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1 Matrix Inversion by Gauss Jordan Elimination

1) Matrix inversion involves finding the inverse of a square matrix A (A-1) such that A*A-1 = I, where I is the identity matrix. 2) Direct computation of the inverse using determinants is inefficient. 3) Gauss-Jordan elimination can be used to efficiently compute the inverse by augmenting A with the identity matrix I and performing row operations to reduce A to I. 4) The example demonstrates using Gauss-Jordan elimination to invert a 3x3 matrix A and verifies the result.

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293 views6 pages

1 Matrix Inversion by Gauss Jordan Elimination

1) Matrix inversion involves finding the inverse of a square matrix A (A-1) such that A*A-1 = I, where I is the identity matrix. 2) Direct computation of the inverse using determinants is inefficient. 3) Gauss-Jordan elimination can be used to efficiently compute the inverse by augmenting A with the identity matrix I and performing row operations to reduce A to I. 4) The example demonstrates using Gauss-Jordan elimination to invert a 3x3 matrix A and verifies the result.

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Matrix inversion

(MOE 122 A – Numerical methods)

H. R. Cascon, Ph.D.
December 12, 2015
Matrix inversion
• As already discussed, the inverse of a square
matrix [A] is defined by the relation:
[A][A]-1 = [A]-1[A] = [I] (identity matrix)

1 adjoint [A]
[ A]  Eqn.1
det[ A]
• [A ]-1 may not always exist (det[A] = 0)
• The computation of adjoint[A] requires the
evaluation of n2 determinants of order n-1
• Thus, Eqn. 1 is not very efficient
Matrix inversion by Gauss-Jordan Elimination
• Augment n x n square matrix [A] with [I] of the
same order (n x n)
• The elementary row operations are used to
reduce the [A] part to [I]
• The right half of the augmented matrix will be
the [A]-1
 a11 a12 a1n 1 0 0 1 0 0 b11 b12 b1n 
a a22 a2 n 0 1 0 0 1 0 b b22 b2 n 
 21 Elementary row  21

an1 an 2 ann 0 0 1 operations 0 0 1 bn1 bn 2 bnn 

b11 b12 b1n 


Where: [ A]1  b21 b22 b2 n 
bn1 bn 2 bnn 
Example:
2  1 1 
[ A]  4 3  1
3 2 2 
Augment with [I]:
 2  1 1 1 0 0
[ A]  4 3  1 0 1 0
~

3 2 2 0 0 1
R1/2
1  1 2 1 2 1 2 0 0 
[ A]  4  1 0 1 0
~
3
3 2 2 0 0 1
-4R1 +R2 1  1 2 1 2 1 2 0 0
~ 
 3  2 1 0
-3R1 +R3
[ A ]  0 5
0 7 2 1 2  3 2 0 1

4
Example:
R2/5 1  1 2 1 2 1 2 0 0
~ 
[ A ]  0 1  3 5  2 5 1 5 0
R2 /2+R1 0 7 2 1 2  3 2 0 1
-7/2R2 +R3
1 0 1 5 3 10 1 10 0
~ 
[ A ]  0 1  3 5  2 5 15 0
0 0 13 5  1 10  7 10 1
-5/13R3
1 0 1 5 3 10 1 10 0 
[ A]  0 1  3 5  2 5 0 
~
15
0 0 1  1 26  7 26 5 13
-1/5R3 +R1 1 0 0 4 13 2 13  1 13
[ A]  0 1 0  11 26 1 26 3 13 
3/5R3 +R2 ~

0 0 1  1 26  7 26 5 13 

5
Example:
 4 13 2 13  1 13  8 4  2
1 
[ A]   11 26 1 26 
3 13  
1 
 11 1 6 
26  
  1 26  7 26 5 13    1  7 10 

• The result can be verified by multiplying with


[A], which yields
 8 4  2  2  1 1
1 
1
[ A] [ A]    11 1 6  4 3  1
26
  1  7 10  3 2 2 
26 0 0  1 0 0
1 1    
[ A] [ A]  [ I ]   0 26 0   0 1 0
26
 0 0 26 0 0 1
6

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