Siri e-Kuliah PPPJJ, USM

JIM 201
Linear Algebra

Dr Siti Ainor Mohd Yatim

Chapter 2
Solving Linear Systems
2.2 Solving Linear Systems
2.3 Elementary Matrices; Finding A-1
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Objectives
At the end of this section, you should be able to
Understand what is the elementary matrix
Find the inverse of the elementary matrix
Understand the meaning of row-equivalent
Understand the properties of the invertible
matrix
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Topics
Preliminaries
Echelon Form of a Matrix
Elementary Matrices; Finding A1
Equivalent Matrices
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Elementary Matrices; Finding A1

Preliminaries
Earlier, concept of nonsingular, or invertible, n x n
matrix A was introduced. For an invertible matrix A,
there is a matrix A1 such that A A1 = I and A1 A = I.
However, at this point, there is no way to compute A1
Have defined three elementary row operations
Type I - exchange two rows
Type II - multiply a row by a nonzero constant
Type III - add a multiple of one row to another
Each elementary row operation can be performed on
a matrix A by multiplying A by an appropriate
elementary matrix E
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Elementary Matrices; Finding A1

Defn - An n x n elementary matrix of Type I, Type II or
Type III is a matrix obtained from the identity matrix In
by performing a single elementary row operation of
Type I, Type II or Type III, respectively
Theorem - Let A be an m x n matrix and let an
elementary row operation of Type I, Type II or Type III
be performed on A to yield matrix B. Let E be the
elementary matrix obtained from Im by performing on
it the same elementary row operation that was
performed on A. Then B = EA
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Elementary Matrices; Finding A1

Theorem - If A and B are m x n matrices, then A is row
equivalent to B if and only if
B Ek Ek1L E2E1A

where E kare m x m elementary matrices.
i i1
Proof - Suppose A is row equivalent to B. By definition, B
can be obtained by applying a finite number of elementary row
operations to A. Each elementary row operation can be
accomplished by multiplying by an appropriate elementary
matrix. So the transformation from A to B can be accomplished
by multiplying by a sequence of elementary matrices .
So

Ei i1
k
B Ek Ek1L E2E1A
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Elementary Matrices; Finding A1

Proof (continued)
Now suppose that we have B Ek Ek1L E2E1A
where each Ei is an elementary matrix. Since
B is obtained by applying a sequence of
elementary row operations to A, then A is row
equivalent to B.

QED
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Elementary Matrices; Finding A1

Theorem - An elementary matrix is nonsingular and
its inverse is an elementary matrix of the same type
Proof - Will use the definition of nonsingularity, i.e.
find a matrix that serves as an inverse.
Type I - Let E switch rows i and j. Then the effects of
E may be undone by applying E again, i.e. EE = I.
So, E is invertible and E1 = E
Type II - Let E multiply the ith row by c 0. Let F
multiply the ith row by 1 / c. Then EF = FE = I. So, E is
invertible and E1 = F
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Elementary Matrices; Finding A1

Proof (continued)
Type III - Let E add c times the ith row
to the jth row. Let F add (c) times the
ith row to the jth row. Then EF = FE = I.
So, E is invertible and E1 = F

QED
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Elementary Matrices; Finding A1

Theorem - Let A be a an n x n matrix and let the
homogeneous system AX 0 have only the trivial
solution X 0 . Then A is row equivalent to In .
Proof - Let B be the matrix in reduced row echelon form
that is row equivalent to A. The systems AX 0 and
BX 0 are equivalent, so BX 0 has the trivial solution
only. Now examine the structure of B. Since B is in
reduced row echelon form, it has a similar appearance
to In . Let r n be the number of nonzero rows of B. If r
< n, we have proved that BX 0 has a nontrivial
solution. So, r = n, i.e. every row of B is nonzero. The
first nonzero entry in each row appears to the right of
the first one in the previous row, so B = In
QED
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Elementary Matrices; Finding A1

Theorem - A is nonsingular if and only if A is a
product of elementary matrices
Proof - Let A be nonsingular and consider the
system AX 0. Then A1( AX ) A10 X 0. So,
AX 0 has the trivial solution only. By the theorem on
the the previous slide, A is row equivalentk to In. So,
there exist elementary matrices
I n Ek Ek1L E2E1A

Eisuch
i1 that
1
Then A Ek Ek 1L E2E1 E1 E2 L Ek 1Ek
1 1 1 1
1
E
Each isi an elementary matrix.
Let A E1E2 L E l 1ElEi is nonsingular and A is
Each
nonsingular since it is the product of nonsingular
matrices QED
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Elementary Matrices; Finding A1

Theorem - A is nonsingular if and only if A is row
equivalent to In
Proof - Let A be nonsingular. By the previous
theorem, A can be expressed as the product of
elementary row matrices. A Ek Ek1Then L E2E1
AA
so AI n equivalent
is row Ek Ek1L E to2IE I
n1 n

Let A be row equivalent to In. Then

I n EEach
k E k
Ei has an inverse. Operate on each side
1L E2E1A
with inverses each
Eelementary
Aisan 1 1
E L E1 matrix,
E1I soEA1E
k 1 k
is nonsingular
1
L E1 E1
k 1 k
11 2 1 2
n
Ei
QED
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Elementary Matrices; Finding A1

Theorem - The homogeneous system of n linear
equations in n unknowns, AX 0, has a nontrivial
solution if and only if A is singular
Proof - Let AX 0 have a nontrivial solution.
Suppose A is nonsingular. Then A1 exists. So A
1
( AX ) A10 X 0, i.e. the trivial solution. This is a
contradiction since we know that AX 0 has a
nontrivial solution. So, A is singular.
Let A be singular. If the system AX 0 has the
trivial solution only, then A is row equivalent to In . By
the previous theorem, A is nonsingular, which is a
contradiction. So, AX 0 has a nontrivial solution
QED
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Elementary Matrices; Finding A1

Equivalent statements for n x n matrix A
A is nonsingular
AX 0 has the trivial solution only
A is row equivalent to In
The system AX B has a unique
solution for every n x 1 matrix B
A is a product of elementary matrices
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Elementary Matrices; Finding A1

Computing A1
Have shown that if A is nonsingular, then it is row
equivalent to In . Also, have shown that it can be
expressed as the product of elementary matrices.
1 1 1 1
I n Ek Ek 1L E2E1A A E 11
E 2 L E k 1E k

Then A 1 E1E1L E1 ESo,
1 2 k 1 k
1 A1 can be
Ek Ek 1L E2E1
represented as the product of the elementary
matrices that reduce A to In
Create the partitioned matrix A I n and apply the
operations that reduce A to In

Ek Ek 1L E2E1 A I n I n A 1
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Elementary Matrices; Finding A1

Computing A1 - Example 1 1 3
A 1 2 3
Compute inverse of
0 1 1

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

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

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

0 0 1 1 1 1 1 1 1
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Elementary Matrices; Finding A1

Theorem - An n x n matrix A is singular if and only if A
is row equivalent to a matrix B that has a row of
zeros
Proof - Let A be singular. Apply Gauss-Jordan
reduction to A to get a matrix B in reduced row
echelon form which is row equivalent to A. B cannot
be In since if it were, A would be nonsingular. Since B
is in reduced row echelon form, B must have at least
one row of zeros at the bottom.
Let a A be row equivalent to a matrix B that has a
row of all zeros.
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Elementary Matrices; Finding A1

Proof (continued) -
The matrix B is singular since there does not exist a
matrix C such that BC = CB = In . (To see this, let the
ith row of B consist of all zeros. The ith row of BC is
generated by taking the ith row of B and multiplying
each column of C by it. So, the ith row of BC is all
zeros, but BC = In . So, B must be singular.)
A is row equivalent to B, so B Ek Ek1LIfE A2 E
is1A
nonsingular then so is B since it is the product of
nonsingular matrices. Since we know B is singular,
then A must be singular.
QED
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Elementary Matrices; Finding A1

The preceding theorem gives a way to determine if A
is singular. Also, the determination of
singularity/nonsingularity can be made in the process
of computing A1
Form the augmented matrix A In , then put it into
reduced row echelon form to get C D .
If C = In then A is nonsingular and D = A1
If C In then C has a row of zeros and thus is singular. So, A
is singular and A1 does not exist
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Elementary Matrices; Finding A1

Theorem - If A and B are n x n matrices such that AB
= In , then BA = In . Thus A is nonsingular and B = A1
Proof - First show that if AB = In then A is
nonsingular. Suppose that A is singular. Then A is
row equivalent to a matrix C that has ka row of zeros,
i.e. C Ek Ek1L E2E1A , where i i1 is a set of
E
elementary matrices. CB Ek Ek1L E2E1AB so CB
is row equivalent to AB. Since C has a row of zeros,
so does CB. AB is singular since it is row equivalent
to a matrix with a row of zeros. However AB = In ,
which is nonsingular. Contradiction. So, A is
nonsingular and A1 exists. A1 ( AB ) = A1 In so B =
A1
QED
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