In this subsection, we focus on important properties of square matrices. Recall that the products and of two matrices and both exist if and only if there exist with and . In particular, is defined if and only if is square.
Recall from Example 1.4 that for any positive integer , the identity matrix is the square matrix whose coefficients take values on the diagonal and elsewhere. If the size is obvious, we write instead of .
The Kronecker symbol, usually denoted , for integers , is defined by
In particular, the identity matrix has coefficient , for all . Also, the vectors have coefficients , for all .
The main property of the identity matrix, as its name suggests, is that it is a multiplicative identity. That is,
In any algebraic structure containing an identity element for the multiplication, we can speak of the existence or not of a multiplicative inverse of an element.
Let . We say that is invertible (or non-singular) if there exists such that
In this case, is called the inverse of and we write .
From the definition, we note that only square matrices may possibly be invertible.
Suppose that a matrix has a ‘left’ inverse, in the sense that there exists with . Then, as well (we will omit the proof).
If we know that there exist with , then . Here is the proof:
We cannot use the fraction notation, i.e. instead of , because matrix multiplication is not commutative.
If is invertible, then it is the inverse of its inverse. That is,
Example 3.1.4.
Let
Then, so that and . So and are inverse of each other.
Even though we do not know how to find the inverse (if it exists) of a matrix yet, let us prove an essential property about products of invertible matrices.
Let . If and are invertible, then is invertible with
Moreover, if is invertible, then both and must also be invertible.
Assume that are invertible. Then, by associativity of multiplication,
Thus, by Remark 3.1.3 on uniqueness of inverses, we conclude that as required.
To prove the second statement, assume is invertible. So there exists a matrix such that . By associativity of matrix multiplication, this is the same as . Therefore, is invertible. A similar argument shows is also invertible. ∎
Suppose that is invertible. Then so is , and .
Suppose that is a square matrix of size . How do we go about deciding whether is invertible or not? And if it is invertible, how do we find its inverse? As a matter of introduction, let us answer these questions in the case of a matrix.
Let
If then is not invertible,
If then is invertible with
Let . Then
Suppose that . Then, . If then is clearly not invertible, so suppose that , hence also , is non-zero. If has an inverse, that is if exists, then
a contradiction! So cannot be invertible.
Now suppose that and set . Then matrix multiplication yields
Similarly so is invertible with . ∎