Linear Algebra

1.4 Inverses; Algebraic Properties of Matrices

Inverses; Algebraic Properties of Matrices

In this section, we’ll explore fundamental algebraic properties of matrix operations. We’ll discover similarities with real number arithmetic but also highlight crucial differences that are vital for engineers.

We will cover:

  • Properties of matrix addition and scalar multiplication.
  • Key distinctions in matrix multiplication, including non-commutativity.
  • Special matrices: zero matrices and identity matrices.
  • The concept of a matrix inverse and methods for \(2 \times 2\) matrices.
  • Properties of matrix powers, polynomials, and transposes.

Properties of Matrix Arithmetic (Theorem 1.4.1)

Assuming matrix sizes allow operations, these rules hold:

  • Commutative Law for Addition: \((a) \ A + B = B + A\)
  • Associative Law for Addition: \((b) \ A + (B + C) = (A + B) + C\)
  • Associative Law for Multiplication: \((c) \ A(BC) = (AB)C\)
  • Distributive Laws: \((d) \ A(B + C) = AB + AC\) (Left distributive)
    \((e) \ (B + C)A = BA + CA\) (Right distributive)
  • Scalar Properties: \((l) \ a(bC) = (ab)C\)
    \((m) \ a(BC) = (aB)C = B(aC)\)

Example: Associativity of Matrix Multiplication

Let’s illustrate the Associative Law for matrix multiplication: \(A(BC) = (AB)C\).

Given matrices: \[ A={\left[\begin{array}{l l}{1}&{2}\\{3}&{4}\\{0}&{1}\end{array}\right]},\quad B={\left[\begin{array}{l l}{4}&{3}\\{2}&{1}\end{array}\right]},\quad C={\left[\begin{array}{l l}{1}&{0}\\{2}&{3}\end{array}\right]} \]

Expected result: \((AB)C\) should equal \(A(BC)\).

Differences from Real Number Arithmetic: Non-Commutativity

A major difference from real number arithmetic (\(ab=ba\)) is that matrix multiplication is generally NOT commutative: \(AB \ne BA\).

This can happen for three reasons:

  1. \(AB\) may be defined, but \(BA\) may not be. (e.g., \(A\) is \(2 \times 3\), \(B\) is \(3 \times 4\))
  2. Both \(AB\) and \(BA\) may be defined, but have different sizes. (e.g., \(A\) is \(2 \times 3\), \(B\) is \(3 \times 2\))
  3. Both \(AB\) and \(BA\) may be defined and have the same size, but \(AB \ne BA\).

Example 2: Order Matters in Matrix Multiplication (\(AB \ne BA\))

Consider matrices \(A\) and \(B\): \[ A={\left[\begin{array}{l l}{-1}&{0}\\{2}&{3}\end{array}\right]}\quad{\mathrm{and}}\quad B={\left[\begin{array}{l l}{1}&{2}\\{3}&{0}\end{array}\right]} \] Both are \(2 \times 2\) matrices, so \(AB\) and \(BA\) are both defined and are both \(2 \times 2\).

Let’s perform the multiplications:

As you can see, \(AB \ne BA\).

Zero Matrices and Their Properties

A zero matrix (\(\boldsymbol{\theta}\)) is a matrix whose entries are all zero. Examples: \(\left[\begin{smallmatrix} 0 & 0 \\ 0 & 0 \end{smallmatrix}\right]\), \(\left[\begin{smallmatrix} 0 & 0 & 0 \\ 0 & 0 & 0 \end{smallmatrix}\right]\).

Properties of Zero Matrices (Theorem 1.4.2):

  • \((a) \ A + \boldsymbol{\theta} = \boldsymbol{\theta} + A = A\) (Zero matrix acts as additive identity)
  • \((c) \ A - A = \boldsymbol{\theta}\)
  • \((d) \ \boldsymbol{\theta} A = \boldsymbol{\theta}\) and \(A \boldsymbol{\theta} = \boldsymbol{\theta}\) (Multiplication by zero matrix gives zero matrix)

Key Difference with Scalars (Failure of Zero Product Property): Unlike real numbers (\(ab=0 \implies a=0\) or \(b=0\)), for matrices:

  • If \(AB = \boldsymbol{\theta}\), it does not imply \(A = \boldsymbol{\theta}\) or \(B = \boldsymbol{\theta}\).

Failure of the Cancellation Law & Zero Product Example

Failure of the Cancellation Law (\(AB=AC \implies B=C\) ?)

If \(A \ne \boldsymbol{\theta}\) and \(AB=AC\), we cannot generally conclude \(B=C\).

Example: \(A={\left[\begin{smallmatrix}{0}&{1}\\{0}&{2}\end{smallmatrix}\right]}\), \(B={\left[\begin{smallmatrix}{1}&{1}\\{3}&{4}\end{smallmatrix}\right]}\), \(C={\left[\begin{smallmatrix}{2}&{5}\\{3}&{4}\end{smallmatrix}\right]}\)

Here, \(AB=AC\) but \(B \ne C\).

Failure of the Cancellation Law & Zero Product Example

A Zero Product with Nonzero Factors

Example: \(A={\left[\begin{smallmatrix}{0}&{1}\\{0}&{2}\end{smallmatrix}\right]}\), \(B={\left[\begin{smallmatrix}{3}&{7}\\{0}&{0}\end{smallmatrix}\right]}\) \(A \ne \boldsymbol{\theta}\) and \(B \ne \boldsymbol{\theta}\), but \(AB = \boldsymbol{\theta}\).

Identity Matrices

An identity matrix (\(I_n\)) is a square matrix with 1s on the main diagonal and 0s elsewhere. Examples: \[ I_2 = {\left[\begin{array}{l l}{1}&{0}\\{0}&{1}\end{array}\right]},\quad I_3 = {\left[\begin{array}{l l l}{1}&{0}&{0}\\{0}&{1}&{0}\\{0}&{0}&{1}\end{array}\right]} \] The identity matrix acts as the multiplicative identity:

  • If \(A\) is \(m \times n\), then \(A I_n = A\) and \(I_m A = A\).

Theorem 1.4.3: If \(R\) is the reduced row echelon form (RREF) of an \(n \times n\) matrix \(A\), then either \(R\) has a row of zeros OR \(R\) is the identity matrix \(I_n\). This implies a fundamental test for invertibility for square matrices.

Inverse of a Matrix

For real numbers, \(a^{-1}\) is the reciprocal (\(a \cdot a^{-1} = 1\)). For a square matrix \(A\), its inverse (if it exists) is a matrix \(B\) of the same size such that: \[ AB = BA = I \]

  • If such a matrix \(B\) can be found, \(A\) is invertible (or nonsingular), and \(B\) is the inverse of \(A\).
  • If no such \(B\) exists, \(A\) is singular.

Theorem 1.4.4: If \(B\) and \(C\) are both inverses of the matrix \(A\), then \(B=C\).

  • This means an invertible matrix has exactly one unique inverse, which we denote \(A^{-1}\). (\(A A^{-1} = I\) and \(A^{-1} A = I\)).

Example 5: \(A = {\left[\begin{smallmatrix}{2}&{-5}\\{-1}&{3}\end{smallmatrix}\right]}\) and \(B = {\left[\begin{smallmatrix}{3}&{5}\\{1}&{2}\end{smallmatrix}\right]}\). \(AB = I\) and \(BA = I\). Thus, \(A\) and \(B\) are inverses of each other.

Application in ECE: Essential for solving linear systems (\(A\mathbf{x}=\mathbf{b} \implies \mathbf{x}=A^{-1}\mathbf{b}\)), system control, signal reconstruction, and filter design.

Invertibility of \(2 \times 2\) Matrices

Theorem 1.4.5: The matrix \(A = \left[\begin{smallmatrix} a & b \\ c & d \end{smallmatrix}\right]\) is invertible if and only if \(ad - bc \ne 0\). In this case, the inverse is given by: \[ A^{-1} = \frac{1}{ad - bc} \left[ \begin{array}{cc}d & -b \\ -c & a \end{array} \right] \] The value \(ad - bc\) is called the determinant of \(A\), denoted \(\operatorname{det}(A)\) or \(|A|\).

Example 7(a): \(A={\left[\begin{smallmatrix}{6}&{1}\\{5}&{2}\end{smallmatrix}\right]}\) \(\operatorname{det}(A) = (6)(2) - (1)(5) = 12 - 5 = 7\). Since \(7 \ne 0\), \(A\) is invertible. \(A^{-1} = \frac{1}{7} \left[\begin{smallmatrix}{2}&{-1}\\{-5}&{6}\end{smallmatrix}\right] = \left[\begin{smallmatrix}{\frac{2}{7}}&{-\frac{1}{7}}\\{-\frac{5}{7}}&{\frac{6}{7}}\end{smallmatrix}\right]\)

Example 7(b): \(A={\left[\begin{smallmatrix}{-1}&{2}\\{3}&{-6}\end{smallmatrix}\right]}\) \(\operatorname{det}(A) = (-1)(-6) - (2)(3) = 6 - 6 = 0\). Since \(\operatorname{det}(A) = 0\), \(A\) is not invertible (it’s singular).

Solving Linear Systems using Matrix Inversion

A linear system \(A\mathbf{x} = \mathbf{b}\) can be solved by matrix inversion (if \(A\) is invertible): \[ A\mathbf{x} = \mathbf{b} \implies A^{-1}(A\mathbf{x}) = A^{-1}\mathbf{b} \implies (A^{-1}A)\mathbf{x} = A^{-1}\mathbf{b} \implies I\mathbf{x} = A^{-1}\mathbf{b} \implies \mathbf{x} = A^{-1}\mathbf{b} \]

Example 8: Solve for \(x, y\) in terms of \(u, v\): \(u = ax + by\)
\(v = cx + dy\)

In matrix form: \(\left[\begin{smallmatrix} u \\ v \end{smallmatrix}\right] = \left[\begin{smallmatrix} a & b \\ c & d \end{smallmatrix}\right] \left[\begin{smallmatrix} x \\ y \end{smallmatrix}\right]\)

Let \(A = \left[\begin{smallmatrix} a & b \\ c & d \end{smallmatrix}\right]\). If \(\operatorname{det}(A) = ad-bc \ne 0\), then: \[ \left[\begin{smallmatrix} x \\ y \end{smallmatrix}\right] = A^{-1} \left[\begin{smallmatrix} u \\ v \end{smallmatrix}\right] = \frac{1}{ad - bc} \left[\begin{smallmatrix} d & -b \\ -c & a \end{smallmatrix}\right] \left[\begin{smallmatrix} u \\ v \end{smallmatrix}\right] \] Resulting in: \[ x = \frac{du - bv}{ad - bc}, \quad y = \frac{av - cu}{ad - bc} \]

Properties of Inverses

Theorem 1.4.6 (Inverse of a Product): If \(A\) and \(B\) are invertible matrices of the same size, then \(AB\) is invertible, and \[(A B)^{-1} = B^{-1}A^{-1}\]
This generalizes: \((A_1 A_2 \dots A_n)^{-1} = A_n^{-1} \dots A_2^{-1} A_1^{-1}\).

Theorem 1.4.7 (Powers of a Matrix & Other Properties): If \(A\) is invertible and \(n\) is a nonnegative integer:

  • \((a) \ (A^{-1})^{-1} = A\)
  • \((b) \ (A^n)^{-1} = A^{-n} = (A^{-1})^n\)
  • \((c) \ (kA)^{-1} = k^{-1}A^{-1}\) for any nonzero scalar \(k\).

We define integer powers for square matrices:

  • \(A^0 = I\)
  • \(A^n = A \cdot A \dots A\) (\(n\) factors for \(n > 0\))
  • \(A^{-n} = (A^{-1})^n\) (\(n\) factors for \(n > 0\), if \(A\) invertible)

Example 9: The Inverse of a Product

Let \(A={\left[\begin{smallmatrix}{1}&{2}\\{1}&{3}\end{smallmatrix}\right]}\) and \(B={\left[\begin{smallmatrix}{3}&{2}\\{2}&{2}\end{smallmatrix}\right]}\). Let’s verify that \((AB)^{-1} = B^{-1}A^{-1}\).

Matrix Polynomials

If \(A\) is a square matrix, and \(p(x) = a_0 + a_1x + a_2x^2 + \dots + a_m x^m\) is a polynomial, then the matrix polynomial \(p(A)\) is defined as: \[ p(A) = a_0I + a_1A + a_2A^2 + \dots + a_mA^m \] Here, \(I\) is the identity matrix of the same size as \(A\), ensuring all terms are compatible for addition.

Example 12: Find \(p(A)\) for \(p(x) = x^2 - 2x - 3\) and \(A = \begin{bmatrix} -1 & 2 \\ 0 & 3 \end{bmatrix}\).

Solution: \(p(A) = A^2 - 2A - 3I\)

\(A^2 = \begin{bmatrix} -1 & 2 \\ 0 & 3 \end{bmatrix} \begin{bmatrix} -1 & 2 \\ 0 & 3 \end{bmatrix} = \begin{bmatrix} 1 & 4 \\ 0 & 9 \end{bmatrix}\)

\(2A = \begin{bmatrix} -2 & 4 \\ 0 & 6 \end{bmatrix}\)

\(3I = \begin{bmatrix} 3 & 0 \\ 0 & 3 \end{bmatrix}\)

\(p(A) = \begin{bmatrix} 1 & 4 \\ 0 & 9 \end{bmatrix} - \begin{bmatrix} -2 & 4 \\ 0 & 6 \end{bmatrix} - \begin{bmatrix} 3 & 0 \\ 0 & 3 \end{bmatrix} = \begin{bmatrix} 1-(-2)-3 & 4-4-0 \\ 0-0-0 & 9-6-3 \end{bmatrix} = \begin{bmatrix} 0 & 0 \\ 0 & 0 \end{bmatrix}\)

So, \(p(A) = \boldsymbol{\theta}\).

Properties of the Transpose

Theorem 1.4.8: If sizes allow:

  • \((a) \ (A^T)^T = A\) (Transposing twice returns original matrix)
  • \((b) \ (A + B)^T = A^T + B^T\) (Transpose distributes over addition)
  • \((c) \ (A - B)^T = A^T - B^T\) (Transpose distributes over subtraction)
  • \((d) \ (kA)^T = kA^T\) (Scalar multiple distributes over transpose)
  • \((e) \ (AB)^T = B^T A^T\) (Transpose of a product is product of transposes in reverse order)  —  another crucial reversal!

Theorem 1.4.9 (Inverse of Transpose): If \(A\) is an invertible matrix, then \(A^T\) is also invertible and: \[ (A^{T})^{-1} = (A^{-1})^{T} \]

Example 13: Inverse of a Transpose

Consider a general \(2 \times 2\) matrix and its transpose: \(A = \left[\begin{smallmatrix} a & b \\ c & d \end{smallmatrix}\right] \quad \text{and} \quad A^T = \left[\begin{smallmatrix} a & c \\ b & d \end{smallmatrix}\right]\) Assume \(A\) is invertible, i.e., \(ad-bc \ne 0\).

Let’s compute \((A^T)^{-1}\) and \((A^{-1})^T\) and verify they are equal.

Conclusion

  • Matrix Arithmetic Rules: Many scalar arithmetic rules (associative, distributive) apply to matrices, but key differences exist.
  • Non-Commutativity (\(AB \ne BA\)): Order in matrix multiplication matters; it’s generally NOT commutative.
  • Failure of Laws: Cancellation law and zero product property usually fail for matrices.
  • Special Matrices:
    • Zero Matrix (\(\boldsymbol{\theta}\)): Additive identity.
    • Identity Matrix (\(I\)): Multiplicative identity.
  • Matrix Inverse (\(A^{-1}\)): “Un-does” a matrix operation (\(AA^{-1}=I\)). Exists iff \(\operatorname{det}(A) \ne 0\) for \(2 \times 2\) matrices.
  • Transpose (\(A^T\)): Swaps rows and columns. \((AB)^T = B^T A^T\).
  • Matrix Powers & Polynomials: Apply scalar polynomial concepts to matrices.
  • Direct Application in ECE: These properties are fundamental for understanding and solving problems in:
    • Circuit Analysis (e.g., node-voltage method, mesh analysis)
    • Control Systems (e.g., state-space representations, system stability)
    • Signal Processing (e.g., filters, transformations)
    • Computer Graphics (e.g., 3D transformations)
    • Machine Learning (e.g., linear regression, deep learning)

Exercises

grasple_exercise_3_4_11

To show: if \(AB\) is invertible, then so are \(A\) and \(B\).

Exercises

grasple_exercise_3_4_12

What about \((AB)^{-1} = A^{-1}B^{-1}\)?

Exercises

grasple_exercise_3_4_13

What about \(((AB)^T)^{-1} = (A^T)^{-1}(B^T)^{-1}\)?