Using row reduction to calculate the inverse and the determinant of a square matrix



Similar documents
MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 2. x n. a 11 a 12 a 1n b 1 a 21 a 22 a 2n b 2 a 31 a 32 a 3n b 3. a m1 a m2 a mn b m

Math 115A HW4 Solutions University of California, Los Angeles. 5 2i 6 + 4i. (5 2i)7i (6 + 4i)( 3 + i) = 35i + 14 ( 22 6i) = i.

Lecture 2 Matrix Operations

Solving Linear Systems, Continued and The Inverse of a Matrix

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS

Question 2: How do you solve a matrix equation using the matrix inverse?

8 Square matrices continued: Determinants

Abstract: We describe the beautiful LU factorization of a square matrix (or how to write Gaussian elimination in terms of matrix multiplication).

a 11 x 1 + a 12 x a 1n x n = b 1 a 21 x 1 + a 22 x a 2n x n = b 2.

December 4, 2013 MATH 171 BASIC LINEAR ALGEBRA B. KITCHENS

Au = = = 3u. Aw = = = 2w. so the action of A on u and w is very easy to picture: it simply amounts to a stretching by 3 and 2, respectively.

Solving Systems of Linear Equations

1 Determinants and the Solvability of Linear Systems

DETERMINANTS TERRY A. LORING

6. Cholesky factorization

Unit 18 Determinants

SYSTEMS OF EQUATIONS AND MATRICES WITH THE TI-89. by Joseph Collison

Similar matrices and Jordan form

Similarity and Diagonalization. Similar Matrices

MATH10212 Linear Algebra. Systems of Linear Equations. Definition. An n-dimensional vector is a row or a column of n numbers (or letters): a 1.

Solving Systems of Linear Equations

Notes on Determinant

Solving Systems of Linear Equations Using Matrices

Direct Methods for Solving Linear Systems. Matrix Factorization

MATH APPLIED MATRIX THEORY

Linear Equations ! $ & " % & " 11,750 12,750 13,750% MATHEMATICS LEARNING SERVICE Centre for Learning and Professional Development

1 Introduction to Matrices

Typical Linear Equation Set and Corresponding Matrices

Elementary Matrices and The LU Factorization

Linear Algebra Review. Vectors

7.4. The Inverse of a Matrix. Introduction. Prerequisites. Learning Style. Learning Outcomes

The Determinant: a Means to Calculate Volume

Linear Algebra Notes for Marsden and Tromba Vector Calculus

1 Sets and Set Notation.

LINEAR ALGEBRA. September 23, 2010

Operation Count; Numerical Linear Algebra

Math 312 Homework 1 Solutions

Lecture 4: Partitioned Matrices and Determinants

Solution of Linear Systems

MAT188H1S Lec0101 Burbulla

by the matrix A results in a vector which is a reflection of the given

5.5. Solving linear systems by the elimination method

Arithmetic and Algebra of Matrices

8.2. Solution by Inverse Matrix Method. Introduction. Prerequisites. Learning Outcomes

Matrix Algebra. Some Basic Matrix Laws. Before reading the text or the following notes glance at the following list of basic matrix algebra laws.

Introduction to Matrix Algebra

x = + x 2 + x

Lecture 1: Systems of Linear Equations

Solving simultaneous equations using the inverse matrix

Row Echelon Form and Reduced Row Echelon Form

MATH2210 Notebook 1 Fall Semester 2016/ MATH2210 Notebook Solving Systems of Linear Equations... 3

[1] Diagonal factorization

13 MATH FACTS a = The elements of a vector have a graphical interpretation, which is particularly easy to see in two or three dimensions.

Linear Algebra and TI 89

Reduced echelon form: Add the following conditions to conditions 1, 2, and 3 above:

MATH 304 Linear Algebra Lecture 18: Rank and nullity of a matrix.

The Characteristic Polynomial

Lecture notes on linear algebra

MATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set.

Data Mining: Algorithms and Applications Matrix Math Review

Eigenvalues and Eigenvectors

SOLVING COMPLEX SYSTEMS USING SPREADSHEETS: A MATRIX DECOMPOSITION APPROACH

SOLVING LINEAR SYSTEMS

Orthogonal Diagonalization of Symmetric Matrices

Reciprocal Cost Allocations for Many Support Departments Using Spreadsheet Matrix Functions

Chapter 7. Matrices. Definition. An m n matrix is an array of numbers set out in m rows and n columns. Examples. (

Orthogonal Projections

MATH 423 Linear Algebra II Lecture 38: Generalized eigenvectors. Jordan canonical form (continued).

MATHEMATICS FOR ENGINEERS BASIC MATRIX THEORY TUTORIAL 2

Linear Algebra: Determinants, Inverses, Rank

Systems of Linear Equations

9 MATRICES AND TRANSFORMATIONS

A =

Chapter 6. Orthogonality

Name: Section Registered In:

Lecture 5: Singular Value Decomposition SVD (1)

4-5 Matrix Inverses and Solving Systems. Warm Up Lesson Presentation Lesson Quiz

Math Common Core Sampler Test

7 Gaussian Elimination and LU Factorization

Notes on Symmetric Matrices

Chapter 17. Orthogonal Matrices and Symmetries of Space

Section 5.3. Section 5.3. u m ] l jj. = l jj u j + + l mj u m. v j = [ u 1 u j. l mj

Solution to Homework 2

2.2/2.3 - Solving Systems of Linear Equations

Inner products on R n, and more

1 VECTOR SPACES AND SUBSPACES

Chapter Two: Matrix Algebra and its Applications 1 CHAPTER TWO. Matrix Algebra and its applications

Methods for Finding Bases

MAT 200, Midterm Exam Solution. a. (5 points) Compute the determinant of the matrix A =

Linear Algebra Done Wrong. Sergei Treil. Department of Mathematics, Brown University

Lecture 3: Finding integer solutions to systems of linear equations

GENERATING SETS KEITH CONRAD

4: EIGENVALUES, EIGENVECTORS, DIAGONALIZATION

Introduction to Matrices for Engineers

General Framework for an Iterative Solution of Ax b. Jacobi s Method

u = [ 2 4 5] has one row with three components (a 3 v = [2 4 5] has three rows separated by semicolons (a 3 w = 2:5 generates the row vector w = [ 2 3

26. Determinants I. 1. Prehistory

2x + y = 3. Since the second equation is precisely the same as the first equation, it is enough to find x and y satisfying the system

The Singular Value Decomposition in Symmetric (Löwdin) Orthogonalization and Data Compression

CS3220 Lecture Notes: QR factorization and orthogonal transformations

Transcription:

Using row reduction to calculate the inverse and the determinant of a square matrix Notes for MATH 0290 Honors by Prof. Anna Vainchtein 1 Inverse of a square matrix An n n square matrix A is called invertible if there exists a matrix X such that AX XA I, where I is the n n identity matrix. If such matrix X exists, one can show that it is unique. We call it the inverse of A and denote it by A 1 X, so that AA 1 A 1 A I holds if A 1 exists, i.e. if A is invertible. Not all matrices are invertible. If A 1 does not exist, the matrix A is called singular or noninvertible. Note that if A is invertible, then the linear algebraic system Ax b has a unique solution x A 1 b. Indeed, multiplying both sides of Ax b on the left by A 1, we obtain A 1 Ax A 1 b. But A 1 A I and Ix x, so x A 1 b The converse is also true, so for a square matrix A, Ax b has a unique solution if and only if A is invertible. 2 Calculating the inverse To compute A 1 if it exists, we need to find a matrix X such that AX I (1) Linear algebra tells us that if such X exists, then XA I holds as well, and so X A 1. 1

Now observe that solving (1) is equivalent to solving the following linear systems: Ax 1 e 1 Ax 2 e 2... Ax n e n, where x j, j 1,..., n, is the (unknown) jth column of X and e j is the jth column of the identity matrix I. If there is a unique solution for each x j, we can obtain it by using elementary row operations to reduce the augmented matrix [ A e j ] as follows: [ A e j ] [ I x j ]. Instead of doing this for each j, we can row reduce all these systems simultaneously, by attaching all columns of I (i.e. the whole matrix I) on the right of A in the augmented matrix and obtaining all columns of X (i.e. the whole inverse matrix) on the right of the identity matrix in the row-equivalent matrix: [ A I ] [ I X ]. If this procedure works out, i.e. if we are able to convert A to identity using row operations, then A is invertible and A 1 X. If we cannot obtain the identity matrix on the left, i.e. we get a row of zeroes, then A 1 does not exist and A is singular. Example 1. Find the inverse of A 2 4 5 3 5 6 or show that it does not exist. Solution: form the augmented matrix [ A I ]: R 3 3R 1 R 3 : R 2 2R 1 R 2 : interchange R 2 and R 3 : 2 4 5 0 1 3 0 0 1 0 1 3 2 4 5 3 5 6 0 1 3 0 0 1 3 0 1 2 1 0 3 0 1 3 0 1 2 1 0 2

So R 2 ( 1), R 3 ( 1) : R 2 3R 3 R 2 : R 1 2R 2 R 1 : R 1 3R 3 R 1 : A 1 0 1 3 1 0 3 1 3 2 3 0 1 7 6 2 1 3 2 Example 2. Find the inverse of A 2 1 8 1 2 7 or show that it does not exist. Solution: form the augmented matrix [ A I ]: R 3 R 1 R 3 : R 2 + 2R 1 R 2 : R 2 /5, R 3 /( 4) : 2 1 8 0 4 8 0 5 10 0 4 8 0 1 2 0 1 2 2 1 8 1 2 7 1 0 1 2 1 0 1 0 1 2/5 1/5 0 1/4 0 1/4 3

R 3 R 2 R 3 : 0 1 2 0 0 0 2/5 1/5 0 3/20 1/5 1/4 The row of zeroes on the left means we cannot get the identity matrix there, and thus A is singular (no inverse exists). Applying this procedure to an arbitrary 2 2 matrix [ ] a b A, c d we obtain (check!) where A 1 1 [ deta d c deta ad bc, provided that deta 0. Otherwise, the inverse does not exist. In general, it is true that b a ], A is invertible if and only if deta 0. You can check that in the Example 2 above deta 0. 3 Calculating determinants using row reduction We can also use row reduction to compute large determinants. The idea is to use elementary row operations to reduce the matrix to an upper (or lower) triangular matrix, using the fact that Determinant of an upper (lower) triangular or diagonal matrix equals the product of its diagonal entries. As we row reduce, we need to keep in mind the following properties of the determinants: 1. deta deta T, so we can apply either row or column operations to get the determinant. 2. If two rows or two columns of A are identical or if A has a row or a column of zeroes, then deta 0. 3. If the matrix B is obtained by multiplying a single row or a single column of A by a number α, then detb αdeta. If all n rows (or all columns) of A are multiplied by α to obtain B, then detb α n deta. 4

4. If B is obtained by interchanging two rows of A, then detb deta. 5. If B is obtained by adding a multiple of one row (or column) of A to another, then detb deta. Example: use row reduction to compute the determinant of A 0 4 3 3 2 1 1 3 0 4 3 2 Solution: Interchange R 2 and R 3 : deta 2 1 1 3 0 4 3 3 0 4 3 2 (note that the determinant changes sign, by property 4 above) R 2 R 1 R 2 0 4 4 4 0 4 3 3 0 4 3 2 (determinant does not change) R 4 + R 3 R 4 (determinant does not change) R 3 + R 2 R 3 0 4 4 4 0 4 3 3 0 0 0 1 0 4 4 4 0 0 1 7 0 0 0 1 (determinant does not change, and we get an upper triangular matrix) Compute the determinant of the upper triangular matrix: 2 ( 4) ( 1) ( 1) 8 5

4 Homework problems 1. For each of the following matrices, find the inverse or show that it does not exist. In the latter case, check by calculating the determinant. c) a) 1 1 1 2 1 1 1 1 2 1 1 1 2 1 0 3 2 1 b) d) 2 1 0 0 2 1 0 0 2 2 3 1 4 1 1 2. Use the method of row reduction to evaluate the following determinants: 1 4 4 1 3 a) 0 1 2 2 3 3 1 4 b) 0 1 2 0 2 3 2 3 0 1 3 2 0 3 3 3 6