MathAlgebraLinear algebraMatrices

Matrix inverse properties

8 minutes read

The polymath Henri Poincaré once said "Mathematics is the art of giving the same name to different things". Now you will learn the connection between invertible matrices, bases and operators as well as their geometry. They are all different ways of talking about the same concept.

These relationships will help you better understand invertible matrices, understand deeper topics, and save you a lot of unnecessary calculations. In the following you'll work with a square matrix AA of size nn.

Basic properties

The following properties show the behavior of the inverse with other common matrix operations. They come in handy when you need to compute the inverse of some matrix in terms of a simpler one.

If AA is invertible then:

  • A1A^{-1} is invertible and (A1)1=A\left( A^{-1} \right) ^{-1} = A.
  • cAcA is invertible and (cA)1=1cA1( cA ) ^{-1} = \frac{1}{c} A ^{-1} for any non-zero real number cc.
  • ATA^T is invertible and (AT)1=(A1)T\left( A^T \right ) ^{-1} = \left( A^{-1} \right ) ^{T}.
  • AkA^k is invertible and (Ak)1=(A1)k\left( A^k \right ) ^{-1} = \left( A^{-1} \right ) ^{k} for every positive integer kk.

Proof
  • This is immediate from the definition of inverse matrix. For the next statements, we only need to check the definition of matrix inverse
  • For the second point:
cA(1cA1)=c1c(AA1)=I=c1c(A1A)=(1cA1)cAcA \left(\frac{1}{c} A ^{-1} \right) = c\frac{1}{c} \left(AA ^{-1} \right) = I = c\frac{1}{c} \left(A ^{-1} A \right) = \left(\frac{1}{c} A ^{-1} \right) c A
  • The third claim is just:AT(A1)T=(A1A)T=IT=I=(AA1)T=(A1)TATA^T \, (A^{-1})^T = \left(A^{-1} A\right)^T = I^T = I = \left(A A^{-1} \right)^T = \, (A^{-1})^T \, A^T
  • For the last statement:Ak(A1)k=Ak1 AA1 (A1)k1=Ak1 (A1)k1=Ak2 AA1 (A1)k2=Ak2 Ak2==AA1=IA^k \, \left( A^{-1} \right ) ^{k} = A^{k-1} \ A A^{-1} \ \left( A^{-1} \right )^{k-1} = A^{k-1} \ \left( A^{-1} \right )^{k-1} = A^{k-2} \ A A^{-1} \ \left( A^{-1} \right )^{k-2} = A^{k-2} \ A^{k-2} = \dots = A A^{-1} = I

\blacksquare

Suppose you want to find the inverse of the following matrix B=(2462)B=\begin{pmatrix} 2 & 4 \\ 6 & 2 \end{pmatrix}. Since all its inputs are even, you can factor the 2 so that

B=2(1231)B=2 \begin{pmatrix} 1 & 2 \\ 3 & 1 \end{pmatrix}. Now, the new matrix C=(1231)C= \begin{pmatrix} 1 & 2 \\ 3 & 1 \end{pmatrix} is easier to invert. You can easily compute C1=15(1231)C^{-1}=\frac{1}{5}\left(\begin{array}{cc} -1 & 2 \\ 3 & -1 \end{array}\right), so thanks to the second property:

B1=(2C)1=12C1=110(1231)B^{-1} = \left( 2C \right) ^{-1} = \frac{1}{2} C ^{-1} = \frac{1}{10}\left(\begin{array}{cc} -1 & 2 \\ 3 & -1 \end{array}\right)

Systems of linear equations

So far you know that when a matrix is invertible, any system of equations it appears in will have a unique solution. Now, you'll look at other equivalent conditions that are easier to check to find out if the matrix is invertible.

  1. AA is invertible.

  2. The linear system Ax=bA \mathbf{x}=\mathbf{b} has a solution for all bRn\mathbf{b} \in \mathbb{R}^{n}.

  3. The linear system Ax=bA \mathbf{x}=\mathbf{b} has a unique solution for all bRn\mathbf{b} \in \mathbb{R}^{n}-

  4. The linear system Ax=0A \mathbf{x}=\mathbf{0} has a unique solution (the trivial one x=0\mathbf{x}=\mathbf{0}).

Proof

Let's denote the reduced row echelon form of AA by RR. We're going to proof that 1 \Rightarrow 3 \Rightarrow 4 \Rightarrow 1 and 1 \Rightarrow 2 \Rightarrow 1. Thus, we can arrive at any statement starting from any of them. And this implies their equivalence.

  • 11 implies 22 and 33. This has been showed in the first topic about matrix inverse
  • 33 implies 44. This is obvious by taking b=0b=0.
  • 44 imples 11. First of all, represent the system Ax=0A \mathbf{x}=\mathbf{0} in augmented matrix form [A  0][A \ | \ 0]. By applying row operations in order to find the reduced row echelon form of AA, the augmented matrix becomes [R  0][R \ | \ 0]. Since RR is in reduced echelon form and is square, if it weren't the identity matrix, then its last row would only contain zeros. But then in the augmented matrix you could delete the last equation and then you would have an homogeneous system with more variables than equations. Thus the system would have infinitely many solutions, which is a contradiction. Thus R=IR = I and this means that AA is invertible.
  • 22 implies 11. Consider the system Rx=enR\, \mathbf{x} = \mathbf{e}_n with augmented matrix [R  e][R \ | \ \mathbf{e}]. You can apply some row operations in this augmented matrix to convert RR into AA. These operations turn ene_n into some vector bb. Then the augmented matrix becomes [A  b][A \ | \ \mathbf{b}]. Again, since RR is in reduced echelon form and is square, if it weren't the identity matrix, then its last row would only contain zeros. But this implies that the Rx=enR\, \mathbf{x} = \mathbf{e}_n has no solution. In consequence the system Ax=bA \mathbf{x}=\mathbf{b} has no solution and this is a contradiction. Thus R=IR = I and this signifies that AA is invertible.

Each statement implies any other

\blacksquare

This means that it is enough to guarantee that the homogeneous system Ax=0A \mathbf{x}=\mathbf{0} has a unique solution (the trivial one) in order to solve every system Ax=bA \mathbf{x}=\mathbf{b} for each possible bRn\mathbf{b} \in \mathbb{R}^{n}. But let's see a geometric interpretation of this result.

The geometry of invertible matrices

The above characterization of invertibility can be paraphrased in terms of the linear transformation LAL_A associated with AA. In particular the third point means that for every bRn\mathbf{b} \in \mathbb{R}^{n} there's a unique xRn\mathbf{x} \in \mathbb{R}^{n} such that LA(x)=bL_A(\mathbf{x})=\mathbf{b}. Well, this signifies, by definition, that LAL_A is bijective. But this in turn is equivalent to LAL_A being an invertible function. With this you've just discovered one of the most profound relationships between matrices and linear transformations:

AA is invertible if and only if LAL_A is invertible

From a geometric point of view, this means that invertible matrices have the best possible behavior in the sense that LAL_A does not agglomerate vectors (injective) and covers all Rn\mathbb{R}^{n} (surjective). For this reason, you can think of an invertible matrix as a transformation that reassigns the position of all points in space: each point changes position but no pair of points is sent to the same location. You can interpret this as the invertible operators "shaking" the space.

For example, a matrix of size 3 that is not invertible has an associated operator in R3\mathbb{R}^3 that collapses space into a point, a line or a plane.

Non-invertible operator

But the operator of an invertible matrix doesn't collapse the space, it only changes the positions of its points.

Invertible operator

A quick test of invertibility

Time to analyze the relationship between invertibility and the columns of the matrix. The key is that the linear system Ax=0A \mathbf{x}=\mathbf{0} can be rewritten in terms of the columns of AA as:

A1x1+A2x2++Anxn=0A_1 x_1 + A_2 x_2 + \dots + A_n x_n = 0Recall that the vectors A1,A2,,AnA_1, A_2, \dots, A_n are linearly independent if and only if x1=x2==xn=0x_1=x_2 = \dots = x_n =0. Now, notice that this is the same as 00 being the only possible solution of Ax=0A \mathbf{x}=\mathbf{0}. And you've already seen that this means that AA is invertible. You just proved the next result:

The following conditions are equivalent:

  • AA is invertible.
  • The columns of AA form a linearly independent set.
  • The columns of AA form a basis for Rn\mathbb{R}^{n}.

Linearly dependent vectors are those that contain redundant information (in the sense that one of them can be obtained through the others). So invertible matrices are those whose columns have the minimum information needed to reconstruct the whole space Rn\mathbb{R}^{n}.

Up to this point you're familiar with a lot of properties of invertible matrices. You also know how to calculate them and their geometric interpretation. But first of all, how can you tell if a matrix is invertible? Although the simplest way is to check if the columns are linearly independent, there is a much more direct technique that requires less calculations and is the most widely used:

AA is invertible if and only if det(A)0\det(A) \neq 0.

Proof

The determinant detects linearly independence. That is, the columns of AA are linearly independent if and only if det(A)0\det(A) \neq 0. But you've just seen that the first condition is equivalent to the fact that AA is invertible.

\blacksquare

Let's see this technique in action with the following matrices:

(213041120)(301212043)(123456789)\begin{pmatrix} 2 & 1 & 3 \\ 0 & 4 & -1 \\ 1 & -2 & 0 \\ \end{pmatrix} \qquad \begin{pmatrix} 3 & 0 & 1 \\ 2 & 1 & -2 \\ 0 & 4 & 3 \\ \end{pmatrix} \qquad \begin{pmatrix} 1 & 2 & 3 \\ 4 & 5 & 6 \\ 7 & 8 & 9 \\ \end{pmatrix}

The determinants of the first two matrices are 17-17 and 4141, respectively. Therefore both are invertible. But the determinant of the third is 00, so it is not invertible. Quick and straightforward.

Conclusion

You just developed a lot of synonyms for invertibility, so let's go over them. The square matrix AA is invertible if and only if:

  • The linear system Ax=bA \mathbf{x}=\mathbf{b} has a unique solution for all bRn\mathbf{b} \in \mathbb{R}^{n}.

  • LAL_A is invertible

  • The columns of AA form a basis for Rn\mathbb{R}^{n}.

  • det(A)0\det(A) \neq 0

Some useful properties of the inverse are:

  • (cA)1=1cA1( cA ) ^{-1} = \frac{1}{c} A ^{-1} for any non-zero real number cc.
  • (AT)1=(A1)T\left( A^T \right ) ^{-1} = \left( A^{-1} \right ) ^{T}.
  • (Ak)1=(A1)k\left( A^k \right ) ^{-1} = \left( A^{-1} \right ) ^{k} for every positive integer kk.
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