We derive the formula for Cramer’s rule and use it to express the inverse of a matrix in terms of determinants.
DET-0060: Determinants and Inverses of Nonsingular Matrices
Combining results of Theorem th:detofsingularmatrix of DET-0040 and Theorem th:nonsingularequivalency1 of MAT-0030 shows that the following statements about matrix are equivalent:
- exists
- Any equation has a unique solution
In this module we will take a closer look at the relationship between the determinant of a nonsingular matrix , solution to the system , and the inverse of .
Cramer’s Rule
We begin by establishing a formula that allows us to express the unique solution to the system in terms of the determinant of , for a nonsingular matrix . This formula is called Cramer’s rule.
Consider the system
The system can be written as a matrix equation
Using one of our standard methods for solving systems we find that
Observe that the denominators in the expressions for and are the same and equal to .
A close examination shows that the numerators of expressions for and can also be interpreted as determinants of matrices. The numerator of the expression for is the determinant of the matrix that is formed by replacing the first column of with . The numerator of the expression for is the determinant of the matrix that is formed by replacing the second column of with . Thus, and can be written as
Note that a unique solution to the system exists if and only if the determinant of the coefficient matrix is not zero.
It turns out that a solution to any square system can be expressed using ratios of determinants, provided that is nonsingular. The general formula for the component of the solution vector is
To formalize this expression, we need to introduce some notation. Given a matrix and a vector we use to denote the matrix obtained from by replacing the column of with . In other words, Using our new notation, we can write the component of the solution vector as
We will work through a couple of examples before proving this result as a theorem.
We are now ready to state and prove Cramer’s rule as a theorem.
- Proof
- For this proof we will need to think of matrices in terms of their
columns. Thus,
We will also need the identity matrix . The columns of are standard unit
vectors.
Recall that
Similarly, Observe that is the only non-zero entry in the row of . Cofactor expansion along the row gives us
Now, consider the productThis gives us By our earlier observation in (eq:cramerix) we have is nonsingular, so . Thus
Finding the determinant is computationally expensive. Because Cramer’s rule requires finding many determinants, it is not a computationally efficient way of solving a system of equations. However, Cramer’s rule is often used for small systems in applications that arise in economics, natural, and social sciences, particularly when solving for only a subset of the variables.
Adjugate Formula for the Inverse of a Matrix
In Practice Problem prob:inverseformula of MAT-0050 we used the row reduction algorithm to show that if is nonsingular then
This formula is a special case of a general formula for the inverse of a nonsingular square matrix. Just like the formula for a matrix, the general formula includes the coefficient and a matrix related to the original matrix. We will now derive the general formula using Cramer’s rule.Let be an nonsingular matrix. When looking for the inverse of , we look for a matrix such that . We will think of matrices in terms of their columns
If then we must have This gives us systems of equations. Solution vectors to these systems are the columns of . Thus, the column of is By Cramer’s rule
But To find , we can expand along the column of . But the column of is the vector which has 1 in the spot and zeros everywhere else. Thus We now have Thus,
The matrix of cofactors of is called the adjugate of . We write
We summarize our result as a theorem
Practice Problems
- (a)
- Solve for using Cramer’s Rule.
Answer:
- (b)
- If you had to solve for all four variables, which method would you use? Why?