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Matrix inverse equals power-series

Mrten

#1

Aug 23, 2010

Hi!
In an economics book about input-output analysis the following statement
is presented, but I cannot find the proof:

(I A)

= (I + A + A

+ A +. . . +A )

Can someone help me show why this is the case?

P.s. I think there is some assumptions made about A such that all
elements a is less than 1 and greater than 0. Btw, n goes to infty.
ij

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adriank

#2

So you mean (I

A)

k=0

Aug 23, 2010

. This is true if the right side

converges, which is true if and only if all of the eigenvalues of A have

absolute value smaller than 1.
To prove it, multiply both sides by I

Mrten

#3

Aug 23, 2010

Thanks a lot! Easier than I thought.

Now I found another assumption regarding A, and that is that the row
sums are all less than 1, and the column sums are also all less than 1.
Could that be the same as saying that all eigenvalues have to be less than
|1|, and in that case why are these statements equivalent?

adriank

#4

Aug 23, 2010

What exactly do you mean by row sums and column sums?

Mrten

#5

Aug 23, 2010

If the matrix A is

then the rowsums are a

are a

11

+ a21 < 1

11

and a

adriank

a11

a12

a21

a22

+ a12 < 1

12

and a

+ a22 < 1

21

+ a22 < 1

. The columnsums

#6

Aug 23, 2010

Well then that's certainly not true. Maybe you meant absolute values, or
something?
An equivalent condition to the eigenvalue condition is that Ax
all x such that x

= 1

< 1

for

.
Last edited: Aug 23, 2010

Mrten

#7

Aug 23, 2010

But if, at the same time, all a

ij

> 0

, it doesn't work then?

Anyhow, is there a way to set up criteria for A making all its eigenvalues
less than |1|?

Fredrik

#8

Aug 24, 2010

adriank said:

So you mean (I A) =
A . This is true if the right side converges, which is
true if and only if all of the eigenvalues of A have absolute value smaller than 1.
1

k=0

Staff Emeritus
Science Advisor
Gold Member

To prove it, multiply both sides by I

Mrten said:

Thanks a lot! Easier than I thought.

Now I found another assumption regarding A, and that is that the row sums are all less
than 1, and the column sums are also all less than 1. Could that be the same as saying
that all eigenvalues have to be less than |1|, and in that case why are these statements
equivalent?

This isn't a valid proof. If you multiply both sides by I-A and simplify the
right-hand side, you're making assumptions about the infinite sum that you
can't make at this point. And if you intend to consider the equality in post
#1 with a finite number of terms in the sum, the two sides aren't actually
equal, so you'd be starting with an equality that's false.
(Maybe you understand this already, but it didn't look that way to me, and
you did say that you're an economy student.

What you need to do is to calculate

( lim (I + A + A
n

+ + A )) (I A)

Start by rewriting it as

lim ((I + A + A

+ + A )(I A))

and then prove that this is =I. This result implies that I-A is invertible, and
that the inverse is that series. The information you were given about the
components of A is needed to see that the unwanted term goes to zero in
that limit.
Last edited: Aug 24, 2010

Mrten

#9

Aug 24, 2010

Thanks a lot! I really appreciate this help, I think I understand it pretty well
now.
Adriank, it seems that my conditions given about A satisfy your condition
that Ax < 1 for all x such that x = 1. I cannot prove it formally that
these two conditions are the same (or that my condition follows from
Adriank's), but some easy calculations and checks I've made, makes it
reasonable. (If someone has the energy to prove it, I wouldn't be late to
look at it.)
My conditions about A once more (sorry to not have given them at the
same time before): Row sums and column sums are all, one by one, less
than 1, and at the same time 0 a < 1.
ij

P.s. Actually, I didn't say I'm an economics student, I just said I read an
economics book.

Mrten

#10

Aug 24, 2010

Btw, it occurred to me that I don't understand really why all eigenvalues of

A have to have absolute value less than 1 in order to make the series
above converge. Why does that eigenvalue condition affect the

convergence property of the series?

Another follow-up question: Now when we have this nice power expansion
for the inverse matrix, is that actually the way (some) matrix inverses is
calculated in computers?

adriank

#11

Aug 24, 2010

Following on what Fredrik said, note that

n
k

( A )(I A) = I A

n+1

k=0

Now we want to take the limit as n

to show that

( A )(I A) = I .
k=0

But for that to be true, you need that

lim A

n+1

= 0.

This is true if and only if the operator norm of A is less than 1. And it turns
out that the operator norm of A is the largest absolute value of the
eigenvalues of A. If you have some other condition that implies this, then
that works too.
As for computation, usually that's a very inefficient way to calculate it
directly, unless A is nilpotent (so that the series only has finitely many
nonzero terms). However, if A is n by n, then you can express An in terms
of lower powers of A by the Cayley-Hamilton theorem. You could also
apply various numerical techniques to directly find the inverse of I - A; a
lot of times, all you care about is (I - A)-1x for some vector x, which can
often be done even more efficiently than calculating the full matrix
inverse.

Fredrik

#12

Aug 24, 2010

Let's try the Hilbert-Schmidt norm, defined by

A, B

= Tr A B

Staff Emeritus
Science Advisor
Gold Member
A

A, A

= a

ji

aji = |aij |

i ,j

i ,j

A 0

This definition and the information given together imply that if A is a mm

matrix,

< 1 = m

i ,j

The norm satisfies

AB AB

so

n+1

n+1

= m

n+1

but this doesn't converge as n. It looks like the assumption |a

ij |

< 1

isn't strong enough to guarantee convergence. It looks like we would need

something like |a | < 1/m (or another norm to define convergence).
ij

Hmm...
Last edited: Aug 24, 2010

Mrten

#13

Aug 24, 2010

Fredrik said:

It looks like the assumption |a | < 1 isn't strong enough to guarantee convergence. It
looks like we would need something like |a | < 1/m (or another norm to define
convergence). Hmm...
ij

ij

Did you take into account that my assumption wasn't just that |a
(actually 0

aij < 1

ij |

< 1

), but also that the row sums and column sums are,

one by one, less than 1? In a way, the latter thing seems to imply that
|a | < 1/m, "on the average" at least.
ij

I'll take a look at the operator room in the meantime.

adriank

#14

Well, the Hilbert-Schmidt norm

HS

Aug 24, 2010

is always bigger than the operator

norm, so if A has Hilbert-Schmidt norm less than 1, then its operator norm
is also less than 1.
And the Hilbert-Schmidt norm happens to satisfy
A

2
HS

= aij .
i ,j

Fredrik

#15

Aug 25, 2010

Mrten said:

Did you take into account that my assumption wasn't just that |a

ij |

< 1

(actually

), but also that the row sums and column sums are, one by one, less than 1?
In a way, the latter thing seems to imply that |a | < 1/m, "on the average" at least.
0 aij < 1

ij

No, I didn't take that into account. When I do, I get

Staff Emeritus
Science Advisor
Gold Member
A

A, A

= |aij |

< |aij | = ( aij ) < 1 = m

i ,j

i ,j

which is better, but not good enough. We want A

< 1

. The condition on

the "row sums" and "column sums" allows the possibility of a diagonal
matrix with entries close to 1 on the diagonal. Such a matrix doesn't have
a Hilbert-Schmidt norm <1 (unless m=1). Edit: On the other hand, the

components of An+1 go to 0 individually for such an A, so the problem with

such an A isn't that An+1 doesn't go to zero in the H-S norm. It's just that
the usual way of showing that it goes to zero doesn't work. The first step
of "the usual way" is A

n+1

n+1

, and the right-hand side is simply

too big to be useful.

Last edited: Aug 25, 2010

Mrten

#16

Aug 26, 2010

Fredrik said:

No, I didn't take that into account. When I do, I get

A, A

= |aij |
i ,j

< |aij | = ( aij ) < 1 = m

i ,j

which is better, but not good enough. We want A < 1. The condition on the "row
sums" and "column sums" allows the possibility of a diagonal matrix with entries close
to 1 on the diagonal. Such a matrix doesn't have a Hilbert-Schmidt norm <1 (unless
m=1). Edit: On the other hand, the components of An+1 go to 0 individually for such an
A, so the problem with such an A isn't that An+1 doesn't go to zero in the H-S norm.

Hm, that was interesting! Could you explain more in detail how your

equation above imply that all the components of An+1 go to zero when n
goes to infty? Where exactly in the equation above does one see that? It
was a couple of years ago I took my classes in linear algebra...
(Edit: I do understand that it's enough to show that the elements of A2 is
less than the elements of A, because then the elements in A3 should be
even less, and so on, but I cannot yet see why the elements of A2 is less
than the elements of A.)
Last edited: Aug 26, 2010

Fredrik

#17

Aug 26, 2010

Mrten said:

Hm, that was interesting! Could you explain more in detail how your equation above
imply that all the components of An+1 go to zero when n goes to infty? Where exactly in
the equation above does one see that?
Staff Emeritus
Science Advisor
Gold Member

It doesn't, and you don't. For this method of proof to work, we needed the
norm of A to be <1.
But I realized something last night. Both Adrian and I have been making
this more complicated than it needs to be. We may not need to consider
the "fancy" Hilbert-Schmidt and operator norms. We can define the norm of
A to be the absolute value of its largest component. For arbitrary B, and an
A that satisfies the conditions we've been given, this norm satisfies

BA = max{|(BA)ij |} = max { bik akj } max { |bik akj |}

Ba

where a is the largest column sum of A. This a is <1.

So

+1

n+1

< A a < A

n1

< Aa

< a

Since the left-hand side is the largest component of An+1, all components
of An+1 go to zero.
Last edited: Aug 26, 2010

Mrten

#18

Sep 12, 2010

Thanks a lot for this derivation, it was really a nifty one! Just a minor thing,
I think the rightmost inequality in the uppermost equation above should
say "= ||B||a" not "<||B||a", since you already defined a to be the largest
column sum of A, with a<1.
I actually found, just the other day, another proof in Miller & Blair (1985):
Input-output analysis: Foundations and extensions, p. 23, which uses the
||A||1 definition of a matrix norm (that is the maximum column sum
according to Wikipedia), and then uses a similar reasoning as in your
lowermost equation above, but uses the Cauchy-Schwarz inequality
instead. I think that's not as intuitive as your proof above.
Some more information about input-output analysis in economics for the
interested reader. The columns of matrix A describes one by one the input
industry j needs from all the different industries i in the rows, to be able to
produce an output worth 1 dollar. The rows correspondingly describe the
outputs from industry i. (I-A)-1 is called the Leontief inverse matrix, and
column j there describes the total amount of output all industries i have to
produce as a result of the consumption of products worth 1 dollar from
industry j. This could be useful, when you want to know the energy needed
(or any other environmental pressure) resulting from consumption of x
dollar's worth of products from a certain industry (if you at the same time
know the energy intensities, i.e. J/$, for the industries). The power series is
a result of the recursive procedure happening when industries need input
from industries, which in turn need input from industries, and so on.
P.s. Sorry for this late reply, I've done some other things for a while.
Last edited: Sep 12, 2010

Mrten

#19

Feb 22, 2011

Correction
I looked through this again, and realized that I was wrong about the
condition I gave that the rowsums are less than 1. Fortunately, this doesn't
have any implications for the proof above, since it just makes use of that
the column sums are less than 1. So the proof still holds!
For anyone surfing by this thread, the following background information
could therefore be useful: What you start out with in input-output analysis,
is the input-output table which could be written as

Fi + C = x

,
where fij represents input of products from industry i to industry j, i is a
unit column vector (with just ones in it), C is a column vector representing
final demand (non-industry use from households, government, et.c.), and x
is a column vector representing total ouput (as well as total input). Not
included in the above equation is a row of value-added (VA) below the F-

MENU

matrix - this row could be interpreted as the labour force input (i.e.,
salaries) required for the industries to produce their products. The different
LOGinINthe
ORrows
SIGN of
UP
inputs of products and labor for a certain industry j is shown
column j in the F-matrix and the VA-row; the sum of this column equals
the total inputs xj. This value is the same as the total output xj from that
industry, which is the rowsum of F and C for row j. That is, total costs equal
total revenues.
Now, if the matrix A is generated via aij = fij/xj, the cells in a certain
column j in A, represent the shares of total input xj. That implies that each
column sum of A are less than 1. And that's not the same as saying that
the row sums of A are less than 1, since the cells in a row of A doesn't
represent the shares of that row's rowsum, according to aij = fij/xj. Finally,
the above equation can now be written as

Ax + C = x x = (I A)

(where x becomes a function of the final demand C), and that explains why
the topic of this thread was about matrix inverses.
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