Methods of Matrix Inversion

Author(s): Donald Greenspan

Source: The American Mathematical Monthly, Vol. 62, No. 5 (May, 1955), pp. 303-318
Published by: Mathematical Association of America
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 METHODS OF MATRIX INVERSION
DONALD GREENSPAN, University
of Maryland
Introduction.The physical scientisthas long been plagued with large linear
systems of equations, hopeless differentialequations or systemsof such equa-
tions, or simply enigmatic integralequations. Each of these problems in turn
often lends itselfto matrixanalysis and the approach usually involves matrix
inversion.However, it is only with the advent of high speed computation that
the approach has enteredthe realm of practicality.
The purposeof thispaper is to presentsome of the existingmethodsof matrix
inversionin a fashionrequiringa minimalmathematicalbackground.("Minimal
mathematical background" implies knowingthe definitionof a matrix,how to
add and multiplymatrices,how to apply matrix notation to systemsof linear
equations, and how to evaluate a determinant.Most of this material is dis-
cussed in [27].)
In each of the followingdiscussions,matrixA will be assumed non-singular
and will be representedby:

[aii ai2 ai3 1an

a2i a22 a23. a2n
A- = a3i a32 a33. a3,

La., an2 ar3 . . .anni

The main diagonal of A will be that part of the matrix consistingof the
elements aii, i= 1, 2, * * * , n; and the trace [A] will be the sum of these ele-
ments. The unit matrix is one such that aii=1; i=1, 2, * * * , n; and ai1=0;
i !j; i, j=1, 2, 3, * , n. A is called symmetricif and only if ai =aji forall
i andj.
Method I-Elimination method. Multiplyrow 1 by 1/a,,.Then multiplyrow
1 by -aii and add to row i fori = 2, 3, 4, * , n. This sequence of operations
has the effectof creatinga 1 in the firstpositionof the main diagonal and zeros
everywhereelse in the firstcolumn of the matrix.Apply the same technique to
the second row, thus creatinga 1 in the second position on the main diagonal
and zeros everywhereelse in the second column. Apply the same technique to
the thirdrow, again resultingin a column of (n -1) zeros and a 1 in the main
diagonal position. Keep up this procedureuntil the given matrixis reduced to
the unit matrix.By performing the verysame sequence of operationson the unit
303
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304 METHODS OF MATRIX INVERSION [May

matrixas were performedon A, using the very same numbersnecessarywhen

operatingon A, the unit matrixis transformedinto A-'.
Example 1: Let

2 -2 4-
A= 2 3 21.
--I I -1j

Then we writedown:

[2 -2 4 1 0 O]
2 3 2 O 1 0.
--I I -1 O O 1j

We multiplyrow 1 by - and secure:

1-1
1 2 i 01
2 3 2 O 1 0.

By multiplyingrow 1 by -2 and adding to row 2 and multiplyingrow 1 by 1

and adding to row 3 we have:

-1-1 2 2 0-
0 5-2 -1 I 0.
BO0 1 2 1_

Multiplyrow2 by 5. Hence:

1 -1 2 a 0 0
0 1 _ 5_X 5 0 .
_O O 1 a 12

The sequence of operations: multiplyrow 2 by 1 and add to row 1; multiplyrow

2 by 0 and add to row 3; multiplyrow 3 by 1; multiplyrow 3 by - and add to
row 1; multiplyrow 3 by 2 and add to row 2, yields:

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1955] METHODS OF MATRIX INVERSION 305

j9
-1 0 0 _8X T
0 1 0 0 5 2

LO '1 a 1

Hence the inverseof

2-2 4 :-:i
2 3 2 is I0 5

-1I I - aI o 1.
The only problemwhich can arise, assumingno loss of significanceto make the
matrixat any stage singular,is that one of the aii becomes 0. In this case, one
need only interchangetwo rowsso that the zero on the main diagonal is removed
fromits choice position. In order to get A-' then,one need only take the final
result and interchangein it the same numberedcolumns as those of the rows
which were interchanged.
A technique like this is called an eliminationtechnique. Application of it to
a large scale matrixshould be accompanied by an examination of [30].
Method II. Consider the matrixB such that:

B =IA

whereA is the matrixto be inverted,I is the identitymatrix,and 0 the matrix

composed of all zero elements. Consider the followingoperations:
a) multiplyany row or any column by a non-zeroconstant.
b) multiplyany row (column) by a non-zeroconstant and add to another
row (column).
c) interchangeany two rows or any two columns.
Using these operations,we reduce

_p I

Then A-' = QP.

Example2:

22-2 4-
A= 2 3 2
L1 I -1_

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306 METHODS OF MATRIX INVERSION [May

Then
1 0 0 2 -2 4 0 0-1 1 -1 1
0 1 0 2 3 2 0 1 0 2 3 2
0 0 1 -1 1-1 1 0 0 2-2 4
B=
0 0 0 1 00 0 0 0 1 0 0
0 0 0 0 1 0 0 0 O 0 1 0
LO O O O O 1_ Lo 0 0 O O 1_

0 00 00 1 -1 I 0 0
0 1 0 2 5 0 0 1 2 0 5 0
1 0 0 02 2 1 0 2 0 2
O O O 1 1- I O O 1 1-1
0 0 0 0 1 0 O O O 0 1 0
LO O O O O I- Lo 0 0 O O 1_

~00 -1 I 0 0-
0 5 25 0 1 0

i0 1 O 0 1.
O 1
0 0 0 1-1 0
1
0 0 0

Lo000 0 01i
Hence

=0 5 1 2 Q 1? 1 0 .
_< 0 1 Lo 0 1_0

A-' = QP = 15 25

A QP1[0 ii

Let us note firstthat methodI is a special case of method II but that method
I is worthyof special discussion,foralthough Andree [21 claims method II is
the fasterof the two, method I is more readilycoded forhigh speed machines.
MethodIII. GivenmatrixA, considermatrixB suchthat AB =I. Setting
the product AB equal to I term by term yields n2 equations in n2 unknowns
whichone triesto solve. These actually formn distinctsets of linear systems.

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19551 METHODS OF MATRIX INVERSION 307

Example 3: Given
2 -2 Xi4' Yx
A = 2 3 2 letB = X2 Y2 Z2.
-X y3 Y3 z3

Then:

2 -2 X1 Fl
il 2x1-2X2+4x3 2y1-2y2+4y3 2z1-2z2+4z3
2 3 2 :
X2 Y2 Z2 2x:+3X2+2X: 2y,+3y2+2y3 2z1+3Z2+2z]

_-1 1-11 X3 Y3 Z3_ L-Xl+ X2- X3 -Y1+ Y2- Y3 -Zl+ Z2 -Z3

[1 0
=l 1 o'

Lo O 12

Hence:
2x1- 2X2 + 4x3 = 1 2y -2Y2 + 4y3 = ? 2zi-2z2? + 4z3=?
2x1+ 3x2 + 2x3 = 0 2y + 3Y2 + 2y3= 1 2z, + 3z2+ 2z3 O
-X1+ X2- X3=0 -yl+ Y2- Y3 = 0 -Zi+ Z2 Z3=l1

the solutions of which are

1= I = I = a

yl=s Y2=5, Y3=O

Zj= -1, Z2= zX8= 1.

Therefore:

A-'
_4a[
A
0
O 1]
It will be noted that the problemof matrixinversionhas herebeen converted
to one of solving linear systemsof equations. Much researchhas been done on
this latter problemand hence any technique associated with solving linear sys-
tems carn be applied to matrix inversion. Besides the usual methods of:
a) Cramer's rule, b) Gauss eliminationmethod,c) Gauss-Jordanmethod,and
d) Crout's method, more modern techniques are described in: [5], [8], [12],
[16], [21], [23], [26].
Method IV. Adjointmethod.
Let An=determinant formedfrommatrixA by deletingrow1 and column
1 and multiplyingby (- 1) 1+1.

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308 METHODS OF MATRIX INVERSION [May

Let A21= determinantformedfrommatrixA by deleting row 2 and column

1 and multiplyingby (-1)2+1.
Let A7 = determinantformedfrommatrixA by deletingrow 3 and column
7 and multiplyingby (- 1)3+7.
Let A ij=determinant formedfrommatrixA by deletingrow i and column
j and multiplyingby (- 1)i+i.
Let C be the matrix:

[All A2R A31. Anil

A12 A22 A32 . . . An2

,Ain A2n ... Anni

Then A-l = (1/ A | )C, where A j is the determinantof matrixA.

Example 4. Let:
2 -2 4-
A= 2 3 2

Then:
3 2 -2 4
Ali = (1)2 | = -5 A21 = (-1)3 I
| = 2

2 2 2 4
A12= (-1) 1 1 =0 A22= (-1) 4 1 1| = 2

2 3 2 -2
A13 = (-1)4 1 = 5 A23 = (-1)W 1 1 =0

-2 4
A31 = (-1)4 3 2 = -16

2 4
A32 =(-1)5 2 2 =4

2 -2
A83= (-1)6 = 10.
2 3

Also:
2-2 4
IA| = 2 3 2 =10;
-1 1 -1

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1955] METHODS OF MATRIX INVERSION 309

therefore
- s 2 - 161 - X
A-' _ 0 2 4= O 1 2

_5 0 10 I O 7_1

Method V-Method of Partitions. Given matrix A, let the sequence of

matricesS1, S2, , SN, be definedby:

Sl=
Si= [a11],
[all] S2= L:1
S2= an iF2=
F2 a12]
11 Si an2 1 53 =aii[a21a22
Fa an an
a12 a13 =_a a. S 2 |a1
a23 ,
La31 a32 a33l _a3ia32 a331

a1 a12... alN
SN_ a2Ar

a21 a2 2... a2NNN aN1aN2.* aNN_

In generalthen,we shallwantto partitiona matrixinto4 sub-matrices

which
we writeas: (See [11], pp. 112-115)

A 0a11 aC212
a21 a22

For example,forS3,we have:

= S2, a12 [a a21 = [a3n a32], a22 = [a331.

a23

If we denotethe inverseofA by B and let:

11
B [ 12]
#21 fl22

thenwe have:
Eall C12] [/311 131211
a21 ?X22 321 22

Multiplyingout and settingthe resultingmatrixequal to unityyieldsfour

matrix
equations. thesematrix
Solving forf,,,f12, 321,and322,wehave:
equations
1322= D
1321 = -D(a2lac11)

312 = -(all a12)D

-1 -1 -1
i6i= all + (axiial2)Da2lall,

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310 METHODS OF MATRIX INVERSION [May

where D = (a22 -a2lall-lal2)-l

The techniqueof inversionwill be to apply the above formulasin a recursive
fashionby firstfindingthe inverseof S, then of S2, then of S3, * * *, finallyof
SN and this will be A-'. One interchangestwo rows to avoid trouble when a
submatrixis singularand the process cannot be continueddirectly.This neces-
sitates only changingthe same two columns in the result to findA-'.
Example 5:
2 -2 4-
A= 2 3 21.

Then S1= [2], S-' [2] Hence:

S2 =
Eall ai2i _S1
I-
a121
=1
F2 -21
I
a21 ?X22 a21 a22 2 3

Using the formulasfor it followsthat: fl = 3, 132 = 5, 121 =--, 122 =

#ij, 3
Hence

=- [!^
[:112J]
021 022 -i
]*
Now:

=
a2~ [als
a23 all
j[
-22-2
2 3
4]
S8
La3la32 ]
a33 _j 2l 1a2]
0a22 - -

Then:

ail
sYll S2-2 [2
-2 -2-
]
3_, a12
01=_ [:=[1
an81

a23 2_2,
4

a21 = [a3i a32] = [-1, 1], a22= [a33]= [-1].

Note that S21= alll is known fromthe previous calculation. Again using the
formulasforthe #ij,it followsthat:

=1 [~ j,
1]7 := [fil1 21 = [0 (322= [1].

Therefore:

-1 1
A 8 0

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1955] METHODS OF MATRIX INVERSION 311

Concerningexperimentswith this method,one should consult [17].

Method VI. Given matrixA, considerthe matrix: B = A -XI, where I is the
unit matrixand X is a constant. If we set the determinantof B equal to zero,
B.e.,jB|= 0, we see that this is nothingmore than a polynomialequation in X
of degree n. The values X1,X2, * , X.Xwhich satisfythis equation are called the
.

eigenvalues of the matrixA and the equation itselfis called the characteristic
equation of the matrixA. For example, if:
-2 -2 4- -2 -2 4- -1 0 O_
A =2 3 2 B= 2 3 2 - 0 1 0
L-1 1 -1i _-1 O1_ _ 0 1i
[2-X -2 4
= 2 3- X 2 ,
_-1 1 -1-X

the characteristicequation is:

- - 4X2 + 7X- 10 = 0.
A fundamentaltheoremof matrixtheorysays that every matrixsatisfiesits
characteristicequation. By the example above, we explain this to mean:
2 -2 4I 3 - 2-2 [4
2 3 2 -4 2 3 2 + 7 2 3 2
_-1 1 -1_ _-1 1 -1 i L-1 1 -1i
1 0 01 -O0 0-
-10 ?1 0= 0 0]

0O O 1 Lo 0 0_
and this may be readily verifiedby performingthe indicated operations.
A matrix may satisfy many differentequations besides its characteristic
equation. It can be shown that thereexistsan equation of least degreewhichthe
matrixsatisfiesand this degree may be less than that of the characteristicequa-
tion. This equation of least degree is unique to withina multiplicativeconstant
and is appropriatelycalled the minimalequation associated with the matrix. If
C(x) = 0 is the characteristicequation associated with a matrixand M (x) = 0 is
the minimal equation which the matrix satisfies,then it can be shown that
M(x) is a factorof C(x).
Now, suppose some equation has been foundwhich the matrixsatisfies,the
characteristicequation usually sufficing. Then if the equation is:
a0xn + aixn-l + a2xn-2 + * + al-x + a. = 0, an 0,

and ifA is the matrix:

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312 METHODS OF MATRIX INVERSION [May

aoAn + a,An-' + * * * + an-,A + anl = O.

Multiplyingthroughby A-', we have:

aoAn-1 + ajAn-2 + . + an_I + anA-1 = 0,

or:

A-' = -
an
{-aoAn-1- a,An-2 -an-II}

Example6:
2 -2 4-
A= 2 3 2
L-1 1 -1_
It has been shown that A has the characteristicequation:
XI - 4X2 + 7X - 10 = 0.
Then:
2 -2 4- 3 -2 -2 4- 2 -2 -2 4-
2 3 2] 4 2 3 2 + 7 2 3 2
h-1 1 -1_ _-1 1 -1_ _-1 1 -1i
-1 0 O- -O O 0-
- 10 O 1 0 = O O
o 0 1 Lo 0 00

and:
[2 2 4 2 2 -2 1
42 1 0 - 1O =[
2' 3 2 -4 2 3 2 + 7 O 1 0 -1OA-1 = O O
L-1 1 -1j L-1 1 -1j 0 0 1 Lo 0 0j
or:
~-5 2 -16-
0 2 4 - 1OA-1 o
0
L 5 0 10j
and finally,

n2
W 1

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1955] METHODS OF MATRIX INVERSION 313

The case wherea,,=0 offersno exorbitanttrouble,for then the matrix has no

inverse.
Method VII-Frame's method(See [101.)Given matrixA, let A0o= I. Using:

(1) ck = -
trace [AAkA1
k
(2) A k = AAAk_1 - CkI,

we have:

A-' = An_ t cn$O.

Cn

Example 7. Let
2 -2 4-
A= 2 3 2i

Then:

ci = + trace [AAo] = 4, A, = AAA-l -41 = AAo -41= 2 ],

-1 1 -5j
~-5 2 -16-
C2= trace[AA1]= -7, A2= AA1+ 71= 0 2 4
L 5 0 10_
C8= W trace [AA2] = .(-10 + 0 + 20 + 4 + 6 + 0 + 16 + 4 - 10) = 10.
Finally:

A2W
A-1 =9 0 W

Method VIII. Let ak, k=0, 1, 2, *, n-1, be n constants. Consider the

special,matrix:
ao an-, an-2 an-3 .. .a2 al
al ao an-, an22 . . a3 a2
B a2 al aO an1 .* a4 a31.

Lan-1 an.2 an-a an-4 * a, ao

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314 METHODS OF MATRIX INVERSION [May

Such special matricesare called circulant matrices.To invertthese we use the

procedure (see [13]):
1) Compute:
27r 27r
w = cos-+ isin-.
n n

2) Calculate the eigenvalues of the given matrixby:

n-i

e,(B) = awr, s = O, 1,* *,n-1.

T-O

3) Calculate the inversesof these eigenvalues and denote these by e8-'.

4) Calculate the numbers:
1 n-I
b. = ->(e-I)w-ra, s 0, 1, , n -1,
n r-o
5)
[bo bn_-I* b2 b1 1
B-1=
bn_2 bn-8 bo bn_1
Lbn-1bn_2 bi bo J
Example 8. Let
1 2 3-
B 3 1 2
L-2 3 1_

which is a circulant matrixwhere ao=1, a,=3, a2 =2.

1 -\13
1) 1+ 2 i
2 2
2) eo(A) = 6

- -
el(A) = 3- + -
2~ i+ 2(- 2i i+ = - +2i

I
e2(A) = 3 (- 2- 2i + 2 (--2+-2i' + -2- 2 i

3) eo =-1
6

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1955] METHODS OF MATRIX INVERSION 315

1 a/3'.
el-l=-
2 6
1 a/13
2 6
5
4) bo= --
18~~~~~~~~~~
1 1
bi = -(eol + er-lw-1 + e -I2) = -
3 18

b= -
1
(eO1 + er1w-2 + e-1w4) =-
7

5)
5 7 1
18 18 18
1 5 7
18 18 18
7 1 5
18 18 18_
The method is a good one in that it worksreadily on matriceswith complex
components. If B is real and symmetrical,[13] gives simplerformulasfor the
computationof the eigenvalues.
Method IX-Newton's formula.In general,given a number W, suppose one
wishes to calculate 1/W. Let x=11W. Then by Newton's formula,setting
f(x) = W- 1/x,

f(x,)
Xn+l = Xn f (Xn) P6 o,

Xn
-
=Xn I

Xn2
= Xn(2 - WXn).

If we let A be a matrixwhose inverseis desired,and we let Xo be a reasonable

approximationto A-1, then the above formula,writtenin termsof matricesis:

Xn+1 = Xn(2I - AXn).

The followingexample is selected from[27]:

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316 METHODS OF MATRIX INVERSION [May

Example9. Let
-I 2 3-
A= 2 3 4].
-3 4 4j
Then: choose
[-3.0 4.1 -0.9
X0= 4.1 -5.1 1.91.
L-0.9 1.9 -1.11

Using the recursionformulaabove, it followsthat:

[-4.26 4.14 -0.861 -[3.9976 3.9864 -1.01381

Xi 4.14 -5.06 1.941, X2 = 3.9864 -4.9896 2.0104
[-0.86 1.94 -1.061 L-1.0136 2.0104-0.98961
The exact solution is:
--4 4 -1-
A-'= 4 -5 2.
=-- 2 -1
Concerningconvergenceof iterationprocesses applied to matrices,one should
consult [22] and [17].
Method X. On certain matrices,the followingmethod may be applied: Let
A = (I+B). Then, A-1- (I+B)-1 =I-B+B2-B+ B+
Example 10: Let
4 0 O0
A= -1 4 01.
_0 -1 4_
Then:

~4 0 0 ~ 0 0 0~
A-4 0 4 0 + -1 0 0
L_0 0 4_ L- 0 -1I 0_,

]+[- oJ
?ooi
,-I o O-- O O O- -

= 0
4
1
]0 +
_-4 4 0 0

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1955] METHODS OF MATRIX INVERSION 317

-I 0 0- - 0 0 0- - 0 0 0- 2 - 0 0 0-

=4 0 1 0 _ 4 0 0 + -4 0 0 _ 0 0 +
_001 4 0 _0-4 0 _0-4 0_
-1
LO 0 IJ L O OJ0- - OJ0- - OJ0

-I 0 0_-4 0 0 +- 0 0 0 _0 0 0 ..

?0
[1
I
1

0 0-
_ ?
4
0]
o 0_
0 0-
01 0 0 0L 0 0 0

I
=s X ~1 0 = 0.
4 1_ 4

XI. Other methods and concludingremarks.

A. A newer type method which necessitatesknowledgeof sampling theory
and game theory,concepts beyond the scope of an elementarypaper, is the
Monte Carlo method, developed by Von Neumann and Ulam, writtenup by
Forsytheand Liebler in [7], and played with by Todd in [28).
B. Variations of the precedingmethodsare oftenusefulforspecial matrices.
For example, considera matrixwith the followingproperties:
1. It is symmetric.
2. The largest elementof any row lies on the main diagonal.
3. The matrix has zeros everywhereexcept possibly on the main diagonal
and in the positionsjust above and just below the main diagonal.
Such matricesoccur frequentlyin physical problems,forexample, in vibra-
tion. Precedingmethodscan be applied but a rapid variation is given in [24].
C. Lastly, it should be noted that ifA can be writtenas a productof matrices
whose inversesare readilyfound,thenA-' is easily produced,for:
if: A = BCDEF, A-' = F'E-1D'C-B-1.
Hence ingenuitymust be used to findmatrices whose inverses are simply
foundand whose product is A. Cholesky's method [27] is such a scheme.
Referencesand SourcesforFurtherReading
1. Albert,A. A., A ruleforcomputing theinverseofa matrix,thisMONTHLY,vol. 48, 1941,
pp. 198-199.
2. Andree,R. V., Computation ofinverseofa matrix,thisMONTHLY, vol. 58, 1951,pp. 87-92.
3. Bingham,M. D., A newmethodforobtainingthe inversematrix,J. Amer.Stat. Assoc.,
vol. 36,1941,pp. 530-534.
4. Collar,A. R., On thereciprocationofcertainmatrices,Proc.Roy.Soc. Edinburgh, vol. 59,
1939,pp. 195-206.
5. Dwyer,P. S., LinearComputation, Wiley,1951.
6. Forsythe, G. E., TheoryofSelectedMethods ofFiniteMatrixInversionand Decomposition,
Lecturesin Math. 136,notesby D. G. Aronsonand K. Iverson,INA Report52-3,1951.
7. Forsythe, bya MonteCarloMethod,
G. E., and Liebler,R. A., MatrixInversion MTAC 4,
at INA, 1950.
8. Forsythe, Bull. Amer.Math.
G. E., Solvinglinearalgebraicequationscan be interesting,

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All use subject to JSTOR Terms and Conditions
318 METHODS OF MATRIX INVERSION [May

Soc.,vol. 59, 1953,pp. 299-329.

ofmatrices,
9. Fox, L., Practicalmethodsforsolutionsoflinearequationsand theinversion
J. RoyalStat. Soc.,Ser. 12,B, 1950,pp. 120-136.
10. Frame,J. S., A simplerecursion a matrix,Abstract,Bull. Amer.
formulaforinverting
Math. Soc., vol. 55, 1949,p. 1045.
OxfordUniv.Press,
Matrices,
11. Frazer,R. A., Duncan,W. J.,and Collar,A. R., Elementary
1951.
12. Froberg,C. E., Solutionsoflinearsystemsofequationson a relaymachine,from:Simul-
taneousLinearEquationsand Determination ofEigenvalues. U. S. Dept. ofCommerce, N.B.S., Ap-
pliedMath. Series,29, 1953,pp. 39-43.
13. Good,I. J.,On theinversion of circulantmatrices,Biometrika, vol. 37, 1950,pp. 185-186.
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