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University of Palestine Gaza Strip Civil Engineering College Numerical Analysis CIVL 3309 Dr. Suhail Lubbad

The document discusses numerical analysis and methods for inverting matrices. It provides theorems and definitions related to invertible matrices and using inverses to solve systems of linear equations. Examples are given to illustrate row reduction techniques to determine if a matrix is invertible and compute its inverse. The key points covered are that a matrix is invertible if its determinant is not equal to 0, and the inverse of a matrix can be found by performing row operations on the augmented matrix [A | I] to reduce A to the identity matrix I.

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Hazem Almasry
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0% found this document useful (0 votes)
52 views42 pages

University of Palestine Gaza Strip Civil Engineering College Numerical Analysis CIVL 3309 Dr. Suhail Lubbad

The document discusses numerical analysis and methods for inverting matrices. It provides theorems and definitions related to invertible matrices and using inverses to solve systems of linear equations. Examples are given to illustrate row reduction techniques to determine if a matrix is invertible and compute its inverse. The key points covered are that a matrix is invertible if its determinant is not equal to 0, and the inverse of a matrix can be found by performing row operations on the augmented matrix [A | I] to reduce A to the identity matrix I.

Uploaded by

Hazem Almasry
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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University of Palestine

Gaza Strip

Civil Engineering College


Numerical analysis
CIVL 3309
Formerly CVL 3308

Dr. Suhail Lubbad


THEOREM
Equivalent Statements

For the System A x = 0;

If the matrix A has only the trivial solution, then A is


invertible, and A can, by row operation, be reduced to the
reduced row echelon form of In

2
If the System A x = 0;
Has the trivial solution, then
The system A x = B has also one solution

3
No proofs are required
Take it as a BONUS

But proof can be easily figured out by geometric


interpretation

4
Determine whether
the matrix of coefficient A is invertible; If so, find the inverse.

[ 1 2
−1 3 ][ ] [ ]
x
y
=
3
2
[ Solve for X using the basic definition of the inverse, that is by equating
corresponding entries on the two sides.]

Important point to be remembered

A matrix is invertible,
if its determinant ≠ 0
5
−1 −1
From the definition, A A = A A = I
thus
[
−1 3 ] [ ]
1 2 −1 1 0
A =
0 1

Let A −1 =
[ ]
a b
c d
, then

[ 1 2
−1 3 ][ ] [ ]
a b
c d
=
1 0
0 1

Do the multiplications, to get


-a - 2c = 1
-b - 2d = 0
−a - 3c = 0
−b - 3d = 1

1 3
Solving These equations, eq 1 -eq 3 gives 5c=1 . c= , and a=
5 5
1 2
Solving These equations, eq 2 -eq 4 gives 5d=1. d= , and b=−
5 5 6
A Method for Inverting Matrices

This method investigates whether a given matrix is


invertible or not.
When the matrix has an inverse, this method produces its

inverse

HOW?

The same sequence of row operations which reduces


A to In, transforms In to A-1
See next slide
7
Inversion Algorithm

To find the inverse of an invertible matrix A, find a


sequence of elementary row operations that reduces A
to the identity I and then perform that same sequence
of operations on I to obtain A-1

HOW?
Write the Augmented matrix [A | In]
Perform a sequence of row operation to reduce A to In,
what results in the place of In is A-1

Consider an example
8
Using Row Operations to Find A−1

Start with [ A-1| In ], do row operation to end up with


[ In | A-1 ]

9
EXAMPLE

10
EXAMPLE A matrix that is Not Invertible

[ ]
1 6 4
A= 2 4 −1
−1 2 5

11
Solving Linear Systems by Invertible Matrices

Every linear system has either no solutions, has exactly one


solution, or has infinitely many solutions.

Solving Linear Systems by Matrix Inversion

BESIDES
solving linear systems by Gauss–Jordan elimination or Gaussian elimination
there is
a one third way to solve n equations in n unknowns:
Use the inverse of the matrix of coefficients, if it is invertible.12
The procedure is given by the following theorem

THEOREM

If Ax = b
then left multiplication of both sides by A-1
A-1Ax = I x = x = A-1 b where x is the solution

13
-1
EXAMPLE Solution of a Linear System Using A

14
Solving linear Systems with a common coefficient Matrix
ALL at once

When we have a sequence of linear system such that


Ax = b1, Ax = b2, Ax = b3, …, Ax = bk

Note that, all systems have a common matrix of coefficients A

If A is invertible, one can solve each system by


x1 = A-1 b1, x2 = A-1 b2, x3 = A-1 b3, …, xk = A-1 bk

One can do the same by one matrix inversion and k matrix


multiplication as in

[ x1| x2 | x3 |…| xk ] = A-1 [ b1| b2 | b3 |…| bk] 15


A more efficient method to solve the systems
will work when the matrix of coefficient A is not invertible

Construct the partitioned “Augmented” matrix


[ A | b1| b2 | b3 |…| bk]
A is augmented to all column matrices b1, b2,…, bk

Then reduce the partitioned matrix to a reduced row


echelon form by Gauss-Jordan elimination

This gives the solutions of all k-systems

16
17
Example Solution of two systems at once
see last slide by matrix inversion

[ ]
−40 16 9
−1
A = 13 −5 −3
5 −2 −1

[ ][ ∣ ]
−40 16 9 4 1
[ x1 ∣ x2] = A
−1
[ b1 ∣ b2 ] = 13 −5 −3 5 6
5 −2 −1 9 −6

[ ]
1 2
[ x1 ∣ x2 ] = 0 1
1 −1
18
A matrix can have at most 1 inverse
that is, either none or exactly one

19
THEOREM

Let A and B be square matrices of the same size. If AB


is invertible, then A and B must also be invertible

You must have seen that (AB)-1 = B-1A-1

20
A Fundamental Problem

Let A be a fixed matrix. Find all m⨯1 matrices b such


that the system of equations Ax = b is consistent

If A is an invertible matrix, One completely solves this


problem by asserting that for every matrix b, the linear
system Ax = b has the unique solution x = A-1b

If A is not square, or if A is square but not invertible,


then the inverse method does not apply.
In these cases the matrix b must usually satisfy certain
conditions in order for Ax = b to be consistent
21
The following example illustrates how the methods
of Elimination can be used to determine such
conditions

22
23
24
25
Theorem to compute the inverses of 2x2 matrices.

[ ] [ ]
−1 −1

3 1 6 4
Find and
5 2 −2 −1

26
Question: find the inverse of the equation :

[ cos 2 sin 2
−sin 2 cos 2 ]
Theorem 1.4.5 helps us compute the inverse as

1
2
[
cos 2 −sin 2
2
cos021 -sin 021 sin 2 cos 2 ]
27
[ ]
3 1
5 2

28
Use the inverse method to find the unique solution of the given
linear system.

3x −2x =−1
1 2

4x -5x =3
1 2

the system equation is rewritten as


How?

Ax=b left multiplication by A-1

[ ][ ] [ ]
3 −2 x −1 A-1 A x = A-1b
= 1
x=A-1b
4 5 x 3 2

First find A-1 29


−1
A =
1 5
[2
23 −4 3 ]
X=
[
1 5 2 −1
23 −4 3 3
=
][ ] [ ]
1 1
23 13

30
Use the inversion algorithm to find the inverse of the given
matrix, if the inverse exists.

[ ]
1 0 1
0 1 1
1 1 0
write the matrix as : [ M nn∣I n ] and perform operation on M so to reach In on left,
the result in right is the inverse if it exists

[ ∣ ] [ ∣ ] [ ∣ ]
1 0 1 1 0 0 1 0 11 0 0 1 0 1 1 0 0
r3
0 1 1 0 1 0 r 3 . r 2 −r 3 0 1 1 0 1 0 r 3 . r 3-r 1 0 1 1 0 1 0 r3 . 2
1 1 0 0 0 1 −1 0 1 0 1 −1 0 0 2 1 1 −1

]
1 1 1

]

1 0 0

[ ∣ [ ∣
1 0 1 1 0 0 2 2 2
0 1 r
0 2 . r 2 −r 3 1 1 1
0 1 1 0 1 0−
1 1 1 r 1 . r 1 −r 3 2 2 2
0 0 1 − 0 0 1 1 1 1
2 2 2 −
2 2 2

[ ]
1 1 1

2 2 2
1 1 1
The inverse is thus − Would you check?
2 2 2
1 1 1 31

2 2 2
Find the inverse if the inverse exists

[ ]
/2 3 /2 0
− 4/2 /2 0 Writing the augmented matrix :
0 0 1

[ ]
1
r1 1 3 0 ⋮ 0 0

[ ]
/2 3 /2 0 ⋮ 1 0 0 r1 . /2
/2 1
− 4/2 /2 0 ⋮ 0 1 0 , −4 1 0 ⋮ 0 0
, r 2 . r 2 -4 r 1
r2
0 0 0 ⋮ 0 0 1 r2 . /2
/2 0 0 1 ⋮ 0 0 1

[ ] [ ]
1 1
1 3 0 ⋮ 0 0 1 3 0 ⋮ 0 0
/2 r2 /2
4 1 , r2 . 4 1 , r1=r 1−3 r 2
0 13 0 ⋮ 0 13 0 1 0 ⋮ 0
/2 /2 13 / 2 13 / 2
0 0 1 ⋮ 0 0 1 0 0 1 ⋮ 0 0 1

[ ]
1 −3
1 1 0 ⋮ 0
13 / 2 13 / 2
4 1 , the left 3×3 matrix is the inverse, check the result
0 1 0 ⋮ 0
13 / 2 13 / 2 32
0 0 1 ⋮ 0 0 1
Question : find the inverse for the following matrix

[ ]
2 −4 0 0
1 2 12 0
The Augmented matrix is:
0 0 2 0
0 −1 −4 −5

[ ]
1

[ ]
1 −2 0 0 0 0 0
2 −4 0 0 1 0 0 0 r3 2
r3 .
1 2 12 0 0 1 0 0 2 1 2 12 0 0 1 0 0
,
0 0 2 0 0 0 1 0 r1 1
r1 . 0 0 1 0 0 0 0
0 −1 −4 −5 0 0 0 1 2 2
0 −1 −4 −5 0 0 0 1
r2 . r2−12r3

[ ] [ ]
1 1
1 −2 0 0 0 0 0 2 0 0 0 1 −6 0
2 2
1 2 0 0 0 1 −6 0 r1 . r1-r2 1 2 0 0 0 1 −6 0
1 1
0 0 1 0 0 0 0 −−−−−. 0 0 1 0 0 0 0
2 2
0 −1 −4 −5 0 0 0 1 0 −1 −4 −5 0 0 0 1
33
r1 . r1/ 2

] [ ]
1 1

[
1 1 1 0 0 0 −3 0
1 0 0 0 −3 0 4 2
4 2
−1 1
1 2 0 0 0 1 −6 0 0 2 0 0 −3 0 r2
r2 . r2−r1 4 2 r2 .
1 2
0 0 1 0 0 0 0 1
2 0 0 1 0 0 0 0
2
0 −1 −4 −5 0 0 0 1
0 −1 −4 −5 0 0 0 1

] [ ]
1 1

[
1 1 1 0 0 0 −3 0
1 0 0 0 −3 0 2 2
2 2
−1 1 −3
−1 1 −3 0 1 0 0 0
0 1 0 0 0 8 4 2 r4
8 4 2 r4 . r4-4r3-r2 r4 .
1 −5
1 0 0 1 0 0 0 0
0 0 1 0 0 0 0 2
2
−1 1 1
0 −1 −4 −5 0 0 0 1 0 0 0 −5 1
8 4 2

[ ]
1 1
1 0 0 0 −3 0
4 2
1 1 3
0 1 0 0 − − 0
8 4 2
1
0 0 1 0 0 0 0
2
1 1 1 −1
0 0 0 1 − − 34
40 20 10 5
Question
It is easy to find the inverse of the matrix :

[ ]
k1 0 0 0
0 k2 0 0
0 0 k3 0
0 0 0 k4

[ ]
1
0 0 0
k1
1
0 0 0
k2
You should get the following as the inverse
1
0 0 0
k3
1
0 0 0
k4

HOW
35
Find all values of c, if any, for which the given matrix is invertible.

[ ] [ ]
c c c c c c 1 0 0
1 c c writing the augmented matrix 1 c c 0 1 0 r1 . r 1−r 2
1 1 c 1 1 c 0 0 1

[ ] [ ]
c−1 0 0 1 −1 0 c−1 0 0 1 −1 0
1 c c 0 1 0 r 2 . r 2−r 3 0 c−1 0 0 1 −1 r 3 =0c−11 r3 −r 2 −r 1
1 1 c 0 0 1 1 1 c 0 0 1

[ ]
r1 1 −1
r1 . 1 0 0 0
c−1 c−1 c−1

[ ]
c−1 0 0 1 −1 0
r2 1 −1
0 c−1 0 0 1 −1 if c≠0, 1 ; r 2 . 0 1 0 0
c−1 c−1 c−1
0 0 c⋅0c−11 −1 0 c r3 −1 1
r3 . 0 0 1 0
c⋅0c−11 c⋅0c−11 0c−11

36
Question

Find the solution of the next matrix by the theorem


x1-x 2=2
Ax=b ⇒ x=A−1 b if A is invertible
5x 1-6x 2 =9

The matrix of coefficients A: [ ]


1
5
1
6
its inverse is: :
1
[
6−5 −5
6 −1
1 ] thus

x= [ 6
−5 ][ ] [ ]
−1 2
1 9
=
3
−1

37
Question

[ ]
0 −1 −2 −3 1 0 0 0
Find the solution of the matrix on left using 1 1 4 4 0 1 0 0
the theorem Ax=b ⇒ x=A−1 b if A is invertible 1 3 7 9 0 0 1 0
−1 −2 −4 −6 0 0 0 1
Do the following steps in the specified order
01 1 r 2 ⇔ r 1
02 1 r 3 . r 3−r 1 & r 4 . r 4 -r 1
03 1 r 3 . r 3-2r 2
04 1 r 4 . r 4−r 2
05 1 r 3 . r 3-r 4
06 1 r 4 . r 4−2r3
07 1 r 2 . r 2-2r 3 -r 4
08 1 r 2 .−r 2
09 1 r 2 . r 2−2r 4

[ ]
1 0 0 0 2 0 0 −1
0 1 0 0 6 −3 4 1
10 1 r 1 . r 1−r 2−4r 3−4r 4 The results are:
0 0 1 0 1 0 1 1 38
0 0 0 1 −3 1 −2 −1
CONTINUE
From which the inverse is :

[ ]
2 0 0 −1
6 −3 4 1
1 0 1 1
−3 1 −2 −1
hence

[ ][ ] [ ] [ ]
2 0 0 −1 0 −6 w
6 −3 4 1 7 1 x
x= = =
1 0 1 1 4 10 y
−3 1 −2 −1 6 −7 z
check the results by substitution in the equations

39
Solve the linear system of equations by reducing the approperiate augmented matrix.
x1−5x 2 =b1
, b1=1, b2 =4
3x 1-2x 2 =b 2

The augmented matrix is: [ 1


3
−5
2
1
4 ]
r 2 . r 2 −3r 1 gives [ 1
0
−5
17
1
1 ]
1
x2 =
17
5 22
thus x1 =1- = from the equation in row 1.
17 17

40
Use Gauss-Jordan elimination method
To solve the system

[ ] [ ] [ ]
1 3 5 1 1 3 5 1 1 3 5 1
r 2 . r 2 -r 1
−1 −2 0 0 0 1 5 1 r 3 . r3-r 2 0 1 5 1
r 3 . r 3 −2r 1
2 5 4 −1 0 −1 −6 −3 0 0 −1 −2

[ ] [ ] [ ]
1 2 0 0 1 2 0 0 1 0 0 18
r 1 . r 1 −r 2
0 1 5 1 r 2 . r 2−5r 3 0 1 0 −9 r 1 . r 1−2r 2 0 1 0 −9
r 3 .−r 3
0 0 1 2 0 0 1 2 0 0 1 2

x 1=18, x 2 =−9 and x 3=2

can you check? 41


Solve the given matrix equation for x.

[ ] [ ]
1 −1 1 2 −1 5 7 8
2 3 0 X= 4 0 −3 0 1
0 2 −1 3 5 −7 2 1

[ ]
−1
1 −1 1
Left multiply the equation by 2 3 0 gives
0 2 −1

[ ][ ]
−1
1 −1 1 2 −1 5 7 8
X= 2 3 0 4 0 −3 0 1
0 2 −1 3 5 −7 2 1
All you need is to compute the inverse

[ ]
3 −1 3
You will compute the inverse as: −2 1 −2
−4 2 −5
Find x

42

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