Then three elimination matrices and elimination matrix eij row
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49 | ✘ |
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✚ All the steps of elimination can be done with matrices. Those steps can also be undone 3 A−1A = I and (LU)−1= U−1L−1. Then Ax = b becomes x = A−1b = U−1L−1b. | ✙ |
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The basic elimination step subtracts a multiple ℓij of equation j from equation i.
We always speak about subtractions as elimination proceeds. If the first pivot is a11 = 3
Row 3, column 1, multiplier 2 E31 =−2 0 1
0 1 0
1 0 0
E = E32E31E21 | (1) |
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that produces zero in row 3, column 2 of U. E32 gives the last step of 3 by 3 elimination.
Example 1 E21 and then E31 subtract multiples of row 1 from rows 2 and 3 of A :
0
0
1−3
6
14 column 1 zeros in (2) 1 0 0 1 0 0 3 1 0 3 1 0 two new
0
26
1
At the end, the pivots 3, 2, 1 are on the main diagonal of U : zeros below that diagonal.
The inverse of each matrix Eij adds back ℓij(row j) to row i. This leads to
that A−1times A equals I. Whatever A does, A−1undoes. Their product is the identity
matrix—which does nothing to a vector, so A−1Ax = x. But A−1might not exist.
Matrices are more complicated and interesting. The matrix A−1is called “A inverse”.
DEFINITION The matrix A is invertible if there exists a matrix A−1that “inverts” A :
Two-sided inverse | and | (4) |
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Its columns must be independent. |
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calculate A−1. In most problems we never compute it ! Here are seven “notes” about A−1.
B(AC) = (BA)C | gives | BI = IC | or |
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(5) |
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This shows that a left inverse B (multiplying A from the left) and a right inverse C
A has dependent columns. It cannot have an inverse. No matrix can bring 0 back to x.
If A is invertible, then Ax = 0 only has the zero solution x = A−10 = 0.
ad − bc 1 �−c d −b a�. (6)
This number ad−bc is the determinant of A. A matrix is invertible if its determinant is not zero (Chapter 5). The test for n pivots is usually decided before the determinant appears.
0
0
×
×
× then A−1=
1/d1
0
×
×
Elimination turns the second row of this matrix A into a zero row. No pivot.
Example 3 Three of these matrices are invertible, and three are singular. Find the inverse
7� � 6
60� � 6
61
11
036� 0 −6 6 � S−1=−1 0 −1 1 0
1
1 0 0
For two nonzero numbers a and b, the sum a + b might or might not be invertible. The
numbers a = 3 and b = −3 have inverses1 3and − 1 3. Their sum a + b = 0 has no inverse.
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It is also common sense: If you put on socks and then shoes, the first to be taken off
are the . The same reverse order applies to three or more matrices :
E subtracts | E = | 0 | 0 |
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and | E−1= | | 1 | 0 | 0 |
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1 | 0 | 5 | 1 | 0 | ||||||||
E−1adds | ||||||||||||
0 | 1 | 0 | 0 | 1 |
F =0
0 −4
1 0
1 0 0 1 0 0
Now multiply F by the matrix E in Example 4 to find FE. Also multiply E−1times F−1
0 4
1 01 . (9) 1 0 0 1 0 0
row 3. After that, E−1adds 5 times row 1 to row 2. There is no 20, because row 3 doesn’t
change again. In this order E−1F−1, row 3 feels no effect from row 1.
2.2. Elimination Matrices and Inverse Matrices 53
L is the Inverse of E
inverse steps E−1 ij. Remember that those steps come in the opposite order.
With n = 3, the complication for E = E32E31E21 is in the bottom left corner:
0 1=(ℓ32ℓ21 − ℓ31) −ℓ21
−ℓ32
10 1ℓ31 0 1
0 1 0
All the multipliers ℓij appear in their correct positions in L. The next section will show
that this remains true for all matrix sizes. Then EA = U becomes A = LU.
Problems 1–11 are about elimination matrices.
1 Write down the 3 by 3 matrices that produce these elimination steps :
3 |
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. | ||||
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. | When E32 comes first, | |||||
feels no effect from row | ||||||
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5 Suppose a33 = 7 and the third pivot is 5. If you change a33 to 11, the third pivot is
. If you change a33 to , there is no third pivot.
7 | to row | . | ||
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(a) To invert that step you should | 7 times row |
(c) If the reverse step is applied first (and then E) show that EE−1= I.
8 |
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matrix M = P23E21 does both steps at once?
(b) P23 exchanges rows 2 and 3 and then E31 subtracts row 1 from row 3. What
11 Create a matrix that has a11 = a22 = a33 = 1 but elimination produces two negative
pivots without row exchanges. (The first pivot is 1.)
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P = | |
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0 | 1 | and | | 0 | 1 | 0 | ||||||||||||||||
1 | 0 | 0 | 0 | 1 | |||||||||||||||||||||
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0 | 0 | 1 | 0 | 0 | ||||||||||||||||||||
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A = | �10 | 20 | �10 | 20 | � �x | � | = | �1 | and | �10 | 20 | � � t | � | = | �0 | � | |||||||||
50 | 50 | 50 | |||||||||||||||||||||||
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2.2. Elimination Matrices and Inverse Matrices 55
17 If A has column 1 + column 2 = column 3, show that A is not invertible:
(a) Find a nonzero solution x to Ax = 0. The matrix is 3 by 3.
(b) Find singular matrices A and B such that A + B is invertible.
20 If the product C = AB is invertible (A and B are square), then A itself is invertible.
23 Prove that a matrix with a column of zeros cannot have an inverse.
24
2 to row 3, add row 1 to row 3, then add row 1 to row 2.
26 If B is the inverse of A2, show that AB is the inverse of A.
30 |
Change I into A−1as elimination reduces A to I (the Gauss-Jordan idea). |
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31 32 |
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A = | | 2 | 1 | 1 | and | B = |
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−1−1 2 | ||||||
1 | 2 | 1 | ||||||||||||
1 | 1 | 2 | ||||||||||||
If U = | |
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b |
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then | |||||||||
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c | |||||||||||||
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1 | |||||||||||||
(c) If A is invertible then A−1and A2are invertible.
34 |
(Recommended) Prove that A is invertible if a ̸= 0 and a ̸= b (find the pivots or A−1). Then find three numbers c so that C is not invertible: | |||||||||||
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A = | | b | b | C = | | 2 | c | c | ||||
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a | b | c | c | c | |||||||
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a | a | 8 | 7 | c | |||||||
This matrix has a remarkable inverse. Find A−1by elimination on [ A I ]. Extend |
1 and solve Ax =1 .
1 1
1
36 Suppose the matrices P and Q have the same rows as I but in any order. They are “permutation matrices”. Show that P − Q is singular by solving (P − Q) x = 0.
� I C | 0 |
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�A | 0 |
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�0 | I | � | ||
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I | D | D | ||||||||