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AB = I
(3.1)
where I is the n n identity matrix ij . If A is n p then B must be p n . Let the n columns of the matrix B be denoted by b j , j = 1,..., n; these vectors are in V p . Further, let the jth column of I be denoted by i j = ( 0,....1,....0 ) , then
T
( )
Ab j = i j .
For a solution to exist need rank A = rank A i j , j = 1, 2,....n
(3.2)
= rank ( A I ) = n (rank I = n)
But
rank A min ( n, p )
Hence
p n.
Note also that this result implies that the rank A = n (see below). Uniqueness
(3.3)
Will a matrix B that satisfies this restriction be unique? Suppose another right inverse C exists so that AC = I .
A ( B C) = 0
The solution of this homogeneous system is unique if the dimension of the solution space of the homogeneous system is zero (the nullity = 0). Now
(3.4)
Consequently, a unique right inverse exists for a square n n matrix of rank n. Such a matrix is said to be non-singular and the inverse is written as
B = A 1 with AA 1 = I = AA 1 .
(3.5)
Similar results hold for left inverses C such that CA = I . For a non-singular square matrix it is shown below that the left and right inverses are equal. Proof A is an n n non-singular square matrix. The right inverse satisfies
AB = I ,
Now
C ( AB ) = (CA ) B = IB = B, and C ( AB ) = CI = C
Hence
B = C, so that AA1 = I = A1 A .
Computation of inverses
(3.6)
Given the equation that the right inverse satisfies then the results for b j can be found by row reducing A I . Example 8 Find the inverse of
1 2 1 2 4 1 3 3 3
Solution Consider the augmented matrix
1 2 1 1 0 0 1 2 1 1 0 0 1 0 1 1 0 2 / 3 A I = 2 4 1 0 1 0 0 0 1 2 1 0 0 1 0 1 0 1/ 3 3 3 3 0 0 1 0 3 0 3 0 1 0 0 1 2 1 0
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1 0 0 3 1 2 / 3 0 1 0 1 0 1/ 3 0 0 1 2 1 0
3 1 2 / 3 A = 1 0 1/ 3 . 2 1 0
1
N.B. If, for a square matrix, A R I an inverse does not exist. (Clearly rank A < n and the matrix is singular.) Inverse of a product For a product AB the inverse is written formally as ( AB ) . Denoting this inverse by C gives ABC = I or A 1 ABC = A 1I
1
BC = A 1 B 1BC = B 1 A 1 or C = B 1 A 1
so that
1
( AB )
Note that it can also be shown that
= B1 A1 .
(3.7)
(A )
Determinants
T 1
= ( A 1 ) .
(3.8)
Associated with each square matrix is a number called the determinant of the matrix, written det A = A . Definitions are:
1 1 matrix A = ( a ) , det A = a = a
a 2 2 matrix A = 11 a21 a12 a11 , det a22 a21
(3.9)
a12 = a11a22 a12 a21 = a11 a22 a12 a21 . (3.10) a22
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A recursive definition is easily introduced by defining the minor matrix M ij associated with the entry aij in the matrix A. M ij is the matrix formed from A by deleting the ith row and jth column. For example if
1 2 3 1 2 A = 4 5 6 , then M 23 = . 7 8 7 8 9
(N.B. The book uses M ij for the det Mij ; this is the minor determinant. Based on the above definition of a minor matrix, the determinant of an n n matrix in terms of the entries in the first row is
n j =1
( )
det A = a1 j ( 1)
1+ j
det ( M1 j ) .
(3.11)
From this result etc., it can be established that the ith row expansion is
n j =1
det A = aij ( 1)
or
n
i+ j
det ( Mij ) ,
(3.12)
(3.13)
where
Aij = ( 1)
i+ j
det ( Mij )
(3.14)
1 2 1 2 1 1 = 1 1 1 1
1 1 1 1
( 2 )
2 1 1 1
+ 1
2 1 1 1
= 2 + 2 + 3 = 3 .
For a large matrix this is not an efficient way of computing the value.
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Properties From the basic definition it can be established that: Adding a multiple of one row (column) to another row (column) does not change the value of the determinant. Multiplying a row (column) by a scalar changes det A to det A . Interchanging two rows (columns) changes the sign, i.e. det A det A . If any row (column) is zero, det A = 0 . If any row (column)is a linear combination of other rows (columns), det A = 0 . Hence, for an n n matrix A with rank A < n , det A = 0 . I.e. for a singular matrix A, det A = 0 . Note also that
Computation of determinants A standard and efficient procedure is to reduce the matrix to upper triangular form so that
a11r 0 . det . . 0
a12 r a22 r 0 . . 0
. . . . . .
. . .
is simply the product of the diagonal elements. (Care, however, must be taken with any factors that have been used to multiply rows.)
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Example 9 Evaluate
2 2
4 2 2 3
2 2 =2
1 0 0
2 2 1
1 5
1 4 =2
1 0 0
2 0 0
1 5
1 4 =2
1 0 0
2 0 0
1 5 5 0
1 4 2 22 / 5
0 2
0 2
0 2
1 0 1 1 0 1 1 3
0 2 1 3
5 2 3 / 2 5
= 2 (1 ( 2 ) 5 ( 22 / 5 ) ) = 88
Inverse revisited Now
n
where Aij is the cofactor of the element aij (see 3.14). Consider
a
j =1
ij
Akj . When k i ,
this quantity is zero as it represents the expansion of a determinant with two equal rows. Hence
n
a
j =1
ij
Akj = ( det A ) ik .
(3.15)
( )
( )
(3.16)
This is not a suitable expression to use for computations. (Row reduce A I .) Note that
Solution of inhomogeneous systems The formula (3.16) can be used to derive an expression for the solution of
Ax = c
(3.17)
x = A 1c =
Now can write
(3.18)
c ( 1)
j j =1
j +i
M ji = det Bi
(3.19)
where Bi is the matrix obtained from A by replacing the ith column by c. Hence
xi =
det Bi , det A
(3.20)
which is Cramers rule. Although this rule can be useful in theoretical investigations, it is not in general a good computational procedure.
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