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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
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