2/15/2018 4.

0 - Matrix Inverse | Statistics

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4.0 - Matrix Inverse

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The matrix B is the inverse of matrix A if AB = BA = I . This is often denoted as B = A −1
or A = B −1
. When
taking the inverse of the product of two matrices A and B,
−1 −1 −1
(AB) = B A

When taking the determinate of the inverse of the matrix A,

1
−1 −1
det(A ) = = det(A)
det(A)

Note that not all matrices have inverses. For a matrix A to have an inverse, that is to say for A to be invertible, A
must be a square matrix and det(A) ≠ 0. For that reason, invertible matrices are also called nonsingular matrices.
Two examples are shown below

∣1 2 −1 ∣
∣ ∣ ∣5 2∣ ∣1 −1 ∣ ∣1 −1 ∣
det(C ) = 5 3 2 = −2 ∣ ∣+3∣ ∣+0∣ ∣
∣ ∣
∣6 6∣ ∣6 6 ∣ ∣5 2 ∣
∣6 0 6 ∣

det(C ) = −2(5 ∗ 6 − 2 ∗ 6) + 3(1 ∗ 6 − (−1) ∗ 6) − 0(1 ∗ 2 − (−1) ∗ 5) = 0

So C is not invertible, because its determinate is zero. However,

∣ 4 5∣
det(A) = ∣ ∣ = 4 ∗ 1 − 5 ∗ −2 = 14 ≠ 0
∣ −2 1∣

A is an invertible matrix, because its determinate is nonzero. To calculate that matrix inverse of a 2 × 2 matrix, use
the below formula.
−1
a1,1 a1,2 1 a2,2 −a1,2 1 a2,2 −a1,2
−1
A = ( ) = ( ) = ( )
a2,1 a2,2 det(A) −a2,1 a1,1 a1,1 ∗ a2,2 − a1,2 ∗ a2,1 −a2,1 a1,1

For example:

−1 1 −5
4 5 1 1 −5 1 1 −5
−1 14 14
A = ( ) = ( ) = ( ) = ( )
2 4
−2 1 det(A) 2 4 4 ∗ 1 − 5 ∗ (−2) 2 4
14 14

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2/15/2018 4.0 - Matrix Inverse | Statistics

For finding the matrix inverse in general, you can use Gauss-Jordan Algorithm. However, this is a rather
complicated algorithm, so usually one relies upon the computer or calculator to find the matrix inverse.

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