Elementary matrices
Lecture 8
Recap
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Inverse matrix
- Let \(A:\mathbb{R}^n \to \mathbb{R}^n\) be a linear transformation, or equivalently an \(n\times n\) matrix.
- If another linear transformation \(B:\mathbb{R}^n \to \mathbb{R}^n\) undoes what \(A\) does (and vice versa), then \[AB=BA=I_n,\] where \(I_n\) is the \(n\times n\) identity matrix.
- If such a matrix \(B\) exists, it is unique, and \(A\) is called invertible.
- The matrix \(B\) is called the inverse matrix of \(A\), denoted by \(A^{-1}\).
Example 1
- Verify that \[A=\begin{bmatrix}1&2\\3&2\end{bmatrix},\qquad B=\begin{bmatrix}-\frac12&\frac12\\[4pt]\frac34&-\frac14\end{bmatrix}\] satisfy \(AB=BA=I_2\), so \(B\) is the inverse of \(A\).
- You may check either \(AB=I_2\) or \(BA=I_2\).
- Fact: if \(AB=I_n\), then automatically \(BA=I_n\).
Visualize the example
- Try to understand this example geometrically using the
visualization of linear transformations. - Work through your own examples to solidify your understanding of linear transformations in the plane.
Example 2
- Solve the system \[\begin{cases} x+2y=a\\ 3x+2y=b \end{cases}\] using Gauss–Jordan elimination.
- Write the augmented matrix: \[\left[\begin{array}{cc|c} 1 & 2 & a\\ 3 & 2 & b \end{array}\right].\]
- Eliminate \(x\) from the second row: \[\xrightarrow{R_2 \leftarrow R_2-3R_1} \left[\begin{array}{cc|c} 1 & 2 & a\\ 0 & -4 & b-3a \end{array}\right].\]
- Scale the second row so the leading entry becomes \(1\): \[\xrightarrow{R_2 \leftarrow -\frac14 R_2} \left[\begin{array}{cc|c} 1 & 2 & a\\ 0 & 1 & \frac{3a-b}{4} \end{array}\right].\]
- Eliminate \(y\) from the first row: \[\xrightarrow{R_1 \leftarrow R_1-2R_2} \left[\begin{array}{cc|c} 1 & 0 & \frac{b-a}{2}\\ 0 & 1 & \frac{3a-b}{4} \end{array}\right].\]
- The reduced row-echelon form is \[\left[\begin{array}{cc|c} 1 & 0 & \frac{b-a}{2}\\ 0 & 1 & \frac{3a-b}{4} \end{array}\right].\]
- Therefore, \[x=\frac{b-a}{2},\qquad y=\frac{3a-b}{4}.\]
Solution from the inverse
- We can solve the same system \([A \mid \vec{b}]\) using the inverse matrix: \[\vec{x}=A^{-1}\vec{b},\qquad A=\begin{bmatrix}1&2\\3&2\end{bmatrix}.\]
- From the earlier example (or using the formula), we found that \[A^{-1} =\begin{bmatrix}-\tfrac12&\tfrac12\\[2pt]\tfrac34&-\tfrac14\end{bmatrix}.\]
- Therefore, \[\vec{x}=A^{-1}\vec{b} =\begin{bmatrix}-\tfrac12&\tfrac12\\[2pt]\tfrac34&-\tfrac14\end{bmatrix} \begin{bmatrix}a\\ b\end{bmatrix} =\begin{bmatrix}\frac{b-a}{2}\\[4pt]\frac{3a-b}{4}\end{bmatrix}.\]
Elementary matrices
Gauss–Jordan elimination and inverses
- During Gauss–Jordan elimination, we track how the coefficient matrix \(A\) changes.
- At each step, we apply an elementary row operation, which modifies the matrix in a simple and controlled way.
- If \(A\) is invertible, this process eventually transforms \(A\) into the identity matrix \(I_n\).
- In this sense, the sequence of elementary row operations collectively performs the same transformation by the inverse matrix \(A^{-1}\).
- Therefore, to understand the inverse, we analyze how each elementary row operation acts on \(A\) and how these effects accumulate.
Row exchange
- Swapping the \(i\)-th and \(j\)-th rows corresponds to swapping the \(i\)-th and \(j\)-th coordinate directions.
- This operation is represented by multiplying an elementary matrix \[E_{R_i\leftrightarrow R_j} =[\vec{e}_1\ \cdots\ \vec{e}_j\ \cdots\ \vec{e}_i\ \cdots\ \vec{e}_n],\] where the \(i\)-th and \(j\)-th columns are exchanged.
- For \(n=2\), explicitly, \(E_{R_1\leftrightarrow R_2} =\begin{bmatrix}0&1\\1&0\end{bmatrix}.\)
- To undo this operation, we should swap the same two rows again. Therefore, \[E^{-1}_{R_i\leftrightarrow R_j}=E_{R_i\leftrightarrow R_j}.\]
Row scaling
- Scaling the \(i\)-th row by a nonzero constant \(c\) corresponds to scaling the \(i\)-th coordinate direction by \(c\).
- This operation is represented by another elementary matrix \[E_{R_i\leftarrow cR_i} =[\vec{e}_1\ \cdots\ c\vec{e}_i\ \cdots\ \vec{e}_n].\]
- For \(n=2\), explicitly, \[E_{R_1\leftarrow cR_1} =\begin{bmatrix}c&0\\0&1\end{bmatrix},\quad E_{R_2\leftarrow cR_2} =\begin{bmatrix}1&0\\0&c\end{bmatrix}.\]
- To undo the operation, we should scale the same row by \(\frac{1}{c}\). Therefore, \[E^{-1}_{R_i\leftarrow cR_i} =E_{R_i\leftarrow \frac{1}{c}R_i}.\]
Row addition
- Replacing the \(i\)-th row by \(R_i+kR_j\) adds \(k\) times the \(j\)-th coordinate direction to the \(i\)-th.
- This operation is represented by another elementary matrix \[E_{R_i\leftarrow R_i+kR_j} =[\vec{e}_1\ \cdots\ (\vec{e}_i+k\vec{e}_j)\ \cdots\ \vec{e}_n].\]
- For \(n=2\) and the operation \(R_1\leftarrow R_1+kR_2\), \[E_{R_1\leftarrow R_1+kR_2} =\begin{bmatrix}1&k\\0&1\end{bmatrix}.\]
- To undo the operation, subtract \(kR_j\): \[E^{-1}_{R_i\leftarrow R_i+kR_j} =E_{R_i\leftarrow R_i-kR_j}.\]
Example 3
- Identify elementary matrices and their inverses.
\[ \begin{bmatrix} 0&0&1&0\\ 0&1&0&0\\ 1&0&0&0\\ 0&0&0&1 \end{bmatrix} \qquad \begin{bmatrix} 1&0&-3\\ 0&1&0\\ 0&0&1 \end{bmatrix}\] \[\begin{bmatrix} 1&0&0\\ 0&3&0\\ 0&0&2 \end{bmatrix} \qquad \begin{bmatrix} 1&0&0&0\\ 0&1&0&0\\ 0&0&1&0\\ 0&0&1&1 \end{bmatrix} \]
Gauss–Jordan elimination
- Let \(A\) be an \(n\times n\) matrix.
- If \(A\) is invertible, Gauss–Jordan elimination reduces \(A\) to \(I_n\) using elementary row operations.
- Each row operation corresponds to left multiplication by an elementary matrix.
- Thus, if \(E_i\) denotes the elementary matrix for \(i\)th step, \[E_kE_{k-1}\cdots E_1A=I_n.\]
- Letting \(B=E_k\cdots E_1\), we obtain \(BA=I_n\), so \[B=A^{-1}.\]
Finding inverses from Gauss–Jordan elimination
- This provides a systematic way to compute inverses.
- Perform Gauss–Jordan elimination on \([A\mid I_n]\).
- When the left side becomes \(I_n\), the right side becomes \(A^{-1}\); this is because \[B[A\mid I_n] = [BA \mid B].\]
Example 4
Find the inverse of \[A=\begin{bmatrix}1&2\\3&2\end{bmatrix}\] using Gauss–Jordan elimination.
Start with the augmented matrix \([A\mid I]\): \[\left[\begin{array}{cc|cc} 1 & 2 & 1 & 0\\ 3 & 2 & 0 & 1 \end{array}\right].\]
Eliminate the entry below the first pivot: \[\xrightarrow{R_2\leftarrow R_2-3R_1} \left[\begin{array}{cc|cc} 1 & 2 & 1 & 0\\ 0 & -4 & -3 & 1 \end{array}\right].\]
Scale the second row: \[\xrightarrow{R_2\leftarrow -\frac14 R_2} \left[\begin{array}{cc|cc} 1 & 2 & 1 & 0\\ 0 & 1 & \frac34 & -\frac14 \end{array}\right].\]
Eliminate the entry above the second pivot: \[\xrightarrow{R_1\leftarrow R_1-2R_2} \left[\begin{array}{cc|cc} 1 & 0 & -\frac12 & \frac12\\ 0 & 1 & \frac34 & -\frac14 \end{array}\right].\]
Therefore, \[A^{-1} =\begin{bmatrix} -\frac12 & \frac12\\[4pt] \frac34 & -\frac14 \end{bmatrix}.\]
Example 5
Find the inverse of \[\begin{bmatrix}1&2\\3&5\end{bmatrix}\] using the same method.
Check and play with your answer from the
visualization of linear transformations.