Nonsingular inverses #
In this file, we define an inverse for square matrices of invertible determinant.
For matrices that are not square or not of full rank, there is a more general notion of pseudoinverses which we do not consider here.
The definition of inverse used in this file is the adjugate divided by the determinant.
We show that dividing the adjugate by det A (if possible), giving a matrix A⁻¹ (nonsing_inv),
will result in a multiplicative inverse to A.
Note that there are at least three different inverses in mathlib:
A⁻¹(Inv.inv): alone, this satisfies no properties, although it is usually used in conjunction withGrouporGroupWithZero. On matrices, this is defined to be zero when no inverse exists.⅟A(invOf): this is only available in the presence of[Invertible A], which guarantees an inverse exists.Ring.inverse A: this is defined on anyMonoidWithZero, and just like⁻¹on matrices, is defined to be zero when no inverse exists.
We start by working with Invertible, and show the main results:
Matrix.invertibleOfDetInvertibleMatrix.detInvertibleOfInvertibleMatrix.isUnit_iff_isUnit_detMatrix.mul_eq_one_comm
After this we define Matrix.inv and show it matches ⅟A and Ring.inverse A.
The rest of the results in the file are then about A⁻¹
References #
- https://en.wikipedia.org/wiki/Cramer's_rule#Finding_inverse_matrix
Tags #
matrix inverse, cramer, cramer's rule, adjugate
Matrices are Invertible iff their determinants are #
If A.det has a constructive inverse, produce one for A.
Equations
Instances For
A.det is invertible if A has a left inverse.
Equations
- A.detInvertibleOfLeftInverse B h = { invOf := B.det, invOf_mul_self := ⋯, mul_invOf_self := ⋯ }
Instances For
A.det is invertible if A has a right inverse.
Equations
- A.detInvertibleOfRightInverse B h = { invOf := B.det, invOf_mul_self := ⋯, mul_invOf_self := ⋯ }
Instances For
If A has a constructive inverse, produce one for A.det.
Equations
Instances For
Together Matrix.detInvertibleOfInvertible and Matrix.invertibleOfDetInvertible form an
equivalence, although both sides of the equiv are subsingleton anyway.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Given a proof that A.det has a constructive inverse, lift A to (Matrix n n α)ˣ
Equations
Instances For
When lowered to a prop, Matrix.invertibleEquivDetInvertible forms an iff.
The inverse of a square matrix, when it is invertible (and zero otherwise).
Equations
- Matrix.inv = { inv := fun (A : Matrix n n α) => Ring.inverse A.det • A.adjugate }
The nonsingular inverse is the same as invOf when A is invertible.
Coercing the result of Units.instInv is the same as coercing first and applying the
nonsingular inverse.
The nonsingular inverse is the same as the general Ring.inverse.
Alias of Matrix.nonsing_inv_eq_ringInverse.
The nonsingular inverse is the same as the general Ring.inverse.
Equations
A version of Matrix.invertibleOfDetInvertible with the inverse defeq to A⁻¹ that is
therefore noncomputable.
Equations
- A.invertibleOfIsUnitDet h = { invOf := A⁻¹, invOf_mul_self := ⋯, mul_invOf_self := ⋯ }
Instances For
A version of Matrix.unitOfDetInvertible with the inverse defeq to A⁻¹ that is therefore
noncomputable.
Equations
- A.nonsingInvUnit h = unitOfInvertible A
Instances For
Equations
- Matrix.instInvOneClass = { toOne := Matrix.one, toInv := Matrix.inv, inv_one := ⋯ }
diagonal v is invertible if v is
Equations
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v is invertible if diagonal v is
Equations
- Matrix.invertibleOfDiagonalInvertible v = { invOf := (⅟(Matrix.diagonal v)).diag, invOf_mul_self := ⋯, mul_invOf_self := ⋯ }
Instances For
Together Matrix.diagonalInvertible and Matrix.invertibleOfDiagonalInvertible form an
equivalence, although both sides of the equiv are subsingleton anyway.
Equations
- One or more equations did not get rendered due to their size.
Instances For
When lowered to a prop, Matrix.diagonalInvertibleEquivInvertible forms an iff.
The inverse of a 1×1 or 0×0 matrix is always diagonal.
While we could write this as of fun _ _ => Ring.inverse (A default default) on the RHS, this is
less useful because:
- It wouldn't work for 0×0 matrices.
- More things are true about diagonal matrices than constant matrices, and so more lemmas exist.
Matrix.diagonal_unique can be used to reach this form, while Ring.inverse_eq_inv can be used
to replace Ring.inverse with ⁻¹.
The Woodbury Identity (⁻¹ version).
A version of List.prod_inv_reverse for Matrix.inv.
One form of Cramer's rule. See Matrix.mulVec_cramer for a stronger form.
Inverses of permutated matrices #
Note that the simp-normal form of Matrix.reindex is Matrix.submatrix, so we prove most of these
results about only the latter.
A.submatrix e₁ e₂ is invertible if A is
Equations
- A.submatrixEquivInvertible e₁ e₂ = (A.submatrix ⇑e₁ ⇑e₂).invertibleOfRightInverse ((⅟A).submatrix ⇑e₂ ⇑e₁) ⋯
Instances For
A is invertible if A.submatrix e₁ e₂ is
Equations
- A.invertibleOfSubmatrixEquivInvertible e₁ e₂ = A.invertibleOfRightInverse ((⅟(A.submatrix ⇑e₁ ⇑e₂)).submatrix ⇑e₂.symm ⇑e₁.symm) ⋯
Instances For
Together Matrix.submatrixEquivInvertible and
Matrix.invertibleOfSubmatrixEquivInvertible form an equivalence, although both sides of the
equiv are subsingleton anyway.
Equations
- One or more equations did not get rendered due to their size.
Instances For
When lowered to a prop, Matrix.invertibleOfSubmatrixEquivInvertible forms an iff.