Page 69 - A Course in Linear Algebra with Applications
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2.3:  Elementary  Matrices               53


             (d)  A  is  a product  of  elementary  matrices.
        Proof
        We   shall  establish  the  logical  implications  (a)  —>  (b),  (b)  —•
        (c),  (c)  —>  (d), and  (d)  —>  (a).  This  will serve to  establish  the
        equivalence  of the  four  statements.
             If  (a)  holds,  then  A~ l  exists;  thus  if  we  multiply  both
                                                              1
        sides  of  the  equation  AX  =  0  on  the  left  by  A" ,  we  get
          1           1                   - 1
        A'   AX  =  A^ 0,  so that  X  =  A 0  =  0 and the  only  solution
        of the  linear  system  is the  trivial  one.  Thus  (b)  holds.
             If  (b)  holds, then  we  know  from  2.1.3 that  the  number  of
        pivots  of  A  in reduced  row  echelon  form  is n.  Since  A  is n  x n,
        this  must  mean that  I n  is the  reduced  row  echelon  form  of  A,
        so that  (c)  holds.
             If  (c)  holds,  then  2.3.2  shows  that  there  are  elementary
        matrices  E±, ...,Ek  such  that  Ek  •  •  • E±A  =  I n.  Since  elemen-
        tary  matrices  are  invertible,  E k-  •  -E\  is  invertible,  and  thus
                                           1
        A=(E k---    Ei)"  1  =  E^ 1  •  •  • E^ ,  so that  (d)  is true.
             Finally,  (d)  implies  (a)  since  a product  of elementary  ma-
        trices  is  always  invertible.

        A   procedure   for  finding  the  inverse  of  a  matrix
             As  an  application  of  the  ideas  in  this  section,  we  shall
        describe  an  efficient  method  of  computing  the  inverse  of  an
        invertible  matrix.
             Suppose   that  A  is  an  invertible  n  x  n  matrix.  Then
        there  exist  elementary  n  x  n  matrices  E\,  E^,  • • •, E k  such  that
         E k---  E 2E XA  =  I n,  by  2.3.2  and  2.3.5.  Therefore

             1         l                      1
            A-   = A~      =  (£*••• E 2E lA)A~   =  (E k---  E 2E 1)I n.
                   I n
         This  means  that  the  row  operations  which  reduce  A  to  its
         reduced  row  echelon  form  I n  will  automatically  transform  I n
              - 1
         to  A .   It  is  this  crucial  observation  which  enables  us  to
                      x
         compute   A~ .
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