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Inverse of a Matrix Hung-yi Lee Textbook: Chapter 2.3, 2.4 Outline:
Invertibility elementary row operation in generatl
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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
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What is the inverse of a matrix?
Outline: Inverse Invertibility elementary row operation in generatl
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Inverse of Function Two function f and g are inverse of each other (f=g-1, g=f-1) if âĶâĶ For ðððĶ ðĢ g f ðĶ=ð ðĨ ðĨ=ð ðĢ ðĢ ðĶ=ðĢ Inverse of a function is unique f g ðĶ=ð ðĨ ðĨ=ð ðĢ ðĢ ðĶ=ðĢ
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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. ðīðĩ=ðž For ðððĶ ðĢ A B ðĶ=ð ðĨ ðĨ=ð ðĢ ðĢ ðĶ=ðĢ Inverse of a function is unique Compose is matrix multiplication B A ðĶ=ð ðĨ ðĨ=ð ðĢ ðĢ ðĶ=ðĢ ðĩðī=ðž
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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 ðīðĩ=ðž and ðĩðī=ðž B is an inverse of A ðĩ= ðī â1 ðī â1 =B No nxn Inverse of a function is unique Compose is matrix multiplication ðīðĩ= ðī= ðĩ= â5 2 3 â1 ðĩðī=
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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 ðīðĩ=ðž and ðĩðī=ðž n x n? B is an inverse of A ðĩ= ðī â1 ðī â1 =B No nxn Inverse of a function is unique Compose is matrix multiplication Non-square matrix cannot be invertible
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Inverse of Matrix Not all the square matrix is invertible Unique ðīðĩ=ðž
ðĩðī=ðž ðīðķ=ðž ðķðī=ðž ðĩ=ðĩðž =ðĩ ðīðķ = ðĩðī ðķ =ðžðķ =ðķ
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Solving Linear Equations
The inverse can be used to solve system of linear equations. If A is invertible. ðīðĨ=ð However, this method is computationally inefficient.
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Input-output Model åčĻäļįäļåŠæéĢįĐãéŧéãæĻæäļįĻŪčģæš Cx C x
éčĶéĢįĐ éčĶéŧé éčĶæĻæË įįĒäļåŪä―éĢįĐ 0.1 0.2 0.3 įįĒäļåŪä―éŧé 0.4 įįĒäļåŪä―æĻæ Cx C x 0.1 ðĨ ðĨ ðĨ ðĨ ðĨ ðĨ ðĨ ðĨ ðĨ 3 ðĨ 1 ðĨ 2 ðĨ 3 = é æå
Ĩ Consumption matrix æģįįĒ
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Input-output Model C x Cx 0.1 0.2 0.1 0.2 0.4 0.2 0.3 0.1 0.1
= é æå
Ĩ Consumption matrix æģįįĒ é čæ
ŪææŽïž æ·Ļæķį â = Demand Vector d ðĨâðķðĨ=
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Input-output Model ðķ= 0.1 0.2 0.1 0.2 0.4 0.2 0.3 0.1 0.1 ð= 90 80 60
ðķ= ð= Demand Vector d įįĒįŪæĻ x æčĐēčĻįšåĪå°? A=ðžâC= 0.9 â0.2 â0.1 â â0.2 â0.3 â ðĨâðķðĨ=ð ðžðĨâðķðĨ=ð ð= ðĨ= ðžâðķ ðĨ=ð Ax=b
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Input-output Model æåäļåŪä―éĢįĐįæ·ĻįĒåžïžéčĶåĪįįĒåĪå°čģæšïž
Ans: The first column of ðžâðķ â1 ðžâðķ ðĨ=ð ðĨ= ðžâðķ â1 ð ð ðĨâē= ðžâðķ â1 ð+ ð 1 ð =ð+ ð 1 = ðžâðķ â1 ð+ ðžâðķ â1 ð 1 ðžâðķ â1 = éĢįĐ éŧé æĻæ
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Inverse for matrix product
A and B are invertible nxn matrices, is AB invertible? Let ðī 1 , ðī 2 ,âŊ, ðī ð be nxn invertible matrices. The product ðī 1 ðī 2 âŊ ðī ð is invertible, and yes ðīðĩ â1 = ðĩ â1 ðī â1 ðĩ â1 ðī â1 ðīðĩ =ðĩ â1 ðī â1 ðī ðĩ =ðĩ â1 ðĩ =ðž ðīðĩ ðĩ â1 ðī â1 =ðī ðĩ ðĩ â1 ðī â1 =ðī ðī â1 =ðž ðī 1 ðī 2 âŊ ðī ð â1 = ðī ð â1 ðī ðâ1 â1 âŊ ðī 1 â1
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Inverse for matrix transpose
If A is invertible, is AT invertible? ðī ð â1 =? ðī â1 ð ðīðĩ ð = ðĩ ð ðī ð ðī â1 ðī=ðž ðī â1 ðī ð =ðž ðī ð ðī â1 ð =ðž ðīðī â1 =ðž ðīðī â1 ð =ðž ðī â1 ð ðī ð =ðž
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Inverse of elementary matrices
Inverse of a Matrix Inverse of elementary matrices Outline: Inverse Invertibility elementary row operation in generatl
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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
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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 ðļ = ðļ = ðļ=
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Elementary Matrix How to find elementary matrix?
Apply the desired elementary row operation on Identity matrix ðļ 1 = Exchange the 2nd and 3rd rows ðļ 2 = â Multiply the 2nd row by -4 Adding 2 times row 1 to row 3 ðļ 3 =
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Elementary Matrix How to find elementary matrix?
Apply the desired elementary row operation on Identity matrix ðļ 1 = ðī= ðļ 1 ðī= ðļ 2 = â ðļ 2 ðī= 1 4 â8 â20 3 6 ðļ 3 = ðļ 3 ðī=
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Inverse of Elementary Matrix Reverse elementary row operation
Exchange the 2nd and 3rd rows Exchange the 2nd and 3rd rows ðļ 1 = ðļ 1 â1 = Multiply the 2nd row by -4 Multiply the 2nd row by -1/4 ðļ 2 = â ðļ 2 â1 = â1/ 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 ðļ 3 = ðļ 3 â1 = â2 0 1
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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 ðļ ð âŊ ðļ 2 ðļ 1 ðī=ð
ð= ðļ ð âŊ ðļ 2 ðļ 1 ð â1 = ðļ 1 â1 ðļ 2 â1 âŊ ðļ ð â1
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Inverse of a Matrix Invertible Check by Theorem 2.6 (P126 ~ 127)
ïģ (b) Thm 2.5 ïĻ (e) x = A-1 b. (e)ïĻ(a) Suppose A = PR, where the last row of R is zero. Let b = Pen. Then Ax=bïĻRx=en (c) ïģ (f) Nullity = n â rank(A) = n- n = 0. (# of free variables = 0) (g) ïģ (c) Thm 1.8 (a)(d) ïĻ (h) x = A-1 0 = 0; (h)ïĻ(a)Suppose some x\neq 0 s.t. Ax=0 (i) ïĻ (h) ïĻ (a) : Let v be any vector in Rn such that Av = 0. Then v = In v = (BA)v = B (Av) = B 0 = 0 (j) ïĻ (e) ïĻ (a): Let b be any vector in Rn and let v = Cb. Then Av = A(Cb) = (AC) b = In b = b. ïĻ (e) (b) ïĻ (k) In = Ek âĶ E2 E1 A ïĻ Ek-1 = EkâĶE2E1A ïĻ A = E1-1 E2-1âĶ Ek-1
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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.
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åžĩäļčąä―ŋäšäļæŽĄåĪŠæĨĩåïžåžĩįĄåŋįæļ
æĨäšïžåžĩäļčąåŦäŧæģæģïžéäšäļæå
ïžåžĩįĄåŋå·ēåŋäšäļåĪ§åã åžĩäļčąåūŪįŽæžįĪšäšįŽŽäšæŽĄïžä―éæŽĄåįŽŽäļæŽĄįŦæēäļæįļåïžåžĩįĄåŋčĄĻįĪšéæäļææēåŋïžæēæåæåūïžæŧŋčåčēåŦé: éæåŊå
Ļåŋäšïžåŋåūäđūäđūæ·Ļįã"
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Review Range (åžå) Given a function f ðĢ 1 ð ðĢ 1 ðĢ 2 ð ðĢ 2 =ð ðĢ 3 ðĢ 3
ð ðĢ 1 ðĢ 2 ð ðĢ 2 =ð ðĢ 3 ðĢ 3 Domain (åŪįūĐå) Co-domain (å°æå) Given a linear function corresponding to a mxn matrix A Domain=Rn Co-domain=Rm Range=?
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One-to-one A function f is one-to-one
If co-domain is âsmallerâ than the domain, f cannot be one-to-one. ðĢ 1 ð ðĢ 1 If a matrix A is įŪč, it cannot be one-to-one. ðĢ 2 ð ðĢ 2 The reverse is not true. ðĢ 3 ð ðĢ 3 If a matrix A is one-to-one, its columns are independent. ð ðĨ =ð has one solution ð ðĨ =ð has at most one solution
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Onto A function f is onto
If co-domain is âlargerâ than the domain, f cannot be onto. ðĢ 1 ð ðĢ 1 If a matrix A is éŦįĶ, it cannot be onto. ðĢ 2 ð ðĢ 2 The reverse is not true. =ð ðĢ 3 ðĢ 3 If a matrix A is onto, rank A = no. of rows. Co-domain = range ð ðĨ =ð always have solution
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åĻæŧŋčķģ Square įåæäļïžčĶå°ąé―æįŦïžčĶå°ąé―äļæįŦ
One-to-one and onto A function f is one-to-one and onto The domain and co-domain must have âthe same sizeâ. ðĢ 1 ð ðĢ 1 ðĢ 2 ð ðĢ 2 The corresponding matrix A is square. ð ðĢ 3 ðĢ 3 One-to-one Onto åĻæŧŋčķģ Square įåæäļïžčĶå°ąé―æįŦïžčĶå°ąé―äļæįŦ
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Invertible An invertible matrix A is always square.
A is called invertible if there is a matrix B such that ðīðĩ=ðž and ðĩðī=ðž (ðĩ= ðī â1 ) ðī ðī ðīðĢ ðī â1 ðĢ ðĢ ðĢ 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". ðī â1 ðī â1 A must be one-to-one A must be onto (äļįķ ðī â1 į input å°ąææéåķ)
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Invertible Let A be an n x n matrix. Onto â One-to-one â 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 â Onto â 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
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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
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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.
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Invertible An n x n matrix A is invertible. R=RREF(A)=In
ðļ ð âŊ ðļ 2 ðļ 1 ðī= ðž ð The reduced row echelon form of A is In ðī= ðļ 1 â1 ðļ 2 â1 âŊ ðļ ð â1 ðž ð = ðļ 1 â1 ðļ 2 â1 âŊ ðļ ð â1 A is a product of elementary matrices
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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 ðīðĢ=0, then âĶ. ðĩðī= ðž ð ðĢ=0 ðĩðīðĢ=0 ðž ð ðĢ=ðĢ
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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 âĶ en For any vector b, ðīðķ= ðž ð ðķð is always a solution for ð ðīðķð ðž ð ð=b
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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.
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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
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Inverse of General invertible matrices
Inverse of a Matrix Inverse of General invertible matrices Outline: Inverse Invertibility elementary row operation in generatl
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2 X 2 Matrix ðī â1 = ð ð ð â ðī= ð ð ð ð Find ð,ð,ð,â
ðī= ð ð ð ð ðī â1 = ð ð ð â Find ð,ð,ð,â ð ð ð ð ð ð ð â = ðī â1 = 1 ððâðð ð âð âð ð If ððâðð=0, A is not invertible.
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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 ðļ ð âŊ ðļ 2 ðļ 1 ðī=ð
= ðž ð ðī â1 ðī â1 = ðļ ð âŊ ðļ 2 ðļ 1
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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 ðļ ð âŊ ðļ 2 ðļ 1 ðī ðž ð = ð
ðļ ð âŊ ðļ 2 ðļ 1 ðž ð ðī â1
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Algorithm for Matrix Inversion
Invertible RREF
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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 Câ ] Câ = A-1C ðī â1 ðķ ðļ ð âŊ ðļ 2 ðļ 1 ðī ðķ = ð
ðļ ð âŊ ðļ 2 ðļ 1 ðķ ðž ð ðī â1 P
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Acknowledgement æčŽ åĻæ ååļįžįūæå―ąįäļįéŊčŠĪ
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Appendix
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2 X 2 Matrix ðī= ð ð ð ð ð ð â ð ð ð ð ð â ð ð ððâ ðð ððâððâ 0
ðī= ð ð ð ð ð ð â ð ð ð ð ð â ð ð ððâ ðð ððâððâ 0 ðī â1 = ð ð ð ð Find ð,ð,ð,â ð ð ð ð ð ð ð ð = ðī â1 = 1 ððâðð ð âð âð ð
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