Math 221: LINEAR ALGEBRA 2-4. Matrix Inverses Le Chen 1 Emory - - PowerPoint PPT Presentation

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Math 221: LINEAR ALGEBRA 2-4. Matrix Inverses Le Chen 1 Emory - - PowerPoint PPT Presentation

Math 221: LINEAR ALGEBRA 2-4. Matrix Inverses Le Chen 1 Emory University, 2020 Fall (last updated on 08/18/2020) Creative Commons License (CC BY-NC-SA) 1 Slides are adapted from those by Karen Seyffarth from University of Calgary. The n n


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SLIDE 1

Math 221: LINEAR ALGEBRA

§2-4. Matrix Inverses

Le Chen1

Emory University, 2020 Fall

(last updated on 08/18/2020) Creative Commons License (CC BY-NC-SA) 1Slides are adapted from those by Karen Seyffarth from University of Calgary.

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SLIDE 2

The n × n Identity Matrix

Definition

For each n ≥ 2, the n × n identity matrix, denoted In, is the matrix having

  • nes on its main diagonal and zeros elsewhere, and is defined for all n ≥ 2.
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SLIDE 3

The n × n Identity Matrix

Definition

For each n ≥ 2, the n × n identity matrix, denoted In, is the matrix having

  • nes on its main diagonal and zeros elsewhere, and is defined for all n ≥ 2.

Example

I2 = 1 1

  • ,

I3 =   1 1 1  

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SLIDE 4

Definition

Let n ≥ 2. For each j, 1 ≤ j ≤ n, we denote by ej the jth column of In.

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SLIDE 5

Definition

Let n ≥ 2. For each j, 1 ≤ j ≤ n, we denote by ej the jth column of In.

Example

When n = 3, e1 =   1   , e2 =   1   , e3 =   1  .

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SLIDE 6

Theorem

Let A be an m × n matrix. Then AIn = A and ImA = A. The

  • entry of

is the product of the row of , namely with the column of , namely . Since has a one in row and zeros elsewhere, Since this is true for all and all , . The proof of is analogous—work it out!

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SLIDE 7

Theorem

Let A be an m × n matrix. Then AIn = A and ImA = A.

Proof.

The (i, j)-entry of AIn is the product of the ith row of A = [aij], namely

  • ai1

ai2 · · · aij · · · ain

  • with the jth column of In, namely
  • ej. Since
  • ej has a one in row j and zeros elsewhere,
  • ai1

ai2 · · · aij · · · ain

  • ej = aij

Since this is true for all i ≤ m and all j ≤ n, AIn = A. The proof of ImA = A is analogous—work it out!

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SLIDE 8

Instead of AIn and ImA we often write AI and IA, respectively, since the size

  • f the identity matrix is clear from the context: the sizes of A and I must be

compatible for matrix multiplication. Thus and which is why is called an identity matrix – it is an identity for matrix multiplication.

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SLIDE 9

Instead of AIn and ImA we often write AI and IA, respectively, since the size

  • f the identity matrix is clear from the context: the sizes of A and I must be

compatible for matrix multiplication. Thus AI = A and IA = A which is why I is called an identity matrix – it is an identity for matrix multiplication.

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SLIDE 10

Matrix Inverses

Definition

Let A be an n × n matrix. Then B is an inverse of A if and only if AB = In and BA = In.

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SLIDE 11

Matrix Inverses

Definition

Let A be an n × n matrix. Then B is an inverse of A if and only if AB = In and BA = In.

Remark

Note that since A and In are both n × n, B must also be an n × n matrix.

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SLIDE 12

Matrix Inverses

Definition

Let A be an n × n matrix. Then B is an inverse of A if and only if AB = In and BA = In.

Remark

Note that since A and In are both n × n, B must also be an n × n matrix.

Example

Let A = 1 2 3 4

  • and B =

−2 1 3/2 −1/2

  • . Then

AB = 1 1

  • and

BA = 1 1

  • .

Therefore, B is an inverse of A.

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SLIDE 13

Does every square matrix have an inverse?

No! Take e.g. the zero matrix On (all entries of On are equal to ) On On On for all matrices : The

  • entry of On

is equal to .

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SLIDE 14

Does every square matrix have an inverse?

No! Take e.g. the zero matrix On (all entries of On are equal to 0) AOn = OnA = On for all n × n matrices A: The

  • entry of On

is equal to .

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SLIDE 15

Does every square matrix have an inverse?

No! Take e.g. the zero matrix On (all entries of On are equal to 0) AOn = OnA = On for all n × n matrices A: The (i, j)-entry of OnA is equal to n

k=1 0akj = 0.

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SLIDE 16

Does every square matrix have an inverse?

No! Take e.g. the zero matrix On (all entries of On are equal to 0) AOn = OnA = On for all n × n matrices A: The (i, j)-entry of OnA is equal to n

k=1 0akj = 0.

Does every nonzero square matrix have an inverse?

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SLIDE 17

Example

Does the matrix A = 1 1

  • have an inverse?
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SLIDE 18

Example

Does the matrix A = 1 1

  • have an inverse?

No! To see this, suppose B = a b c d

  • is an inverse of A.
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SLIDE 19

Example

Does the matrix A = 1 1

  • have an inverse?

No! To see this, suppose B = a b c d

  • is an inverse of A. Then

AB = 1 1 a b c d

  • =

c d c d

  • which is never equal to I2.
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SLIDE 20

Example

Does the matrix A = 1 1

  • have an inverse?

No! To see this, suppose B = a b c d

  • is an inverse of A. Then

AB = 1 1 a b c d

  • =

c d c d

  • which is never equal to I2. (Why?)
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SLIDE 21

Uniqueness of an Inverse

Theorem

If A is a square matrix and B and C are inverses of A, then B = C. Since and are inverses of , and . Then and so .

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SLIDE 22

Uniqueness of an Inverse

Theorem

If A is a square matrix and B and C are inverses of A, then B = C.

Proof.

Since B and C are inverses of A, AB = I = BA and AC = I = CA. Then C = CI = C(AB) = CAB and B = IB = (CA)B = CAB so B = C.

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SLIDE 23

Example (revisited)

For A = 1 2 3 4

  • and B =

−2 1 3/2 −1/2

  • , we saw that

AB = 1 1

  • and

BA = 1 1

  • The preceding theorem tells us that B is the inverse of A, rather than just

an inverse of A.

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SLIDE 24

Definitions

Let A be a square matrix, i.e., an n × n matrix. ◮ The inverse of A, if it exists, is denoted A−1, and AA−1 = I = A−1A

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SLIDE 25

Definitions

Let A be a square matrix, i.e., an n × n matrix. ◮ The inverse of A, if it exists, is denoted A−1, and AA−1 = I = A−1A ◮ If A has an inverse, then we say that A is invertible.

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SLIDE 26

Finding the inverse of a 2 × 2 matrix

Example

Suppose that A = a b c d

  • .
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SLIDE 27

Finding the inverse of a 2 × 2 matrix

Example

Suppose that A = a b c d

  • . If ad − bc = 0, then there is a formula for

A−1: A−1 = 1 ad − bc

  • d

−b −c a

  • .
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SLIDE 28

Finding the inverse of a 2 × 2 matrix

Example

Suppose that A = a b c d

  • . If ad − bc = 0, then there is a formula for

A−1: A−1 = 1 ad − bc

  • d

−b −c a

  • .

This can easily be verified by computing the products AA−1 and A−1A.

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SLIDE 29

Finding the inverse of a 2 × 2 matrix

Example

Suppose that A = a b c d

  • . If ad − bc = 0, then there is a formula for

A−1: A−1 = 1 ad − bc

  • d

−b −c a

  • .

This can easily be verified by computing the products AA−1 and A−1A. AA−1 = a b c d

  • 1

ad − bc

  • d

−b −c a

  • =

1 ad − bc a b c d d −b −c a

  • =

1 ad − bc ad − bc −bc + ad

  • =

1 1

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SLIDE 30

Finding the inverse of a 2 × 2 matrix

Example

Suppose that A = a b c d

  • . If ad − bc = 0, then there is a formula for

A−1: A−1 = 1 ad − bc

  • d

−b −c a

  • .

This can easily be verified by computing the products AA−1 and A−1A. AA−1 = a b c d

  • 1

ad − bc

  • d

−b −c a

  • =

1 ad − bc a b c d d −b −c a

  • =

1 ad − bc ad − bc −bc + ad

  • =

1 1

  • Showing that A−1A = I2 is left as an exercise.
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SLIDE 31

Finding the inverse of an n × n matrix

Problem

Suppose that A is any n × n matrix.

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SLIDE 32

Finding the inverse of an n × n matrix

Problem

Suppose that A is any n × n matrix. ◮ How do we know whether or not A−1 exists?

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SLIDE 33

Finding the inverse of an n × n matrix

Problem

Suppose that A is any n × n matrix. ◮ How do we know whether or not A−1 exists? ◮ If A−1 exists, how do we find it?

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SLIDE 34

Finding the inverse of an n × n matrix

Problem

Suppose that A is any n × n matrix. ◮ How do we know whether or not A−1 exists? ◮ If A−1 exists, how do we find it?

Solution

The matrix inversion algorithm!

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SLIDE 35

Finding the inverse of an n × n matrix

Problem

Suppose that A is any n × n matrix. ◮ How do we know whether or not A−1 exists? ◮ If A−1 exists, how do we find it?

Solution

The matrix inversion algorithm! Although the formula for the inverse of a 2 × 2 matrix is quicker and easier to use than the matrix inversion algorithm, the general formula for the inverse an n × n matrix, n ≥ 3 (which we will see later), is more complicated and difficult to use than the matrix inversion algorithm. To find inverses of square matrices that are not 2 × 2, the matrix inversion algorithm is the most efficient method to use.

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SLIDE 36

The Matrix Inversion Algorithm

Let A be an n × n matrix. To fjnd A−1, if it exists, Step 1 take the n × 2n matrix

  • A

In

  • btained by augmenting A with the n × n identity matrix, In.

Step 2 Perform elementary row operations to transform

  • A

In

  • into a

reduced row-echelon matrix.

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SLIDE 37

The Matrix Inversion Algorithm

Let A be an n × n matrix. To fjnd A−1, if it exists, Step 1 take the n × 2n matrix

  • A

In

  • btained by augmenting A with the n × n identity matrix, In.

Step 2 Perform elementary row operations to transform

  • A

In

  • into a

reduced row-echelon matrix.

Theorem (Matrix Inverses)

Let A be an n × n matrix. Then the following conditions are equivalent.

  • 1. A is invertible.
  • 2. the reduced row-echelon form on A is I.

3.

  • A

In

  • can be transformed into
  • In

A−1 using the Matrix Inversion Algorithm.

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SLIDE 38

Problem

Find, if possible, the inverse of   1 −1 −2 1 3 −1 1 2  .

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SLIDE 39

Problem

Find, if possible, the inverse of   1 −1 −2 1 3 −1 1 2  .

Solution

Using the matrix inversion algorithm

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SLIDE 40

Problem

Find, if possible, the inverse of   1 −1 −2 1 3 −1 1 2  .

Solution

Using the matrix inversion algorithm   1 −1 1 −2 1 3 1 −1 1 2 1  

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SLIDE 41

Problem

Find, if possible, the inverse of   1 −1 −2 1 3 −1 1 2  .

Solution

Using the matrix inversion algorithm   1 −1 1 −2 1 3 1 −1 1 2 1   →   1 −1 1 1 1 2 1 1 1 1 1  

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SLIDE 42

Problem

Find, if possible, the inverse of   1 −1 −2 1 3 −1 1 2  .

Solution

Using the matrix inversion algorithm   1 −1 1 −2 1 3 1 −1 1 2 1   →   1 −1 1 1 1 2 1 1 1 1 1   →   1 −1 1 1 1 2 1 −1 −1 1   From this, we see that A has no inverse.

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SLIDE 43

Problem

Let A =   3 1 2 1 −1 3 1 2 4  . Find the inverse of A, if it exists.

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SLIDE 44

Solution

Using the matrix inversion algorithm

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SLIDE 45

Solution

Using the matrix inversion algorithm

  • A

I

  • =

  3 1 2 1 1 −1 3 1 1 2 4 1   →   1 −1 3 1 3 1 2 1 1 2 4 1   →   1 −1 3 1 4 −7 1 −3 3 1 −1 1   →   1 −1 3 1 1 −8 1 −2 −1 3 1 −1 1   →   1 −5 1 −1 −1 1 −8 1 −2 −1 25 −3 5 4   →   1 −5 1 −1 −1 1 −8 1 −2 −1 1 − 3

25 5 25 4 25

  →   1

10 25

− 5

25

1

1 25

− 10

25 7 25

1 − 3

25 5 25 4 25

  =

  • I

A−1

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SLIDE 46

Solution (continued)

Therefore, A−1 exists, and A−1 =  

10 25

− 5

25 1 25

− 10

25 7 25

− 3

25 5 25 4 25

  = 1 25   10 −5 1 −10 7 −3 5 4  

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SLIDE 47

Solution (continued)

Therefore, A−1 exists, and A−1 =  

10 25

− 5

25 1 25

− 10

25 7 25

− 3

25 5 25 4 25

  = 1 25   10 −5 1 −10 7 −3 5 4   You can check your work by computing AA−1 and A−1A.

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SLIDE 48

Systems of Linear Equations and Inverses

Suppose that a system of n linear equations in n variables is written in matrix form as A x = b, and suppose that A is invertible.

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SLIDE 49

Systems of Linear Equations and Inverses

Suppose that a system of n linear equations in n variables is written in matrix form as A x = b, and suppose that A is invertible.

Example

The system of linear equations 2x − 7y = 3 5x − 18y = 8 can be written in matrix form as A x = b: 2 −7 5 −18 x y

  • =

3 8

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SLIDE 50

Systems of Linear Equations and Inverses

Suppose that a system of n linear equations in n variables is written in matrix form as A x = b, and suppose that A is invertible.

Example

The system of linear equations 2x − 7y = 3 5x − 18y = 8 can be written in matrix form as A x = b: 2 −7 5 −18 x y

  • =

3 8

  • You can check that A−1 =

18 −7 5 −2

  • .
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SLIDE 51

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following.

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SLIDE 52

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following. A x =

  • b
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SLIDE 53

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following. A x =

  • b

A−1(A x) = A−1 b

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SLIDE 54

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following. A x =

  • b

A−1(A x) = A−1 b (A−1A) x = A−1 b

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SLIDE 55

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following. A x =

  • b

A−1(A x) = A−1 b (A−1A) x = A−1 b I x = A−1 b

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SLIDE 56

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following. A x =

  • b

A−1(A x) = A−1 b (A−1A) x = A−1 b I x = A−1 b

  • x

= A−1 b

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SLIDE 57

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following. A x =

  • b

A−1(A x) = A−1 b (A−1A) x = A−1 b I x = A−1 b

  • x

= A−1 b i.e., A x = b has the unique solution given by x = A−1 b.

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SLIDE 58

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following. A x =

  • b

A−1(A x) = A−1 b (A−1A) x = A−1 b I x = A−1 b

  • x

= A−1 b i.e., A x = b has the unique solution given by x = A−1

  • b. Therefore,
  • x = A−1

3 8

  • =

18 −7 5 −2 3 8

  • =

−2 −1

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SLIDE 59

Example (continued)

Since A−1 exists and has the property that A−1A = I, we obtain the following. A x =

  • b

A−1(A x) = A−1 b (A−1A) x = A−1 b I x = A−1 b

  • x

= A−1 b i.e., A x = b has the unique solution given by x = A−1

  • b. Therefore,
  • x = A−1

3 8

  • =

18 −7 5 −2 3 8

  • =

−2 −1

  • You should verify that x = −2, y = −1 is a solution to the system.
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SLIDE 60

The last example illustrates another method for solving a system of linear equations when the coefficient matrix is square and invertible. Unless that coeffjcient matrix is , this is generally an effjcient method for solving a system of linear equations.

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SLIDE 61

The last example illustrates another method for solving a system of linear equations when the coefficient matrix is square and invertible. Unless that coeffjcient matrix is 2 × 2, this is generally NOT an effjcient method for solving a system of linear equations.

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SLIDE 62

Example

Let A, B and C be matrices, and suppose that A is invertible.

  • 1. If AB = AC, then
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SLIDE 63

Example

Let A, B and C be matrices, and suppose that A is invertible.

  • 1. If AB = AC, then

A−1(AB) = A−1(AC)

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SLIDE 64

Example

Let A, B and C be matrices, and suppose that A is invertible.

  • 1. If AB = AC, then

A−1(AB) = A−1(AC) (A−1A)B = (A−1A)C

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SLIDE 65

Example

Let A, B and C be matrices, and suppose that A is invertible.

  • 1. If AB = AC, then

A−1(AB) = A−1(AC) (A−1A)B = (A−1A)C IB = IC

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SLIDE 66

Example

Let A, B and C be matrices, and suppose that A is invertible.

  • 1. If AB = AC, then

A−1(AB) = A−1(AC) (A−1A)B = (A−1A)C IB = IC B = C

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SLIDE 67

Example

Let A, B and C be matrices, and suppose that A is invertible.

  • 1. If AB = AC, then

A−1(AB) = A−1(AC) (A−1A)B = (A−1A)C IB = IC B = C

  • 2. If BA = CA, then
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SLIDE 68

Example

Let A, B and C be matrices, and suppose that A is invertible.

  • 1. If AB = AC, then

A−1(AB) = A−1(AC) (A−1A)B = (A−1A)C IB = IC B = C

  • 2. If BA = CA, then

(BA)A−1 = (CA)A−1 B(AA−1) = C(AA−1) BI = CI B = C

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SLIDE 69

Example

Let A, B and C be matrices, and suppose that A is invertible.

  • 1. If AB = AC, then

A−1(AB) = A−1(AC) (A−1A)B = (A−1A)C IB = IC B = C

  • 2. If BA = CA, then

(BA)A−1 = (CA)A−1 B(AA−1) = C(AA−1) BI = CI B = C

Problem

Find square matrices A, B and C for which AB = AC but B = C.

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SLIDE 70

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T =

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SLIDE 71

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T =

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SLIDE 72

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT =

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SLIDE 73

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT

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SLIDE 74

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T

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SLIDE 75

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT

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SLIDE 76

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

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SLIDE 77

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1)

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SLIDE 78

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1

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SLIDE 79

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1

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SLIDE 80

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1 = AA−1

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SLIDE 81

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1 = AA−1 = I

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SLIDE 82

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1 = AA−1 = I and (B−1A−1)(AB)

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SLIDE 83

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1 = AA−1 = I and (B−1A−1)(AB) = B−1(A−1A)B

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SLIDE 84

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1 = AA−1 = I and (B−1A−1)(AB) = B−1(A−1A)B = B−1IB

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SLIDE 85

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1 = AA−1 = I and (B−1A−1)(AB) = B−1(A−1A)B = B−1IB = B−1B

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SLIDE 86

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1 = AA−1 = I and (B−1A−1)(AB) = B−1(A−1A)B = B−1IB = B−1B = I

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SLIDE 87

Inverses of Transposes and Products

Example

Suppose A is an invertible matrix. Then AT(A−1)T = (A−1A)T = IT = I and (A−1)TAT = (AA−1)T = IT = I This means that (AT)−1 = (A−1)T.

Example

Suppose A and B are invertible n × n matrices. Then (AB)(B−1A−1) = A(BB−1)A−1 = AIA−1 = AA−1 = I and (B−1A−1)(AB) = B−1(A−1A)B = B−1IB = B−1B = I This means that (AB)−1 = B−1A−1.

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SLIDE 88

Inverses of Transposes and Products

The previous two examples prove the fjrst two parts of the following theorem.

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SLIDE 89

Inverses of Transposes and Products

The previous two examples prove the fjrst two parts of the following theorem.

Theorem

  • 1. If A is an invertible matrix, then (AT)−1 = (A−1)T.
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SLIDE 90

Inverses of Transposes and Products

The previous two examples prove the fjrst two parts of the following theorem.

Theorem

  • 1. If A is an invertible matrix, then (AT)−1 = (A−1)T.
  • 2. If A and B are invertible matrices, then AB is invertible and

(AB)−1 = B−1A−1

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SLIDE 91

Inverses of Transposes and Products

The previous two examples prove the fjrst two parts of the following theorem.

Theorem

  • 1. If A is an invertible matrix, then (AT)−1 = (A−1)T.
  • 2. If A and B are invertible matrices, then AB is invertible and

(AB)−1 = B−1A−1

  • 3. If A1, A2, . . . , Ak are invertible, then A1A2 · · · Ak is invertible and

(A1A2 · · · Ak)−1 = A−1

k A−1 k−1 · · · A−1 2 A−1 1

(the third part is proved by iterating the above, or, more formally, by using the mathematical induction)

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SLIDE 92

Properties of Inverses

Theorem

  • 1. I is invertible, and I−1 = I.
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SLIDE 93

Properties of Inverses

Theorem

  • 1. I is invertible, and I−1 = I.
  • 2. If A is invertible, so is A−1, and (A−1)−1 = A.
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SLIDE 94

Properties of Inverses

Theorem

  • 1. I is invertible, and I−1 = I.
  • 2. If A is invertible, so is A−1, and (A−1)−1 = A.
  • 3. If A is invertible, so is Ak, and (Ak)−1 = (A−1)k.

(Ak means A multiplied by itself k times)

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SLIDE 95

Properties of Inverses

Theorem

  • 1. I is invertible, and I−1 = I.
  • 2. If A is invertible, so is A−1, and (A−1)−1 = A.
  • 3. If A is invertible, so is Ak, and (Ak)−1 = (A−1)k.

(Ak means A multiplied by itself k times)

  • 4. If A is invertible and p ∈ R is nonzero, then pA is invertible, and

(pA)−1 = 1

pA−1.

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SLIDE 96

Example

Given (3I − AT)−1 = 2 1 1 2 3

  • , we wish to find the matrix A.
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SLIDE 97

Example

Given (3I − AT)−1 = 2 1 1 2 3

  • , we wish to find the matrix A. Taking

inverses of both sides of the equation: 3I − AT =

  • 2

1 1 2 3 −1

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SLIDE 98

Example

Given (3I − AT)−1 = 2 1 1 2 3

  • , we wish to find the matrix A. Taking

inverses of both sides of the equation: 3I − AT =

  • 2

1 1 2 3 −1 = 1 2 1 1 2 3 −1

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SLIDE 99

Example

Given (3I − AT)−1 = 2 1 1 2 3

  • , we wish to find the matrix A. Taking

inverses of both sides of the equation: 3I − AT =

  • 2

1 1 2 3 −1 = 1 2 1 1 2 3 −1 = 1 2

  • 3

−1 −2 1

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SLIDE 100

Example

Given (3I − AT)−1 = 2 1 1 2 3

  • , we wish to find the matrix A. Taking

inverses of both sides of the equation: 3I − AT =

  • 2

1 1 2 3 −1 = 1 2 1 1 2 3 −1 = 1 2

  • 3

−1 −2 1

  • =
  • 3

2

− 1

2

−1

1 2

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SLIDE 101

Example (continued)

3I − AT =

  • 3

2

− 1

2

−1

1 2

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SLIDE 102

Example (continued)

3I − AT =

  • 3

2

− 1

2

−1

1 2

  • −AT

=

  • 3

2

− 1

2

−1

1 2

  • − 3I
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SLIDE 103

Example (continued)

3I − AT =

  • 3

2

− 1

2

−1

1 2

  • −AT

=

  • 3

2

− 1

2

−1

1 2

  • − 3I

−AT =

  • 3

2

− 1

2

−1

1 2

3 3

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SLIDE 104

Example (continued)

3I − AT =

  • 3

2

− 1

2

−1

1 2

  • −AT

=

  • 3

2

− 1

2

−1

1 2

  • − 3I

−AT =

  • 3

2

− 1

2

−1

1 2

3 3

  • −AT

= − 3

2

− 1

2

−1 − 5

2

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SLIDE 105

Example (continued)

3I − AT =

  • 3

2

− 1

2

−1

1 2

  • −AT

=

  • 3

2

− 1

2

−1

1 2

  • − 3I

−AT =

  • 3

2

− 1

2

−1

1 2

3 3

  • −AT

= − 3

2

− 1

2

−1 − 5

2

  • A

=

  • 3

2

1

1 2 5 2

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SLIDE 106

Problem

True or false? Justify your answer. If A3 = 4I, then A is invertible.

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SLIDE 107

Problem

True or false? Justify your answer. If A3 = 4I, then A is invertible.

Solution

If A3 = 4I, then 1 4A3 = I

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SLIDE 108

Problem

True or false? Justify your answer. If A3 = 4I, then A is invertible.

Solution

If A3 = 4I, then 1 4A3 = I so (1 4A2)A = I and

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SLIDE 109

Problem

True or false? Justify your answer. If A3 = 4I, then A is invertible.

Solution

If A3 = 4I, then 1 4A3 = I so (1 4A2)A = I and A(1 4A2) = I.

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SLIDE 110

Problem

True or false? Justify your answer. If A3 = 4I, then A is invertible.

Solution

If A3 = 4I, then 1 4A3 = I so (1 4A2)A = I and A(1 4A2) = I. Therefore, A is invertible, and A−1 = 1

4A2.

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SLIDE 111

A Fundamental Result

Theorem

Let A be an n × n matrix, and let x, b be n × 1 vectors. The following conditions are equivalent.

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SLIDE 112

A Fundamental Result

Theorem

Let A be an n × n matrix, and let x, b be n × 1 vectors. The following conditions are equivalent.

  • 1. A is invertible.
  • 2. The rank of A is n.
  • 3. The reduced row echelon form of A is In.
  • 4. A

x = 0 has only the trivial solution, x = 0.

  • 5. A can be transformed to In by elementary row operations.
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SLIDE 113

A Fundamental Result

Theorem

Let A be an n × n matrix, and let x, b be n × 1 vectors. The following conditions are equivalent.

  • 1. A is invertible.
  • 2. The rank of A is n.
  • 3. The reduced row echelon form of A is In.
  • 4. A

x = 0 has only the trivial solution, x = 0.

  • 5. A can be transformed to In by elementary row operations.
  • 6. The system A

x = b has a unique solution x for any choice of b.

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SLIDE 114

A Fundamental Result

Theorem

Let A be an n × n matrix, and let x, b be n × 1 vectors. The following conditions are equivalent.

  • 1. A is invertible.
  • 2. The rank of A is n.
  • 3. The reduced row echelon form of A is In.
  • 4. A

x = 0 has only the trivial solution, x = 0.

  • 5. A can be transformed to In by elementary row operations.
  • 6. The system A

x = b has a unique solution x for any choice of b.

  • 7. There exists an n × n matrix C with the property that CA = In.
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SLIDE 115

A Fundamental Result

Theorem

Let A be an n × n matrix, and let x, b be n × 1 vectors. The following conditions are equivalent.

  • 1. A is invertible.
  • 2. The rank of A is n.
  • 3. The reduced row echelon form of A is In.
  • 4. A

x = 0 has only the trivial solution, x = 0.

  • 5. A can be transformed to In by elementary row operations.
  • 6. The system A

x = b has a unique solution x for any choice of b.

  • 7. There exists an n × n matrix C with the property that CA = In.
  • 8. There exists an n × n matrix C with the property that AC = In.
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SLIDE 116

Proof.

(1), (2), (4), (5) and (6) are all equivalent to (3) since each involves transforming A to its RREF, and A being square, to verifying whether the identity matrix is obtained. (1) (7) and (8): Using . (7) (4): If , then is the only solution. Since is always a solution, then it is the only one. (8) (1): By reversing the roles of and in the previous argument, (8) implies that has only the trivial solution, and we already know that this implies is

  • invertible. Thus

is the inverse of , and hence is itself invertible.

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SLIDE 117

Proof.

(1), (2), (4), (5) and (6) are all equivalent to (3) since each involves transforming A to its RREF, and A being square, to verifying whether the identity matrix is obtained. (1) ⇒ (7) and (8): Using C = A−1. (7) (4): If , then is the only solution. Since is always a solution, then it is the only one. (8) (1): By reversing the roles of and in the previous argument, (8) implies that has only the trivial solution, and we already know that this implies is

  • invertible. Thus

is the inverse of , and hence is itself invertible.

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SLIDE 118

Proof.

(1), (2), (4), (5) and (6) are all equivalent to (3) since each involves transforming A to its RREF, and A being square, to verifying whether the identity matrix is obtained. (1) ⇒ (7) and (8): Using C = A−1. (7) ⇒ (4): If A x = 0, then x = I x = CA x = C 0 = 0 is the only solution. Since x = 0 is always a solution, then it is the only one. (8) (1): By reversing the roles of and in the previous argument, (8) implies that has only the trivial solution, and we already know that this implies is

  • invertible. Thus

is the inverse of , and hence is itself invertible.

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SLIDE 119

Proof.

(1), (2), (4), (5) and (6) are all equivalent to (3) since each involves transforming A to its RREF, and A being square, to verifying whether the identity matrix is obtained. (1) ⇒ (7) and (8): Using C = A−1. (7) ⇒ (4): If A x = 0, then x = I x = CA x = C 0 = 0 is the only solution. Since x = 0 is always a solution, then it is the only one. (8) ⇒ (1): By reversing the roles of A and C in the previous argument, (8) implies that C x = 0 has only the trivial solution, and we already know that this implies C is

  • invertible. Thus A is the inverse of C, and hence A is itself invertible.
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SLIDE 120

The following is an important and useful consequence of the theorem. In the second Theorem, it is essential that the matrices be square.

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SLIDE 121

The following is an important and useful consequence of the theorem.

Theorem

If A and B are n × n matrices such that AB = I, then BA = I. Furthermore, A and B are invertible, with B = A−1 and A = B−1. In the second Theorem, it is essential that the matrices be square.

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SLIDE 122

The following is an important and useful consequence of the theorem.

Theorem

If A and B are n × n matrices such that AB = I, then BA = I. Furthermore, A and B are invertible, with B = A−1 and A = B−1.

Important Fact

In the second Theorem, it is essential that the matrices be square.

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SLIDE 123

Theorem

If A and B are matrices such that AB = I and BA = I, then A and B are square matrices (of the same size).

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SLIDE 124

Example

Let A =

  • 1

1 −1 4 1

  • and

B =   1 1 1  .

This example illustrates why “an inverse” of a non-square matrix doesn’t make sense. If is and is , where , then even if , it will never be the case that .

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SLIDE 125

Example

Let A =

  • 1

1 −1 4 1

  • and

B =   1 1 1  . Then AB =

  • 1

1 −1 4 1   1 1 1  

This example illustrates why “an inverse” of a non-square matrix doesn’t make sense. If is and is , where , then even if , it will never be the case that .

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SLIDE 126

Example

Let A =

  • 1

1 −1 4 1

  • and

B =   1 1 1  . Then AB =

  • 1

1 −1 4 1   1 1 1   = 1 1

  • = I2

This example illustrates why “an inverse” of a non-square matrix doesn’t make sense. If is and is , where , then even if , it will never be the case that .

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SLIDE 127

Example

Let A =

  • 1

1 −1 4 1

  • and

B =   1 1 1  . Then AB =

  • 1

1 −1 4 1   1 1 1   = 1 1

  • = I2

and BA =   1 1 1  

  • 1

1 −1 4 1

  • This example illustrates why “an inverse” of a non-square matrix doesn’t make sense. If

is and is , where , then even if , it will never be the case that .

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SLIDE 128

Example

Let A =

  • 1

1 −1 4 1

  • and

B =   1 1 1  . Then AB =

  • 1

1 −1 4 1   1 1 1   = 1 1

  • = I2

and BA =   1 1 1  

  • 1

1 −1 4 1

  • =

  1 1 5 1   = I3

This example illustrates why “an inverse” of a non-square matrix doesn’t make sense. If is and is , where , then even if , it will never be the case that .

slide-129
SLIDE 129

Example

Let A =

  • 1

1 −1 4 1

  • and

B =   1 1 1  . Then AB =

  • 1

1 −1 4 1   1 1 1   = 1 1

  • = I2

and BA =   1 1 1  

  • 1

1 −1 4 1

  • =

  1 1 5 1   = I3

This example illustrates why “an inverse” of a non-square matrix doesn’t make sense. If A is m × n and B is n × m, where m = n, then even if AB = I, it will never be the case that BA = I.

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SLIDE 130

Inverse of a transformation

Definition

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SLIDE 131

Inverse of a transformation

Definition

Suppose T : Rn → Rn and S : Rn → Rn are transformations such that for each

  • x ∈ Rn,
slide-132
SLIDE 132

Inverse of a transformation

Definition

Suppose T : Rn → Rn and S : Rn → Rn are transformations such that for each

  • x ∈ Rn,

(S ◦ T)( x) = x and (T ◦ S)( x) = x.

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SLIDE 133

Inverse of a transformation

Definition

Suppose T : Rn → Rn and S : Rn → Rn are transformations such that for each

  • x ∈ Rn,

(S ◦ T)( x) = x and (T ◦ S)( x) = x. Then T and S are invertible transformations;

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SLIDE 134

Inverse of a transformation

Definition

Suppose T : Rn → Rn and S : Rn → Rn are transformations such that for each

  • x ∈ Rn,

(S ◦ T)( x) = x and (T ◦ S)( x) = x. Then T and S are invertible transformations; S is called an inverse of T,

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SLIDE 135

Inverse of a transformation

Definition

Suppose T : Rn → Rn and S : Rn → Rn are transformations such that for each

  • x ∈ Rn,

(S ◦ T)( x) = x and (T ◦ S)( x) = x. Then T and S are invertible transformations; S is called an inverse of T, and T is called an inverse of S. (Geometrically, S reverses the action of T, and T reverses the action of S.)

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SLIDE 136

Inverse of a transformation

Definition

Suppose T : Rn → Rn and S : Rn → Rn are transformations such that for each

  • x ∈ Rn,

(S ◦ T)( x) = x and (T ◦ S)( x) = x. Then T and S are invertible transformations; S is called an inverse of T, and T is called an inverse of S. (Geometrically, S reverses the action of T, and T reverses the action of S.)

Theorem

Let T : Rn → Rn be a matrix transformation induced by matrix A. Then A is invertible if and only if T has an inverse. In the case where T has an inverse, the inverse is unique and is denoted T−1. Furthermore, T−1 : Rn → Rn is induced by the matrix A−1.

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SLIDE 137

Inverse of a Linear Transformations

Fundamental Identities relating T and T−1

  • 1. T−1 ◦ T = 1Rn
  • 2. T ◦ T−1 = 1Rn
slide-138
SLIDE 138

Example

Let T : R2 → R2 be a transformation given by T x y

  • =

x + y y

  • Then T is a linear transformation induced by A =

1 1 1

  • .
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SLIDE 139

Example

Let T : R2 → R2 be a transformation given by T x y

  • =

x + y y

  • Then T is a linear transformation induced by A =

1 1 1

  • .

Notice that the matrix A is invertible. Therefore the transformation T has an inverse, T−1, induced by A−1 = 1 −1 1

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SLIDE 140

Example (continued)

Consider the action of T and T−1:

slide-141
SLIDE 141

Example (continued)

Consider the action of T and T−1: T x y

  • =

1 1 1 x y

  • =

x + y y

  • ;
slide-142
SLIDE 142

Example (continued)

Consider the action of T and T−1: T x y

  • =

1 1 1 x y

  • =

x + y y

  • ;

T−1 x + y y

  • =

1 −1 1 x + y y

  • =

x y

  • .
slide-143
SLIDE 143

Example (continued)

Consider the action of T and T−1: T x y

  • =

1 1 1 x y

  • =

x + y y

  • ;

T−1 x + y y

  • =

1 −1 1 x + y y

  • =

x y

  • .

Therefore, T−1

  • T

x y

  • =

x y

  • .