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Course : Matematika Ekonomi (1507ME10)

online.uwin.ac.id
Bachelor in Economics (S.E): Manajemen

UWIN eLearning Program

Session Topic : Matrix Inverse


Course: Matematika Ekonomi
By Handri Santoso, Ph.D

Content

Part 1

Matrix Division

Part 2

Determinant

Part 3

Minor, Cofactors & Laplace Expansion

Part 4

Cofactor, Adjoint & Inverse Matrix

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Part1: Matrix Division

Matrix Division: Properties of Matrices

The concept of matrix division is,


approached in matrix algebra by
deriving the inverse of a matrix.
Q: What is one reason for wanting to find a matrix inverse?
A: Because it can be used to help solve a set of simultaneous
equations specified in matrix format
For example, consider the set of 4 simultaneous equations:
3x1 + 8x2 + x3 + 2x4
= 96
20x1 2x2 + 4x3 + 0.5x4 = 69
11x1 + 3x2 + 3x3 5x4
= 75
x1 + 12x2 + x3 + 8x4 = 134
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Matrix Division: Properties of Matrices (Cont.)

These equations can be represented in matrix format by putting:


The
Coefficients of the 4 unknown variables x1, x2, x3 & x4 into a
4 4 matrix A
4 unknown variables themselves into a 4 1 vector x
Constant terms from the right-hand side of the equations into
the 4 1 vector b.
These can be written as:
3x1 + 8x2 + x3 + 2x4
= 96
20x1 2x2 + 4x3 + 0.5x4 = 69
11x1 + 3x2 + 3x3 5x4 = 75
x1 + 12x2 + x3 + 8x4 = 134
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Matrix Division: Generalization

The same matrix format,


As that derived above can be used for the general case.
Assume that there are n unknown variables x1, x2, . . . , xn &
n constant values b1, b2, b3, . . . , bn, such that
a11x1 + a12x2 + . + a1nxn = b1
a21x1 + a22x2 + . + a2nxn = b2
... ...
...
...
an1x1 + an2x2 + . + annxn = bn

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Matrix Division: Generalization (Cont.)

This system of,


n simultaneous equations with n unknowns can be
written in matrix format as
Ax = b, where A is the n n matrix of coefficients

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Matrix Division: Identity Matrix

Identity Matrix
Defn: The matrix equivalent to the number 1 in standard
mathematics.
Any matrix multiplied by,
the identity matrix will give the original matrix.
For Example, the 3 x 3 identity matrix is

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Matrix Division: Identity Matrix (Cont.)

For Example:

Therefore,
a matrix A can be inverted if there exists an inverse A1
such that A1A = I, the identity matrix.
Using this definition we can now see that if
Ax = b
Multiplying both sides by A1 gives
A1Ax = A1b
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Matrix Division: Identity Matrix (Cont.)

Since A1A = I, this means that


Ix = A1b
As any matrix or vector multiplied by
the identity matrix gives the same matrix or vector then
x = A1b

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Matrix Division: Inverse

The Inverse of a Matrix


To show that matrices are,
inverses of one another,
show that the multiplication of the matrices is
commutative & results in the identity matrix.
Show that A & B are inverses
2
A
3

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&

5
B
3

3
2

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Matrix Division: Inverse (Cont.)

2 3 5 3
AB
3 2
3
5

2(5) 3(3) 2(3) 3(2) 1 0

3(5)

5(3)
3(

3)

5(2)
0
1

5 3 2 3
BA
3 5

3
2

5(2) (3)(3) 5(3) (3)(5) 1 0

3(2)

2(3)

3(3)

2(5)
0
1

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Part2: Determinant

Determinant: Fletcher Dunn & Ian Parberry

Fletcher Dunn
Software Developer
(2011-Present)
Lead Engineer (20072009)

Prof. Ian Parberry


Prof. Computer Science &
Engineering (1984)

For a 2nd order matrix (i.e. order 22)


>The Determinant. Defn:
A number calculated by multiplying the elements in opposite
corners & subtracting

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Determinant: Example

Find the determinant of the matrix

5
A
4

Solution
Using the formula defined above,
The determinant of matrix A will be.

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Determinant: Example (Cont.)

If

any sets of rows or columns of a matrix are,


linearly dependent then the determinant will be zero &
we have what is known as a singular matrix.
For example, if the second row is twice the value of
the corresponding element in the first row &

5
A
10

16

Then the determinant

The condition for the inverse matrix to exist is that the matrix must
be non-singular
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Determinant: 3rd

The determinant of 3rd order matrix

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Determinant: 3rd (Cont.)

Derive the determinant of the matrix

A 2

6 1
5
0

Solution
Expanding across the first row using the above formula,
the determinant will be.

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Determinant: Exercise

Test yourself
Evaluate the following determinants:

8 2

1) A
2) B

3 1

4) D 4 8 3
1 7 4

30 12

10

3) C

2 5 9

3 10

5) E 7 0
12 2

3
5

-7 0

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Part3: Minor, Cofactors & Laplace Expansion

Minor: Definition

The minor |Mij| of matrix A


Defn: The determinant of the matrix left when row i & column j have
been deleted.

For example, if the first row & first column are deleted from matrix

The determinant of the remaining matrix will be the minor

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Minor: Example

Find the minor |M31| of the matrix

A 1

2 3
9
3

Solution
The minor |M31| is the determinant of the matrix remaining
..when the 3rd row & 1st column have been
Eliminated from matrix A.
Therefore:
Using this definition of a minor,
the formula for the determinant of a 3rd order
matrix expanded across the first row could specified as

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Minor: Cofactor

A cofactor is,
the same as a minor, except that its sign is determined by
the row & column that it corresponds to
The sign of cofactor |Cij | is equal to (1)i+j .
Thus if the row number & column number sum to an odd number,
the sign will be negative

For example,
to derive the cofactor |C12| for the general 3rd order matrix A
we eliminate the 1st row & the 2nd column and then, since i + j = 3,
we multiply the determinant of the elements that remain by (1)3.

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Minor: Cofactor

For example,

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Minor: Laplace Expansion

For matrices of any order n,


using the Laplace expansion,
the determinant can specified as

For example,
Use the Laplace expansion to find the determinant of matrix

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Minor: Laplace Expansion (Cont.)

Expanding down,
the first column (because there is a zero which means one less set of
calculations),
the first round of the Laplace expansion gives

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Minor: Laplace Expansion (Cont.)

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Minor: Exercise

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Part4: Cofactor, Adjoint & Inverse Matrix

Matrix: The Cofactor Matrix

If

we replace,
every element in a matrix by its corresponding cofactor then
we get the cofactor matrix,
usually denoted by C.

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Matrix: The Adjoint Matrix

The adjoint matrix,


usually denoted by AdjA,
is the transpose of the cofactor matrix,

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Matrix: The Adjoint Matrix (Cont.)

Using the cofactor example above,


we have already shown that for

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Matrix: The Inverse Matrix

The formula for A1,


the inverse of matrix A,
can now be stated as
Find the inverse matrix A1 for matrix

1. Find the determinant matrix A


2. Find the Adjoin for matrix A

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Matrix: The Inverse Matrix (Cont.)

Find the inverse matrix A1 for matrix


3.

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Matrix: The Inverse Matrix (Cont.)

The Example:
Find the inverse matrix A1 for matrix
20 5

A
1)

2
6
2)
3)
The inverse matrix is thus

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Inverse Matrix: Exercise

Test yourself

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Course : Matematika Ekonomi (1507ME10)

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