Sept. 19, 2013 Math 3312 sec 003 Fall 2013 - Faculty...

24
Sept. 19, 2013 Math 3312 sec 003 Fall 2013 Section 2.3: Characterization of Invertible Matrices Given an n × n matrix A, we can think of I A matrix equation Ax = b; I A linear system that has A as its coefficient matrix; I A linear transformation T : R n -→ R n defined by T (x)= Ax; I Not to mention things like its pivots, its rref, the linear dependence/independence of its columns, blah blah blah... Question: How is this stuff related, and how does being singular or invertible tie in? () September 18, 2013 1 / 35

Transcript of Sept. 19, 2013 Math 3312 sec 003 Fall 2013 - Faculty...

  • Sept. 19, 2013 Math 3312 sec 003 Fall 2013

    Section 2.3: Characterization of Invertible MatricesGiven an n × n matrix A, we can think of

    I A matrix equation Ax = b;

    I A linear system that has A as its coefficient matrix;

    I A linear transformation T : Rn −→ Rn defined by T (x) = Ax;

    I Not to mention things like its pivots, its rref, the lineardependence/independence of its columns, blah blah blah...

    Question: How is this stuff related, and how does being singular orinvertible tie in?

    () September 18, 2013 1 / 35

  • Theorem: Suppose A is n × n. The following areequivalent. 1

    (a) A is invertible.(b) A is row equivalent to In.(c) A has n pivot positions.(d) Ax = 0 has only the trivial solution.(e) The columns of A are linearly independent.(f) The transformation x 7→ Ax is one to one.

    (g) Ax = b is consistent for every b in Rn.(h) The columns of A span Rn.(i) The transformation x 7→ Ax is onto.(j) There exists an n × n matrix C such that CA = I.(k) There exists an n × n matrix D such that AD = I.(l) AT is invertible.

    1Meaning all are true or none are true.() September 18, 2013 2 / 35

  • Theorem: (An inverse matrix is unique.)Let A and B be n × n matrices. If AB = I, then A and B are bothinvertible with A−1 = B and B−1 = A.

    () September 18, 2013 3 / 35

  • () September 18, 2013 4 / 35

  • Invertible Linear Transformations

    Definition: A linear transformation T : Rn −→ Rn is said to beinvertible if there exists a function S : Rn −→ Rn such that both

    S(T (x)) = x and T (S(x)) = x

    for every x in Rn.

    If such a function exists, we typically denote it by

    S = T−1.

    () September 18, 2013 5 / 35

  • Theorem (Invertibility of a linear transformation and itsmatrix)

    Let T : Rn −→ Rn be a linear transformation and A its standard matrix.Then T is invertible if and only if A is invertible. Moreover, if T isinvertible, then

    T−1(x) = A−1x

    for every x in Rn.

    () September 18, 2013 6 / 35

  • ExampleUse the standard matrix to determine if the linear transformation isinvertible. If it is invertible, characterize the inverse transformation.

    T : R2 −→ R2, given by T (x1, x2) = (3x1 − x2,4x2).

    () September 18, 2013 7 / 35

  • () September 18, 2013 8 / 35

  • Example

    Suppose T : Rn −→ Rn is a one to one linear transformation. Can wedetermine whether T is onto? Why (or why not)?

    () September 18, 2013 9 / 35

  • Section 3.1: Introduction to Determinants

    Recall that a 2× 2 matrix is invertible if and only if the number calledits determinant is nonzero. We had

    det[

    a11 a12a21 a22

    ]= a11a22 − a21a12.

    We wish to extend the concept of determinant to n × n matrices ingeneral. And we wish to do so in such a way that invertibility holds ifand only if the determinant is nonzero.

    () September 18, 2013 10 / 35

  • Determinant 3× 3 case:

    Suppose we start with a 3times3 invertible matrix. And suppose thata11 6= 0. We can multiply the second and third rows by a11 and beginrow reduction. a11 a12 a13a21 a22 a23

    a31 a32 a33

    ∼ a11 a12 a13a11a21 a11a22 a11a23

    a11a31 a11a32 a11a33

    ∼ a11 a12 a130 a11a22 − a12a21 a11a23 − a13a21

    0 a11a32 − a12a31 a11a33 − a13a31

    () September 18, 2013 11 / 35

  • Determinant 3× 3 case continued...

    a11 a12 a130 a11a22 − a12a21 a11a23 − a13a210 a11a32 − a12a31 a11a33 − a13a31

    Because A ∼ I, one of the entries in the 2,2 or the 3,2 position mustbe nonzero. Let’s assume it is the 2,2 entry. Continue row reduction toget

    A ∼

    a11 a12 a130 a11a22 − a12a21 a11a23 − a13a210 0 a11∆

    .Again, as A is invertible, it must be that the bottom right entry isnonzer. Hence

    ∆ 6= 0.

    () September 18, 2013 12 / 35

  • Determinant 3× 3 case continued...

    With a little rearrangement, we have

    ∆ = a11(a22a33 − a32a23)− a12(a21a33 − a23a31) ++ a13(a21a32 − a22a31)

    = a11det[

    a22 a23a32 a33

    ]− a12det

    [a21 a23a31 a33

    ]+ a13det

    [a21 a22a31 a32

    ]

    The number ∆ will be called the determinant of A.

    () September 18, 2013 13 / 35

  • Definitions: Minors

    Let n ≥ 2. For an n × n matrix A, let Aij denote the (n − 1)× (n − 1)matrix obtained from A by deleting the i th row and the j th column of A.

    For example, if

    A =

    −1 3 2 04 4 0 −3−2 1 7 23 0 −1 6

    then A23 = −1 3 0−2 1 2

    3 0 6

    .

    Definition: The i , j th minor of the n × n matrix A is the number

    Mij = det(Aij).

    () September 18, 2013 14 / 35

  • Definitions: Cofactor

    Definition: Let A be an n × n matrix with n ≥ 2. The i , j th cofactor ofA is the number

    Cij = (−1)i+jMij .

    Example: Find the three minors M11, M12, M13 and find the 3 cofactorsC11, C12, C13 of the matrix

    A =

    a11 a12 a13a21 a22 a23a31 a32 a33

    .

    () September 18, 2013 15 / 35

  • (Example Continued...)

    A =

    a11 a12 a13a21 a22 a23a31 a32 a33

    .

    () September 18, 2013 16 / 35

  • () September 18, 2013 17 / 35

  • Observation:

    Comparison with the determinant of the 3× 3 matrix, we can note that

    ∆ = a11det[

    a22 a23a32 a33

    ]− a12det

    [a21 a23a31 a33

    ]+ a13det

    [a21 a22a31 a32

    ]

    = a11C11 + a12C12 + a13C13

    () September 18, 2013 18 / 35

  • Definition: Determinant

    For n ≥ 2, the determinant of the n × n matrix A = [aij ] is the number

    det(A) = a11C11 + a12C12 + · · ·+ a1nC1n

    =n∑

    j=1

    (−1)1+ja1jM1j

    (Well call such a sum a cofactor expansion.)

    () September 18, 2013 19 / 35

  • Example: Evaluate the determinant

    A =

    −1 3 0−2 1 23 0 6

    () September 18, 2013 20 / 35

  • Theorem:The determinant of an n × n matrix can be computed by cofactorexpansion across any row or down any column.

    Example: Find the determinant of the matrix

    A =

    −1 3 4 00 0 −3 0−2 1 2 23 0 −1 6

    () September 18, 2013 21 / 35

  • () September 18, 2013 22 / 35

  • Triangular MatricesDefinition:

    The n× n matrix A = [aij ] is said to be upper triangular if aij = 0 for alli > j . It is said to be lower triangular if aij = 0 for all j > i . A matrixthat is both upper and lower triangular is diagonal.

    Theorem: For n ≥ 2, the determinant of an n × n triangular matrix isthe product of its diagonal entries. (i.e. if A = [aij ] is triangular, thendet(A) = a11a22 · · · ann.)

    () September 18, 2013 23 / 35

  • Example

    A =

    −1 3 4 0 20 2 −3 0 −40 0 3 7 50 0 0 −4 60 0 0 0 6

    A =

    7 0 0 03 6 0 00 −1 2 04 2 2 2

    () September 18, 2013 24 / 35