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Lecture 13

This document discusses the characterization of invertible matrices and methods for solving systems of linear equations using matrix inversion. It presents theorems regarding the uniqueness of solutions and provides several examples demonstrating the application of these concepts. The document also highlights conditions under which a matrix is invertible and the implications for homogeneous linear systems.

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0% found this document useful (0 votes)
34 views14 pages

Lecture 13

This document discusses the characterization of invertible matrices and methods for solving systems of linear equations using matrix inversion. It presents theorems regarding the uniqueness of solutions and provides several examples demonstrating the application of these concepts. The document also highlights conditions under which a matrix is invertible and the implications for homogeneous linear systems.

Uploaded by

laibag04
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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13- Characterization of Invertible Matrices VU

Lecture 13
Characterizations of Invertible Matrices

This chapter involves a few techniques of solving the system of n linear equations in n
unknowns and transformation associated with a matrix.
Solving Linear Systems by Matrix Inversion
Theorem
Let A be an n × n invertible matrix. For any b ∈ Rn , the equation Ax = b …..(1) has the
unique solution i.e. x = A-1b.
Proof
Since A is invertible and b∈ Rn be any vector. Then, we must have a matrix A−1b which
is a solution of eq. (1) .i.e. Ax = A (A –1b) = Ib = b.
Uniqueness
For uniqueness, we assume that there is another solution u. Indeed, it is a solution of
eq.(1) so it must be u = A-1b, it means x = A-1b = u. This shows that u = x.
Theorem
Let A and B be the square matrices such that AB = I. Then, A and B are invertible with
B = A-1 and A = B-1
Example 1
Solve the system of linear equations
2 x1 + x2 + x3 =
1
5 x1 + x2 + 3 x3 =
3
x1 + 4 x3 =
6

Solution
Consider the linear system
2 x1 + x2 + x3 =
1
5 x1 + x2 + 3 x3 =
3
x1 + 4 x3 =
6

The Matrix form of system is Ax = b, where

©Virtual University Of Pakistan 143


13- Characterization of Invertible Matrices VU

2 1 1  x1  1 
= 
A 5 1 = 
3 , x = x2  , b 3
 
1 0 4   x3  6 

Here, det (A) = 2(4) – 1 (20 – 3) + 1(0 – 1) = 8 – 17 – 1 = -10 ≠ 0


So, A is invertible. Now, we apply the inversion algorithm:

2 1 1 1 0 0
5 1 3 0 1 0 

1 0 4 0 0 1 

1 0 4 0 0 1
5 1 3 0 1 0 

 2 1 1 1 0 0 
1 0 4 0 0 1
0 1 −17 0 1 −5 , − 5 R1 + R2 , − 2 R1 + R3

0 1 −7 1 0 −2 
1 0 4 0 0 1
0 1 −17 0 1 −5 , − R2 + R3 ,

0 0 10 1 −1 3 
 
1 0 4 0 0 1
  R3
0 1 −17 0 1 −5 ,
10
 1 −1 3
0 0 1 
 10 10 10 

 −2 2 −1 
1 0 0 5 5 5
 
0 1 0 17 −7 1 
, − 4 R3 + R1 , −17 R3 + R2
 10 10 10 
 
0 0 1 1 −1 3 
 10 10 10 

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13- Characterization of Invertible Matrices VU

 −2 2 −1 
5 5 5
 
−1  17 −7 1 
Hence, A =
 10 10 10 
 
1 −1 3 
 10 10 10 
 −2 2 −1   −2 
5 5 5  1  5
   
−7 1   
b A=  1 
−1 −1 17
Thus, the solution of the linear system is=
x A= =
3
 10 10 10    5
  6  
1 −1 3    8 
 10 10 10   5 
 x1 + 2 x2 + 3x3 = 5

Example # 2 Solve the system 2 x1 + 5 x2 + 3 x3 =
3 by inversion method.

 x1 + 8 x3 =
17
 x1 + 2 x2 + 3 x3 = 5

Solution Consider the linear system  2 x1 + 5 x2 + 3 x3 =
3

 x1 + 8 x3 =
17

This system can be written in matrix form as Ax = b, where


 1 2 3  x1  5
= 
A 2 5 = 
3 , x = x2  , b  3 

1 0 8  x3  17 
Here, [det (A)] = 40 – 2 (16 – 3) + 3(0 – 5) = 40 – 26 – 15 = -1 ≠ 0
Therefore, A is invertible.

Now, we apply the inversion algorithm:


1 2 3 1 0 0
2 5 3 0 1 0 

1 0 8 0 0 1 

1 2 3 1 0 0
0 1 −3 −2 1 0  −2 R1 + R2 , −1R1 + R3

0 −2 5 −1 0 1 

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13- Characterization of Invertible Matrices VU

1 2 3 1 0 0 
0 1 −3 −2 1 0  2R2 + R3

0 0 −1 −5 2 1 
1 2 3 1 0 0
0 1 −3 −2 1 0  −1R3

0 0 1 5 −2 −1
1 2 0 −14 6 3 
0 1 0 13 −5 −3 3R3 + R2 , −3R3 + R1

0 0 1 5 −2 −1
1 0 0 −40 16 9 
0 1 0 13 −5 −3 −2R2 + R1

0 0 1 5 −2 −1
 −40 16 9 
Hence, A=  13 −5 −3
−1

 5 −2 −1
 −40 16 9   5   1 
Thus, the solution of the linear system is x =A b = 13 −5 −3  3  =−
−1  
     1
 5 −2 −1 17   2 
Thus x1 =1, x2 = −1, x3 =2.

Note: It is only applicable when the number of equations = number of unknown and fails
if given matrix is not invertible.
Example 3
Solve the system of linear equation
x1 + 6 x2 + 4 x3 =
2
2 x1 + 4 x2 − x3 =
3
− x1 + 2 x2 + 5 x3 =
3

Solution
The matrix coefficient
1 6 4
=A  2 4 −1
 −1 2 5 

det (A) = 1(20 + 2) – 6(10 – 1) + 4 (4+4)

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13- Characterization of Invertible Matrices VU

= 22 – 54 + 32
= 0
Thus, A is not invertible. Hence, the inversion method fails.
Solution for the system of a n × n Homogeneous linear equations with
an Invertible Coefficient Matrix:-
Let see if the system is considered as homogeneous then what does the above theorem
say?
Theorem:-
Let Ax = 0 be a homogeneous linear system of n equations and n unknowns. Then, the
coefficient matrix A is invertible iff this system has only a trivial solution.
Example 4
State whether the following system of linear equation has a solution or not?

2 x1 + x2 + 3 x3 =
0
x1 − 3 x2 + x3 =
0
x1 − 4 x3 =
0

Solution
We see
2 1 3 
A 1 −3 1  is an invertible matrix (det (A) ≠ 0 )
=
1 0 −4 

Thus, this homogeneous linear system has only the trivial solution.

Example 5

 x1 + x2 + x3 = 8

Solve  2 x2 + 3 x3 = 24
 5x + 5x + x = 8
 1 2 3

Solution This system can be written in matrix form as Ax = b, where


1 1 1  x1  8 
= 
A 0 2 = 
3 , x = x2  , b  24 

5 5 1  x3  8 

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13- Characterization of Invertible Matrices VU

Here [det (A)] = 1(2 – 15) – 1(0 – 15) + 1(0 – 10) = -13 + 15 – 10 = -8 ≠ 0
Therefore, A is invertible.

Now, we apply the inversion algorithm:


A I3
1 1 1 1 0 0
0 2 3 0 1 0 

5 5 1 0 0 1 
1 1 1 1 0 0
0 2 3 0 1 0  −5R1 + R3

0 0 −4 −5 0 1 
1 1 1 1 0 0
 3 1  1
0 1 0 0  R2
 2 2  2
0 0 −4 −5 0 1 

 1 1 
1 0 − 2 1 −
2
0
 
0 1 3 0
1
0 −1R2 + R1
 2 2 
0 0 −4 −5 0 1 

 
 1 1 
1 0 − 2 1 −
2
0 
 
0 1 3 0
1
0 
1
− R3
 2 2  4
 5 1 
0 0 1 0 −
 4 4 
 1 1 
1 0 − 2 1 −
2
0 
 
0 1 0 −
15 1 3  3
− R3 + R2
 8 2 8  2
 
0 0 1 5 1
0 − 
 4 4 
 13 1 1
1 0 0 − − 
8 2 8
 
0 1 0 −
15 1 3  1
R3 + R1
 8 2 8  2
 
0 0 1 5 1
0 −
 4 4 

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13- Characterization of Invertible Matrices VU

 13 1 1
 8 − − 
2 8
 
Hence, −1
A = −  15 1 3 
 8 2 8 
 
 5 0 −
1
 4 4 
Thus, the solution of the linear system is
 13 1 1
 8 − −
2 8  8  0 
 
−1  15 1 3    
x= A b= − 24 =0
 8 2 8    
  8  8 
 5 1    
0 −
 4 4 
Thus= x1 0,= x2 0,= x3 8 .

Theorem (Invertible Matrix Theorem) Let A be a square n × n matrix. Then the


following statements are equivalent. (Means if any one holds then all are true).
(a) A is an invertible matrix.
(b) A is row equivalent to the n × n identity matrix.
(c) A has n pivot positions.
(d) The equation Ax = 0 has only the trivial solution.
(e) The columns of A form a linearly independent set.
(f) The linear transformation x → Ax is one-to-one.
(g) The equation Ax = b has at least one solution for each b in Rn.
(h) The columns of A span Rn.
(i) The linear transformation x → Ax maps Rn onto Rn.
(j) There is a n × n matrix C such that CA = I.
(k) There is a n × n matrix D such that AD = I.
(l) AT is an invertible matrix.

Example 6
1 0 −4 
Show that the matrix A = 1 1 5  is invertible by using Invertible Matrix Theorem
0 1 2 

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13- Characterization of Invertible Matrices VU

Solution
By row equivalent,
1 0 −4 
=A 1 1 5  , − R1 + R2

0 1 2 
1 0 −4 
0 1 9  , − R2 + R3

0 1 2 
1 0 −4 
0 1 9 
 
0 0 −7 

It shows that A has three pivot positions and hence is invertible, by the Invertible Matrix
Theorem (c).
Example 7

Use the Invertible Matrix Theorem to decide if A is invertible, where


 1 0 −2 
= A  3 1 −2 
 −5 −1 9 
Solution
1 0 −2  1 0 −2 
A = 0 1 4   0 1 4  Here, A has three pivot positions and hence is
0 −1 −1 0 0 3 
invertible by the Invertible Matrix Theorem (c).

Example 7 Find At and show that At is an invertible matrix.

1 2 1 0
2 4 1 1 
A=
1 0 1 1
 
0 1 1 1
Solution

1 2 1 0
2 4 0 1 
A =
t

1 1 1 1
 
0 1 1 1
©Virtual University Of Pakistan 150
13- Characterization of Invertible Matrices VU

Now, by row equivalent of A,


R2 − 2 R1 , R3 − R1 R23
1 2 1 0  1 2 1 0  1 2 1 0
2 4 1 1  0 0 −1 1  0 −2 0 1 
A=  
1 0 1 1  0 −2 0 1  0 0 −1 1
     
0 1 1 1  0 1 1 1  0 1 1 1

1
− R2 R4 − R2 (−1) R −R +R
2 3 3 4
1 2 0  1
1 2 1 0  1 2 1 0
1 2 0  
1
 1  −1   −1 
0 1  0 1 0 −  0 1 0 0 1 0
1 0 −   2  2  2
 2    
0 0 −1 1  0 −1  0 −1 
0 −1 1  
0 0 1 0 1
    
 
1  0
3   3  5
0 1 1
 0 1 0 0 1 0 0 0
2   2   2 

Here A has 4 pivot positions so by Invertible Matrix Theorem (c) A is invertible. Thus,
by (l) At is invertible.
Example 8

Use the Invertible Matrix Theorem to decide if A is invertible, where


1 2 1 0 
 2 4 1 2
A= 
1 0 1 2 
 
0 1 1 2

Solution
R2 − 2 R1 , R3 − R1 R23
1 2 1 0  1 2 1 0  1 2 1 0
2 4 1 2  0 0 −1 2  0 −2 0 2 
A=  
1 0 1 2  0 −2 0 2  0 0 −1 2
     
0 1 1 2 0 1 1 2  0 1 1 2

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13- Characterization of Invertible Matrices VU

1
− R2 R4 − R2 (−1) R −R +R
2 3 3 4
1 2 10  1 2 0  1
1 2 1 0  1 2 1 0
0 1 0−1 0 1 −1 0
0 1 0 −1 0 1 0 −1
   
0 0 −1 2  0 0 −1 2  0 0 1 −2  0 0 1 −2 
       
0 1 1 2  0 0 1 3  0 0 1 3  0 0 0 5

Here, A has 4 pivot positions and hence is invertible by Invertible Matrix Theorem (c).

Solving Multiple Linear Systems with a Common Coefficient Matrix


This technique is used in solving a sequence of linear systems
=
Ax1 b=
1 , Ax2 b2 ,  =
, Axk bk (1)

where coefficient matrix A remains same and off course if it is invertible, then we have a
sequence of solutions. i.e.
−1
=x1 A= b1 , x2 A−1b2 , =
 , xk A−1bk .

Find a Matrix from Linear Transformation


We can find a matrix corresponding to every transformation. In this section we will learn
how to find a matrix attached with a linear transformation.
Example 9
Let L be the linear transformation from R2 to P2 (Polynomials of order 2) defined by
T(x, y) = x y t + (x + y)t2
Find the matrix representing T with respect to the standard bases.
Solution
Let A = {(1,0),(0,1)} be the basis of R2, then
T(1,0) = t2 = (0,0,1) (This triple represents the coefficients of polynomial t2)
i.e. t 2 =
0.1 + 0.t + 1.t 2
Similarly, T (0, 1) = t2 = (0,0,1). Hence, the matrix is given by
0 0
 
A=  0 0
 
1 1

Now, we will proceed with a more complicated example.

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13- Characterization of Invertible Matrices VU

Example 10
Let T be the linear transformation from R2 to R2 such that T(x, y) = (x , y + 2x). Find a
matrix A for T.
Solution
This matrix is found by finding T (1, 0) = (1, 2) and T (0, 1) = (0, 1)The matrix
1 0
is A =  .
2 1
Important Note
It should be clear that the Invertible Matrix Theorem applies only to square matrices. For
example, if the columns of a 4 × 3 matrix are linearly independent, we cannot use the
Invertible Matrix Theorem to conclude any thing about the existence or nonexistence of
solutions to equations of the form Ax = b.
Invertible Linear Transformations
Recall that matrix multiplication corresponds to composition of linear transformations.
When a matrix A is invertible, the equation A-1Ax = x can be viewed as a statement about
linear transformations. See Figure 2.

Multiplication

by A

x• • Ax

Multiplication

by A-1
Figure 2 A-1 transforms Ax back to x

Definition
A linear transformation T : R → R be a linear Transformation and A be a standard
n n

matrix for T. Then, T is invertible if and only if A is an invertible matrix in that case
linear transformation S given by S(x) = A-1x is a unique function satisfying (1) and (2)
S (T ( x)) = x ∀ x ∈ R n (1)
T ( S ( x)) = x ∀ x ∈ R n
(2)

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13- Characterization of Invertible Matrices VU

Important Note
If the inverse of a linear transformation exits then it is unique.
Proposition
Let T : R n → R m be linear transformation, given as=
T ( x) Ax , ∀ x ∈ R n , where A is
a m × n matrix. The mapping T is invertible if the system y = Ax has a unique solution.
Case 1:
If m < n , then the system Ax = y has either no solution or infinitely many solutions, for
any y in Rm. Therefore, y = Ax is non-invertible.
Case 2:
If m = n , then the system Ax = y has a unique solution if and only if Rank (A) = n.
Case 3:
If m > n , then the transformation y = Ax is non-invertible because we can find a vector
y in Rm such that Ax = y is inconsistent.

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13- Characterization of Invertible Matrices VU

Exercises

1.Solve the system of linear equations by inverse matrix method.

x1 + x2 + 4 x3 =
2
2 x2 + 3x3 =
4
5 x1 + x2 − x3 =
3

1 2  5   −2  3  1 
2. =
Let A  =  , b1 =  , b2  =  =
, b3   , and b4   .
3 8  7   −2  5  7 
(a) Find A-1 and use it to solve the equations Ax = b1, Ax = b2, Ax = b3, Ax = b4.
(b) Solve the four equations in part (a) by row reducing the augmented matrix
[A b1 b2 b3 b4 ] .

3. (a) Solve the two systems of linear equations


x1 + 2 x2 + x3 =
−1
x1 + 3 x2 + 2 x3 =
3
x2 + 2 x3 =
4
&
x1 + 2 x2 + x3 =
0
x1 + 3 x2 + 2 x3 =
0
x2 + 2 x3 =
4
by row reduction.
(b) Write the systems in (a) as Ax = b1 and Ax = b2, and then solve each of them by the
method of inversion.
Determine which of the matrices in exercises 4 to 10 are invertible?

5 0 3 2 3 4 5 −9 3 
 −4 16 
4.   5. 7 0 2  6.  2 3 4  7. 0 3 4 
 3 −9  9 0 1   2 3 4  1 0 3 

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13- Characterization of Invertible Matrices VU

1 3 0 −1 1 0 0 0  7 −6 −4 1 
 0 1 −2 −1 2 5 0 0   −5 1 0 −2 
8.   9.  10.  
 −2 −6 3 2  3 6 8 0 10 11 7 −3
     
 3 5 8 −3 4 7 9 10  19 9 7 1 
5 4 3 6 3
7 6 5 9 5 

11.  8 6 4 10 4
 
 9 −8 9 −5 8
10 8 7 −9 7 
12. Suppose that A and B are n × n matrices and the equation ABx = 0 has a nontrivial
solution. What can you say about the matrix AB?
13. What can we say about a one-to-one linear transformation T from Rn into Rn?
14. Let T : R 2 → R 2 be a linear transformation given as T ( x) = 5 x , then find a matrix A of
linear transformation T.
In exercises 15 and 16, T is a linear transformation from R2 into R2. Show that T is
invertible.
15. T ( x1 , x2 ) =(−5 x1 + 9 x2 , 4 x1 − 7 x2 )

16. T ( x1 , x2 ) = (6 x1 − 8 x2 , −5 x1 + 7 x2 )

17. Let T : R → R be a linear transformation and let A be the standard matrix for T.
n n

Then T is invertible if and only if A is an invertible matrix.

©Virtual University Of Pakistan 156

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