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The next topic is Inverse Matrices.

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A square matrix A is invertible so square
means the dimensions have to match, right?

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So, I've been calling matrices m by n, so
m rows and n columns.

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Square just means that m is equal to n so
I could say it's either m by m or n by n.

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And I think most of the time, I'll say n
by n.

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so A is invertible if there exists a
matrix, so I'm going

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to call the inverse A to the minus 1
power, it doesn't mean 1 over A.

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But it's sort of in the same sense that if
I had a real number that's not equal to 0.

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And I took 1 divided by that real number,
then

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when I multiply those two things together,
I would get 1.

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So A inverse is going to be a matrix where
I

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multiply either before or after A so I can
take A-inverse A,

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that has to be equal to the identity
matrix and

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A A-inverse has to be equal to the
identity matrix.

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So if I can find this matrix A-inverse,
then I will say that A is invertible.

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So the inverse, if it exists, is unique.

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And one way you can see that is if, so,
so, what I'm trying to do here is I'm

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trying to say is that B and C are

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two different matrices that satisfy the
properties in the definition.

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So the left-hand inverse, this one here,
will be the

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matrix B and the right-hand inverse will
be this matrix C.

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And then

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you can do a clever little trick.
So

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if I have B times AC, but

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what is AC?
That's just the identity matrix.

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So this is B times the identity matrix,
which is just

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equal to B.
But since I know AC, the product

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AC is also equal to the identity matrix.

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Then I can substitute the value AC in here
for I.

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And then for my rules of matrix
multiplication,

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it doesn't matter where I put the
parenthesis.

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So I'm going to, instead of putting the
parenthesis around AC, I'll put

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the parentheses around BA.
But I've already assumed that this is

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equal to the identity matrix.

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So this is telling me that this is I times
C which is the same thing as C.

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So if I assume BA is equal to the identity
matrix and AC is equal to the identity

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matrix, then you can make an argument like
this to say that B has to be equal to C.

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So there can only be one matrix that
satisfies this property

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or these two properties if an inverse
exists.

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So, if A is invertible, then the unique
solution to this system of equations

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represented by Ax equals b, I'll start off
just by writing Ax equals b.

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If A is invertible, then I have this
matrix A inverse.

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So I'm, I'm going to multiply both sides
of this, pre-multiply by A-inverse.

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So I put a A-inverse before the Ax, and an
A-inverse before the b.

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And then A-inverse A, by the definition

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of the inverse, that's just the identity
matrix.

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So identity matrix times x is equal to x.
So I end up with x, which

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is the solution, this is the thing I'm
looking for, is equal

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to A-inverse times b.
And if there's a vector x

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that's not equal to 0 but the, has the
property that

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A times x is equal to 0, then A is not
invertible.

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And basically, I want to use this result
here just to show what's going to go

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wrong so this, this is a kind of common
argument that you make in mathematics.

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I want to assume that x is not equal to 0.

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And then based on that assumption, I
want to prove that it is equal to 0.

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And so I'm, I'm assuming that something is
true, contradicting that assumption.

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And so that's going to be called a proof
by contradiction.

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And that's going to allow me to say that A
is not invertible.

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Because if A is invertible, I can solve
for this vector x

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here using this trick that I've just done
in the third bullet point.

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[COUGH]

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So if there is a vector, a non-zero vector
x so

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at least one element of this vector x has
to be non-zero.

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Then I could write x as the identity
matrix times x.

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And then if A was invertible, it would

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have an inverse and then that would
satisfied

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the, the property in the definition so I

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could replace this identity matrix with
A-inverse A.

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And then I can just, because of my rules
for

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matrix multiplication, I can put
parentheses wherever I want to.

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So I'm going to put some around this Ax
here but I've assumed that there's

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this non-zero vector x that has a property
that Ax is equal to 0.

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So x, remember, is non-zero.
It has at least one non-zero component.

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But I can replace this Ax with the zero
vector.

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And so that tells me that x has to be
equal to A-inverse times 0.

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But anything times 0 is equal to 0.
So what I've assumed on the

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left is that if A is invertible or I've
assumed on the

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left that I have an invertible matrix a
and this non-zero

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vector x.
And then I've showed that A-inverse times,

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well, so essentially what I've been able
to show with

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that assumption is that my non-zero x is
equal to 0.

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So that's a contradiction so I can't have
a

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non-zero vector x having every element
equal to 0.

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And so then whatever I assumed has to be
false.

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So I can't assume that A is invertible.

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Or if I assume that A is invertible,

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I can provide that it's not invertible
essentially.

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So that's how you show that if there is
this non-zero vector

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x, it satisfies Ax equals to 0, then A is
not invertible.

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In the 2 x 2 case, there's actually a nice
formula for computing the inverse.

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So, a 2 x 2 matrix will be invertible if
and only if ad minus bc.

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So I've, I'm just labeling the elements.

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So I have a, b, c, d as the, the so ab is
the first row, cd is the second row.

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And it needs to satisfy this property, so
the ad minus bc has to be non-zero.

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If that's not equal to 0, then the inverse
of A

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is going to equal to 1 divided by ad minus
bc.

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So this is why this value has to be
non-zero because

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I'm going to divide by it times d minus b
minus ca.

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So that's going to give me a matrix that
when I multiply it either

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in front of or after A, is going to give
me the identity matrix.

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And the number ad minus bc is called the
determinant of A.

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So essentially, if this number is not
equal

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to 0, then A is going to be invertible.

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So a matrix is invertible if its
determinant is not equal to 0.

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And then just, as a special case, I want
to point

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out the easiest type of matrix to compute
the inverse of.

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So the 2 x 2, I have this nice

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formula here, not nice necessarily, but I
have a formula.

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A diagonal matrix just means that any
off-diagonal element.

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So any, any element where I is not equal
to

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J, so above the diagonal or below the
diagonal, all of

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those have to be 0.
If I have a matrix like that,

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then the inverse is just 1 over the
diagonal elements.

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And so this also supposes that, so
A-inverse will

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exist if all of these diagonal elements
are non-zero.

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If if one of these, so suppose the first
one was equal

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to 0, then there's nothing I could put in
this cell here so

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that, that matrix wouldn't have an
inverse.

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So if, if the diagonal elements of a
diagonal matrix are all non-zero, then I

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can very easily calculate the inverses
just

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by taking the reciprocal of each diagonal
element.

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>>

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[INAUDIBLE]

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>> All of the rest of them stays 0.
>>

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[INAUDIBLE]

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>> Yeah.

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And you can just convince yourself of this
when you do the multiplication.

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I'll have first first row times the first
column here so I'd have d1 times 1 over

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d1 and then just a whole bunch of zeros
here times a whole bunch of zeros here.

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And if the I is not equal to J, then the
non-zero element here will

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just crash into a 0 on this side and the
non-zero element here will hit

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a 0 element on this side.

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So everything ends up being 0 off the

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diagonal so I get the identity matrix
back.

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So then we have some rules for inverses.

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So these are probably the most important
things

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you're going to want to remember about the
inverse.

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generally, if you ever need to compute the

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inverse of a matrix, you're going to do
that

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using a computer so even this formula
here,

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it's not something I have committed to
memory.

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If I need it, I'll look it up or it's
usually,

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if you remember just the determinant, you
can figure out what the,

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the arrangement of the rest of the letters
has to be pretty quick, quickly.

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[COUGH]

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What is useful though is thinking about
matrices sort of more abstractly.

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So instead of thinking about the actual
elements,

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I'm trying to do mathematics with the
matrices themselves.

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And so if I end up with a product AB and I
need to take the inverse of

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that product, that ends up being B-inverse
times A-inverse.

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And the way to convince yourself that's
true is to just plug that into the

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definition of the inverse.

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So remember, my, my definition of the
inverse said that if I

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have the inverse times the matrix, that
has to give me the identity.

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So in this case, it would be AB inverse
times the matrix product AB.

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And now this, I can write without the

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parentheses and that would be the same
thing.

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The AB inversed, the order

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swapped, so it becomes B-inverse A-inverse
and then I'll

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put some parentheses around what I get on
the inside.

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A-inverse A is just equal to the identity
matrix

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so it's going to just sort of collapse in
upon itself.

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So this I, I can multiply that I times B

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that's identity matrix times anything just
gives me the anything back.

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So I times B gives me B back.
I end up with

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B-inverse B which is by the definition of
an inverse, the identity matrix.

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And then I can do the same thing for the,
for the right-hand inverse.

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Again, because it switches the order, all
that's going to happen is I

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end up eliminating the B first so the B
multiplied by B-inverse becomes identity.

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And I end up with AIA or AIA-inverse which
becomes

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AA-inverse, which becomes I.

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And you can do exactly the same thing for
a longer products as well.

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So, if I have ABC-inverse, I just reverse
the order

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of the product so that becomes C-inverse
B-inverse A inverse.

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So if you wanted to prove that that's
true, you're just putting ABC

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over here and then its going to collapse
three times rather than just two times

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but what you're left with is the identity
matrix.

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So now, let's think about how would I
actually find A-inverse.

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So I need to find a matrix so that when

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I multiply A by A-inverse, I get the
identity matrix.

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If I can find this, I've already argued
that it's going to be

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unique and it would also be the matrix
that can go on the front.

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So, I don't need to compute both of them,
I just need to compute one of them.

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If there's one matrix that have this
property then it automatically

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has the property that if I pre-multiply by
A-inverse, that's also

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going to turn A into the identity matrix.

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So, let's make some vectors here.

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So, I've used e before to mean a column
vector of all ones.

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I'm going to add a subscript now to mean
it's a vector of all zeros

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except it's got a 1 in whatever

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position, this little script, subscript
corresponds to.

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So e sub 1 would be 1 0 0.

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and if it's in general in N dimensions,
then I have e1 up through en.

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And it just means that it's all 0 except
for

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the, the ith element and that's going to
be equal

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to 1.

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So then, I have e2 is 0 1 0 and e3 is 0 0
1.

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And then, if I bind all three of these
vectors

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together, e1, e2, e3, that's just going to
be the identity matrix.

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So, you can almost kind of see it here.
I just have ones going down the diagonal.

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And now I can imagine that I have an

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inverse, so A-inverse, an inverse of this
matrix A.

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And the columns of my matrix A-inverse,
I'm going to call x1, x2, and x3.

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So x1 is a column vector with three
entries, x2 is a column

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vector with three entries, and x3 is a
column vector with three entries.

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So I can write out my A A-inverse is equal

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to A times these three column vectors
bound together into a matrix.

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And I know that has to equal e1, e2, e3,
which is the identity matrix.

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And so what I end up having to do is solve
three systems of equations.

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I have to solve Ax1 equals e1, Ax2 equals
e2, and Ax3 equals e3.

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So, if I was actually computing the
inverse, remember, before I said I could

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compute the solution to Ax equals B by
pre-multiplying by A-inverse.

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So if I already knew what the inverse was,
I could just

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multiply and find that, well, A-inverse B
is going to be the solution.

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00:16:10,970 --> 00:16:13,402
But if I just want to actually solve that

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system, I would just be solving one of
these.

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If I want to find the A-inverse and use
A-inverse to

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solve that system, I end up solving three
of these.

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So it ends up being three times as much
work to find a inverse to

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00:16:26,584 --> 00:16:28,582
solve that problem as it would be

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just to directly solve that problem using
elimination.

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So computing A-inverse three times

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as much work as solving Ax equals b.

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00:16:40,180 --> 00:16:42,628
So the, this is going to be sort of one of
the

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morals of the story here is quite often if
you need to

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compute an inverse, if you see an inverse
in a matrix formula,

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there's a better, faster way to solve the
problem without using an inverse.

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00:16:55,966 --> 00:16:59,303
so in this case, I, I was looking at a 3 x
3 case.

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And I said that you'd have to solve this
three times.

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So it turns out that if you look at a 4 x
4 case or a 5

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x 5 case, the, the three times ends up
being an upper bound on the amount of

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work you have to do because you've done

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enough elimination on A in solving these
first three,

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00:17:18,844 --> 00:17:21,564
that you can kind of recycle that you
know,

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00:17:21,564 --> 00:17:25,320
if you're are intelligent about the
algorithm you use.

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00:17:25,320 --> 00:17:28,395
And so the algorithm is called the
Gauss-Jordan

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00:17:28,395 --> 00:17:33,570
method, which I'm not going to go through
this here but it's essentially just

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doing this elimination problem and you can
do this in n cubed elimination steps.

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00:17:40,610 --> 00:17:44,978
But if you compare that to solving Ax
equals b, this requires n

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00:17:44,978 --> 00:17:50,290
cubed divided by 3 or roughly n cubed
divided by three elimination steps.

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00:17:50,290 --> 00:17:51,660
So you're going to be doing less work.

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00:17:53,522 --> 00:17:58,360
sorry, not n cubed.
This is not quite right.

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00:17:58,360 --> 00:18:02,188
Not elimination steps, but mathematical
operations.

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00:18:02,188 --> 00:18:05,408
but the point I want you take away from
this

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00:18:05,408 --> 00:18:08,536
is, it's 1 3rd as much work to solve Ax

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00:18:08,536 --> 00:18:12,216
equals b using elimination as it would be
to find

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00:18:12,216 --> 00:18:16,130
an inverse and then use that to solve Ax
equals b.

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00:18:21,060 --> 00:18:23,104
And I remember I said if I, if I was

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00:18:23,104 --> 00:18:26,097
doing elimination and I ran into a row
that was all

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00:18:26,097 --> 00:18:28,944
zeroes, I couldn't find a pivot in that
row so

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00:18:28,944 --> 00:18:32,530
that particular system does not have a
full set of pivots.

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00:18:34,700 --> 00:18:35,380
Oops.

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00:18:35,380 --> 00:18:38,090
And now, I have this idea of
invertibility.

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00:18:38,090 --> 00:18:41,790
It says some matrices have inverses and
some matrices don't.

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00:18:41,790 --> 00:18:46,434
So if a matrix has an inverse that I can't
find a non-zero vector

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00:18:46,434 --> 00:18:51,290
that has the property that if I say a
times that vector, I get zero.

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00:18:53,140 --> 00:18:56,420
And so it turns out these two things are
related,

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00:18:56,420 --> 00:18:59,780
so let's supposed A is a square matrix and
suppose

259
00:18:59,780 --> 00:19:01,220
there are n pivots.

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00:19:02,260 --> 00:19:05,460
Then I could solve each one of these
equations and that would

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00:19:05,460 --> 00:19:08,580
give me these xis that would be the
columns of my inverse.

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00:19:08,580 --> 00:19:12,948
So I can put the, these column vectors xi
together

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00:19:12,948 --> 00:19:18,010
to make an matrix that's the inverse of my
matrix A.

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00:19:23,090 --> 00:19:28,130
And so elimination then gives a complete
test for A-inverse to exist.

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00:19:28,130 --> 00:19:30,270
So there has to be n pivot.

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00:19:30,270 --> 00:19:33,970
So, this isn't a complete proof.
This is just the result.

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00:19:33,970 --> 00:19:37,150
So in a, a Linear Algebra textbook, they
will tell you exactly how to,

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00:19:37,150 --> 00:19:41,330
how to do this because it's sort of
something you have to do both directions.

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00:19:41,330 --> 00:19:44,294
But essentially if a matrix A is
invertible,

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00:19:44,294 --> 00:19:46,620
then you can find a set of n pivots.

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00:19:46,620 --> 00:19:49,180
So you say, it has a full set of pivots.

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00:19:49,180 --> 00:19:52,512
And if a matrix is non-singular, that
means every row has

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a pivot then that matrix is also going to
be invertible.

