Understand various matrix operations, matrix decompositions, factorization and related operations
Minor, Cofactor, Adjoint, and Inverse
Minor Matrix
The minor of the element in the \( i^{\text{th}} \) row and \( j^{\text{th}} \) column of a square matrix \( A \) is denoted by \( M_{ij} \) and defined as:
\( M_{ij} = \left| A_{ij} \right| \)
Where \( A_{ij} \) is the submatrix formed by deleting the \( i^{\text{th}} \) row and \( j^{\text{th}} \) column from the original matrix \( A \), and \( \left| A_{ij} \right| \) is its determinant.
Cofactor Matrix
The cofactor of the element in the \( i^{\text{th}} \) row and \( j^{\text{th}} \) column of a square matrix \( A \) is given by:
\( \text{CO}_{ij} = (-1)^{i+j} \cdot M_{ij} \)
Where \( M_{ij} \) is the minor of the element, i.e., the determinant of the submatrix formed by deleting the \( i^{\text{th}} \) row and \( j^{\text{th}} \) column from \( A \).
Adjoint
The adjoint (or adjugate) of a square matrix \( A \) is the transpose of the matrix of cofactors:
\( \text{Adj}(A) = [\text{CO}_{ij}]^T \)
Inverse of a Matrix
If matrix \( A \) is invertible (i.e., \( \det(A) \ne 0 \)), then the inverse of \( A \) is given by:
\( A^{-1} = \frac{\text{Adj}(A)}{\det(A)} \)
Inverse of a Product
The inverse of a product of two invertible matrices is the product of their inverses in reverse order:
\( (AB)^{-1} = B^{-1} A^{-1} \)
Proof:
Start with the identity:
\( (AB)(AB)^{-1} = I \)
Pre-multiply both sides by \( A^{-1} \):
\( A^{-1}(AB)(AB)^{-1} = A^{-1} \Rightarrow B(AB)^{-1} = A^{-1} \)
Now pre-multiply both sides by \( B^{-1} \):
\( B^{-1}B(AB)^{-1} = B^{-1}A^{-1} \Rightarrow (AB)^{-1} = B^{-1}A^{-1} \)
Adjoint of a Product
The adjoint of the product of two matrices equals the product of their adjoints in reverse order:
\( \text{Adj}(AB) = \text{Adj}(B) \cdot \text{Adj}(A) \)
Why this works:
From the inverse formula:
\( (AB)^{-1} = \frac{\text{Adj}(AB)}{\det(AB)} \)
We also have:
\( (AB)^{-1} = B^{-1} A^{-1} \), and \( \det(AB) = \det(A) \cdot \det(B) \)
Substitute the inverse formulas:
\( A^{-1} = \frac{\text{Adj}(A)}{\det(A)} \), and \( B^{-1} = \frac{\text{Adj}(B)}{\det(B)} \)
Multiply the adjoints accordingly:
\( \text{Adj}(B) \cdot \text{Adj}(A) = \det(A) \cdot \det(B) \cdot B^{-1} \cdot A^{-1} \)
Thus, from the original inverse formula:
\( \text{Adj}(AB) = \text{Adj}(B) \cdot \text{Adj}(A) \)