Subsection 3.1.1 Invertible matrices
The preview activity began with a familiar type of equation,
and asked for a strategy to solve it. One possible response is to divide both sides by 3. Instead, let’s rephrase this as multiplying by
the multiplicative inverse of 3.
Now that we are interested in solving equations of the form
we might try to find a similar approach. Is there a matrix
that plays the role of the multiplicative inverse of
Of course, the real number
does not have a multiplicative inverse so we probably shouldn’t expect every matrix to have a multiplicative inverse. We will see, however, that many do.
Definition 3.1.1.
An
matrix
is called
invertible if there is a matrix
such that
where
is the
identity matrix. The matrix
is called the
inverse of
and denoted
Notice that we only define invertibility for matrices that have the same number of rows and columns in which case we say that the matrix is
square.
Example 3.1.2.
Suppose that is the matrix that rotates two-dimensional vectors counterclockwise by and that rotates vectors by We have
We can check that
which shows that is invertible and that
Notice that if we multiply the matrices in the opposite order, we find that
which says that
is also invertible and that
In other words,
and
are inverses of each other.
Activity 3.1.2.
This activity demonstrates a procedure for finding the inverse of a matrix
-
Suppose that To find an inverse we write its columns as and require that
In other words, we can find the columns of by solving the equations
Solve these equations to find
and
Then write the matrix
and verify that
This is enough for us to conclude that
is the inverse of
-
Find the product
and explain why we now know that
is invertible and
-
What happens when you try to find the inverse of
-
We now develop a condition that must be satisfied by an invertible matrix. Suppose that is an invertible matrix with inverse and suppose that is any -dimensional vector. Since we have
This says that the equation is consistent and that is a solution.
Since we know that
is consistent for any vector
what does this say about the span of the columns of
-
Since
is a square matrix, what does this say about the pivot positions of
What is the reduced row echelon form of
-
In this activity, we have studied the matrices
Find the reduced row echelon form of each and explain how those forms enable us to conclude that one matrix is invertible and the other is not.
Example 3.1.3.
We can reformulate this procedure for finding the inverse of a matrix. For the sake of convenience, suppose that is a invertible matrix with inverse Rather than solving the equations
separately, we can solve them at the same time by augmenting by both vectors and and finding the reduced row echelon form.
For example, if we form
This shows that the matrix is the inverse of
In other words, beginning with we augment by the identify and find the reduced row echelon form to determine
In fact, this reformulation will always work. Suppose that
is an invertible
matrix with inverse
Suppose furthermore that
is any
-dimensional vector and consider the equation
We know that
is a solution because
Proposition 3.1.4.
If
is an invertible matrix with inverse
then any equation
is consistent and
is a solution. In other words, the solution to
is
Notice that this is similar to saying that the solution to
is
as we saw in the preview activity.
Now since
is consistent for every vector
the columns of
must span
so there is a pivot position in every row. Since
is also square, this means that the reduced row echelon form of
is the identity matrix.
Proposition 3.1.5.
The matrix is invertible if and only if the reduced row echelon form of is the identity matrix: In addition, we can find the inverse by augmenting by the identity and finding the reduced row echelon form:
You may have noticed that
Proposition 3.1.4 says that
the solution to the equation
is
Indeed, we know that this equation has a unique solution because
has a pivot position in every column.
It is important to remember that the product of two matrices depends on the order in which they are multiplied. That is, if
and
are matrices, then it sometimes happens that
However, something fortunate happens when we consider invertibility. It turns out that if
is an
matrix and that
then it is also true that
We have verified this in a few examples so far, and
Exercise 3.1.5.12 explains why it always happens. This leads to the following proposition.
Proposition 3.1.6.
If is a invertible matrix with inverse then which tells us that is invertible with inverse In other words,
Subsection 3.1.3 Triangular matrices and Gaussian elimination
With some of the ideas we’ve developed, we can recast the Gaussian elimination algorithm in terms of matrix multiplication and invertibility. This will be especially helpful later when we consider
determinants and
LU factorizations. Triangular matrices will play an important role.
Definition 3.1.8.
We say that a matrix
is
lower triangular if all its entries above the diagonal are zero. Similarly,
is
upper triangular if all the entries below the diagonal are zero.
For example, the matrix below is a lower triangular matrix while is an upper triangular one.
We can develop a simple test to determine whether an lower triangular matrix is invertible. Let’s use Gaussian elimination to find the reduced row echelon form of the lower triangular matrix
Because the entries on the diagonal are nonzero, we find a pivot position in every row, which tells us that the matrix is invertible.
If, however, there is a zero entry on the diagonal, the matrix cannot be invertible. Considering the matrix below, we see that having a zero on the diagonal leads to a row without a pivot position.
Proposition 3.1.9.
An
triangular matrix is invertible if and only if the entries on the diagonal are all nonzero.
Activity 3.1.4. Gaussian elimination and matrix multiplication.
This activity explores how the row operations of scaling, interchange, and replacement can be performed using matrix multiplication.
As an example, we consider the matrix
and apply a replacement operation that multiplies the first row by and adds it to the second row. Rather than performing this operation in the usual way, we construct a new matrix by applying the desired replacement operation to the identity matrix. To illustrate, we begin with the identity matrix
and form a new matrix by multiplying the first row by and adding it to the second row to obtain
-
Show that the product
is the result of applying the replacement operation to
-
Explain why
is invertible and find its inverse
-
Describe the relationship between
and
and use the connection to replacement operations to explain why it holds.
-
Other row operations can be performed using a similar procedure. For instance, suppose we want to scale the second row of
by
Find a matrix
so that
is the same as that obtained from the scaling operation. Why is
invertible and what is
-
Finally, suppose we want to interchange the first and third rows of
Find a matrix
usually called a
permutation matrix that performs this operation. What is
-
The original matrix is seen to be row equivalent to the upper triangular matrix by performing three replacement operations on
Find the matrices and that perform these row replacement operations so that
-
Explain why the matrix product
is invertible and use this fact to write
What is the matrix
that you find? Why do you think we denote it by
The following are examples of matrices, known as elementary matrices, that perform the row operations on a matrix having three rows.
- Replacement
Multiplying the second row by 3 and adding it to the third row is performed by
We often use to describe these matrices because they are lower triangular.
- Scaling
Multiplying the third row by 2 is performed by
- Interchange
Interchanging the first two rows is performed by
Example 3.1.10.
Suppose we have
For the forward substitution phase of Gaussian elimination, we perform a sequence of three replacement operations. The first replacement operation multiplies the first row by and adds the result to the second row. We can perform this operation by multiplying by the lower triangular matrix where
The next two replacement operations are performed by the matrices
so that
Notice that the inverse of has the simple form:
This says that if we want to undo the operation of multiplying the first row by and adding to the second row, we should multiply the first row by and add it to the second row. That is the effect of
Notice that we now have which gives
where is the lower triangular matrix
This way of writing
as the product of a lower and an upper triangular matrix is known as an
factorization of
and its usefulness will be explored in
Section 5.1.