Invertible and Inverse Matrices

In linear algebra, a square matrix \( A \) of size \( n \) is called invertible if there exists another square matrix of the same size, known as the inverse matrix and denoted \( A^{-1} \), such that \( A \cdot A^{-1} = I \) and \( A^{-1} \cdot A = I \), where \( I \) is the identity matrix (Identity Matrix).

invertible matrix

In linear algebra notation, matrix inverses are represented by the superscript -1, much like the notation for reciprocals in arithmetic.

Note. The concept of a matrix inverse parallels that of a reciprocal for real numbers: every non-zero real number has a reciprocal, \( \frac{1}{a} \), such that \( a \cdot \frac{1}{a} = 1 \). Similarly, an invertible matrix \( M \) has an inverse \( M^{-1} \) satisfying \( M \cdot M^{-1} = I \), where \( I \) functions like the number 1 in real numbers, because multiplying any matrix \( M \) by \( I \) yields \( M \) itself: \( M \cdot I = M \).

Not all matrices are invertible. In fact, many matrices do not have inverses.

The collection of all invertible \( n \times n \) matrices with real entries is denoted \( \text{GL}_n(\mathbb{R}) \) or \( \text{GL}(n, \mathbb{R}) \).

$$ \text{GL}(n, \mathbb{R}) $$

This collection is also known as the general linear group of order \( n \) over the real numbers.

Note. The set \( \text{GL}_n(\mathbb{R}) \) is closed under matrix multiplication, meaning that multiplying any two invertible matrices of the same order results in another invertible matrix. Additionally, the identity matrix \( I \) is part of \( \text{GL}_n(\mathbb{R}) \).

Practical Example of Inverse Matrices

Consider the following matrix:

a matrix

This matrix is invertible, meaning it has an inverse \( A^{-1} \), so that multiplying \( A \) by \( A^{-1} \) yields the identity matrix \( I_{(2)} \) of the same size.

example

Calculating the Inverse Matrix: Two Approaches

There are two primary methods to find the inverse of an invertible matrix:

Note. The second method generally requires fewer calculations, making it more efficient, but the first method provides useful insights into the relationship between matrices and linear systems.

Method 1

Given a matrix \( A \), we aim to determine if it’s invertible, and if so, to calculate its inverse \( A^{-1} \).

Example of a matrix:

If \( A \) is invertible, the equation \( A \cdot A^{-1} = I \) holds.

Invertible matrix:

To check if \( A \) is invertible, we multiply it by a matrix \( B \) with unknowns and set this product equal to the identity matrix \( I \).

Product of matrix A by a matrix of unknowns equals the identity matrix.

Next, we carry out the row-by-column multiplication to produce a system of linear equations.

The system of linear equations equivalent to the matrix.

By solving this system, we can determine the elements of the inverse matrix, confirming \( A \) as invertible if a solution exists.

Calculation of the inverse matrix:

Note. While insightful, this method can become cumbersome for matrices larger than 2x2. The second method is preferred for higher-order matrices.

Method 2

For a 1x1 matrix, the inverse is \( A^{-1} = a_{11}^{-1} \). For larger matrices, the inverse is computed as \( A^{-1} = \frac{1}{\det(A)} \cdot \text{adj}(A) \), where \( \text{adj}(A) \) is the adjugate matrix.

The Existence Theorem states that a matrix is invertible if and only if its determinant is non-zero.

Theorem of existence of inverse matrix:

With a non-zero determinant, \( A \) is confirmed invertible. Then, we calculate the cofactor matrix, transpose it to obtain the adjugate, and multiply by \( \frac{1}{\det(A)} \) to find \( A^{-1} \).

Note. If \( \det(A) = 0 \), the matrix is non-invertible, and the calculations end here.

Properties of Inverse Matrices

  • Only square matrices can be invertible. If a matrix has an inverse, that inverse is unique.
  • The inverse matrix is not simply the reciprocal of individual elements; rather, its elements may vary widely from those of \( A \) and may even be identical to \( A \) in certain cases. Notably, the inverse of the identity matrix is the identity matrix itself.
  • If \( A \) is invertible, then \( A^{-1} \) is also invertible, and \( (A^{-1})^{-1} = A \).
  • The determinant of \( A^{-1} \) is the reciprocal of \( A \)’s determinant: \( \det(A^{-1}) = \frac{1}{\det(A)} \).
  • If \( A \) is invertible, its transpose \( A^{T} \) is also invertible, with \( (A^{T})^{-1} = (A^{-1})^{T} \).
  • If matrices \( A \) and \( B \) are both invertible, then their product \( AB \) is also invertible, with \( (AB)^{-1} = B^{-1}A^{-1} \).
  • A matrix with a zero determinant is not invertible; only nonsingular matrices (those with a non-zero determinant) have inverses.
  • If a matrix has an inverse, it is guaranteed to be unique.
 
 

Please feel free to point out any errors or typos, or share suggestions to improve these notes. English isn't my first language, so if you notice any mistakes, let me know, and I'll be sure to fix them.

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Matrices (linear algebra)