LINEAR ALGEBRA SMA 3013

SEM 2 2011/2012 BY: DR. ROHAIDAH HJ MASRI

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CHAPTER 1

INTRODUCTION TO SYSTEM OF LINEAR EQUATIONS & MATRIX

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1.1 INTRODUCTION Definition 1 : Linear Equation A linear equation in the n variables x1, x2, , xn is an equation that can be written in the form
a1 x1  a2 x2  ...  an xn ! b

Where the coefficients a1, a2, , an and the constant term b are constants.

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Example
The following equations are linear.

(i ) 3 x  4 y ! 1
1 15 (ii) r  s  t ! 9 2 3 T T (iii ) 2 x  y  sin z ! 1 4 5 (iv) 3.2 x1  4.6 ! 0.01x2
Linear since can be written in the form of 3.2x1 0.01x2= 4.6
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Examples
The following equations are not linear.

(i ) xy  2 z ! 1
3 (ii ) x12  x2 ! 3

Linear equations do not contain products, reciprocals, or other functions of the variables.

x (iii )  z ! 3 y T T (iv ) 2 x  y  sin 4 5 (v) sin x1  3x2  2 ! 0

x3

z !1

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A solution of a linear equation a1x1 + a2x2 + + anxn = b is a vector [s1, s2, , sn] whose components satisfy the equation when we substitute x1=s1, x2=s2, , xn=sn.

Example
(a) [5,4] is a solution of 3x (Other solution : [1,1]) 4y = -1.
If x = t, solving for y: [t, + ()t] (the parametric form)

What about this?

(b) [3,0,0] , [0,1,2] & [6,1,-1] are solutions of x1 x2 +2x3 = 3. If x2 = s, x3=t, solving for x1:
[3+s 2t, s, t]

In general, the solutions simply correspond to the points on the line determined by the given equation.
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Definition 2 : System of Linear Equations A system of m linear equation in the n variables x1, x2, , xn is a collection of equations:
a11x1 + a12x2 + a21x1 + a22x2 + + a1nxn = b1 + a2nxn = b2
Also referred as mxn linear system

:
am1x1 + am2x2 +

:
+ amnxn = bn

Where the coefficients a1, a2, , an and the constant term b are constants.
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Example. i. 2x1 + x2 3x3 = 9 x1 5x2 + 4x3 = -1 3x1 + x2 + x3 = 6

3 x 3 linear system

ii.

2x1 + x2 3x3 x1 + 3x1 + x2 + x3

4x4= 1 4x4 =3 =6

3 x 4 linear system

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Notes: A system of linear equations is a finite set of linear equations, each with the same variables. A solution of a system of linear equations is a vector that is simultaneously a solution of each equation in the system. The solution set of a system of linear equations is the set of all possible solutions of the system.

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Example Consider the system 2x x y=3 3y = 5

[2,1] is a solution for this system since it is a solution for both equations.
How about [1,-1] ?

[1,-1] is not a solution of the system since it satisfies only the first equation.
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A system of linear equations is called consistent if it has at least one solution. A system with no solutions is called inconsistent. A system of linear equations with real coefficients has either (a) A unique solution (a consistent system) or (b) Infinitely many solutions (a consistent system) or (c) no solutions (an inconsistent system)

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Example
Solve the following systems of linear equations. (a) x y=1 (b) x 2x y=2 2y = 4 (c) x x y=1 y=3

x+y=3

(a) [2,1] is the only solution for both equations. Therefore, [2,1] is a unique solution. (with point of intersection (2,1))

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(b) The second equation just twice the first. (the solutions are the solutions of the first equation alone namely, the points on the line x y = 2) Can be represented parametrically as : [2 + t, t] Then, this system has infinitely many solutions.

(c)This system has no solutions

no intersection.

(the lines for the equations are parallel )

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Solving a System of Linear Equations Two linear systems are called equivalent if they have the same solution sets. Example x y=1 and x y=1 y=1

x+y=3

This two linear systems are equivalent, since they both have the unique solution [2,1].

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Example Solve the system x y z=2

y + 3z = 5 5z = 10
Starting from the last equation and working backward, we have the unique solution of the system : [3, -1, 2].
This procedure is called back substitution.
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Example Solve the system x+y+z=4 x y+z= 2 2x y + 2z = 2

Solution: Let x = 4 y z (4)

Next, substitute (4) in (2): -(4 y z) y + z = -2 2z = -2 + 4 z = 1. (5) Next, find the values of x & y : answer: x = 1 , y = 2 Then, the system is consistent with the unique solution (1, 2, 1) #
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Example Solve the system x 3x 2x y z=2

3y + 2z = 16 y+z=9

How can we solve this using the matrix ?

In next topic .

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1.2 INTRODUCTION TO MATRICES Definition 3 : Matrix

An m x n matrix is an array of numbers with m rows and n columns.

Note: The entries taken from R, C, Z etc

Eg. ( 3 x 3 matrix)

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Types of Matrices

Some terms : row matrix column matrix diagonal entries square matrix diagonal matrix scalar matrix identity matrix

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Examples of matrices

a11 a A ! 21 : am1

a12 a22 : am 2

... a1n ... a2 n ... : ... amn

2 5 0 B! 1 4 1
1 0 0 0 1 0 E! 0 0 1

3 1 C! 4 5

3 0 0 D ! 0 6 0 0 0 2

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Notes: Two matrices are equal if they have same size & if their corresponding entries are equal. Example.

2 5 0 B! 1 4 1 H ! ?1 4 3A

a b c F ! d e f 1 J ! 4 3
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2 5 G! 1 4

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Matrix Operations
1.   Matrix Addition Defined with componentwise. If A ! [aij ] then the sum A  B and B ! [bij ] are m v n matrices, is the

mv n .

A  B ! [aij  bij ]

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Examples

2 5 0 Let B ! 1 4 1

6 2 3 and K ! , then, 2 1 5

2 5 0 2c 5c 0  Scalar multiplication: cB= c 1 4 1 ! c 4c c 2 5 0  Negative of B :  B ! 1 4 1

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 Difference of two matrices B & K:

2 5 0 6 2 3 4 7 3 BK !  1 5 ! 0 2 1 1 1 4 1

 Zero matrix : all entries are zero

A0 ! A ! 0 A
and

A  A ! 0 ! A  ( A)

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2. Matrix Multiplication If A is an m v n matrix and B is an n v r matrix, then the product C=AB is an m v r matrix. The (i,j) entry of the product is computed as follows:

cij ! ai1b1 j  ai 2b2 j  ...  ainbnj

!

A mv n
Same

B nvr

AB mvr

Size of AB
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can be written using summation notation:

cij ! aik bkj

k !1

Example

21 16 2 5 6 2 3 7 GK ! 1 5 ! 10 22 5 2 1 4

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3. Matrix Power

If A is a square matrix and r , s are nonnegative integers, then 1. Ar As ! Ar  s 2.

(A ) ! A
r s

rs

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Notes:  Every linear system can be written in the form Ax = b.

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4. The transpose of a matrix The transpose of an m v n matrix A is the n v m matrix AT obtained by interchanging the rows and columns of A. That is, the i th column of AT is the i th row of A for all i. Examples
2 B! 1 2 B T ! 5 0 5 0 4 1 1 4 1 H ! ?1 4 3A 1 H T ! 4 3
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Note: A square matrix A is symmetric if and only if Aij ! A ji for all i and j. Examples
1 3 2 A ! 3 5 0 2 0 4 1 2 B! 1 3

A is symmetric but B is not symmetric.

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Algebraic Properties of Matrix Addition and Scalar Multiplication

Theorem: Let A, B and C be matrices of the same size and let c and d be scalars. Then, a. A+B = B+A b. (A+B)+C = A+(B+C) c. A+ 0 =A d. A+ (-A) = 0 e. c(A+B) = cA + cB f. (c+d)A = cA + dA g. c(dA) = (cd)A h. 1A = A
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(Commutativity) (Associativity)

(Distributivity) (Distributivity)

Note:  Generally, if A1, A2, , Ak are matrices of the same size and c1, c2, , ck are scalars, we may form the linear combination:

c1 A1  c2 A2  ...  ck Ak
where c1, c2, , ck are called as the coefficients of the linear combination.

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Notes:  Ax = b has a solution if and only if b is a linear combination of the columns in A.

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Properties of Matrix Multiplication

Theorem: Let A, B and C be matrices (whose sizes are such that the indicated operations can be performed) and let k be a scalar. Then, a. A(BC) = (AB)C b. A(B + C) = AB + AC c. (A + B)C = AC + BC d. k(A + B) = kA + kB e. ImA = A = AIn if A is mvn (Multiplicative identity) (Associativity) (Left distributivity) (Right distributivity)

Note: Multiplication is not commutative. Therefore, it is not necessary AB = BA.

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Properties of the Transpose

Theorem Let A and B be matrices (whose sizes are such that the indicated operations can be performed) and let k be a scalar. Then a. (AT)T = A b. (A + B)T = AT + BT c. (kA)T = k(AT) d. (AB)T = BT AT e. (Ar)T = (AT)r for all nonnegative integer r

Note: Properties (b) & (d) can be generalized to sums and products of finitely many matrices.

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Example

4 1 0 1 2 Let A ! and B ! 2 3 1 . 3 4
Then, A + AT and BBT are symmetric.

Note that BBT is symmetric even though B is not a square matrix.

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Theorem a. If A is a square matrix, then A + AT is a symmetric matrix. b. For any matrix A, AAT and ATA are symmetric matrices. Proof (a): (A + AT)T = AT + (AT)T = AT + A = A + AT . Then, A + AT is symmetric .
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(by property of transpose) (by property of transpose) (commutativity of matrix add.)

Matrix Notation & Terminology

y1 ! 2 x1  x3 y2 ! 5 x1  x2  3 x3

x1 y1 2 0 1 y ! 5 1 3 x2 2 x3
y F x Also can be written as y = Fx

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Example (linear system to matrix equation)

x1  2 x2  3 x3 ! 5  x1  3 x2  x3 ! 1 2 x1  x2  4 x3 ! 14
Linear system

1 2 3 x1 5 1 3 1 x ! 1 2 2 1 4 x3 14
Ax = b
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Matrix equation

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Also can be written as:

Augmented Matrix

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Example
2x  y  z ! 3 x  5z ! 1
Linear System

x  3y  2z ! 0

2 1 1 1 0 5 1 3 2

Coefficient matrix

2 1

1 1 3 0 5 1

1 3 2 0
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Augmented matrix
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Matrices & Elementary Row Operations

The method of elimination on a linear system is equivalent to performing similar operations on the rows of the corresponding augmented matrix. This method is called The Elementary Row Operations.

Definition 4 : (ERO)
The following elementary row operations can be performed on a matrix: 1. Interchange two rows. 2. Multiply a row by a nonzero constant. 3. Add a multiple of a row to another row.
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Note: ERO a procedure to reduce any matrix to a matrix in row echelon form. - can be performed on a system of linear equations to transform it into an equivalent system.

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Notes:
Some notations for the three elementary row operations: 1. Ri m Rj means the interchange rows i and j. 2. kRi means multiply row i by k. 3. Ri + kRj means add k times row j to row i (and replace row i with the result).

Row reduction

The process of applying elementary row operations to bring a matrix into row echelon form.

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Echelon Form of a Matrix

Definition 5. (Row Echelon Form) A matrix is in row echelon form if it satisfies the following properties: 1. Any rows consisting entirely of zeros are at the bottom. 2. In each nonzero row, the first nonzero entry (called the leading entry/ pivot ) is in the column to the left of any leading entries below it.

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Example
The following matrices are in row echelon form.

2 4 1 0 1 2 0 0 0

1 0 1 0 1 5 0 0 1

1 1 2 1 0 0 1 3 0 0 0 0

0 0 0 0

1 1 3 0 1 1 2 2 0 0 0 4 0 0 0 0 0 5 2 0

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Example
Solve the following augmented matrix.

4 1

1 0 0

01 1 5 0 4

1 1

21

0 1 2

0 0 1 3

9 x1 ! , x2 ! 2 2

No Solution

x1 ! 5  t x2 ! t x3 ! 3

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Example
Reduce the following matrix to echelon form.

1 1 1 2 3 1 1 1 2
Answer:

1 1 1 2 3 1 1 1 2

R2 R3

2R1 R1

1 1 1 0 1 1 0 2 3

R3 + 2R2

1 1 1 0 1 1 0 0 5

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Notes:  The row echelon form of a matrix is not unique.  The leading entry in each row is used to create the zeros below it.  The pivots are not necessarily the entries that are originally in the positions eventually occupied by the leading entries.  Once we have pivoted and introduced zeros below the leading entry in a column, that column does not change. (The row echelon form emerges from left to right, top to bottom).

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Examples.
Use ERO to reduce the following matrices to the row echelon form.

a.

0 2 1 0 0 5 6 3 1

b.

3 5 5 2 2 4

c.

3 2 1 2 1 1 4 3 1

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Solution (a):
0 2 1 0 0 5 6 3 1
R1 m R3

6 3 1 0 0 5 0 2 1
R2 m R3

6 3 1 0 2 1 0 0 5

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Solution (b):

3 5 5 2 2 4

R1

R3

1 1 5 2 2 4

R2

5R1

1 1 0 7 2 4

R3

2R1

1 1 0 7 0 2

7R3 + 2R2

1 1 0 7 0 0

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Solution (c):

3 2 1 2 1 1 4 3 1

R1

R2

1 1 0 2 1 1 4 3 1
R3 R2

R2

2R1

1 1 0 0 1 1 4 3 1

R3

4R1

1 1 0 0 1 1 0 1 1

1 1 0 0 1 1 0 0 0

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Definition (Row Equivalent) Matrices A and B are row equivalent if there is a sequence of elementary row operations that converts A and B. Example
1 1 1 2 3 1 1 1 2
are row equivalent.
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and

1 1 1 0 1 1 0 0 5

How can we tell whether two matrices are row equivalent?

Theorem Matrices A and B are row equivalent if and only if they can be reduced to the same row echelon form.

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The Rank of a Matrix

Definition 6. (Rank) The rank of a matrix is the number of nonzero rows in its row echelon form.

Note: The rank of matrix A is denoted by rank(A) .

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Example:
2 4 1 0 1 2 0 0 0
Rank 2

1 0 1 0 1 5 0 0 1
Rank 3

1 1 2 1 0 0 1 3 0 0 0 0
Rank 2

Theorem (The Rank Theorem) Let A be the coefficient matrix of a system of linear equations with n variables. If the system is consistent, then number of free variables = n rank(A)

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Example : Determine the number of the free variables .

2 4 1 0 1 2 0 0 0
3 2 = 1 free variable

1 0 1 0 1 5 0 0 1
3 3 = 0 free variable

1 1 2 1 0 0 1 3 0 0 0 0
4 2 = 2 free variables

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Exercises: Determine whether the following augmented matrices has a unique solution, infinitely many solutions, or no solution.

a.

0 0 12 0 1 31 1 0 11

b.

3 2 0 1 1 1 2 3 1 1 2 4 6 2 0

c.

1 2 3 4 56 6 5 4 3 21 7 7 7 7 77

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Determinant of a Matrix

Definition 7 ( Determinant of a 3x3 matrix)

a11 A ! a21 Let a31
the scalar

a12 a22 a32

a13 a23 . Then the determinant of A is a33

a22 det A ! A ! a11 a32

a23 a21 a23 a21 a22  a12  a13 a33 a31 a33 a31 a32

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The determinant of the 2x2 matrix

a11 A! a21

a12 is a22

det A ! a11a22  a12 a21

The determinant of a matrix A also denoted by | A |.

detA= a11 detA11

3 1 j j !1

a12 detA12 + a13 detA13

Aij is the (i,j)minor of A. (Submatrix of A obtained by deleting row I & column j)

! (1) a1 j det A1 j

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Example
Compute the determinant of

5 3 2 A ! 1 0 2 2 1 3
Solution:

det A ! 5

1 3

(3)

1 2 2 3

2

2 1

! 5(0  (2)) 3(3  4) 2( 1  0) !5

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Definition 8 (Determinant of nxn matrix) Let A=[aij] be an nxn matrix, where n u 2. Then the determinant of A is the scalar

det A !| A |! a11 det A11  a12 det A12  ...  ( 1)1 n a1n det A1n ! (1)1 j a1 j det A1 j
j !1 n

The pattern of the signs:

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Example
Compute the determinant of

2 3 0 5 4 2 A! 1 1 0 2 1 0

1 0 3 0

Solution.
4 1 2 0 0 0 5 2 0 5 2 4 1 2 0

det A ! 2 1 0 3  (3) 1

0 3  0  (1) 1

1 0

2 0 0

! 2(4(0)  2(0  3)  0)  3(5(0)  2(0  (6))  0)  0  (1)(5(0)  4(0)  2(1  2))

! 2(6)  3(12)  1(2) ! 22

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Definition 9 (Minors & Cofactors of a Matrix) If A is a square matrix, then the minor Mij, associated with the entry aij , is the determinant of the (n 1)x(n 1) matrix obtained by deleting row i and column j from the matrix A. The cofactor of aij is Cij = (-1)i + j Mij
OR

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The (i,j)-cofactor of A will be

Cij ! (1)i  j det Aij

With this notation, definition of nxn matrix becomes (determinant of square matrix):

det A ! a1 j C1 j
j !1

Referred as cofactor expansion along the first row

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Example
Compute the determinant of the matrix

by

5 3 2 A ! 1 0 2 2 1 3

(a)cofactor expansion along the third row and, (b) cofactor expansion along the second column.

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Solution:

( a) det A ! a31C31  a32C32  a33C33 3 2 5 2 5 3 !2 (1) 3 0 2 1 2 1 0

! 2(6)  8  3(3) !5 (b) det A ! a12C12  a22C22  a32C32 1 2 5 2 (1) 5 2 ! (3) 0 1 2 2 3 2 3 ! 3(1)  0  8 !5
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Example Compute the determinant of the following matrix using the cofactor expansion.
2 3 0 5 4 2 A! 1 1 0 2 1 0 1 0 3 0
Which row/ column suitable to choose?

3rd column since column 3 has only one nonzero entry

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Solution:

det A ! a13C13  a23C23  a33C33  a34C34 ! 0C13  2C23  0C33  0C34 2 3 1 ! 2 1 1 3 2 1 0

Then,

3 1 2 1 det A ! 2 2  1 3 1 3 ! 2( 2( 8)  5) ! 22

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Exercise
Compute the determinants for the following matrices.

cos U (a) A ! 0 0 2 0 1 0 (c) C ! 0 1 2 0

sin U cos U sin U

tan U  sin U cos U

1 1 2 5 (b) B ! 0 1 1 4

0 2 0 2

3 6 0 1

3 1 2 2 1 4 1 3

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Definition 10 (Triangular Matrices) An m x n matrix is an upper triangular if aij = 0, for all i > j, and is lower triangular if aij = 0, for all i < j. A square matrix is a diagonal matrix if aij = 0, for all i { j.

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Examples. Upper triangular matrices:

Lower triangular matrices are:

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Theorem The determinant of a triangular matrix is the product of the entries on its main diagonal. Specifically, if A = [aij] is nxn, then

det A ! a11a22 ... ann

Example
To compute the determinant of

1 1 3 A ! 0 4 2 0 0 1

det A = 1(4)(1) = 4

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Properties of Determinant
Let A=[aij] be a square matrix. a. If A has a zero row (column), then det A = 0. b. If B is obtained by interchanging two rows (columns) of A, then det B = - det A. c. If A has two identical rows (columns), then det A = 0. d. If B is obtained by multiplying a row (column) of A by k, then det B = k det A. e. If A, B and C are identical except that the ith row (column) of C is the sum of the ith rows (columns) of A & B, then det C = det A + det B. f. If B is obtained by adding a multiple of one row (column) of A to another row (column), then det B = det A.

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Theorem If A & B are nxn matrices, then det(AB) = det(A). det(B)

Theorem A square matrix A is invertible if and only if det A { 0.

Theorem If A is an nxn matrix, then det (kA) = kn det A.

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Theorem For any square matrix A, det A = det AT

Theorem If A is invertible, then det(A-1) = 1/ det A

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THE INVERSE OF A SQUARE MATRIX Definition 11 (Inverse/ invertible) If A is an n v n matrix, an inverse of A is an n v n matrix A with the property that
AA ' ! I and A' A ! I

where I = In is the n v n identity matrix. If such an A exists, then A is called invertible.

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Example
If

3 5 2 5 A! , then A ' ! 1 2 is an inverse of A since 1 3 1 0 1 0 AA = and A A= 0 1 0 1

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Example Show that the following matrices are not invertible.

a.

0 0 O! 0 0

b.

1 2 B! 2 4

There is no O such that OO =I=O O since any product with the zero matrix will never equal to the identity matrix I.

w x ! Suppoose B has an inverse B y z BB =I gives the equations;

w 2y !1

x  2z ! 0 2w  4 y ! 0 2x  4z ! 1
By our calculations, we can show that 0 = -2. Therefore, there is no solution.

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Some questions: How can we know when a matrix has an inverse? If a matrix does have an inverse, how can we find it?

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Theorem
If A is invertible matrix, then its inverse is unique.

Proof: Suppose A has two inverses A & A . Then, AA = I = A A AA = I = A A Thus, A = AI = A (AA ) by (2) = (A A) A = IA =A .
82

(1) (2)

and

by associativity by (1)

Therefore the inverse of A is not unique.

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Theorem
If

a b A! , then A is invertible if c d

ad  bc { 0 , in which

case

1 d b A ! ad  bc c a
1

If

ad  bc ! 0 , then A is not invertible.

Matrix A will have an inverse if and only if it is row equivalent to the identity matrix
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Example
1 2 1 A ! 2 2 4 , reduce A to I. 1 3 3

If

Solution: 1 2 1 2 2 4 1 3 3
R1 2R2 R2 R3 2R1 R1

1 2 1 0 2 6 0 1 2

R3 m R2

1 2 1 0 1 2 0 2 6 1 0 10 0 1 2 0 0 1

R3 + 2R2

1 0 3 R1 + R2 0 1 2 0 0 10

1 0 1 R1 m R3 0 1 2 0 0 10

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R2 + 2R3 R1 + 10R3

1 0 0 0 1 0 0 0 1

Then, this matrix is invertible .

Note: More details in next chapter

Gauss Jordan Method.

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Note:

ad  bc is called the Recall that the expression determinant of A, and denoted by det A.
a b The formula for the inverse of c d

(when it exists) is:

1 det A times the matrix obtained by interchanging the

entries on the main diagonal and changing the signs on the other two entries.

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Examples
Find the inverses of exist.

1 2 12 15 A! and B ! 4 5 , if they 3 4

Solution: Since det A = (1)(4) Thus, (2)(3) = -2 { 0, then A is invertible.

2 1 4 2 1 A1 ! 1 3 1 ! 3 2  2 2
(-15)(4) = 0, so that B is not invertible.

However, det B = 12(-5)

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Exercises Find the inverse of the given matrix (if it exists).

4 7 a. A ! 1 2

b.

3 4 B! 5 6

3 5 2 3

c.

2 C! 2 2 2

 2 2

det = 8

7=1

det B = 6/12 =0

15/30

det C = 2/2 (-2(4)) = 9

1 2 7 1 A ! 1 1 4 2 7 ! 1 4

@ B is not invertible

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2 2 1 1 C ! 2 9 2 2 2 2 2 9 9 ! 2 2 2 18 88 9

Theorem If A is an invertible nvn matrix, then the system of linear equations given by Ax = b has a unique solution x = A-1b for any b in Rn .
Proof: To show : 1. Ax = b has a solution 2. Ax = b has unique solution

1. To show that a solution exists

to verify x = A-1b works.

A(A-1b) = (AA-1)b =Ib = b. Then, A-1b satisfies equation Ax = b. Hence, there is at least this solution.

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2. To show x is unique. Suppose y is another solution. Then, Ay = b A-1(Ay) = A-1b (A-1A)y = A-1b Iy = A-1b y = A-1b. Thus, x = y. Therefore, the solution is unique. Multiplying A-1 to both sides

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Example Use the inverse of the coefficient matrix to solve the linear system

x  2y ! 3 3 x  4 y ! 2
Solution: Here we have,
By theorem, Also,

1 2 A! and 3 4

(from previous eg.)

Ax = b has unique solution x = A-1b.

3 . b! 2
2 1 8 3 x! 3 1 ! 11  2 2 2 2


Hence,

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Properties of Invertible Matrices

Theorem a. If A is an invertible matrix, then A-1 is invertible and

( A 1 ) 1 ! A
b. If A is an invertible matrix and c is a nonzero scalar, then cA is an invertible matrix and

1 1 (cA) ! A c
1

c. If A and B are invertible matrices of the same size, then AB is invertible and

( AB) 1 ! B 1 A1

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d. If A is an invertible matrix, then AT is invertible and

( AT ) 1 ! ( A1 )T
e. If A is an invertible matrix, then An is invertible for all nonnegative integers n and

(A ) ! (A )

n 1

1 n

Note: Property (c) can be generalized to products of finitely many invertible matrices: If

A1 , A2 ,..., An are invertible matrices of the same size, then A1 , A2 ,..., An is invertible and
 ( A1 A2 ... An ) 1 ! An1... A2 1 A11
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Notes:  The inverse of a product of invertible matrices is the product of their inverses in the reverse order.  If A is an invertible matrix and n is a positive integer, then A-n is defined by

A  n ! ( A  1 ) n ! ( An ) 1
( A  B ) 1 ! A1  B 1 is not true in general, for square
matrices A, B.

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Example
Suppose that B is an invertible matrix and A is any matrix with AB = BA. Show that A and B-1 commute. Solution: ( To show AB-1 = B-1A ) From hypothesis AB = BA. Multiply both sides with B-1. Then, (AB)B-1 = (BA) B-1 A(B B-1) = B (A B-1) A I = B A B-1 B-1 A = B-1 B A B-1 B-1 A = A B-1 . Therefore, A and B-1 commute.

by associative property of matrix Multiply B-1 on the left

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Example Solve the following matrix equation for X (assuming that the matrices involved are such that all of the indicated operations are defined):

A1 ( BX ) 1 ! ( A1 B 3 ) 2

Solution: Here we want to find X,

A ( BX ) ! ( A B ) (( BX ) A) ! ( A B )
1 1 1 3 2

1

1

3 2

Since (AB)-1 = B-1A-1

[(( BX ) A) 1 ]1 ! [( A1B 3 ) 2 ]1 ( BX ) A ! [( A1 B3 )( A1 B3 )]1

Since (AB)-1 = B-1A-1

( BX ) A ! B 3 ( A1 )1 B 3 ( A1 )1 BXA ! B 3 AB 3 A

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 BXA ! B 3 AB 3 A B 1 BXAA1 ! B 1 B 3 AB 3 AA1

I X I ! B 4 AB 3 I

X ! B 4 AB 3
Exercises

Solve the given matrix equation for X (Simplify the answers as much as possible).

AXB ! ( BA)

ABXA1 B 1 ! I  A

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Solutions:
(a)AXB

! ( BA) 2 A1 AXBB 1 ! A1 ( BA) 2 B 1

I X I ! A1 ( BA) 2 B 1 X ! A1 ( BA) 2 B 1

(b) 

ABXA1 B 1 ! I  A A1 ABXA1 B 1 ! A1 ( I  A)

BXA1 B 1 ! A1  I 1 1 1 BXA B B ! ( A  I ) B BXA ! A B  B B 1 BXA1 A ! B 1 ( A1 B  B) A X ! B 1 A1 BA  A @ ( AB ) 1 BA  A

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1

1

Elementary Matrices
Example If

1 0 0 E ! 0 0 1 0 1 0
5 7 EA ! 8 3 1 0

and

5 7 A ! 1 0 8 3

Then,

Note: Multiplying A by E has the same effect as interchanging rows 2 and 3 of A (same as we do ERO R2m R3 of A). Hence, A is called an elementary matrix.
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Definition 12 : (Elementary Matrix) An elementary matrix is any matrix that can be obtained by performing an elementary row operation on an identity matrix.

Examples Let
1 0 E1 ! 0 0 0 0 0 3 0 0 0 1 0 0 0 1 0 0 E2 ! 1 0 0 1 0 1 0 0 0 0 0 0 0 1 1 0 0 1 E3 ! 0 0 0 2 0 0 0 0 1 0 0 1

and

3R2

R1 m R3
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R4

2R2
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The Fundamental Theorem of Invertible Matrices

Theorem Let A be an n v n matrix. The following statements are equivalent: a. A is invertible. b. Ax =b has a unique solution for every b in Rn. c. Ax =0 has only the trivial solution. d. The reduced row echelon form of A is In.

Theorem Let A be a square matrix. If B is a square matrix such that either AB = I or BA = I, then A is invertible and B = A-1.

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Example
3 9  1 2 1 2 2 2 4 A! and B ! 5 1 1 3 3 1 2 2 5 3. 1

Let

Determine whether A is invertible. Solution:

Since Then,

1 0 0 1 0 0 AB ! 0 1 0 ! I or BA ! 0 1 0 ! I , 0 0 1 0 0 1
and B = A-1.

A is invertible

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Theorem Let A be a square matrix. If a sequence of elementary row operations reduces A to I, then the same sequence of elementary row operations transforms I into A-1.

Example
If , reduce A to I and determine A-1.

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Solution:
R2 + R1 R2 m R3

R2

R1 R3

R2 3R2

R2 + R3 R1 + R3 Then, This method is called as Gauss Jordan Elimination more detail in Chapter 2
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Exercise:
Determine the inverse matrix of the following matrices:

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