Module 1 of 1 · Lesson 10 of 14
Matrix Inverses and Elementary Matrices
Computing an inverse, and seeing elimination itself as a product of matrices.
What you will be able to do
Given a square matrix, the learner can decide whether it is invertible, compute the inverse by Gauss–Jordan elimination, verify it, express the reduction as a product of elementary matrices, apply the order-reversal rule to a product, and produce an LU factorisation.
Orientation
The inverse is usually defined by what it does,
Both answers come from the same place. Reducing
Seeing row operations as matrices pays twice more: it gives the LU factorisation, which is what implementations actually store, and it explains why the inverse of a product reverses the order of its factors.
Figure
A square carried by A and returned by its inverse
The marked corner
Invertibility is therefore a property of the transformation.
Row reduction is how
Definition
Elementary matrices, and why one-sided is enough
Building an elementary matrix. Perform the row operation on
and
Left multiplication acts on rows.
Every elementary matrix is invertible. Each operation is undone by another of the same type, swap again, scale by the reciprocal, subtract what was added, so the inverse is elementary too. That is what makes a reduction a product of invertible factors and therefore invertible itself.
Why one-sided invertibility suffices. For square
This fails outside the square finite-dimensional case. The shift on infinite sequences has a left inverse and no right inverse, which is the same phenomenon that breaks rank–nullity there.
Uniqueness. If
Procedure
Gauss–Jordan, and the LU bookkeeping
Computing
- Write the augmented array
. - Reduce the left block to
by row operations, applying each to the whole row. - The right block is
. - Verify by computing
.
If at any point the left block acquires a zero row, stop:
Why step 3 works. The operations that reduce
For
swap the diagonal, negate the off-diagonal, divide by the determinant. Worth memorising at this size and not worth generalising: the adjugate version for
LU factorisation.
- Eliminate downward using only "add a multiple of a row to a lower row".
- Record each multiplier
. The factor used to clear position . is the resulting upper triangular matrix. is unit lower triangular with at position .
The multipliers go into
What LU is for. Solving
When a swap is needed. If a pivot position holds zero, rows must be exchanged, and the factorisation becomes
Cost, and why inverses are rarely formed. Elimination to solve one system is about
Worked example
An inverse, and the same reduction as a product
Gauss–Jordan. Start from
So
Verify.
Cross-check by formula.
---
The same reduction as elementary matrices. Each step was multiplication on the left:
Since
Note the order:
And therefore
---
LU for a
Eliminate downward.
Check.
A free determinant.
Theorem
The equivalences, and the order reversal
Theorem (invertible matrix equivalences). For a square
is invertible; reduces to by row operations; is a product of elementary matrices; ;- the columns of
are independent; has only the solution ; has exactly one solution for every ; ; is not an eigenvalue of .
A circuit of implications.
The remaining three attach to the circuit:
The list functions as a whole. Each entry is cheap to check in some situations and expensive in others, and the theorem says any one settles all the rest. A determinant for a small matrix, a rank for a reduced one, an eigenvalue when the spectrum is already known.
Theorem (order reversal). If
Proof.
The order must reverse because the inner factors have to meet: in
Corollary.
The analogous rules.
Example
Inverses read off structure
Diagonal.
Elementary. Each is inverted by undoing its operation:
Orthogonal.
Triangular. The inverse of an invertible triangular matrix is triangular of the same kind, and its diagonal entries are the reciprocals. For
the diagonal holds
A
Singular cases.
What the pattern shows. For a structured matrix the inverse is usually structured the same way and readable without elimination. Recognising the structure first is what saves the computation, and it is also what tells you the answer is wrong when a triangular matrix produces a full inverse.
Non-example
Five errors with inverses
Preserving the order. Writing
Inverting entrywise. Replacing each entry by its reciprocal. For
Negating the LU multipliers. After
Treating a stalled reduction as a dead end. Reaching a zero row on the left of
Cancelling a singular matrix. From
What unites them. The first and last forget that matrix multiplication is neither commutative nor cancellative without invertibility. The middle three treat a matrix as a container of numbers rather than as a map, which is the habit the elementary-matrix reading is meant to displace.
Optional enrichment (1)
Application
Why implementations factor instead of inverting
The cost comparison. Solving
With
The accuracy comparison. Forming
Where the revised simplex method sits. That method maintains
Where an explicit inverse is right. When the inverse is the object of interest rather than a means to a solution: a covariance matrix's inverse is the precision matrix and its entries carry meaning, and in small symbolic derivations the closed form is what is wanted. The rule is that
Reading