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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Linear Algebra
Lecture-02: Solution of linear systems, Inverse of a matrix, Rank of a matrix

N. Anil
BITS Pilani, Hyderabad Campus
anil@hyderabad.bits-pilani.ac.in

July 27, 2019

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Outline

Gaussian Elimination Method

Homogeneous Linear Systems

Gauss-Jordan Method

Inverse of a Matrix

Rank of a Matrix

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Linear System of Equations

Consider the following system of linear equations in three variables


a11 x1 + a12 x2 + a13 x3 = b1
a21 x1 + a22 x2 + a23 x3 = b2 (1)
a31 x1 + a32 x2 + a33 x3 = b3
Let us define
     
a11 a12 a13 x1 b1
A = a21 a22 a23  , x = x2  and b = b2 
a31 a32 a33 x3 b3
Equation (7) can then be written as
Ax = b (2)

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Linear System of Equations

The corresponding augmented matrix is given by


 
  a11 a12 a13 b1
A b = a21 a22 a23 b2 
a31 a32 a33 b3

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Echelon Form

 
• A b is said to be in Row Echelon Form (REF) if
   
a11 a12 a13 b1 1 ∗ ∗ ∗
a21 a22 a23 b2  → 0 1 ∗ ∗
a31 a32 a33 b3 0 0 1 ∗

• Here ∗ is any value

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Echelon Form

 
• A b is said to be in Row Echelon Form (REF) if
   
a11 a12 a13 b1 1 ∗ ∗ ∗
a21 a22 a23 b2  → 0 1 ∗ ∗
a31 a32 a33 b3 0 0 1 ∗

• Here ∗ is any value

• Advantage: Easy to find solutions (by back substitution)

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Gaussian Elimination Method

Gaussian elimination method gives Row Echelon Form (REF)


   
a11 a12 a13 b1 1 ∗ ∗ ∗
a21 a22 a23 b2  → 0 1 ∗ ∗
a31 a32 a33 b3 0 0 1 ∗

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Gaussian Elimination Method

Gaussian elimination method gives Row Echelon Form (REF)


   
a11 a12 a13 b1 1 ∗ ∗ ∗
a21 a22 a23 b2  → 0 1 ∗ ∗
a31 a32 a33 b3 0 0 1 ∗
This method allows three types of row operations on the augmented matrix
• Type I: Multiply a row by a non-zero scalar constant

• Type II: Add a constant multiple of one row to another


• Type III: Interchange of rows

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Gaussian Elimination Method

Gaussian elimination method gives Row Echelon Form (REF)


   
a11 a12 a13 b1 1 ∗ ∗ ∗
a21 a22 a23 b2  → 0 1 ∗ ∗
a31 a32 a33 b3 0 0 1 ∗

• Perform row operations by first choosing pivots


• Pivot: An element of matrix that is chosen first to perform certain calculations
• Apply row operations to make all elements below the pivot element to zero
• Finally we arrive at an upper triangular matrix
• Diagonal elements are 1
• Use back substitution to get the solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Gaussian Elimination Method

Gaussian elimination method gives Row Echelon Form (REF)


   
a11 a12 a13 b1 1 ∗ ∗ ∗
a21 a22 a23 b2  → 0 1 ∗ ∗
a31 a32 a33 b3 0 0 1 ∗

Comments on this algorithm:


• Gaussian elimination changes the coefficients of the augmented system but does
not change its solution
• This implies that the resulting augmented matrix is equivalent to the given
augmented matrix
• Note: Equivalent systems have the same solutions
• These systems are obtained by performing certain row operations
• It may happen that row operations lead to rows with no pivots

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

 
Let Ax = b be a system of linear equations. Let C be the REF obtained from A b
by Gauss elimination method. Suppose if C is
   
a11 a12 a13 b1 1 ∗ ∗ ∗
REF 
a21 a22 a23 b2  − −→ 0 1 ∗ ∗=C
a31 a32 a33 b3 0 0 1 ∗

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

 
Let Ax = b be a system of linear equations. Let C be the REF obtained from A b
by Gauss elimination method. Suppose if C is
   
a11 a12 a13 b1 1 ∗ ∗ ∗
REF 
a21 a22 a23 b2  − −→ 0 1 ∗ ∗=C
a31 a32 a33 b3 0 0 1 ∗

Then the system has unique solution

• ∗ is any constant value


• No. of pivots in C = 3
• No. of non-zero rows to the left of augmentation bar = 3
• System Ax = b is consistent

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

 
Let Ax = b be a system of linear equations. Let C be the REF obtained from A b
by Gauss elimination method and if C is
   
a11 a12 a13 b1 1 ∗ ∗ ∗
REF 
a21 a22 a23 b2  − −→ 0 1 ∗ ∗ = C (and p 6= 0)
a31 a32 a33 b3 0 0 0 p

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

 
Let Ax = b be a system of linear equations. Let C be the REF obtained from A b
by Gauss elimination method and if C is
   
a11 a12 a13 b1 1 ∗ ∗ ∗
REF 
a21 a22 a23 b2  − −→ 0 1 ∗ ∗ = C (and p 6= 0)
a31 a32 a33 b3 0 0 0 p

Then the system has no solution

• It has one row with zeroes to the left of augmentation bar


• No. of non-zero rows to the left of augmentation bar = 2
• No. of pivots = 2
• System Ax = b is inconsistent

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

 
Let Ax = b be a system of linear equations. Let C be the REF obtained from A b
by Gauss elimination method and if C is
   
a11 a12 a13 b1 1 ∗ ∗ ∗
REF 
a21 a22 a23 b2  − −→ 0 1 ∗ ∗ = C
a31 a32 a33 b3 0 0 0 0

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

 
Let Ax = b be a system of linear equations. Let C be the REF obtained from A b
by Gauss elimination method and if C is
   
a11 a12 a13 b1 1 ∗ ∗ ∗
REF 
a21 a22 a23 b2  − −→ 0 1 ∗ ∗ = C
a31 a32 a33 b3 0 0 0 0

Then the system has infinitely many solutions

• It has one row with zeroes to the left of augmentation bar


• The independent variable corresponding to non-pivot column can take
any value
• Here x3 can take any value (it is a free variable)
• System Ax = b is consistent with infinite solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

 
Let Ax = b be a system of linear equations. Let C be the REF obtained from A b
by Gauss elimination method and if C is
   
a11 a12 a13 b1 1 ∗ ∗ ∗
REF 
a21 a22 a23 b2  − −→ 0 0 1 ∗ = C
a31 a32 a33 b3 0 0 0 0

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

 
Let Ax = b be a system of linear equations. Let C be the REF obtained from A b
by Gauss elimination method and if C is
   
a11 a12 a13 b1 1 ∗ ∗ ∗
REF 
a21 a22 a23 b2  − −→ 0 0 1 ∗ = C
a31 a32 a33 b3 0 0 0 0

Then the system has infinitely many solutions

• It has one row with zeroes to the left of augmentation bar


• The independent variable corresponding to non-pivot column can take
any value
• Here x2 can take any value
• System Ax = b is consistent with infinite solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

Generalisation:

 n×n
Let A be of size  and the vectors x and b have n elements. Let C be the REF
obtained from A b by Gauss elimination method

Then the system has unique solution if

• The number of pivots = n


• Alternatively: The number of non-zero rows to the left of augmentation
bar in C = n

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

Generalisation:

 n×n
Let A be of size  and the vectors x and b have n elements. Let C be the REF
obtained from A b by Gauss elimination method

Then the system has no solution if

• It has at least one row to the left of augmentation bar in C with all zeros
and the entry right to the augmentation bar is non-zero

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Linear Systems

Generalisation:

 n×n
Let A be of size  and the vectors x and b have n elements. Let C be the REF
obtained from A b by Gauss elimination method and if C is

Then the system has infinitely many solutions if

• It has at least one row to the left of augmentation bar in C with all zeros
and the entry right to the augmentation bar is also zero
• Note that the independent variables corresponding to non-pivot columns
can take any value

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Homework

• Please write a computer program to solve the linear system


• Please implement REF
• Entries are A and b
• It should first tell whether the system is consistent or not
• If it is consistent then it should say unique or infintie solutions
• In the case of unique solution it should give the full solution
• In the case of infinite solutions it should tell the free variables and the solutions
• Test the performance of the code with online source codes

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with unique solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with unique solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with unique solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with unique solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with no solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with no solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with no solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with infinitely many solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with infinitely many solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with infinitely many solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with infinitely many solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with infinitely many solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Linear System of Equations

Consider the following system of linear equations in three variables


a11 x1 + a12 x2 + a13 x3 = b1
a21 x1 + a22 x2 + a23 x3 = b2 (3)
a31 x1 + a32 x2 + a33 x3 = b3
Let us define
     
a11 a12 a13 x1 b1
A = a21 a22 a23  , x = x2  and b = b2 
a31 a32 a33 x3 b3
Equation (7) can then be written as
Ax = b (4)

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Homogeneous Linear System of Equations

A system of linear equations is called homogeneous

If b = 0, the null or zero vector. That is Ax = 0


Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Homogeneous Linear System of Equations

A system of linear equations is called homogeneous

If b = 0, the null or zero vector. That is Ax = 0

(
x1 + x2 = 0
Examples: ,
x1 − x2 = 0
Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Homogeneous Linear System of Equations

A system of linear equations is called homogeneous

If b = 0, the null or zero vector. That is Ax = 0


 5x1 − 2x2 + 3x3 = 0
( 
x1 + x2 = 0
Examples: , 6x1 + x2 − 7x3 = 0
x1 − x2 = 0 
−x + 3x + x = 0
1 2 3

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Homogeneous Linear System of Equations

A homogeneous system of linear equations in three variables


a11 x1 + a12 x2 + a13 x3 = 0
a21 x1 + a22 x2 + a23 x3 = 0 (5)
a31 x1 + a32 x2 + a33 x3 = 0
Let us define
     
a11 a12 a13 x1 0
A = a21 a22 a23  , x = x2  and 0 = 0
a31 a32 a33 x3 0
Equation (7) can then be written as
Ax = 0 (6)

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Homogeneous Linear System of Equations

The corresponding augmented matrix is given by


 
  a11 a12 a13 0
A 0 = a21 a22 a23 0
a31 a32 a33 0

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solution of Homogeneous Systems

Consider the following homogeneous system

Ax = 0, with 0 being the null vector

• The system is always consistent


• Either we have unique solution or infinitely many solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Homogeneous Systems

Let Ax = 0 be a system


 of homogeneous linear equations. Let C be the REF
obtained from A 0 by Gauss elimination method. Suppose if C is
   
a11 a12 a13 0 1 ∗ ∗ 0
REF
a21 a22 a23 0 −−→ 0 1 ∗ 0 = C
a31 a32 a33 0 0 0 1 0

Then the system has unique solution

• The unique solution is the zero vector x = 0


• It is the trivial solution
• ∗ is any constant value
• No. of pivots in C = 3
• No. of non-zero rows to the left of augmentation bar = 3

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Homogeneous Systems

Let
 Ax = 0 be a system of linear equations. Let C be the REF obtained from
A 0 by Gauss elimination method and if C is
   
a11 a12 a13 0 1 ∗ ∗ 0
REF 
a21 a22 a23 0 − −→ 0 1 ∗ 0 = C
a31 a32 a33 0 0 0 0 0

Then the system has infinitely many solutions

• It has one row with zeroes to the left of augmentation bar


• The independent variable corresponding to non-pivot column can take
any value
• Here x3 can take any value (it is a free variable)
• System Ax = b is consistent with infinite solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Homogeneous Systems

Let
 Ax = 0 be a system of linear equations. Let C be the REF obtained from
A 0 by Gauss elimination method and if C is
   
a11 a12 a13 0 1 ∗ ∗ 0
a21 a22 a23 0 − REF 
−→ 0 0 1 0 = C
a31 a32 a33 0 0 0 0 0

Then the system has infinitely many solutions

• It has one row with zeroes to the left of augmentation bar


• The independent variable corresponding to non-pivot column can take
any value
• Here x2 can take any value
• System Ax = b is consistent with infinite solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Homogeneous Systems

Generalisation:

 n × n and the vectors x and 0 have n elements. Let C be the REF


Let A be of size
obtained from A 0 by Gauss elimination method

Then the system has unique solution if

• The number of pivots = n


• Alternatively: The number of non-zero rows to the left of augmentation
bar in C = n
• The unique solution is the zero or the null vector

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Nature of the Solutions of Homogeneous Systems

Generalisation:

 n × n and the vectors x and 0 have n elements. Let C be the REF


Let A be of size
obtained from A 0 by Gauss elimination method and if C is

Then the system has infinitely many solutions if

• It has at least one row to the left of augmentation bar in C with all zeros
and the entry right to the augmentation bar is also zero
• Note that the independent variables corresponding to non-pivot columns
can take any value

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Homogeneous system with infinite solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Homogeneous system with infinite solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Homogeneous system with unique solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Homogeneous system with unique solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Homogeneous system with varying solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Homogeneous system with varying solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Homogeneous system with varying solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Linear system with unique solution

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Gauss-Jordan Method

Consider the following system of linear equations in three variables


a11 x1 + a12 x2 + a13 x3 = b1
a21 x1 + a22 x2 + a23 x3 = b2 (7)
a31 x1 + a32 x2 + a33 x3 = b3
Let us define
     
a11 a12 a13 x1 b1
A = a21 a22 a23  , x = x2  and b = b2 
a31 a32 a33 x3 b3
Equation (7) can then be written as
Ax = b (8)

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Gauss-Jordan Method

The corresponding augmented matrix is given by


 
  a11 a12 a13 b1
A b = a21 a22 a23 b2 
a31 a32 a33 b3

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Echelon Forms

 
• A b is said to be in Row Echelon Form (REF) if
   
a11 a12 a13 b1 1 ∗ ∗ ∗
a21 a22 a23 b2  → 0 1 ∗ ∗
a31 a32 a33 b3 0 0 1 ∗
 
• A b is said to be in Reduced Row Echelon Form (RREF) if
   
a11 a12 a13 b1 1 0 0 ∗
a21 a22 a23 b2  → 0 1 0 ∗
a31 a32 a33 b3 0 0 1 ∗

• Here ∗ is any value


• Advantage: Solutions can be found easily

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Solving Linear Systems: Gauss-Jordan Method

Gauss-Jordan method gives the Reduced Row Echelon Form (RREF)


   
a11 a12 a13 b1 1 0 0 ∗
a21 a22 a23 b2  →  0 1 0 ∗
a31 a32 a33 b3 0 0 1 ∗

Gauss - Jordan Algorithm:


• First apply the Gaussian elimination method to get REF

• Later use row operations to make all entries above the pivots to zero

• This results in the RREF

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Comparison of Gauss Elimination and Gauss-Jordan Methods

Transformation: Augmented matrix → REF → RREF


     
a11 a12 a13 b1 1 ∗ ∗ ∗ 1 0 0 ∗
REF RREF
a21 a22 a23 b2  −−→ 0 1 ∗ ∗ −−−→ 0 1 0 ∗
a31 a32 a33 b3 0 0 1 ∗ 0 0 1 ∗

• Gauss-Jordan (RREF) requires more type-II operations to transform the entries


above the pivot element to zeros
• Obviously, RREF is computationally more expensive than REF
• More type-II operations lead to more round-off errors (when computers are used).
Therefore, Gauss elimination yields more accurate solution compared to
Gauss-Jordan method
• Obtaining the solution is lot more straight forward with RREF

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Multiplicative Inverse of a Matrix

Definition
Let A and B be two n × n matrices. The matrix B is said to be a multiplicative
inverse of A if and only if AB = BA = In .

• Every square matrix need not have a multiplicative inverse

• Example: Inverse does not exist for the zero matrix 0n

• If A is an inverse of B, then B is also an inverse of A

• If AB = In then BA = In (and vice versa)

• If B and C are inverses of A then B = C (Uniqueness of inverse)

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Multiplicative Inverse of a Matrix

Definition
A square matrix is singular if and only if it does not have an inverse. It is non-singular
if and only if it has an inverse

Some useful results

• Let Ax = b is a linear system with A being a square matrix.


Ax = b has a unique solution x = A−1 b if and only if A is non-singular


• In the above case if A is singular, then the system has either no solution
or infinitely many solutions

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Properties of a non-singular matrix

Let A and B be nonsingular matrices, then

−1
• A−1 is non-singular and A−1 =A

k −1
k
Ak is non-singular and A = A−1 = A−k , for any integer k


• AB is non-singular and (AB)−1 = B −1 A−1


−1 T
• AT is non-singular and AT = A−1

As+t = (As ) At , s and t are integers




s
• (As )t = Ast = At

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Finding the Inverse of a Matrix using Gauss-Jordan Method

Let A be an n × n matrix. Its inverse can be found as follows:

• Construct a n × 2n augmented matrix, whose first n columns are from A and the
rest of n columns from In
 
• Transform A In into RREF using Gauss-Jordan method

If the first n columns of A In transform to In then A is non-singular. A−1 is


 

given by the last n columns of In A−1


 

A−1
   
• That is A In transforms to In

• Otherwise, A is singular and A−1 does not exist

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Matrix Inverse using Gauss-Jordan method

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Matrix Inverse using Gauss-Jordan method

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Matrix Inverse using Gauss-Jordan method

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Matrix Inverse using Gauss-Jordan method

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Matrix Inverse using Gauss-Jordan method

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Example: Matrix Inverse using Gauss-Jordan method

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Rank of a Matrix

Rank

Let A be a matrix. The rank of A is defined as the number of non-zero rows


in the row echelon form (REF) or reduced row echelon form (RREF) of the
matrix A.

Alternatively, rank of a matrix can also be defined as the number of non-zero


pivots in the RREF of A.

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Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Rank of a Matrix

Examples: Find the rank of a matrix


 
2 1 4
A = 3 2 5
0 −1 1
Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Rank of a Matrix

Examples: Find the rank of a matrix


 
2 1 4
A = 3 2 5
0 −1 1

 
1 0 0
RREF(A) = 0 1 0
0 0 1
Therefore Rank of A is 3

63 / 64
Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Rank of a Matrix

Examples: Find the rank of a matrix


 
3 1 0 1 −9
A = 0 −2 12 −8 −6 
2 −3 22 −14 −17
Gaussian Elimination Method Homogeneous Linear Systems Gauss-Jordan Method Inverse of a Matrix Rank of a Matrix

Rank of a Matrix

Examples: Find the rank of a matrix


 
3 1 0 1 −9
A = 0 −2 12 −8 −6 
2 −3 22 −14 −17

 
1 0 2 −1 −4
RREF(A) = 0 1 −6 4 3 
0 0 0 0 0
Rank of A is 2

64 / 64