Revision as of 07:08, 10 December 2012

Inverse of a Matrix

An n x n matrix A is said to have an inverse provided there exists an n x n matrix B such that AB = BA = I_n. We call B the inverse of A and denote it as A^-1. Thus, AA^-1 = A^-1A = I_n. In this case, A is also called nonsingular.

Example.

A = $ \left(\begin{array}{cccc}4&3\\3&2\end{array}\right) $
A^-1 = $ \left(\begin{array}{cccc}-2&3\\3&-4\end{array}\right) $

AA^-1 = $ \left(\begin{array}{cccc}4&3\\3&2\end{array}\right) $$ \left(\begin{array}{cccc}-2&3\\3&-4\end{array}\right) = $ $ \left(\begin{array}{cccc}1&0\\0&1\end{array}\right) $

and A^-1A = $ \left(\begin{array}{cccc}-2&3\\3&-4\end{array}\right) $$ \left(\begin{array}{cccc}4&3\\3&2\end{array}\right) = $$ \left(\begin{array}{cccc}1&0\\0&1\end{array}\right) $

Theorem 1

The inverse of a matrix, if it exists, is unique

Theorem 2

If A and B are both nonsingular n x n matrices (i.e. invertible), then AB is nonsingular and (AB^)-1 = B^-1A^-1.

Corollary 1

If A₁, A₂, ..., A_r are n x n nonsingular matrices, then A₁A₂...A_r is nonsingular an (A₁A₂...A_r)^-1 = A_r^-1A_r-1^-1...A₁^-1.

Theorem 3

If A is a nonsingular matrix, then A^-1 is nonsingular and (A^-1)^-1 = A.

Theorem 4

If A is a nonsingular matrix, then A^T is nonsingular and (A^-1)^T = (A^T)^-1.