MatricesTopic #11 of 30

Inverse Matrices

Invertible matrices, finding inverses, properties of inverse, and singular matrices.

Overview

The inverse of a matrix AA, denoted A1A^{-1}, is the matrix that when multiplied by AA gives the identity matrix. Not all matrices have inverses.

Definition

For a square matrix AA, the inverse A1A^{-1} satisfies:

AA1=A1A=IAA^{-1} = A^{-1}A = I

Invertibility

A matrix AA is invertible (or non-singular) if A1A^{-1} exists.

Conditions for Invertibility

A square matrix AA is invertible if and only if:

  • det(A)0\det(A) \neq 0
  • AA has nn pivot positions (full rank)
  • Ax=0A\mathbf{x} = \mathbf{0} has only the trivial solution
  • Columns of AA are linearly independent
  • Rows of AA are linearly independent

Finding the Inverse

2×2 Matrix Formula

For A=[abcd]A = \begin{bmatrix} a & b \\ c & d \end{bmatrix}:

A1=1det(A)[dbca]A^{-1} = \frac{1}{\det(A)} \begin{bmatrix} d & -b \\ -c & a \end{bmatrix}

where det(A)=adbc\det(A) = ad - bc

Example

A=[3121]A = \begin{bmatrix} 3 & 1 \\ 2 & 1 \end{bmatrix}

det(A)=3(1)1(2)=1\det(A) = 3(1) - 1(2) = 1

A1=[1123]A^{-1} = \begin{bmatrix} 1 & -1 \\ -2 & 3 \end{bmatrix}

Row Reduction Method

For larger matrices, augment AA with II and row reduce:

[AI][IA1][A \mid I] \to [I \mid A^{-1}]

Example

[12103401][12100231][1021013/21/2]\begin{bmatrix} 1 & 2 & \vert & 1 & 0 \\ 3 & 4 & \vert & 0 & 1 \end{bmatrix} \to \begin{bmatrix} 1 & 2 & \vert & 1 & 0 \\ 0 & -2 & \vert & -3 & 1 \end{bmatrix} \to \begin{bmatrix} 1 & 0 & \vert & -2 & 1 \\ 0 & 1 & \vert & 3/2 & -1/2 \end{bmatrix}

A1=[213/21/2]A^{-1} = \begin{bmatrix} -2 & 1 \\ 3/2 & -1/2 \end{bmatrix}

Properties of Inverse

PropertyFormula
UniquenessInverse is unique if it exists
Involution(A1)1=A(A^{-1})^{-1} = A
Product(AB)1=B1A1(AB)^{-1} = B^{-1}A^{-1}
Transpose(AT)1=(A1)T(A^T)^{-1} = (A^{-1})^T
Scalar(cA)1=(1/c)A1(cA)^{-1} = (1/c)A^{-1}
Power(An)1=(A1)n(A^n)^{-1} = (A^{-1})^n

Product Inverse

Important: The inverse of a product reverses the order:

(ABC)1=C1B1A1(ABC)^{-1} = C^{-1}B^{-1}A^{-1}

Singular Matrices

A singular matrix has no inverse.

Characteristics

  • det(A)=0\det(A) = 0
  • Ax=0A\mathbf{x} = \mathbf{0} has non-trivial solutions
  • Columns are linearly dependent
  • Not full rank

Example

A=[1224]A = \begin{bmatrix} 1 & 2 \\ 2 & 4 \end{bmatrix}

det(A)=1(4)2(2)=0\det(A) = 1(4) - 2(2) = 0

AA is singular (no inverse exists)

Solving Systems with Inverse

For the system Ax=bA\mathbf{x} = \mathbf{b} where AA is invertible:

x=A1b\mathbf{x} = A^{-1}\mathbf{b}

Example

Solve:

3x+y=53x + y = 5 2x+y=42x + y = 4

A=[3121],b=[54]A = \begin{bmatrix} 3 & 1 \\ 2 & 1 \end{bmatrix}, \quad \mathbf{b} = \begin{bmatrix} 5 \\ 4 \end{bmatrix}

A1=[1123]A^{-1} = \begin{bmatrix} 1 & -1 \\ -2 & 3 \end{bmatrix}

x=A1b=[1123][54]=[5410+12]=[12]\mathbf{x} = A^{-1}\mathbf{b} = \begin{bmatrix} 1 & -1 \\ -2 & 3 \end{bmatrix}\begin{bmatrix} 5 \\ 4 \end{bmatrix} = \begin{bmatrix} 5 - 4 \\ -10 + 12 \end{bmatrix} = \begin{bmatrix} 1 \\ 2 \end{bmatrix}

Solution: x=1x = 1, y=2y = 2

Inverse of Special Matrices

Diagonal Matrix

D=[d1000d2000d3]D1=[1/d10001/d20001/d3]D = \begin{bmatrix} d_1 & 0 & 0 \\ 0 & d_2 & 0 \\ 0 & 0 & d_3 \end{bmatrix} \quad D^{-1} = \begin{bmatrix} 1/d_1 & 0 & 0 \\ 0 & 1/d_2 & 0 \\ 0 & 0 & 1/d_3 \end{bmatrix}

Orthogonal Matrix

Q1=QTQ^{-1} = Q^T

Upper Triangular Matrix

Inverse is also upper triangular (use back substitution).