TheoremComplete

The Invertible Matrix Theorem

The Invertible Matrix Theorem collects a large number of equivalent conditions for a square matrix to be invertible. It is a grand unifying result that connects many concepts from linear algebra.


Statement

Theorem3.2Invertible Matrix Theorem

Let AA be an n×nn \times n matrix over a field FF. The following are equivalent:

(a) AA is invertible.

(b) AA is row equivalent to InI_n (the RREF of AA is InI_n).

(c) AA has nn pivot positions.

(d) The equation Ax=0Ax = 0 has only the trivial solution (ker⁥(TA)={0}\ker(T_A) = \{0\}).

(e) The columns of AA are linearly independent.

(f) The linear transformation TA:Fn→FnT_A : F^n \to F^n is injective.

(g) The equation Ax=bAx = b has a solution for every b∈Fnb \in F^n.

(h) The columns of AA span FnF^n.

(i) The linear transformation TA:Fn→FnT_A : F^n \to F^n is surjective.

(j) TAT_A is an isomorphism (bijective).

(k) There exists an n×nn \times n matrix CC with CA=InCA = I_n (left inverse).

(l) There exists an n×nn \times n matrix DD with AD=InAD = I_n (right inverse).

(m) ATA^T is invertible.

(n) The columns of AA form a basis for FnF^n.

(o) rank(A)=n\text{rank}(A) = n.

(p) nullity(A)=0\text{nullity}(A) = 0.

(q) det⁡(A)≠0\det(A) \neq 0 (see Chapter 4).

(r) 00 is not an eigenvalue of AA (see Chapter 5).

(s) The row vectors of AA are linearly independent.

(t) The row vectors of AA form a basis for FnF^n.


Examples illustrating the equivalences

ExampleAll conditions hold

A=(2111)A = \begin{pmatrix} 2 & 1 \\ 1 & 1 \end{pmatrix}.

  • (a): A−1=(1−1−12)A^{-1} = \begin{pmatrix} 1 & -1 \\ -1 & 2 \end{pmatrix}.
  • (b): RREF is (1001)=I2\begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} = I_2.
  • (c): Two pivots.
  • (d): Ax=0  âŸč  x=0Ax = 0 \implies x = 0.
  • (e): (2,1)T(2, 1)^T and (1,1)T(1, 1)^T are independent.
  • (o): rank =2= 2.
  • (q): det⁥A=2−1=1≠0\det A = 2 - 1 = 1 \neq 0.
ExampleAll conditions fail

A=(1224)A = \begin{pmatrix} 1 & 2 \\ 2 & 4 \end{pmatrix}.

  • (a): Not invertible.
  • (b): RREF is (1200)≠I2\begin{pmatrix} 1 & 2 \\ 0 & 0 \end{pmatrix} \neq I_2.
  • (c): Only one pivot.
  • (d): A(−2,1)T=0A(-2, 1)^T = 0 (nontrivial solution).
  • (e): (1,2)T=12(2,4)T(1, 2)^T = \frac{1}{2}(2, 4)^T (dependent).
  • (g): Ax=(1,0)TAx = (1, 0)^T has no solution ((1,0)T∉C(A)(1, 0)^T \notin C(A)).
  • (o): rank =1<2= 1 < 2.
  • (q): det⁥A=0\det A = 0.
ExampleChecking invertibility of a 3 x 3 matrix

A=(10201−1111)A = \begin{pmatrix} 1 & 0 & 2 \\ 0 & 1 & -1 \\ 1 & 1 & 1 \end{pmatrix}.

Row reduce: R3→R3−R1R_3 \to R_3 - R_1: (10201−101−1)\begin{pmatrix} 1 & 0 & 2 \\ 0 & 1 & -1 \\ 0 & 1 & -1 \end{pmatrix}. R3→R3−R2R_3 \to R_3 - R_2: (10201−1000)\begin{pmatrix} 1 & 0 & 2 \\ 0 & 1 & -1 \\ 0 & 0 & 0 \end{pmatrix}.

Only 2 pivots, rank =2<3= 2 < 3. Not invertible by (c) and (o).

ExampleQuick test via determinant

For small matrices, computing det⁥A\det A is the fastest test:

  • A=(3468)A = \begin{pmatrix} 3 & 4 \\ 6 & 8 \end{pmatrix}: det⁥=24−24=0\det = 24 - 24 = 0. Singular.
  • A=(3457)A = \begin{pmatrix} 3 & 4 \\ 5 & 7 \end{pmatrix}: det⁥=21−20=1≠0\det = 21 - 20 = 1 \neq 0. Invertible.
ExampleA is invertible iff A^T is invertible

This follows from det⁥(AT)=det⁥(A)\det(A^T) = \det(A). Alternatively: rank(A)=(A) = rank(AT)(A^T) (row rank == column rank), so AA has rank nn iff ATA^T does.

ExampleProduct of invertible matrices

ABAB is invertible iff both AA and BB are invertible. If AA or BB is singular, then det⁥(AB)=det⁥(A)det⁥(B)=0\det(AB) = \det(A)\det(B) = 0.

ExampleDiagonal matrices

D=diag(d1,
,dn)D = \text{diag}(d_1, \ldots, d_n) is invertible iff all di≠0d_i \neq 0. The rank is the number of nonzero diagonal entries.

ExampleTriangular matrices

An upper (or lower) triangular matrix is invertible iff all diagonal entries are nonzero. The determinant equals the product of the diagonal entries.

ExampleColumn rank perspective

AA is invertible iff its columns {a1,
,an}\{a_1, \ldots, a_n\} form a basis for FnF^n. This means: every vector in FnF^n can be expressed uniquely as a linear combination of the columns. The system Ax=bAx = b always has a unique solution.

ExampleEigenvalue perspective

AA is singular iff 00 is an eigenvalue: Av=0v=0Av = 0v = 0 for some v≠0v \neq 0, meaning ker⁥(A)≠{0}\ker(A) \neq \{0\}. The characteristic polynomial det⁥(A−λI)\det(A - \lambda I) vanishes at λ=0\lambda = 0 iff det⁥(A)=0\det(A) = 0.

ExampleLeft inverse = right inverse for square matrices

For square matrices, the existence of a left inverse (CA = I) automatically implies the existence of a right inverse (and they are equal). This is a consequence of the finite-dimensionality of FnF^n: injectivity implies surjectivity for square matrices.

For non-square matrices, left and right inverses can exist independently and are generally different.

ExampleNumerical sensitivity

A=(1111.0001)A = \begin{pmatrix} 1 & 1 \\ 1 & 1.0001 \end{pmatrix} is technically invertible (det⁥=0.0001\det = 0.0001), but it is ill-conditioned: small changes in the input produce large changes in the solution. The condition number Îș(A)=∄A∄⋅∄A−1∄\kappa(A) = \|A\| \cdot \|A^{-1}\| measures this sensitivity.


Proof sketch

RemarkProof structure

The equivalences are proved by establishing a cycle of implications:

(a) ⇒\Rightarrow (d): Ax=0⇒x=A−10=0Ax = 0 \Rightarrow x = A^{-1}0 = 0.

(d) ⇔\Leftrightarrow (e) ⇔\Leftrightarrow (f) ⇔\Leftrightarrow (p): Kernel is trivial iff columns are independent iff TAT_A is injective iff nullity =0= 0.

(f) ⇔\Leftrightarrow (i) ⇔\Leftrightarrow (j): For maps Fn→FnF^n \to F^n, injective ⇔\Leftrightarrow surjective ⇔\Leftrightarrow bijective (by Rank-Nullity).

(j) ⇒\Rightarrow (a): Bijective linear map has a linear inverse.

(d) ⇔\Leftrightarrow (b) ⇔\Leftrightarrow (c): Trivial null space iff RREF has nn pivots iff RREF is InI_n.

The determinant characterization (q) follows from the properties of determinants (Chapter 4).

RemarkLooking ahead

The Invertible Matrix Theorem grows as we learn new concepts. The eigenvalue condition (r) is added in Chapter 5. After introducing determinants, condition (q) provides the most concise scalar criterion for invertibility.