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 (10⋮0), the second column is (010⋮0), 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

Ek⁢Ek−1⁢⋯⁢E1⁢A=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=Ek⁢⋯⁢E1 is invertible as it is a product of invertible matrices (Theorem 3.5.3). E⁢A=I, so A=E−1 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 n−1 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 E⁢A=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 A⁢𝐱=𝟎 is 𝟎.

Proof.

If A is invertible and A⁢𝐯=𝟎 then 𝐯=A−1⁢𝟎=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 R⁢𝐱=𝟎. The fundamental solutions are not zero, and the solutions of A⁢𝐱=𝟎 are the same as the solutions of R⁢𝐱=𝟎 by Theorem 3.9.1, so we are done. ∎