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ECON 1540 Matrix Inverse and Quadratic Formula P2

The document discusses the concept of matrix inverses, detailing the conditions under which a matrix has an inverse and the methods for computing it, particularly for 2x2 and 3x3 matrices. It explains the significance of the determinant in determining invertibility, the uniqueness of inverses, and introduces quadratic forms and Sylvester's Criterion for classifying matrices. Additionally, it covers applications of matrix inversion in solving linear equations and optimization problems.

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21 views5 pages

ECON 1540 Matrix Inverse and Quadratic Formula P2

The document discusses the concept of matrix inverses, detailing the conditions under which a matrix has an inverse and the methods for computing it, particularly for 2x2 and 3x3 matrices. It explains the significance of the determinant in determining invertibility, the uniqueness of inverses, and introduces quadratic forms and Sylvester's Criterion for classifying matrices. Additionally, it covers applications of matrix inversion in solving linear equations and optimization problems.

Uploaded by

defaucets
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Inverse of a Matrix

−1 −1
For a non-zero real number α, there is a unique scalar α such that αα = 1
We ask if a similar inverse object exists for all matrices.
If A is n*n and I is the identity, we say X is an inverse of A if AX = XA = I.

After computing, we see:


Hence X is the inverse of A and A is the inverse of X.

A matrix without inverse:


In geometric terms, the zeros ‘squash’ the x-vectors onto the y-axis plane. There is no way
to reverse a flattened vector.
So B is said to be singular.
Notice that |B| = 0.

Computing the Inverse of a 2*2 Matrix

Step 1: The Matrix

Let
Step 2: Compute and Check the Determinant
det(A) = ad − bc
If det(A) = 0, the inverse does not exist.
Step 3: Apply the Formula

If det(A) != 0,
Interpretation
Swap the diagonal entries a and d.
Change the signs of the off-diagonal entries, b and c.
Divide each element by ad − bc.

Properties of Inverses
−1 −1
(𝐴 ) =𝐴
−1 −1 −1
(𝐴𝐵) =𝐵 𝐴
−1 −1
(𝐴') = (𝐴 )'
−1 1 −1
(α𝐴) = α
𝐴 (α ≠ 0)
For larger n*n matrices, computing the inverse by hand is tedious. Computers do this
−1 1
quickly, but there’s a general formula: 𝐴 = |𝐴|
𝑎𝑑𝑗[𝐴]

Determinant Criterion for Invertibility


A matrix A has an inverse if and only if det(A) != 0.
If det(A) = 0, A is called singular.
If det (A) != 0, A is nonsingular.
Geometric interpretation: det(A) = 0; the rows/columns are linearly dependent, so they
overlap or are parallel in vector space.
Uniqueness of the Inverse
Each matrix can have only one inverse.
Suppose: AX = I = XA. AY = I = YA.
It follows that X = Y. Thus, the inverse of a matrix is unique if it exists.
Find the inverse of a 2 × 2 matrix, A:
Compute the determinant of A.
Compute the adjoint matrix of A, adj(A): Swap the diagonal elements. Multiply the
off-diagonals by (−1).
1
Scalar multiply adj(A) and |𝐴|
:
−1 1
𝐴 = |𝐴|
* 𝑎𝑑𝑗(𝐴)

Solving Equations by Matrix Inversion


Linear system: Suppose A is an invertible n*n matrix. Solve for X and Y.
AX = B or YA = B.
−1 −1
Then, 𝑋 = 𝐴 𝐵 or 𝑌 = 𝐵𝐴
𝐴𝑋 = 𝐵 (Isolate X)
−1 −1 −1 −1
𝐴 𝐴𝑋 = 𝐴 𝐵 ⇒ 𝐼𝑋 = 𝐴 𝐵 ⇒ 𝑋 = 𝐴 𝐵
𝑌𝐴 = 𝐵 (Isolate Y)
−1 −1 −1 −1
𝑌𝐴𝐴 = 𝐵𝐴 ⇒ 𝑌𝐼 = 𝐵𝐴 ⇒ 𝑌 = 𝐵𝐴

−1 −1 −1 −1 '
𝑋'𝑦 = (𝑋'𝑋)𝑏 ⇒ (𝑋'𝑋) 𝑋'𝑦 = (𝑋'𝑋) (𝑋'𝑋)𝑏 ⇒ (𝑋'𝑋) 𝑋'𝑦 = 𝐼𝑘𝑏 ⇒ (𝑋'𝑋) 𝑋 𝑦 = 𝑏𝑂𝐿𝑆

Find the Inverse of a 3*3 Matrix Using Cofactors


Steps – Compute the determinant of the matrix A, det (A).
Compute the cofactor matrix:
𝑖+𝑗
-​ For each element 𝐶𝑖𝑗 = (− 1) |𝑀𝑖𝑗|
-​ Assemble these into the cofactor matrix C.
Transpose the cofactor matrix to get the adjugate (adjoint) matrix adj(A).
−1 1
Compute the inverse: 𝐴 𝑑𝑒𝑡(𝐴)
𝑎𝑑𝑗(𝐴).
Key Formula:

(f) A General Formula for the Inverse

Perform row operations until the left side becomes the identity.
Row operations on [A|I] track how A becomes I.
−1
Analogy: Solve AX = I for X where 𝑋 = 𝐴
Form the Augmented Matrix

Introduction to Quadratic Forms


A quadratic form is a mathematical expression involving a vector and a matrix.
General form: Q(x) = x’Ax where x is a column vector and A is a symmetric matrix.
Example:

In economics, optimization problems include cost and utility functions and analyzing
convexity and concavity.
In econometrics, variance-covariance matrices: quadratic forms arise in calculating
variances of estimators.
Hypothesis testing: Wald, LM, and LR tests involved quadratic forms.

Properties of Quadratic Forms


For a symmetric matrix, A: Q(x) depends on only A.
Output of Q(x) is always a scalar.
Geometric interpretation: Shape of Q(x) depends on the definiteness of A.
Definiteness:
A is positive definite: Q(x) > 0 for all x != 0
A positive semi-definite: Q(x) >= 0
A negative definite: Q(x) < 0 for all x != 0.
A indefinite: Q(x) can take both positive and negative values.

Positive Definite vs. Positive Semi-Definite A Matrices

Negative Definite vs. Negative Semi-Definite A Matrices

Introduction to Sylvester’s Criterion


Sylvester’s Criterion is a method to determine if a matrix is positive definite, negative
definite, or indefinite. Works only on symmetric matrices.
Key Idea – Examine the determinants of leading principal minors of the matrix. Use the signs
of these determinants to classify the matrix.

Definition of Leading Principal Minor


For a matrix, A, a leading principal minor is the determinant of the submatrix formed by
selecting the first k rows and first k columns.
Denoted as ∆𝑘 = 𝑑𝑒𝑡(𝐴𝑘) where 𝐴𝑘 is the 𝑘×𝑘 leading submatrix.

Using Sylvester’s Criterion for Positive Definiteness


Positive Definite: A symmetric matrix A is positive definite if ∆𝑘 > 0 for all k = 1, 2,...,n.
This means all leading principal minors must be positive.

Using Sylvester’s Criterion for Negative Definiteness


𝑘
Negative Definite: A symmetric matrix A is negative definite if: (− 1) ∆𝑘 > 0 for all k = 1, 2,
…,n. This means all the signs of the leading principal minors alternate starting with
negative.

Indefiniteness
Sylvester’s Criterion applies only to symmetric matrices.
Indefinite Matrix: A symmetric matrix is indefinite if the leading principal minors do not follow
a consistent sign pattern.

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