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The document covers concepts of matrix transposes and inverses, including definitions, properties, and examples. It explains the conditions for a matrix to be nonsingular and discusses linear dependence and independence of vectors. The lesson concludes with a preview of the next topic on determining linear independence and solutions to linear equations.

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5 views

04 - Copy (2)

The document covers concepts of matrix transposes and inverses, including definitions, properties, and examples. It explains the conditions for a matrix to be nonsingular and discusses linear dependence and independence of vectors. The lesson concludes with a preview of the next topic on determining linear independence and solutions to linear equations.

Uploaded by

Mostafa Allam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 6

SM286A – Mathematics for Economics Fall 2015

Asst. Prof. Nelson Uhan

Lesson 4. Transposes and Inverses


1 The transpose of a matrix
● Let A be an m × n matrix
● The transpose of A is denoted by A′
○ A′ has dimension n × m
○ The columns of A are the rows of A′
○ (The rows of A are the columns of A′ )
⎡ 2 0 3⎤
3 8 −9 ⎢
⎢
⎥
⎥
Example 1. Let A = [ ] and B = ⎢0 9 7⎥. Find A′ and B′ .
1 0 4 ⎢ ⎥
⎢3 7 1 ⎥
⎣ ⎦

● A matrix B is symmetric if B = B′
○ What are some examples of symmetric matrices?
● Properties of transposes:
○ (A′ )′ = A
○ (A + B)′ = A′ + B′
○ (AB)′ = B′ A′

2 0 4 1 0
Example 2. Let A = [ ] and B = [ ]. Find (AB)′ and B′ A′ .
0 1 9 0 2

1
2 The inverse matrix
● Let’s start with some motivation

Example 3. Solve for x: ax = d (a ≠ 0)

● Recall from the homework that we can write the partial market equilibrium model

Qd = Qs Qd − Qs =0
Qd = a − bP ⇔ Qd + bP = a
Qs = −c + dP Qs − dP = −c

using matrices as
⎡ 1 −1 0 ⎤ ⎡Q ⎤ ⎡ 0 ⎤
⎢ ⎥ ⎢ d⎥ ⎢ ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ 1 0 b ⎥ ⎢ Qs ⎥ = ⎢ a ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢0 1 −d ⎥ ⎢ P ⎥ ⎢−c ⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦
´¹¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¸¹¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¶ ´ ¸¹¶ ´¸¶
A x d
● It would be nice if we could write:

Ax = d ⇔ A−1 Ax = A−1 d ⇔ x = A−1 d

● Let A be a n × n (square) matrix

● The inverse of a matrix A is denoted by A−1

○ A−1 is also n × n

○ A−1 satisfies

● Properties of inverses:

○ A−1 is defined only if A is square

○ A−1 does not necessarily exist


◇ A is nonsingular if it has an inverse (a.k.a. invertible)
◇ A is singular if it has no inverse

○ If A−1 exists, then A−1 is unique

○ AA−1 = I implies A−1 A = I and vice-versa

2
1 0 1 6 1 0
Example 4. Let A = [ ], B = [ ], and C = [ ]. Test whether any of these matrices is the
12 3 1 8 −4 1/3
inverse of another.

● More properties of inverses: (A and B are nonsingular and square)

○ (A−1 )−1 = A
○ (AB)−1 = B−1 A−1
○ (A′ )−1 = (A−1 )′

Example 5. Verify that (AB)−1 = B−1 A−1 .

3
3 When is a matrix nonsingular? Linear dependence and independence

−1 1 3
Example 6. Graph the vectors v1 = [ ], v2 = [ ], v3 = [ ].
2 5 1

x2
7

x1
-3 -2 -1 1 2 3 4

-1

● A linear combination is a sum of scalar multiples of vectors, e.g.

for some vectors v1 , . . . , v n and scalars k1 , . . . , k n

● A set of vectors v1 , . . . , v n is linearly dependent if and only if any one of them can be expressed as a
linear combination of the remaining vectors

● Otherwise, this set of vectors is linearly independent

● Special case: two vectors v1 and v2 are linearly dependent if and only if

4
Example 7. Are the vectors in Example 6 linearly dependent or linearly independent?

● Why do we care about linear dependence or independence?


● Consider the following system of linear equations
10x1 + 4x2 = 8
5x1 + 2x2 = 2

● We can rewrite the above system using matrices as

● If A were nonsingular (i.e. A−1 exists), then we could find a solution:

● But does the above system have a solution? Why?

● The lines have the same slope because

● Equivalently,

5
● In general: a square matrix is nonsingular if and only if its rows are linearly independent

○ Also: a square matrix is nonsingular if and only if its columns are linearly independent

⎡4 3 5 ⎤
⎢ ⎥
⎢ ⎥
Example 8. Show that A = ⎢ 1 0 2 ⎥ is singular.
⎢ ⎥
⎢8 6 10⎥
⎣ ⎦

⎡0 2 −1⎤⎥
⎢
⎢ ⎥
Example 9. Show that B = ⎢−3 −9 3 ⎥ is singular.
⎢ ⎥
⎢7 5 1 ⎥⎦
⎣

4 Next lesson...
● A systematic way of determining linear independence/dependence, nonsingularity, and solutions to
systems of linear equations

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