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1 Inverse of a Matrix Hung-yi Lee Textbook: Chapter 2.3, 2.4 Outline:
Invertibility elementary row operation in generatl

2 Inverse of a Matrix What is the inverse of a matrix? Elementary matrix
What kinds of matrices are invertible Find the inverse of a general invertible matrix

3 What is the inverse of a matrix?
Outline: Inverse Invertibility elementary row operation in generatl

4 Inverse of Function Two function f and g are inverse of each other (f=g-1, g=f-1) if â€Ķâ€Ķ For 𝑎𝑛ð‘Ķ ð‘Ģ g f ð‘Ķ=𝑔 ð‘Ĩ ð‘Ĩ=𝑓 ð‘Ģ ð‘Ģ ð‘Ķ=ð‘Ģ Inverse of a function is unique f g ð‘Ķ=𝑓 ð‘Ĩ ð‘Ĩ=𝑔 ð‘Ģ ð‘Ģ ð‘Ķ=ð‘Ģ

5 Inverse of Matrix If B is an inverse of A, then A is an inverse of B, i.e., A and B are inverses to each other. ðīðĩ=𝐞 For 𝑎𝑛ð‘Ķ ð‘Ģ A B ð‘Ķ=𝑔 ð‘Ĩ ð‘Ĩ=𝑓 ð‘Ģ ð‘Ģ ð‘Ķ=ð‘Ģ Inverse of a function is unique Compose is matrix multiplication B A ð‘Ķ=𝑓 ð‘Ĩ ð‘Ĩ=𝑔 ð‘Ģ ð‘Ģ ð‘Ķ=ð‘Ģ ðĩðī=𝐞

6 Inverse of Matrix If B is an inverse of A, then A is an inverse of B, i.e., A and B are inverses to each other. A is called invertible if there is a matrix B such that ðīðĩ=𝐞 and ðĩðī=𝐞 B is an inverse of A ðĩ= ðī −1 ðī −1 =B No nxn Inverse of a function is unique Compose is matrix multiplication ðīðĩ= ðī= ðĩ= −5 2 3 −1 ðĩðī=

7 Non-square matrix cannot be invertible
Inverse of Matrix If B is an inverse of A, then A is an inverse of B, i.e., A and B are inverses to each other. A is called invertible if there is an matrix B such that ðīðĩ=𝐞 and ðĩðī=𝐞 n x n? B is an inverse of A ðĩ= ðī −1 ðī −1 =B No nxn Inverse of a function is unique Compose is matrix multiplication Non-square matrix cannot be invertible

8 Inverse of Matrix Not all the square matrix is invertible Unique ðīðĩ=𝐞
ðĩðī=𝐞 ðīðķ=𝐞 ðķðī=𝐞 ðĩ=ðĩ𝐞 =ðĩ ðīðķ = ðĩðī ðķ =𝐞ðķ =ðķ

9 Solving Linear Equations
The inverse can be used to solve system of linear equations. If A is invertible. ðīð‘Ĩ=𝑏 However, this method is computationally inefficient.

10 Input-output Model 假čĻ­äļ–į•ŒäļŠåŠæœ‰éĢŸį‰Đ、éŧƒé‡‘、æœĻ材äļ‰įĻŪčģ‡æš Cx C x
需čĶéĢŸį‰Đ 需čĶéŧƒé‡‘ 需čĶæœĻ材˙ į”Ÿį”Ēäļ€å–Ūä―éĢŸį‰Đ 0.1 0.2 0.3 į”Ÿį”Ēäļ€å–Ūä―éŧƒé‡‘ 0.4 į”Ÿį”Ēäļ€å–Ūä―æœĻ材 Cx C x 0.1 ð‘Ĩ ð‘Ĩ ð‘Ĩ ð‘Ĩ ð‘Ĩ ð‘Ĩ ð‘Ĩ ð‘Ĩ ð‘Ĩ 3 ð‘Ĩ 1 ð‘Ĩ 2 ð‘Ĩ 3 = 須投å…Ĩ Consumption matrix æƒģį”Ÿį”Ē

11 Input-output Model C x Cx 0.1 0.2 0.1 0.2 0.4 0.2 0.3 0.1 0.1
= 須投å…Ĩ Consumption matrix æƒģį”Ÿį”Ē 須考æ…Ū成朎 æ·Ļæ”ķį›Š − = Demand Vector d ð‘Ĩ−ðķð‘Ĩ=

12 Input-output Model ðķ= 0.1 0.2 0.1 0.2 0.4 0.2 0.3 0.1 0.1 𝑑= 90 80 60
ðķ= 𝑑= Demand Vector d į”Ÿį”Ēį›ŪæĻ™ x 應čĐēčĻ‚į‚šåĪšå°‘? A=𝐞−C= 0.9 −0.2 −0.1 − −0.2 −0.3 − ð‘Ĩ−ðķð‘Ĩ=𝑑 𝐞ð‘Ĩ−ðķð‘Ĩ=𝑑 𝑏= ð‘Ĩ= 𝐞−ðķ ð‘Ĩ=𝑑 Ax=b

13 Input-output Model 提升äļ€å–Ūä―éĢŸį‰Đįš„æ·Ļį”Ē倞需čĶåĪšį”Ÿį”ĒåĪšå°‘čģ‡æšïžŸ
Ans: The first column of 𝐞−ðķ −1 𝐞−ðķ ð‘Ĩ=𝑑 ð‘Ĩ= 𝐞−ðķ −1 𝑑 𝑑 ð‘Ĩâ€ē= 𝐞−ðķ −1 𝑑+ 𝑒 1 𝑑 =𝑑+ 𝑒 1 = 𝐞−ðķ −1 𝑑+ 𝐞−ðķ −1 𝑒 1 𝐞−ðķ −1 = éĢŸį‰Đ éŧƒé‡‘ æœĻ材

14 Inverse for matrix product
A and B are invertible nxn matrices, is AB invertible? Let ðī 1 , ðī 2 ,â‹Ŋ, ðī 𝑘 be nxn invertible matrices. The product ðī 1 ðī 2 â‹Ŋ ðī 𝑘 is invertible, and yes ðīðĩ −1 = ðĩ −1 ðī −1 ðĩ −1 ðī −1 ðīðĩ =ðĩ −1 ðī −1 ðī ðĩ =ðĩ −1 ðĩ =𝐞 ðīðĩ ðĩ −1 ðī −1 =ðī ðĩ ðĩ −1 ðī −1 =ðī ðī −1 =𝐞 ðī 1 ðī 2 â‹Ŋ ðī 𝑘 −1 = ðī 𝑘 −1 ðī 𝑘−1 −1 â‹Ŋ ðī 1 −1

15 Inverse for matrix transpose
If A is invertible, is AT invertible? ðī 𝑇 −1 =? ðī −1 𝑇 ðīðĩ 𝑇 = ðĩ 𝑇 ðī 𝑇 ðī −1 ðī=𝐞 ðī −1 ðī 𝑇 =𝐞 ðī 𝑇 ðī −1 𝑇 =𝐞 ðīðī −1 =𝐞 ðīðī −1 𝑇 =𝐞 ðī −1 𝑇 ðī 𝑇 =𝐞

16 Inverse of elementary matrices
Inverse of a Matrix Inverse of elementary matrices Outline: Inverse Invertibility elementary row operation in generatl

17 Elementary Row Operation
Every elementary row operation can be performed by matrix multiplication. 1. Interchange 2. Scaling 3. Adding k times row i to row j: elementary matrix 1 1 1 k 1 k 1

18 Elementary Matrix Every elementary row operation can be performed by matrix multiplication. How to find elementary matrix? elementary matrix E.g. the elementary matrix that exchange the 1st and 2nd rows ðļ = ðļ = ðļ=

19 Elementary Matrix How to find elementary matrix?
Apply the desired elementary row operation on Identity matrix ðļ 1 = Exchange the 2nd and 3rd rows ðļ 2 = − Multiply the 2nd row by -4 Adding 2 times row 1 to row 3 ðļ 3 =

20 Elementary Matrix How to find elementary matrix?
Apply the desired elementary row operation on Identity matrix ðļ 1 = ðī= ðļ 1 ðī= ðļ 2 = − ðļ 2 ðī= 1 4 −8 −20 3 6 ðļ 3 = ðļ 3 ðī=

21 Inverse of Elementary Matrix Reverse elementary row operation
Exchange the 2nd and 3rd rows Exchange the 2nd and 3rd rows ðļ 1 = ðļ 1 −1 = Multiply the 2nd row by -4 Multiply the 2nd row by -1/4 ðļ 2 = − ðļ 2 −1 = −1/ The inverse of elementary matrix is another elementary matrix that do the reverse row operation. Adding 2 times row 1 to row 3 Adding -2 times row 1 to row 3 ðļ 3 = ðļ 3 −1 = −2 0 1

22 RREF v.s. Elementary Matrix
Let A be an mxn matrix with reduced row echelon form R. There exists an invertible m x m matrix P such that PA=R ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1 ðī=𝑅 𝑃= ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1 𝑃 −1 = ðļ 1 −1 ðļ 2 −1 â‹Ŋ ðļ 𝑘 −1

23 Inverse of a Matrix Invertible Check by Theorem 2.6 (P126 ~ 127)
ïƒģ (b) Thm 2.5 ïƒĻ (e) x = A-1 b. (e)ïƒĻ(a) Suppose A = PR, where the last row of R is zero. Let b = Pen. Then Ax=bïƒĻRx=en (c) ïƒģ (f) Nullity = n – rank(A) = n- n = 0. (# of free variables = 0) (g) ïƒģ (c) Thm 1.8 (a)(d) ïƒĻ (h) x = A-1 0 = 0; (h)ïƒĻ(a)Suppose some x\neq 0 s.t. Ax=0 (i) ïƒĻ (h) ïƒĻ (a) : Let v be any vector in Rn such that Av = 0. Then v = In v = (BA)v = B (Av) = B 0 = 0 (j) ïƒĻ (e) ïƒĻ (a): Let b be any vector in Rn and let v = Cb. Then Av = A(Cb) = (AC) b = In b = b. ïƒĻ (e) (b) ïƒĻ (k) In = Ek â€Ķ E2 E1 A ïƒĻ Ek-1 = Ekâ€ĶE2E1A ïƒĻ A = E1-1 E2-1â€Ķ Ek-1

24 Summary Let A be an n x n matrix. A is invertible if and only if
The columns of A span Rn For every b in Rn, the system Ax=b is consistent The rank of A is n The columns of A are linear independent The only solution to Ax=0 is the zero vector The nullity of A is zero The reduced row echelon form of A is In A is a product of elementary matrices There exists an n x n matrix B such that BA = In There exists an n x n matrix C such that AC = In When A is square, one side is sufficient.

25 åžĩäļ‰čąä―ŋ乆äļ€æŽĄåĪŠæĨĩ劍åžĩį„ĄåŋŒįœ‹æļ…æĨšäš†ïžŒåžĩäļ‰čąåŦäŧ–æƒģæƒģ過䚆äļ€æœƒå…’åžĩį„ĄåŋŒå·ēåŋ˜äš†äļ€åĪ§åŠã€‚ åžĩäļ‰čąåūŪįŽ‘æž”įĪšäš†įŽŽäšŒæŽĄïžŒä―†é€™æŽĄå’ŒįŽŽäļ€æŽĄįŦŸæē’äļ€æ‹›į›ļ同åžĩį„ĄåŋŒčĄĻįĪšé‚„有äļ‰æ‹›æē’åŋ˜ïžŒæē‰æ€åŠæ™ŒåūŒïžŒæŧŋč‡‰å–œč‰ēåŦ道: 這我åŊå…Ļåŋ˜äš†ïžŒåŋ˜åū—äđūäđūæ·Ļįš„。"

26 Review Range (倞域) Given a function f ð‘Ģ 1 𝑓 ð‘Ģ 1 ð‘Ģ 2 𝑓 ð‘Ģ 2 =𝑓 ð‘Ģ 3 ð‘Ģ 3
𝑓 ð‘Ģ 1 ð‘Ģ 2 𝑓 ð‘Ģ 2 =𝑓 ð‘Ģ 3 ð‘Ģ 3 Domain (åŪšįūĐ域) Co-domain (對應域) Given a linear function corresponding to a mxn matrix A Domain=Rn Co-domain=Rm Range=?

27 One-to-one A function f is one-to-one
If co-domain is “smaller” than the domain, f cannot be one-to-one. ð‘Ģ 1 𝑓 ð‘Ģ 1 If a matrix A is įŸŪ胖, it cannot be one-to-one. ð‘Ģ 2 𝑓 ð‘Ģ 2 The reverse is not true. ð‘Ģ 3 𝑓 ð‘Ģ 3 If a matrix A is one-to-one, its columns are independent. 𝑓 ð‘Ĩ =𝑏 has one solution 𝑓 ð‘Ĩ =𝑏 has at most one solution

28 Onto A function f is onto
If co-domain is “larger” than the domain, f cannot be onto. ð‘Ģ 1 𝑓 ð‘Ģ 1 If a matrix A is éŦ˜į˜Ķ, it cannot be onto. ð‘Ģ 2 𝑓 ð‘Ģ 2 The reverse is not true. =𝑓 ð‘Ģ 3 ð‘Ģ 3 If a matrix A is onto, rank A = no. of rows. Co-domain = range 𝑓 ð‘Ĩ =𝑏 always have solution

29 åœĻæŧŋčķģ Square įš„前提äļ‹ïžŒčĶå°ąéƒ―成įŦ‹ïžŒčĶå°ąéƒ―äļæˆįŦ‹
One-to-one and onto A function f is one-to-one and onto The domain and co-domain must have “the same size”. ð‘Ģ 1 𝑓 ð‘Ģ 1 ð‘Ģ 2 𝑓 ð‘Ģ 2 The corresponding matrix A is square. 𝑓 ð‘Ģ 3 ð‘Ģ 3 One-to-one Onto åœĻæŧŋčķģ Square įš„前提äļ‹ïžŒčĶå°ąéƒ―成įŦ‹ïžŒčĶå°ąéƒ―äļæˆįŦ‹

30 Invertible An invertible matrix A is always square.
A is called invertible if there is a matrix B such that ðīðĩ=𝐞 and ðĩðī=𝐞 (ðĩ= ðī −1 ) ðī ðī ðīð‘Ģ ðī −1 ð‘Ģ ð‘Ģ ð‘Ģ So here, "singular" is not being taken in the sense of "single", but rather in the sense of "special", "not common". See the dictionary definition: it includes "odd", "exceptional", "unusual", "peculiar". ðī −1 ðī −1 A must be one-to-one A must be onto (äļį„ķ ðī −1 įš„ input å°ąæœƒæœ‰é™åˆķ)

31 Invertible Let A be an n x n matrix. Onto → One-to-one → invertible
The columns of A span Rn For every b in Rn, the system Ax=b is consistent The rank of A is the number of rows One-to-one → Onto → invertible The columns of A are linear independent The rank of A is the number of columns The nullity of A is zero The only solution to Ax=0 is the zero vector The reduced row echelon form of A is In Rank A = n

32 Invertible Let A be an n x n matrix. A is invertible if and only if
The reduced row echelon form of A is In In Invertible RREF RREF Not Invertible

33 Summary = Let A be an n x n matrix. A is invertible if and only if
The columns of A span Rn For every b in Rn, the system Ax=b is consistent The rank of A is n The columns of A are linear independent The only solution to Ax=0 is the zero vector The nullity of A is zero The reduced row echelon form of A is In A is a product of elementary matrices There exists an n x n matrix B such that BA = In There exists an n x n matrix C such that AC = In onto square matrix = One-to-one When A is square, one side is sufficient.

34 Invertible An n x n matrix A is invertible. R=RREF(A)=In
ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1 ðī= 𝐞 𝑛 The reduced row echelon form of A is In ðī= ðļ 1 −1 ðļ 2 −1 â‹Ŋ ðļ 𝑘 −1 𝐞 𝑛 = ðļ 1 −1 ðļ 2 −1 â‹Ŋ ðļ 𝑘 −1 A is a product of elementary matrices

35 Invertible An n x n matrix A is invertible.
There exists an n x n matrix B such that BA = In ? The only solution to Ax=0 is the zero vector If ðīð‘Ģ=0, then â€Ķ. ðĩðī= 𝐞 𝑛 ð‘Ģ=0 ðĩðīð‘Ģ=0 𝐞 𝑛 ð‘Ģ=ð‘Ģ

36 Invertible An n x n matrix A is invertible.
There exists an n x n matrix C such that AC = In ? For every b in Rn, Ax=b is consistent Another way E1 is linear combination E2 â€Ķ en For any vector b, ðīðķ= 𝐞 𝑛 ðķ𝑏 is always a solution for 𝑏 ðīðķ𝑏 𝐞 𝑛 𝑏=b

37 Summary = Let A be an n x n matrix. A is invertible if and only if
The columns of A span Rn For every b in Rn, the system Ax=b is consistent The rank of A is n The columns of A are linear independent The only solution to Ax=0 is the zero vector The nullity of A is zero The reduced row echelon form of A is In A is a product of elementary matrices There exists an n x n matrix B such that BA = In There exists an n x n matrix C such that AC = In onto square matrix = One-to-one When A is square, one side is sufficient.

38 Questions If A and B are matrices such that AB=In for some n, then both A and B are invertible. For any two n by n matrices A and B, if AB=In, then both A and B are invertible. F T

39 Inverse of General invertible matrices
Inverse of a Matrix Inverse of General invertible matrices Outline: Inverse Invertibility elementary row operation in generatl

40 2 X 2 Matrix ðī −1 = 𝑒 𝑓 𝑔 ℎ ðī= 𝑎 𝑏 𝑐 𝑑 Find 𝑒,𝑓,𝑔,ℎ
ðī= 𝑎 𝑏 𝑐 𝑑 ðī −1 = 𝑒 𝑓 𝑔 ℎ Find 𝑒,𝑓,𝑔,ℎ 𝑎 𝑏 𝑐 𝑑 𝑒 𝑓 𝑔 ℎ = ðī −1 = 1 𝑎𝑑−𝑏𝑐 𝑑 −𝑏 −𝑐 𝑎 If 𝑎𝑑−𝑏𝑐=0, A is not invertible.

41 Algorithm for Matrix Inversion
Let A be an n x n matrix. A is invertible if and only if The reduced row echelon form of A is In ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1 ðī=𝑅 = 𝐞 𝑛 ðī −1 ðī −1 = ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1

42 Algorithm for Matrix Inversion
Let A be an n x n matrix. Transform [ A In ] into its RREF [ R B ] R is the RREF of A B is an nxn matrix (not RREF) If R = In, then A is invertible B = A-1 ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1 ðī 𝐞 𝑛 = 𝑅 ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1 𝐞 𝑛 ðī −1

43 Algorithm for Matrix Inversion
Invertible RREF

44 Algorithm for Matrix Inversion
Let A be an n x n matrix. Transform [ A In ] into its RREF [ R B ] R is the RREF of A B is a nxn matrix (not RREF) If R = In, then A is invertible B = A-1 To find A-1C, transform [ A C ] into its RREF [ R C’ ] C’ = A-1C ðī −1 ðķ ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1 ðī ðķ = 𝑅 ðļ 𝑘 â‹Ŋ ðļ 2 ðļ 1 ðķ 𝐞 𝑛 ðī −1 P

45 Acknowledgement æ„ŸčŽ å‘Ļ昀 同å­ļį™žįūæŠ•å―ąį‰‡äļŠįš„éŒŊčŠĪ

46 Appendix

47 2 X 2 Matrix ðī= 𝑎 𝑏 𝑐 𝑑 𝑎 𝑐 ≠𝑘 𝑏 𝑑 𝑎 𝑏 ≠ 𝑐 𝑑 𝑎𝑑≠𝑏𝑐 𝑎𝑑−𝑏𝑐≠0
ðī= 𝑎 𝑏 𝑐 𝑑 𝑎 𝑐 ≠𝑘 𝑏 𝑑 𝑎 𝑏 ≠ 𝑐 𝑑 𝑎𝑑≠𝑏𝑐 𝑎𝑑−𝑏𝑐≠0 ðī −1 = 𝑒 𝑓 𝑔 𝑓 Find 𝑒,𝑓,𝑔,ℎ 𝑎 𝑏 𝑐 𝑑 𝑒 𝑓 𝑔 𝑓 = ðī −1 = 1 𝑎𝑑−𝑏𝑐 𝑑 −𝑏 −𝑐 𝑎


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