LINEAR ALGEBRA (Part-4) - Identity and Inverse Matrices

LINEAR ALGEBRA (Part-4)

Identity and Inverse Matrices

Identity Matrix

It is a square matrix that do not change any matrix or vector when multiplied with. Means If a matrix A2,2 is multiplied by identity matrix I2,2 then the result will be A2,2. So, A2,2 ❌ I2,2 = A2,2
A2,2 =[     I2,2 =[     A2,2 =[      A2,2 =[  
  23    10 =   2❌1 ➕ 3❌0 2❌0 ➕ 3❌1 =   23
  54     01     5❌1 ➕ 4❌0 5❌0 ➕ 4❌1     54
 ]      ]      ]       ]  

 

Identity matrix looks like above I2,2. Where diagonally all values are 1 and rest are 0. Identity matrix is a square matrix so its row and column are always same. Like I2,2, I4,4, I6,6, I3,3 etc.

Matrix Inverse

Matrix inverse is a bit complex. Don't worry we will not use this a lot. But we need it to verify some property. We will not go deep into inverse matrix. You can learn that in source (3) given at the end.
Lets consider a matrix A2,2.
A2,2 =[  
  23
  45
 ]  
So the inverse of this matrix will be A-1. We will get the inverse by swapping 2 and 5, put negatives in front of 3 and 4, and divide everything by the determinant (2❌5 - 3❌4). So the inverse will be.
A-1 =    [      A-1 =[   
 1/-2   5 -3 =   5/-2 -3/-2
      -4 2     -4/-2 2/-2
     ]       ]   

Property

Let's learn another property of matrix. If we multiply a matrix with the inverse of the same matrix we will get an Identity matrix. Means A-1A = I
Lets see the multiplication.
A2,2 =[  
  23
  45
 ]  
So the inverse of this matrix will be A-1.
A-1 =[   
  5/-2 3/2
  2 -1
 ]   
As per the theory we should get A-1A = I. Let's see:
A = [     A-1 =[      I =[      I =[  
  23 .   5/-2 3/2 =   2❌5/-2 ➕ 3❌2 2❌3/2 ➕ 3❌-1 =   10
  45     2 -1     4❌5/-2 ➕ 5❌2 4❌3/2 ➕ 5❌-1     01
 ]      ]       ]       ]  

Property

We will finish this part with another property. Remember the Linear Algebra part-3, property 8 says "The multiplication of a matrix and a vector results in a vector." means Ab=c where A is matrix, b and c is vector.
If we consider this a simple math problem and move A from one side to another we will get b = c/A.
This is actually true for matrix also. means b = A-1c. Lets see How
Ab = c
Multiply both side with A-1
A-1Ab = A-1c
we know from above A-1A = I, so
Ib = A-1c
We also know that multiplying any matrix or vector with identity matrix results in the same matrix or vector. So Ib = b. as a result we get
b = A-1c
The above process depends on calculating A-1 which is not always possible to calculate.
One last important thing A−1 is primarily useful as a theoretical tool, and should not actually be used in practice for most software applications



SOURCE

1) Deep Learning (Ian Goodfellow, Yoshua Bengio, Aaron Courville)

2) https://www.mathsisfun.com/algebra/matrix-inverse.html

3) https://www.mathsisfun.com/algebra/matrix-inverse-minors-cofactors-adjugate.html

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