Upload
vubao
View
214
Download
0
Embed Size (px)
Citation preview
Matrix inverse
3x = 7
We can solve the linear system
by multiplying both sides by the “inverse” of 3 :
(3�1)3x = (3�1)7
x =7
3
If a linear system is non-singular or invertible, we can write the solution in the same manner
Ax = b
x = A�1b
where A�1is the inverse of A.
solution is unique!
solution is unique!���2
The identity matrix
2
44 �3 21 0 �52 7 �9
3
5
2
41 0 00 1 00 0 1
3
5 =
2
44 �3 21 0 �52 7 �9
3
5
The identity matrix is the “multiplicative identity”, or the “1” for square matrices.
2
41 0 00 1 00 0 1
3
5
2
44 �3 21 0 �52 7 �9
3
5 =
2
44 �3 21 0 �52 7 �9
3
5Ex.
It has the property that for any n⇥ n matrix A,
AI = IA = A
An n ⇥ n identity matrix I is a diagonal matrix with
all 1s on the diagonal.
���3
Matrix inverse
Just as (3
�1)(3) = (3)(3
�1) = 1, a matrix A and its
inverse satisfy
A�1A = AA�1= I
where I is the identity matrix.
2
64
0 1 2
1 0 3
4 �3 8
3
75
2
64
� 92 7 � 3
2
�2 4 �132 �2 � 1
2
3
75 =
A A�1
2
64
1 0 0
0 1 0
0 0 1
3
75
I
2
64
� 92 7 � 3
2
�2 4 �132 �2 � 1
2
3
75
2
64
0 1 2
1 0 3
4 �3 8
3
75 =
AA�1
2
64
1 0 0
0 1 0
0 0 1
3
75
I
The identity times a vector also returns that vector.
���4
Matrix inverse
Multiply both sides by A�1to get
A�1Ax = A�1b
Ix = A�1b
Since I times any vector or matrix is always that vector
or matrix, we have
x = A�1b
The solution is unique
If A is invertible, we could solve Ax = b as follows :
���5
Example2
64
0 1 2
1 0 3
4 �3 8
3
75
2
64x1
x2
x3
3
75 =
2
64�1
2
11
3
75
Multiply both sides by A�1to get
Check!
2
64x1
x2
x3
3
75 =
2
64
� 92 7 � 3
2
�2 4 �132 �2 � 1
2
3
75
2
64�1
2
11
3
75 =
2
642
�1
0
3
75
A x b
A�1x b
This is the only solution to this system.
���6
Two special cases
The inverse of a 2 ⇥ 2 matrix can easily be written
down.
a bc d
��1
=
1
ad� bc
d �b
�c a
�
The inverse of a diagonal matrix is given by
2
6664
d1 0
d2.
.
.
0 dn
3
7775
�1
=
2
6664
1d1
0
1d2
.
.
.
0
1dn
3
7775
the “determinant”
All off-diagonal entries are zero ���7
Gauss-Jordan Method
2
40 1 2 1 0 01 0 3 0 1 04 �3 8 0 0 1
3
5
(eqn 2)
(eqn 1)
2
41 0 3 0 1 00 1 2 1 0 04 �3 8 0 0 1
3
5
2
41 0 3 0 1 00 1 2 1 0 00 �3 �4 0 �4 1
3
5 (eqn 3)� (4)(eqn 1)
2
41 0 3 0 1 00 1 2 1 0 00 0 2 3 �4 1
3
5 (eqn 3)� (�3)(eqn 2)
A I
If we were solving a linear system, we could stop here at the upper triangular form. But to get the inverse, we continue. upper triangular
The Gauss-Jordon method gives us a way to compute the matrix inverse.
Carry out row operations on A and I simultaneously. The first step is a row
exchange
���8
Gauss-Jordan Method
Divide the last row by 2 2
41 0 3 0 1 00 1 2 1 0 00 0 1 3
2 �2 12
3
5
Reverse the elimination process until A is reduced to the identity.
2
64
1 0 0 � 92 7 � 3
2
0 1 0 �2 4 �1
0 0 1 32 �2 1
2
3
75 (eqn 2)� (2)(eqn 3)
(eqn 1)� (3)(eqn 3)
I A�1
The augmented matrix [A I] is row-reduced to [I A�1].
The Gauss-Jordan Method is a method for finding the inverse of a matrix.
get 1s on the diagonal ✓1
2
◆(eqn 3)
���9
Example
Find the inverse of A by two di↵erent methods. Verify
the inverse you found.
A =
1 3
2 7
�
Use the formula for the inverse of a 2x2 matrix
A�1 =1
(1)(7)� (3)(2)
7 �3
�2 1
�=
7 �3
�2 1
�
1 3 1 02 7 0 1
�!
1 3 1 00 1 �2 1
�!
1 0 7 �30 1 �2 1
�Use the Gauss-Jordan Method
���10
The inverse of sums and products
Suppose both A and B are invertible. What can we say about the inverse of(A+B)? Or the inverse of AB?
We can’t say anything about the inverse of A + B. Suppose A is invertible. Let
B = �A. Then A+B = 0, which is not invertible.
If A and B are invertible, the inverse of the product AB is given by (AB)
�1=
B�1A�1.
(AB)(AB)
�1= ABB�1A�1
= AIA�1= I
We don’t need to check the other side, since the inverse is unique and so is both
a left and right inverse.
���11
Some facts about inverses
The inverse exists if and only if elimination produces n (non-zero) pivots.
A matrix cannot have two di↵erent inverses. If you find one inverse, you have
found both the right and left inverse.
A matrix A commutes with its inverse : AA�1= A�1A = I
If A is invertible, then Ax = 0 can only have the zero solution x = A�10 = 0.
Suppose there is a non-zero vector x such that Ax = 0. Then A cannot have an
inverse. Suppose it did have an inverse B such that AB = BA = I. Then
x = B0 = 0
But we said that x is nonzero. Therefore, the inverse B cannot exist. Matrices
which don’t have inverses are called singular or non-invertible. Such matrices are
like the multiplicative ”0” of matrices. (Think of the scalar system 0x = b. We
cannot divide by 0 to solve for x.)
Only square matrices have inverses.
���12