Survey
* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
Eigenvalues and eigenvectors wikipedia , lookup
Singular-value decomposition wikipedia , lookup
Jordan normal form wikipedia , lookup
Determinant wikipedia , lookup
Fundamental theorem of algebra wikipedia , lookup
Non-negative matrix factorization wikipedia , lookup
Four-vector wikipedia , lookup
Matrix (mathematics) wikipedia , lookup
Matrix calculus wikipedia , lookup
System of linear equations wikipedia , lookup
Perron–Frobenius theorem wikipedia , lookup
3 Elementary Matrices and Calculating Inverses Definition. An n × n matrix E is an elementary matrix if it can be obtained from the identity matrix In by a single elementary row operation. For an elementary row operation ρ we write Eρ for the corresponding matrix. There are three types of elementary matrices, corresponding to the three types of row operations. They look like: Eri ↔rj = Eri →αri = Eri →ri +λrj = Theorem 3.1. Let A and B be m × n matrices and suppose B is obtained from A by a row operation ρ. Then B = Eρ A. Proof. Check by matrix multiplication. Corollary 3.2. Suppose A can be transformed into B by applying a sequences of elementary row operations ρ1 , ρ2 , . . . , ρk . Then we have B = Eρk . . . Eρ2 Eρ1 A. Proof. By induction on k. The base case k = 1 is exactly Theorem 3.1. Now let k ≥ 2 and suppose for induction that the statement holds for smaller k. Let A′ be the matrix obtained from A by applying the transformation ρ1 . Then by Theorem 3.1, A′ = Eρ1 A. Now B is obtained from A′ by the sequence of (k − 1) elementary row operations ρ2 , . . . , ρk , so by the inductive hypothesis, B = Eρk . . . Eρ2 A′ = Eρk . . . Eρ2 (Eρ1 A) = Eρk . . . Eρ2 Eρ1 A. Theorem 3.3. Let E be an elementary n × n matrix. Then E is invertible and E −1 is also an elementary matrix. Proof. It is easy to check (exercise!) using the definition of the inverse that: • the inverse of Eri ↔rj is Eri ↔rj ; • the inverse of Eri →αri is Eri → 1 ri ; α 18 • the inverse of Eri →ri +λrj is Eri →rj −λrj . Elementary matrices allow us to provide the promised proof that elementary row operations on an augmented matrix preserve the solution set. Theorem 2.1. Suppose M and N are the augmented matrices of two system of equations. If M is row equivalent to N then the two systems have the same solution set. Proof. Let M = (A | B) and N = (C | D). Then the two systems of equations can be written in matrix form (see Section 2.4) as AX = B and CX = D where X is the column matrix whose entries are the variables. Since M and N are equivalent by a sequences of row operations, A and C are equivalent by the same sequence of row operations, and so are B and D. So by Corollary 3.2 there are elementary matrices E1 , . . . , Ek such that C = Ek . . . E1 A and D = Ek . . . E1 B. Now suppose Z is column matrix which is a solution to AX = B, that is, AZ = B. Then we have CZ = (Ek . . . E1 A)Z = (Ek . . . E1 )(AZ) = (Ek . . . E1 )B = D so Z is also a solution to CX = D. The converse (showing that a solution to CX = D is also a solution to AX = B) is very similar (exercise!). 3.1 Invertibility and Systems of Equations Theorem 3.4. For A an n × n matrix, the following are equivalent: (i) A is invertible; (ii) AX = 0n×1 has only the trivial solution X = 0n×1 ; (iii) the reduced row echelon form of A is In ; (iv) A is row equivalent to In ; (v) A can be written as a product of elementary matrices. Proof. We prove (i) =⇒ (ii) =⇒ (iii) =⇒ (iv) =⇒ (v) =⇒ (i). (i) =⇒ (ii). Suppose A is invertible. If AX = 0n×1 then X = In X = (A−1 A)X = A−1 0n×1 = 0n×1 so 0n×1 is the only solution to AX = 0n×1 . (ii) =⇒ (iii). Suppose (ii) holds. Let M be the reduced row echelon form of A. Since M is row equivalent to A, it follows from Theorem 2.1 that the equation M X = 0n×1 has only one solution. Since M is square and in reduced row echelon form, it is either the identity matrix or has a zero row at the bottom. Having a zero row at the bottom would give lots of solutions to M X = 0n×1 (exercise: why? think about (M | 0n×1 ) and backtracking), so it must be that M = In . (iii) =⇒ (iv). By definition, A is row equivalent to its reduced row echelon form. (iv) =⇒ (v). If A is row equivalent to In then by Corollary 3.2 we have A = Ek . . . E1 In = Ek . . . E1 for some elementary matrices E1 , . . . , Ek . (v) =⇒ (i). By Theorem 3.3 elementary matrices are invertible, and by (an inductive argument using) Lemma 1.3(ii) a product of invertible matrices is invertible. 19 3.2 Calculating Inverses Suppose A is an invertible n × n matrix. By Theorem 3.4 there is a sequence of row operations ρ1 , . . . , ρk transforming A to In . By Corollary 3.2 this means In = Eρk . . . Eρ1 A Multiplying both sides on the right by A−1 we get A−1 = Eρk . . . Eρ1 AA−1 = Eρk . . . Eρ1 In . But this means (by Corollary 3.2 again) that applying the sequence of row operations ρ1 , . . . , ρk to In gives A−1 . This observation gives us an efficient way to find the inverse A−1 of an invertible matrix A: (i) use Gauss-Jordan elimination to transform A into reduced row echelon form (which by Theorem 3.4 must turn out to be In — if it isn’t then A isn’t invertible!); (ii) apply the same sequence of row operations to In to get A−1 We can make the process easier by writing the matrices A and In side-by-side in a single augmented n × 2n matrix (A | In ), then just apply Gauss-Jordan elimination to convert the left-hand-side to In , and let the right-hand-side “follow along”. 1 0 1 Example. Let A = 1 1 −1 0 1 0 1 0 1 1 1 −1 0 1 0 . We have 1 0 1 1 0 0 1 0 0 r2 →r2 −r1 −−−−→ 0 1 −2 −1 1 0 0 1 0 −− 0 0 1 0 0 1 0 1 0 1 0 1 1 0 0 r3 →r3 −r2 −− −−−−→ 0 1 −2 −1 1 0 1 −1 1 0 0 2 1 0 1 1 0 0 r3 → 21 r3 −−−−−→ 0 1 −2 −1 1 0 1 − 21 21 0 0 1 2 1 r1 →r1 −r3 − 21 1 0 0 12 2 r2 →r2 +2r3 0 1 0 0 0 −− −−−−−→ 1 1 1 1 0 0 1 2 −2 2 We have now reduced the left-hand-side to its reduced row echelon form, which is In , confirming that A is invertible. The remaining right-hand-side must be A−1 , so 1 1 − 21 2 2 1 A−1 = 0 0 1 1 1 2 −2 2 1 6 4 Example. Let B = 2 4 −1 −1 2 5 1 6 4 2 4 −1 −1 2 5 . This time: r2 →r2 −2r1 1 0 0 1 0 1 6 4 r3 →r3 +r1 0 1 0 −− 0 −8 −9 −2 1 −−−−→ 0 8 9 0 0 1 1 0 1 0 1 6 4 r3 →r3 +r2 0 −8 −9 −2 1 −− −−−−→ 0 0 0 −1 1 0 0 1 0 0 1 We could continue with the elimination (exercise: try it!) but the zero row which has appeared in the bottom of the left-hand-side is clearly not going away again. This means the reduced row echelon form of B is not In , so B is not invertible! 20