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ECON30020 Mathematical Economics

Tutorial 9. Matrices. The Inverse Matrices.

Question 1. Matrix Operations

Compute, for the following matrices A and B

A = and   B = ,

(a)  AB

(b)  BA

(c)  (AB)T

(d)  (BA)T

and their traces. For AB and (AB)T  also compute the inverses.

Solution.

(a) AB = = = (b) BA = = = (c) (AB)T  =

38   28      5

(d) (BA)T  = 36   21    10

(                     |

Further, tT(AB) = 53 + 1 = 54, tT(BA) = 38 + 21 △ 5 = 54, which is also the trace of their transposes. Note that tT(AB) = tT(BA) and tT(C) = tT(CT).

The inverse matrices are calculated by using the following expression, derived in lectures: swap the elements on the main diagonal, and multiply by (-1) the elements on the other diagonal; divide by det(A).

A 1 =

=

a12

Therefore,

(AB)1 = z 22(1)

= z 22(1)

= z 22(1)

49

and

((AB)T )1 =

Note that (CT)1 = (C 1 )T ; here C = AB .

1   △49

.

Question 2. Inverses

For the matrix

AA 1 = I2 ,

where I2  =  z 0(1)   1(0) , following the steps in L9, p.9 to p.11.  Then verify that A1  is of the

form given there. What is the determinant of A?

Solution.   Let A1 =                     , then from I = AA1 , we have

α21 α22

z0(1)   1(0) = z1(4)   2(3) = .

This gives us four equations that could be split into two systems (two equations for each column):

í

ìα11 + 2α21 = 0

and

í

ìα12 + 2α22 = 1

Solving the rst system for α 11  and α21 :

Let’s use the substitution method. From the second equation α 11 = △2α21 , substituting in the first equation: 4( △2α21 ) + 3α21 = 1 gives us α21 =  -1/5 . Substituting back into the expression for α 11 , we obtain α 11 = △2α21 =  2/5 .

Solving the second system for α 12  and α22 :

Let’s solve it by elimination.  Multiplying the second equation by 4 and substracting from the first equation gives us 3α22  △ 4 A 2α22  = △4.  Thus, α22  =  4/5 .  Substituting into the rst equation: 4α12 + 3 A 4/5 = 0, we obtain α 12 =  -3/5

Therefore,

A 1 =

= z 1(2)

4(3) .


The determinant of A is det(A) = 4 A 2 △ 1 A 3 = 5 and we have indeed

z

Question 3. Representing systems of linear equations in matrix form

Consider the system of three linear equations and three unknowns x1 , x2  and x3


2x1 △ 3x2 + 4 = 7x3                                                                                   (2)

6x1 + 5x2 = 0.                                                              (3)

Rewrite this system in the form

Ax = b,

x1 b1

where x = x2 and b = b2 is a vector of coefficients and A is a 3 3 3 matrix of

ì x3  |                 ì b3  |

coefficients. What are A and b?

Solution.  Rewriting the system to get all xi’s onto the left hand and all constants onto the right hand sides gives

3x1 + 4x2 + 8x3 = 5                                                         (4) 2x1 △ 3x2 △ 7x3 = △4                                                       (5)

6x1 + 5x2 + 0x3 = 0.                                                        (6)

We can write it in the matrix form as

3    4      8 x1 5

2 3 7 x2 = 4 .

ì6 5 0 |ìx3 |     ì 0 |

↓                   乂             ↓                      乂

A                    北                   b


3 Hence A = 2

ì

4

3

5

8 5

7 and b = 4

0 0

Question 4. The Cofactor Method

Obtain the inverses of the following matrices by using the cofactor method:

1 2 (a) A = '(')0 1

'

3

2 '(')

'

1 (b) B = '(') 0

'

2

1

2

1 0 '(')

'

Solution.

(a) First, it is necessary to calculate the minors for every element of the matrix A, which

are as follows:

M11 = det z0(1) M12 = det z0(0) M13 = det z0(0)

z

M22 = det z0(1)

1(2) = 1

1(2) = 0

0(1) = 0

1(3) = 1

M23 = det z0(1) M31 = det z 1(2) M32 = det z0(1)

z

0(2) = 0

2(3) = 1

2(3) = 2

Second, we calculate the matrix of cofactors, where cofactors are given by Cij   = ( △ 1)i+j Mij . We then transpose it to get the adjoint matrix:

1 C = '(')2

'

0

1

2

0

0 '(')

'

transpose to get =

1 adj(A) = CT = '(')0

'

2

1

0

1 2 '(')

'

The determinant of A is simply det(A) = 1 3 1 3 1 = 1 (the product of the elements on the main diagonal), because it is an upper-triangular matrix.  Hence, the inverse of matrix A is

1 1

A 1 = det(A)adj(A) = '(')0

2

1

0

1 2 '(')

'

(b)  This repeats the same process as in part (a).

M11 = det z 2(1)

z

M13 = det z △(0)5 M21 = det z 2(2)

z

3(0) = 3

3(0) = 0

2(1) = 5

3(△)1 = 2

M23 = det = 12

z

M32 = det z0(1)   1(2) = 0

M33 = det = 1

Forming the matrix of cofactors and transposing

3 C = '(')8

'

0

2

0

5

12 '(')

'

transposes to =

give

3 adj(B) = '(')0

'

8

2

12

1

0 '(')

1