4.0 - Matrix Inverse
4.0 - Matrix Inverse
4.0 - Matrix Inverse
STATISTICS
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1
−1 −1
det(A ) = = det(A)
det(A)
Note that not all matrices have inverses. For a matrix A to have an inverse, that is to say for A to be invertible, A
must be a square matrix and det(A) ≠ 0. For that reason, invertible matrices are also called nonsingular matrices.
Two examples are shown below
∣1 2 −1 ∣
∣ ∣ ∣5 2∣ ∣1 −1 ∣ ∣1 −1 ∣
det(C ) = 5 3 2 = −2 ∣ ∣+3∣ ∣+0∣ ∣
∣ ∣
∣6 6∣ ∣6 6 ∣ ∣5 2 ∣
∣6 0 6 ∣
∣ 4 5∣
det(A) = ∣ ∣ = 4 ∗ 1 − 5 ∗ −2 = 14 ≠ 0
∣ −2 1∣
A is an invertible matrix, because its determinate is nonzero. To calculate that matrix inverse of a 2 × 2 matrix, use
the below formula.
−1
a1,1 a1,2 1 a2,2 −a1,2 1 a2,2 −a1,2
−1
A = ( ) = ( ) = ( )
a2,1 a2,2 det(A) −a2,1 a1,1 a1,1 ∗ a2,2 − a1,2 ∗ a2,1 −a2,1 a1,1
For example:
−1 1 −5
4 5 1 1 −5 1 1 −5
−1 14 14
A = ( ) = ( ) = ( ) = ( )
2 4
−2 1 det(A) 2 4 4 ∗ 1 − 5 ∗ (−2) 2 4
14 14
https://onlinecourses.science.psu.edu/statprogram/node/151 1/2
2/15/2018 4.0 - Matrix Inverse | Statistics
For finding the matrix inverse in general, you can use Gauss-Jordan Algorithm. However, this is a rather
complicated algorithm, so usually one relies upon the computer or calculator to find the matrix inverse.
https://onlinecourses.science.psu.edu/statprogram/node/151 2/2