3 Matrices

3.12 Invertibility and RREF

We are going to prove the following theorem:

Theorem 3.12.1.

A square matrix A is invertible if and only if there is a sequence of row operations taking A to the identity matrix.

We need a lemma to make the proof work.

Lemma 3.12.2.

Let X be an n×n matrix in RREF. Either X=In or X has a column with no leading entry.

Proof.

Suppose every column has a leading entry, so there are n leading entries. There’s at most one leading entry per row and there are n rows, so every row must have a leading entry.

The leading entries go from left to right as we move down the rows of the matrix, so the leading entries in row 1, 2, …, n must be in columns 1, 2, …n otherwise there would be no room to fit them in.

Because X is in RREF, columns with leading entries have zeroes in all other positions. So the first column is (100), the second column is (0100), and so on. These are the columns of the identity matrix, so X=In. ∎

Now we can prove the theorem.

Proof.

Suppose there is a sequence of row operations taking A to I, say r1,,rk. Let Ei=ri(I), the elementary matrix associated to ri. Then

EkEk1E1A=In

since we know from Theorem 3.8.1 that doing ri is the same as left-multiplication by Ei. Every elementary matrix is invertible by Corollary 3.8.2. The matrix E=EkE1 is invertible as it is a product of invertible matrices (Theorem 3.5.3). EA=I, so A=E1 which is invertible (with inverse E).

Conversely suppose there is no sequence of row operations taking A to I. We can do a sequence of row operations to any matrix and end up with a RREF matrix, so when we do this to A, the RREF matrix X we get cannot be I.

Our lemma tells us that in this case X has a column with no leading entry, so there are n1 or fewer leading entries, so there’s a row with no leading entry, that is, a zero row. So X isn’t invertible by Theorem 3.5.2.

As before, there’s an invertible matrix E such that EA=X. By Corollary 3.5.4, A isn’t invertible. ∎

3.12.1 Invertibility and solving equations

Theorem 3.12.3.

A square matrix A is invertible if and only if the only solution to A𝐱=𝟎 is 𝟎.

Proof.

If A is invertible and A𝐯=𝟎 then 𝐯=A1𝟎=𝟎.

If A is not invertible, we can do a sequence of row operations to A ending with a RREF matrix R which cannot be the identity because of Theorem 3.12.1.

By Lemma 3.12.2, R has a column with no leading entry, so there is at least one fundamental solution to R𝐱=𝟎. The fundamental solutions are not zero, and the solutions of A𝐱=𝟎 are the same as the solutions of R𝐱=𝟎 by Theorem 3.9.1, so we are done. ∎