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RAW Book Linear Algebra Matrix Inversion

Introduction to Matrix Inverse

Robert Eisele

The inverse of a square matrix is the matrix analogue of reciprocal numbers. For a nonzero scalar \(a\), the inverse is \(a^{-1}=1/a\). For a square matrix \(A\), the inverse \(A^{-1}\) is defined by

\[ AA^{-1}=A^{-1}A=I. \]

Not every matrix has an inverse. Understanding when inversion is possible, how to compute it, and when direct inversion is numerically risky is essential.

Existence and Uniqueness

For \(A\in\mathbb{R}^{n\times n}\), the following are equivalent:

If an inverse exists, it is unique.

Geometric Meaning

A matrix defines a linear map. Invertibility means the map is bijective: no direction is collapsed, and every target vector has exactly one preimage.

In 2D and 3D, \(\det A\) measures signed area or volume scaling. If \(\det A=0\), area or volume collapses to zero and no inverse can exist.

Closed Form in 2x2

For \(A=\begin{bmatrix}a&b\\c&d\end{bmatrix}\),

\[ \det A = ad-bc. \]

If \(ad-bc\ne0\), then

\[ A^{-1}=\frac{1}{ad-bc} \begin{bmatrix} d & -b\\ -c & a \end{bmatrix}. \]

Example

\[ A=\begin{bmatrix}4&7\\2&3\end{bmatrix}, \qquad \det A=4\cdot3-7\cdot2=-2. \]

Hence

\[ A^{-1}=-\frac{1}{2} \begin{bmatrix} 3 & -7\\ -2 & 4 \end{bmatrix}. \]

Gauss-Jordan Method

For practical computation, Gauss-Jordan elimination is the standard constructive method. Start with the augmented matrix

\[ [A\mid I], \]

then apply elementary row operations until the left block becomes \(I\):

\[ [A\mid I]\ \longrightarrow\ [I\mid A^{-1}]. \]

Allowed row operations:

Worked Gauss-Jordan Example

With \(A=\begin{bmatrix}4&7\\2&3\end{bmatrix}\):

\[ \left[\begin{array}{cc|cc} 4&7&1&0\\ 2&3&0&1 \end{array}\right] \xrightarrow{R_2\leftarrow 2R_2-R_1} \left[\begin{array}{cc|cc} 4&7&1&0\\ 0&-1&-1&2 \end{array}\right] \]

\[ \xrightarrow{R_2\leftarrow -R_2} \left[\begin{array}{cc|cc} 4&7&1&0\\ 0&1&1&-2 \end{array}\right] \xrightarrow{R_1\leftarrow R_1-7R_2} \left[\begin{array}{cc|cc} 4&0&-6&14\\ 0&1&1&-2 \end{array}\right] \]

\[ \xrightarrow{R_1\leftarrow \frac{1}{4}R_1} \left[\begin{array}{cc|cc} 1&0&-\frac{3}{2}&\frac{7}{2}\\ 0&1&1&-2 \end{array}\right] = [I\mid A^{-1}], \]

so

\[ A^{-1}=\begin{bmatrix} -\frac{3}{2} & \frac{7}{2}\\ 1 & -2 \end{bmatrix} =- \frac{1}{2} \begin{bmatrix} 3 & -7\\ -2 & 4 \end{bmatrix}. \]

Adjugate Formula

Another exact formula is

\[ A^{-1}=\frac{1}{\det A}\,\operatorname{adj}(A), \]

where \(\operatorname{adj}(A)\) is the transpose of the cofactor matrix. This is important theoretically, but for larger matrices it is usually less practical than elimination or factorization methods.

Using the Inverse to Solve Systems

For \(A\mathbf{x}=\mathbf{b}\) with invertible \(A\):

\[ \mathbf{x}=A^{-1}\mathbf{b}. \]

Conceptually this is clean. Numerically, direct solve methods (for example Gaussian elimination or LU decomposition) are often preferred over computing \(A^{-1}\) explicitly.

Core Inverse Identities

For invertible matrices of compatible sizes:

\[ (AB)^{-1}=B^{-1}A^{-1},\qquad (A^{\mathsf T})^{-1}=(A^{-1})^{\mathsf T},\qquad (A^k)^{-1}=(A^{-1})^k\ (k\in\mathbb{N}). \]

The order reversal in \((AB)^{-1}=B^{-1}A^{-1}\) is a frequent source of mistakes.

Numerical Stability and Conditioning

In floating-point arithmetic, inversion can amplify errors when \(A\) is ill-conditioned. A common indicator is the condition number \(\kappa(A)=\|A\|\,\|A^{-1}\|\): large \(\kappa(A)\) means high sensitivity.

Practical consequences:

Common Pitfalls

Rectangular Matrices: What Changes?

Non-square matrices do not have a two-sided inverse. In least-squares settings, one typically uses the Moore-Penrose pseudoinverse \(A^+\) instead. This is a different object with different guarantees.