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For some matrices ''A'', the '''inverse matrix''' (''A^-1^'') is a matrix which can be multiplied by the original matrix to produce the [[LinearAlgebra/SpecialMatrices#Identity_Matrix|identity matrix]]. For some matrices '''''A''''', the '''inverse matrix''' ('''''A'''^-1^'') is a matrix which can be multiplied by the original matrix to produce the [[LinearAlgebra/SpecialMatrices#Identity_Matrix|identity matrix]].
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Not  all matrices have an inverse matrix. If ''A^-1^'' exists, then A is '''invertible''' and '''non-singular'''. Not all matrices have an inverse matrix. If '''''A'''^-1^'' exists, then '''''A''''' is '''invertible''' and '''non-singular'''.
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For a [[LinearAlgebra/SpecialMatrices#Permutation_Matrices|permutation matrix]] ''P'', the inverse is also the [[LinearAlgebra/MatrixTransposition|transpose]]: ''P^-1^ = P^T^''. The core principle of inversions is that a matrix '''''A''''' can be canceled out from a larger equation. '''''AA'''^-1^ = '''I''''', so the two terms cancel out.
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For a square matrix ''A'', the '''left inverse''' is the same as the '''right inverse'''. ''AA^-1^ = A^-1^A = I'' For a [[LinearAlgebra/SpecialMatrices#Permutation_Matrices|permutation matrix]] '''''P''''', the inverse is also the [[LinearAlgebra/MatrixTransposition|transpose]]: '''''P'''^-1^ = '''P'''^T^''.

For a square matrix '''''A''''', the '''left inverse''' is the same as the '''right inverse'''. '''''AA'''^-1^ = '''A'''^-1^'''A''' = '''I'''''
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Consider the below system, which shows an unknown matrix (''A^-1^'') multiplied by a known matrix (''A'') creating an [[LinearAlgebra/SpecialMatrices#Identity_Matrix|identity matrix]] (''I''). Consider the below system, which shows an unknown matrix ('''''A'''^-1^'') multiplied by a known matrix ('''''A''''') creating an [[LinearAlgebra/SpecialMatrices#Identity_Matrix|identity matrix]] ('''''I''''').
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The inverse matrix is calculated with [[LinearAlgebra/Elimination|elimination]] and [[LinearAlgebra/Elimination#Reduced_Row_Echelon_Form|reverse elimination]]. [[LinearAlgebra/Elimination#Simplification_with_Augmented_Matrices|Augment]] ''A'' with ''I''. The inverse matrix is calculated with [[LinearAlgebra/Elimination|elimination]] and [[LinearAlgebra/Elimination#Reduced_Row_Echelon_Form|reverse elimination]]. [[LinearAlgebra/Elimination#Simplification_with_Augmented_Matrices|Augment]] '''''A''''' with '''''I'''''.
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''A^-1^'' is: '''''A'''^-1^'' is:

Matrix Inversion

Given a matrix A and an inverse matrix A-1, the product is the identity matrix. This is an important property with several utilities.


Definition

For some matrices A, the inverse matrix (A-1) is a matrix which can be multiplied by the original matrix to produce the identity matrix.

Not all matrices have an inverse matrix. If A-1 exists, then A is invertible and non-singular.

Properties

The core principle of inversions is that a matrix A can be canceled out from a larger equation. AA-1 = I, so the two terms cancel out.

For a permutation matrix P, the inverse is also the transpose: P-1 = PT.

For a square matrix A, the left inverse is the same as the right inverse. AA-1 = A-1A = I


Calculation

Consider the below system, which shows an unknown matrix (A-1) multiplied by a known matrix (A) creating an identity matrix (I).

         -1
  A     A    =   I

┌    ┐┌    ┐   ┌    ┐
│ 1 3││ a b│   │ 1 0│
│ 2 7││ c d│ = │ 0 1│
└    ┘└    ┘   └    ┘

The inverse matrix is calculated with elimination and reverse elimination. Augment A with I.

The elimination proceeds as:

┌            ┐
│ [1] 3 │ 1 0│
│  2  7 │ 0 1│
└            ┘
┌               ┐
│ [1]  3  │  1 0│
│  0  [1] │ -2 1│
└               ┘

The reverse elimination proceeds as:

┌             ┐
│ 1  3  │  1 0│
│ 0 [1] │ -2 1│
└             ┘
┌                ┐
│ [1]  0  │  7 -3│
│  0  [1] │ -2  1│
└                ┘

A-1 is:

┌      ┐
│  7 -3│
│ -2  1│
└      ┘


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LinearAlgebra/MatrixInversion (last edited 2024-06-06 02:58:56 by DominicRicottone)