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Expansion of (I-A)^-1

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Mrten

#1

Hi!

In an economics book about input-output analysis the following statement

is presented, but I cannot find the proof:

(I A)

= (I + A + A

+ A +. . . +A )

P.s. I think there is some assumptions made about A such that all

elements a is less than 1 and greater than 0. Btw, n goes to infty.

ij

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adriank

#2

So you mean (I

A)

k=0

absolute value smaller than 1.

To prove it, multiply both sides by I

Mrten

#3

Now I found another assumption regarding A, and that is that the row

sums are all less than 1, and the column sums are also all less than 1.

Could that be the same as saying that all eigenvalues have to be less than

|1|, and in that case why are these statements equivalent?

adriank

#4

Mrten

#5

If the matrix A is

are a

11

+ a21 < 1

11

and a

adriank

a11

a12

a21

a22

+ a12 < 1

12

and a

+ a22 < 1

21

+ a22 < 1

. The columnsums

#6

Well then that's certainly not true. Maybe you meant absolute values, or

something?

An equivalent condition to the eigenvalue condition is that Ax

all x such that x

= 1

< 1

for

.

Last edited: Aug 23, 2010

Mrten

#7

ij

> 0

Anyhow, is there a way to set up criteria for A making all its eigenvalues

less than |1|?

Fredrik

#8

adriank said:

So you mean (I A) =

A . This is true if the right side converges, which is

true if and only if all of the eigenvalues of A have absolute value smaller than 1.

1

k=0

Staff Emeritus

Science Advisor

Gold Member

Mrten said:

Now I found another assumption regarding A, and that is that the row sums are all less

than 1, and the column sums are also all less than 1. Could that be the same as saying

that all eigenvalues have to be less than |1|, and in that case why are these statements

equivalent?

This isn't a valid proof. If you multiply both sides by I-A and simplify the

right-hand side, you're making assumptions about the infinite sum that you

can't make at this point. And if you intend to consider the equality in post

#1 with a finite number of terms in the sum, the two sides aren't actually

equal, so you'd be starting with an equality that's false.

(Maybe you understand this already, but it didn't look that way to me, and

you did say that you're an economy student.

( lim (I + A + A

n

+ + A )) (I A)

Start by rewriting it as

lim ((I + A + A

+ + A )(I A))

and then prove that this is =I. This result implies that I-A is invertible, and

that the inverse is that series. The information you were given about the

components of A is needed to see that the unwanted term goes to zero in

that limit.

Last edited: Aug 24, 2010

Mrten

#9

Thanks a lot! I really appreciate this help, I think I understand it pretty well

now.

Adriank, it seems that my conditions given about A satisfy your condition

that Ax < 1 for all x such that x = 1. I cannot prove it formally that

these two conditions are the same (or that my condition follows from

Adriank's), but some easy calculations and checks I've made, makes it

reasonable. (If someone has the energy to prove it, I wouldn't be late to

look at it.)

My conditions about A once more (sorry to not have given them at the

same time before): Row sums and column sums are all, one by one, less

than 1, and at the same time 0 a < 1.

ij

P.s. Actually, I didn't say I'm an economics student, I just said I read an

economics book.

Mrten

#10

A have to have absolute value less than 1 in order to make the series

above converge. Why does that eigenvalue condition affect the

Another follow-up question: Now when we have this nice power expansion

for the inverse matrix, is that actually the way (some) matrix inverses is

calculated in computers?

adriank

#11

n

k

( A )(I A) = I A

n+1

k=0

to show that

( A )(I A) = I .

k=0

lim A

n+1

= 0.

This is true if and only if the operator norm of A is less than 1. And it turns

out that the operator norm of A is the largest absolute value of the

eigenvalues of A. If you have some other condition that implies this, then

that works too.

As for computation, usually that's a very inefficient way to calculate it

directly, unless A is nilpotent (so that the series only has finitely many

nonzero terms). However, if A is n by n, then you can express An in terms

of lower powers of A by the Cayley-Hamilton theorem. You could also

apply various numerical techniques to directly find the inverse of I - A; a

lot of times, all you care about is (I - A)-1x for some vector x, which can

often be done even more efficiently than calculating the full matrix

inverse.

Fredrik

#12

A, B

= Tr A B

Staff Emeritus

Science Advisor

Gold Member

A

A, A

= a

ji

aji = |aij |

i ,j

i ,j

A 0

matrix,

< 1 = m

i ,j

AB AB

so

n+1

n+1

= m

n+1

ij |

< 1

something like |a | < 1/m (or another norm to define convergence).

ij

Hmm...

Last edited: Aug 24, 2010

Mrten

#13

Fredrik said:

It looks like the assumption |a | < 1 isn't strong enough to guarantee convergence. It

looks like we would need something like |a | < 1/m (or another norm to define

convergence). Hmm...

ij

ij

Did you take into account that my assumption wasn't just that |a

(actually 0

aij < 1

ij |

< 1

), but also that the row sums and column sums are,

one by one, less than 1? In a way, the latter thing seems to imply that

|a | < 1/m, "on the average" at least.

ij

adriank

#14

HS

norm, so if A has Hilbert-Schmidt norm less than 1, then its operator norm

is also less than 1.

And the Hilbert-Schmidt norm happens to satisfy

A

2

HS

= aij .

i ,j

Fredrik

#15

Mrten said:

Did you take into account that my assumption wasn't just that |a

ij |

< 1

(actually

), but also that the row sums and column sums are, one by one, less than 1?

In a way, the latter thing seems to imply that |a | < 1/m, "on the average" at least.

0 aij < 1

ij

Staff Emeritus

Science Advisor

Gold Member

A

A, A

= |aij |

i ,j

i ,j

< 1

. The condition on

the "row sums" and "column sums" allows the possibility of a diagonal

matrix with entries close to 1 on the diagonal. Such a matrix doesn't have

a Hilbert-Schmidt norm <1 (unless m=1). Edit: On the other hand, the

such an A isn't that An+1 doesn't go to zero in the H-S norm. It's just that

the usual way of showing that it goes to zero doesn't work. The first step

of "the usual way" is A

n+1

n+1

Last edited: Aug 25, 2010

Mrten

#16

Fredrik said:

A, A

= |aij |

i ,j

i ,j

which is better, but not good enough. We want A < 1. The condition on the "row

sums" and "column sums" allows the possibility of a diagonal matrix with entries close

to 1 on the diagonal. Such a matrix doesn't have a Hilbert-Schmidt norm <1 (unless

m=1). Edit: On the other hand, the components of An+1 go to 0 individually for such an

A, so the problem with such an A isn't that An+1 doesn't go to zero in the H-S norm.

Hm, that was interesting! Could you explain more in detail how your

equation above imply that all the components of An+1 go to zero when n

goes to infty? Where exactly in the equation above does one see that? It

was a couple of years ago I took my classes in linear algebra...

(Edit: I do understand that it's enough to show that the elements of A2 is

less than the elements of A, because then the elements in A3 should be

even less, and so on, but I cannot yet see why the elements of A2 is less

than the elements of A.)

Last edited: Aug 26, 2010

Fredrik

#17

Mrten said:

Hm, that was interesting! Could you explain more in detail how your equation above

imply that all the components of An+1 go to zero when n goes to infty? Where exactly in

the equation above does one see that?

Staff Emeritus

Science Advisor

Gold Member

It doesn't, and you don't. For this method of proof to work, we needed the

norm of A to be <1.

But I realized something last night. Both Adrian and I have been making

this more complicated than it needs to be. We may not need to consider

the "fancy" Hilbert-Schmidt and operator norms. We can define the norm of

A to be the absolute value of its largest component. For arbitrary B, and an

A that satisfies the conditions we've been given, this norm satisfies

Ba

So

+1

n+1

< A a < A

n1

< Aa

< a

Since the left-hand side is the largest component of An+1, all components

of An+1 go to zero.

Last edited: Aug 26, 2010

Mrten

#18

Thanks a lot for this derivation, it was really a nifty one! Just a minor thing,

I think the rightmost inequality in the uppermost equation above should

say "= ||B||a" not "<||B||a", since you already defined a to be the largest

column sum of A, with a<1.

I actually found, just the other day, another proof in Miller & Blair (1985):

Input-output analysis: Foundations and extensions, p. 23, which uses the

||A||1 definition of a matrix norm (that is the maximum column sum

according to Wikipedia), and then uses a similar reasoning as in your

lowermost equation above, but uses the Cauchy-Schwarz inequality

instead. I think that's not as intuitive as your proof above.

Some more information about input-output analysis in economics for the

interested reader. The columns of matrix A describes one by one the input

industry j needs from all the different industries i in the rows, to be able to

produce an output worth 1 dollar. The rows correspondingly describe the

outputs from industry i. (I-A)-1 is called the Leontief inverse matrix, and

column j there describes the total amount of output all industries i have to

produce as a result of the consumption of products worth 1 dollar from

industry j. This could be useful, when you want to know the energy needed

(or any other environmental pressure) resulting from consumption of x

dollar's worth of products from a certain industry (if you at the same time

know the energy intensities, i.e. J/$, for the industries). The power series is

a result of the recursive procedure happening when industries need input

from industries, which in turn need input from industries, and so on.

P.s. Sorry for this late reply, I've done some other things for a while.

Last edited: Sep 12, 2010

Mrten

#19

Correction

I looked through this again, and realized that I was wrong about the

condition I gave that the rowsums are less than 1. Fortunately, this doesn't

have any implications for the proof above, since it just makes use of that

the column sums are less than 1. So the proof still holds!

For anyone surfing by this thread, the following background information

could therefore be useful: What you start out with in input-output analysis,

is the input-output table which could be written as

Fi + C = x

,

where fij represents input of products from industry i to industry j, i is a

unit column vector (with just ones in it), C is a column vector representing

final demand (non-industry use from households, government, et.c.), and x

is a column vector representing total ouput (as well as total input). Not

included in the above equation is a row of value-added (VA) below the F-

MENU

matrix - this row could be interpreted as the labour force input (i.e.,

salaries) required for the industries to produce their products. The different

LOGinINthe

ORrows

SIGN of

UP

inputs of products and labor for a certain industry j is shown

column j in the F-matrix and the VA-row; the sum of this column equals

the total inputs xj. This value is the same as the total output xj from that

industry, which is the rowsum of F and C for row j. That is, total costs equal

total revenues.

Now, if the matrix A is generated via aij = fij/xj, the cells in a certain

column j in A, represent the shares of total input xj. That implies that each

column sum of A are less than 1. And that's not the same as saying that

the row sums of A are less than 1, since the cells in a row of A doesn't

represent the shares of that row's rowsum, according to aij = fij/xj. Finally,

the above equation can now be written as

Ax + C = x x = (I A)

(where x becomes a function of the final demand C), and that explains why

the topic of this thread was about matrix inverses.

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