n2 a nn B = αa i1 C i1 + αa i2 C i2 + + αa in C in = α A A changes to α A RO2 interchange two rows A = a b c d = ad cb = 0 B = c d a b = cb ad = 0 = B = A a b c g h i A = d e f B = d e f = B = A g h i a b c A changes to A (by induction)

26 RO3 add a multiple of one row to another a 11 a 12 a 1n a 11 a 12 a 1n a 21 a 22 a 2n a a 11 a a 12 a 2n + 4a 1n A =, B = a n1 a n2 a nn a n1 a n2 a nn B =(a j1 + λa i1 )C j1 + (a j2 + λa i2 )C j2 + + (a jn + λa in )C jn =a j1 C j1 + a j2 C j2 + + a jn C jn + λ(a i1 C j1 + a i2 C j2 + + a in C jn ) = A + 0 there is no change in A 26

27 Example A = RO3s = = αr = RO = RO3s = RO3s = = 3(1 1 4 ( 1)) = RO3s 27

28 Determinant of a Product Theorem If A and B are n n matrices, then AB = A B Proof: Let E 1 be an elementary matrix that multiplies a row by a non-zero constant λ E 1 = E 1 I = k I = k and E 1 B = k B = E 1 B similarly: E 2 B = B = E 2 B and E 3 B = B = E 3 B by row equivalence we have A = E r E r 1 E 1 R where R is in RREF Since A is square, R is either I or has a row of zeros A = E r E r 1 E 1 R = E r E r 1 E 1 R and E i 0 If R = I : AB = (E r E r 1 E 1 I )B = E r E r 1 E 1 B = E r E r 1 E 1 B = E r E r 1 E 1 B = A B If R I then AB = 0 = 0 B 28

29 using Cofactors Theorem If A is an n n matrix, then A is invertible if and only if A 0 Proof: implied by the first theorem of today: by (4) either R is I or it has a row of zeros Note also that if A is invertible then AA 1 = A A 1 = I Hence A 0 and A 1 = 1 A if A 0 then A is invertible: we show this by construction: 29

30 Definition (Adjoint) If A is an n n matrix, the matrix of cofactors of A if the matrix whose (i, j) entry is C ij, the (i, j) cofactor of A The adjoint or (adjugate) of A is the transpose of the matrix of cofactors, ie: C 11 C 12 C 1n C 21 C 22 C 2n adj(a) = C n1 C n2 C nn T C 11 C 21 C n1 C 12 C 22 C n2 = C 1n C 2n C nn 30

31 a 11 a 12 a 1n C 11 C 21 C n1 a 21 a 22 a 2n C 12 C 22 C n2 A adj(a) = a n1 a n2 a nn C 1n C 2n C nn entry (1, 1) is a 11 C 11 + a 12 C a 1n C 1n, ie, cofactor by row 1 entry (1, 2) is a 11 C 21 + a 12 C a 1n C 2n, ie, entries of row 1 multiplied by cofactors of row 2 A A 0 A adj(a) = = A I 0 0 A Since A 0 we can divide: ( ) 1 A A adj(a) = I A 1 = 1 A adj(a) 31

32 Outline and Cramer s rule 32

33 using Cofactors Example A = What is A 1? A = 1(2 1) 2( 1 4) + 3( 1 8) = 16 0 = invertible Matrix of cofactors +M 11 M 12 +M 13 M 14 M 21 +M 22 M 23 +M 24 +M 31 M 32 +M 33 M T A 1 = 1 A adj(a) = =

34 using Cofactors Example (cntd) Verify AA 1 = I : = = I

35 Cramer s rule Theorem (Cramer s rule) If A is n n, A 0, and b R n, then the solution x = [x 1, x 2,, x n ] T of the linear system Ax = b is given by x i = A i A, where A i is the matrix obtained from A by replacing the ith column with the vector b Proof: Since A 0, A 1 exists and we can solve for x by multiplying Ax = b on the left by A 1 The x = A 1 b: x 1 C 11 C 21 C n1 b 1 x 2 x = = 1 C 12 C 22 C n2 b 2 A x n C 1n C 2n C nn b n = x i = 1 A (b 1C 1i + b 2 C 2i + + b n C ni ), ie, cofactor expansion of column i of A with column i replaced by b, ie, A i 35

36 using Cofactors Example Use Cramer s rule to solve: x + 2y + 3z = 7 x + 2y + z = 3 4x + y + z = 5 In matrix form: x y = z 5 A = x = = 1, y = = 3, z = = 4 A A A 36

37 Summary (1/2) There are three methods to solve Ax = b if A is n n and A 0: 1 Gaussian elimination 2 Matrix solution: find A 1, then calculate x = A 1 b 3 Cramer s rule There is one method to solve Ax = b if A is m n and m n or if A = 0: 1 Gaussian elimination There are two methods to find A 1 : 1 using cofactors for the adjoint matrix 2 by row reduction of [A I ] to [I A 1 ] 37

38 Summary (2/2) If A is an n n matrix, then the following statements are equivalent: 1 A is invertible 2 Ax = b has a unique solution for any b R 3 Ax = 0 has only the trivial solution, x = 0 4 the reduced row echelon form of A is I 5 A 0 Solving Ax = b in practice and at the computer: via LU factorization (much quicker if one has to solve several systems with the same matrix A but different vectors b) if A is symmetric positive definite matrix then Cholesky decomposition (twice as fast) if A is large or sparse then iterative methods 38

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