Let A be an $ n \times n$ matrix
The inverse of A is denoted by $A^{-1}$
if $AB = I_n =BA$, then $B = A^{-1}$ and A is invertible
Note: This only works with square matrixes
Also Note: there is only one inverse of a matrix (if it is invertible)
An application:
consider a system of n linear equations with m variables
$
\circledast = \left[ \begin{array}{rrrr}
a_{11} & a_{12} & \dots & a_{1n} \\
a_{11} & a_{12} & \dots & a_{2n} \\
\vdots & \vdots & \ddots & \vdots \\
a_{m1} & a_{m2} & \dots & a_{mn}
\end{array} \right]
$
Let A be a $n \times n$ matrix, $\vec{x} be a $n \times 1$ matrix, $\vec{b}$ be a $1 \times m$ matrix
then $\circledast$ could be written as $A \vec{x} = \vec{b}$
Suppose that A is invertible ($A^{-1}$ exist). Multiply $A^{-1}$ on both sides
$A^{-1}A \vec{x} = A^{-1} \vec{b} \Rightarrow \vec{x} = A^{-1} \vec{b}$
Let $ A = \left[ \begin{array}{rr} a & b \\ c & d \end{array} \right], B = \left[ \begin{array}{rr} x & y \\ z & w \end{array} \right], AB = BA = I_n$
$ \left[ \begin{array}{rr} a & b \\ c & d \end{array} \right] \left[ \begin{array}{rr} x & y \\ z & w \end{array} \right] = \left[ \begin{array}{rr} 1 & 0 \\ 0 & 1 \end{array} \right] $
$\Rightarrow$
$ax + bz = 1$
$ay + bw = 0$
$cx + dz = 0$
$cy + dw = 1$
$\Rightarrow$
$ \left[ \begin{array}{rrrrr} a & 0 & b & 0 & | & 1 \\ 0 & a & 0 & b & | & 0 \\ c & 0 & d & 0 & | & 0 \\ 0 & c & 0 & d & | & 1 \end{array} \right] \Rightarrow A^{-1} = \frac{1}{ad - bc} \left[ \begin{array}{rrrrr} d & -b \\ -c & a \end{array} \right] $
Example:
2x + y = -1
5x + 3y = 2
$ \left[ \begin{array}{rrr} 2 & 1 & | & -1 \\ 5 & 3 & | & 2 \end{array} \right] $
$ \left[ \begin{array}{rrr} 2 & 1 \\ 5 & 3 \end{array} \right]^{-1} = \left[ \begin{array}{rrr} 3 & -1 \\ -5 & 2 \end{array} \right] \Rightarrow \vec{x} = \left[ \begin{array}{rrr} 3 & -1 \\ 5 & 2 \end{array} \right] \left[ \begin{array}{rrr} -1 \\ 2 \end{array} \right] = \left[ \begin{array}{rrr} -5 \\ 9 \end{array} \right] $
if $A$ i a square matrix of $n$ size and $I$ is the identity matrix of $n$ size, then:
Algo:
input: Matrix of size $n$
output: If the matrix is invertible
Step 1: Form a $ n \times 2n$ matrix
$ [ A | I ] $
Step 2: Perform row operations to turn $A$ to RREF
$ [ A | I ] \Rightarrow [ E | B ]$
if $E = I_n$, then B = A^{-1}
Example:
$A = \left[ \begin{array}{rrr}
1 & -1 & 2 \\
3 & 1 & 2 \\
2 & 3 & -2
\end{array} \right]
$
Step 1: Form a $ n \times 2n$ matrix
$
A = \left[ \begin{array}{rrr}
1 & -1 & 2 & | & 1 & 0 & 0 \\
3 & 1 & 2 & | & 0 & 1 & 0 \\
2 & 3 & -2 & | & 0 & 0 & 1
\end{array} \right]
$
Step 2: Perform row operations to turn $A$ to RREF $ \left[ \begin{array}{rrr} 1 & -1 & 2 & | & 1 & 0 & 0 \\ 0 & 1 & -1 & | & - \frac{3}{4} & \frac{1}{4} 0 \\ 0 & 0 & 0 & | & \frac{7}{20} & - \frac{1}{4} & \frac{1}{5} \end{array} \right] \neq I_n $
Step 3: $\therefore A$ is not Invertible
You can verify your matrix is correct with $AA^{-1} = I_n$