Tuesday, May 1, 2012

Inverse Matrix using Micosoft Excell

Inverse Matrix is The matrix which when multiplied by the original matrix gives the identity matrix as the solution.


Definition and Examples
Recall that functions f and g are inverses if
        f(g(x))  =  g(f(x))  =  x
We will see later that matrices can be considered as functions from Rn to Rm and that matrix multiplication is composition of these functions.  With this knowledge, we have the following:
Let A and B be n x n matrices then A and B are inverses of each other, then
       AB  =  BA  =  In

Example
Consider the matrices
       
We can check that when we multiply A and B in either order we get the identity matrix.  (Check this.)
Not all square matrices have inverses.  If a matrix has an inverse, we call it nonsingular or invertible.  Otherwise it is called singular.  We will see in the next section how to determine if a matrix is singular or nonsingular.

Properties of Inverses
Below are four properties of inverses. 
  1. If A is nonsingular, then so is A-1 and

             
    (A-1) -1  =  A

  2. If A and B are nonsingular matrices, then AB is nonsingular and

            (AB) -1  =  B-1A-1
    -1

  3. If A is nonsingular then

              (AT) -1  =  (A -1)T

  4. If A and B are matrices with

            AB  =  In

    then
    A and B are inverses of each other.
Notice that the fourth property implies that if AB  =  I then BA  =  I.
The first three properties' proof are elementary, while the fourth is too advanced for this discussion.  We will prove the second.
Proof that (AB) -1  =  B -1 A -1
By property 4, we only need to show that
        (AB)(B -1 A -1)  =  I
We have
        (AB)(B -1 A -1)  =  A(BB -1)A -1     associative property
       =  AIA-1        definition of inverse
        =  AA-1       definition of the identity matrix
       =  I               definition of inverse

Finding the Inverse
Now that we understand what an inverse is, we would like to find a way to calculate and inverse of a nonsingular matrix.  We use the definitions of the inverse and matrix multiplication.  Let A be a nonsingular matrix and B be its inverse.  Then
        AB  =  I
Recall that we find the jth column of the product by multiplying A by the jth column of B.  Now for some notation.  Let ej be the m x 1 matrix that is the jth column of the identity matrix and xj be the jth column of B.  Then
        Axj  =  ej 
We can write this in augmented form
        [A|ej]
Instead of solving these augmented problems one at a time using row operations, we can solve them simultaneously.  We solve
        [A | I]

Example
Find the inverse of the matrix
       

Solution
       
The inverse matrix is just the right hand side of the final augmented matrix
               
This example demonstrates that if A is row equivalent to the identity matrix then A is nonsingular.

Linear Systems and Inverses
We can use the inverse of a matrix to solve linear systems.  Suppose that
        Ax  =  b
Then just as we divide by a coefficient to isolate x, we can apply A-1 to both sides to isolate the x
        A-1Ax  =  A-1b
        Ix  =  A-1b        x  =  A-1b

Example
Solve
        x + 4z  =  2
        x + y + 6z  =  3
        -3x - 10z  =  4

Solution
We put this system in matrix form
       Ax  =  b
with
  
The solution is
        x  =  A-1 b
We have already computed the inverse.  We arrive at
       
The solution is
        x  =  -18        y  =  -9        z  =  5

Notice that if b is the zero vector, then
        Ax  =  0
can be solved by
        x  =  A-10  =  0
This demonstrates a theorem

Theorem of Nonsingular Equivalences
The Following Are Equivalent (TFAE)
  1. A is nonsingular

  2. Ax  =  0 has only the trivial solution

  3. A is row equivalent to I

  4. The linear system Ax  =  b has a unique solution for every n x 1 matrix b

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