Determinants

Determinants Cramer's Rule Inverse Formula Invertible Matrix Theorem

Determinants

The determinant is a scalar value that encodes several important properties of a square matrix at once: it determines whether the matrix is invertible, measures how the corresponding linear transformation scales volumes, and appears in formulas for eigenvalues and matrix inverses.

Definition: Determinant

For \(n \geq 2\), the determinant of an \(n \times n\) matrix \(A\) is defined recursively by the cofactor expansion along the first row: \[ \begin{align*} \det A &= \sum_{j=1}^n (-1)^{1+j} a_{1j} \det A_{1j} \\\\ &= a_{11} C_{11} + a_{12} C_{12} + \cdots + a_{1n} C_{1n}, \end{align*} \] where \(A_{1j}\) is the \((n-1) \times (n-1)\) submatrix obtained by deleting row \(1\) and column \(j\) of \(A\), and \(C_{ij} = (-1)^{i+j} \det A_{ij}\) is the \((i,j)\)-cofactor of \(A\). The base case is \(\det [a] = a\) for a \(1 \times 1\) matrix.

Example:

Consider \[ A = \begin{bmatrix} 3 & 2 & 5 \\ 7 & 5 & 4 \\ 0 & 1 & 0 \end{bmatrix}. \] Cofactor expansion across the first row gives \[ \begin{align*} \det A &= 3 \det \begin{bmatrix} 5 & 4 \\ 1 & 0 \end{bmatrix} - 2 \det \begin{bmatrix} 7 & 4 \\ 0 & 0 \end{bmatrix} + 5 \det \begin{bmatrix} 7 & 5 \\ 0 & 1 \end{bmatrix} \\\\ &= 3(-4) - 2(0) + 5(7) \\\\ &= 23. \end{align*} \]

Definition: Cofactor and Cofactor Matrix

We take as part of the determinant's definition that its value is independent of the choice of row or column used for cofactor expansion — a fact whose verification reduces to bookkeeping on the recursion and is standard in any linear algebra text. For the entry \(a_{ij}\), the corresponding cofactor is \[ C_{ij} = (-1)^{i+j} \det A_{ij}, \] where \(A_{ij}\) is the \((n-1) \times (n-1)\) submatrix obtained by deleting row \(i\) and column \(j\) of \(A\). The matrix of all cofactors is the cofactor matrix of \(A\): \[ \operatorname{cof}(A) = \begin{bmatrix} C_{11} & C_{12} & \cdots & C_{1n}\\ C_{21} & C_{22} & \cdots & C_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ C_{n1} & C_{n2} & \cdots & C_{nn} \end{bmatrix}. \]

Example:

Recompute \(\det A\) for the same matrix using the third row: \[ \begin{align*} \det A &= 0 - 1 \cdot \det \begin{bmatrix} 3 & 5 \\ 7 & 4 \end{bmatrix} + 0 \\ &= -1 (12 - 35) = 23. \end{align*} \] Or expanding down the first column: \[ \begin{align*} \det A &= 3 \det \begin{bmatrix} 5 & 4 \\ 1 & 0 \end{bmatrix} - 7 \det \begin{bmatrix} 2 & 5 \\ 1 & 0 \end{bmatrix} + 0 \\ &= 3(-4) - 7(-5) + 0 = 23. \end{align*} \] The choice of row or column does not affect the result — but choosing one with many zero entries dramatically reduces the work.

The next several results compile the algebraic properties of the determinant that follow from the cofactor structure. We collect them as named theorems so they can be cited cleanly from later sections (Cramer's rule below, the Invertible Matrix Theorem, and downstream pages on eigenvalues, orthogonality, and Lie groups).

Theorem: Determinant of a Triangular Matrix

If \(A\) is upper triangular or lower triangular, then \(\det A\) equals the product of its diagonal entries.

Proof:

We use the fact (recorded in the Cofactor definition above) that the value of \(\det A\) is independent of which row or column is chosen for cofactor expansion. For an upper triangular matrix, expand along the first column: only the \((1,1)\) entry is nonzero, so all cofactors except \(C_{11}\) drop out and \[ \det A = a_{11} \det A_{11}, \] where \(A_{11}\) is the \((n-1) \times (n-1)\) matrix obtained by deleting row \(1\) and column \(1\) of \(A\) — itself upper triangular. Iterating (formally, induction on \(n\), with base case \(\det [a_{11}] = a_{11}\)) yields \(\det A = a_{11} a_{22} \cdots a_{nn}\). The lower triangular case is analogous (expand along the first row).

Example:

\[ \det \begin{bmatrix} 1 & 7 & 5 & 4 & 2 \\ 0 & 2 & 9 & 2 & 3 \\ 0 & 0 & 3 & 5 & 7\\ 0 & 0 & 0 & 4 & 7\\ 0 & 0 & 0 & 0 & 5 \end{bmatrix} = 1 \cdot 2 \cdot 3 \cdot 4 \cdot 5 = 120. \]

Theorem: Determinant of the Transpose

For any square matrix \(A\), \(\det A^\top = \det A\).

Proof:

We proceed by induction on \(n\). For \(n = 1\), \(A = [a]\) is its own transpose and \(\det A = \det A^\top = a\) trivially. For \(n = 2\), \[ \det \begin{bmatrix} a & b \\ c & d \end{bmatrix} = ad - bc, \qquad \det \begin{bmatrix} a & c \\ b & d \end{bmatrix} = ad - cb, \] which are equal.

For the inductive step, assume the result holds for all \((n-1) \times (n-1)\) matrices, and let \(A\) be \(n \times n\). Compare the cofactor expansion of \(\det A\) along the first row with that of \(\det A^\top\) along the first column: \[ \det A = \sum_{j=1}^n (-1)^{1+j} a_{1j} \det A_{1j}, \qquad \det A^\top = \sum_{i=1}^n (-1)^{i+1} (A^\top)_{i1} \det (A^\top)_{i1}. \] Since \((A^\top)_{i1} = a_{1i}\) (definition of transpose) and the minor \((A^\top)_{i1}\) is the matrix obtained by deleting row \(i\) and column \(1\) of \(A^\top\) — which is exactly the transpose of the matrix \(A_{1i}\) (delete row \(1\) and column \(i\) of \(A\)) — the inductive hypothesis applied to the \((n-1) \times (n-1)\) minors gives \[ \det (A^\top)_{i1} = \det (A_{1i})^\top = \det A_{1i}. \] Renaming the summation index \(i \to j\), the two cofactor expansions match term by term, so \(\det A^\top = \det A\).

Example:

With \(A = \begin{bmatrix} 3 & 2 & 5 \\ 7 & 5 & 4 \\ 0 & 1 & 0 \end{bmatrix}\) from earlier, the transpose is \[ A^\top = \begin{bmatrix} 3 & 7 & 0 \\ 2 & 5 & 1 \\ 5 & 4 & 0 \end{bmatrix}, \] and expanding \(\det A^\top\) along the first row gives \[ \det A^\top = 3(-4) - 7(-5) + 0 = 23 = \det A. \checkmark \]

Theorem: Multiplicativity of the Determinant

For square matrices \(A, B\) of the same size, \[ \det(AB) = (\det A)(\det B). \] In particular, if \(A\) is invertible then \(\det(A^{-1}) = (\det A)^{-1}\).

Proof:

We split into two cases according to whether \(A\) is invertible.

Case 1: \(A\) is invertible. By the Inverse via Row Reduction theorem, \(A\) factors as a product of elementary matrices, \(A = F_1 F_2 \cdots F_k\). It therefore suffices to prove the multiplicative law for a single elementary matrix \(E\): \(\det(E B) = \det(E)\, \det(B)\). Then iterating gives \[ \det(AB) = \det(F_1 F_2 \cdots F_k\, B) = \det(F_1) \det(F_2 \cdots F_k\, B) = \cdots = \det(F_1) \cdots \det(F_k)\, \det(B) = \det(A)\, \det(B). \] For the elementary case, we read off the determinant of \(E\) and the effect of \(E B\) directly from the Row Operations theorem above. There are three cases:

  • Replacement (\(E\) adds a multiple of one row of \(I\) to another): \(\det E = 1\) (triangular with all \(1\)'s on the diagonal), and \(EB\) replaces a row of \(B\) by itself plus a multiple of another row, leaving the determinant unchanged: \(\det(EB) = \det B = \det E \cdot \det B\). \(\checkmark\)
  • Interchange (\(E\) swaps two rows of \(I\)): \(\det E = -1\) (a single swap from \(I\)), and \(EB\) swaps the corresponding rows of \(B\), so \(\det(EB) = -\det B = \det E \cdot \det B\). \(\checkmark\)
  • Scale (\(E\) multiplies one row of \(I\) by \(k \neq 0\)): \(\det E = k\) (diagonal with one \(k\)), and \(EB\) scales the corresponding row of \(B\) by \(k\), so \(\det(EB) = k \det B = \det E \cdot \det B\). \(\checkmark\)

Case 2: \(A\) is singular. We show both sides of \(\det(AB) = \det A \cdot \det B\) vanish.

First, \(\det A = 0\). Indeed, by the Inverse via Row Reduction theorem, the RREF of a singular \(A\) is not \(I_n\), so its RREF \(R\) has at least one zero row. Reducing \(A\) to \(R\) by elementary row operations gives \((F_k \cdots F_1) A = R\), and by Case 1 applied to the elementary factors, \[ \det(F_k) \cdots \det(F_1) \cdot \det A = \det R = 0 \] (the right-hand side because cofactor expansion along a zero row of \(R\) yields \(0\)). Each \(\det(F_i)\) is nonzero (it equals \(\pm 1\) or some \(k \neq 0\)), so \(\det A = 0\). Hence the right-hand side \(\det A \cdot \det B = 0\).

Second, \(AB\) is also singular, which we show by exhibiting a nonzero vector \(\mathbf{v}\) with \((AB)\mathbf{v} = \mathbf{0}\). Since \(A\) is singular, the equation \(A\mathbf{x} = \mathbf{0}\) has a nontrivial solution \(\mathbf{x}_0 \neq \mathbf{0}\). We split on \(B\):

  • If \(B\) is invertible, set \(\mathbf{v} = B^{-1} \mathbf{x}_0 \neq \mathbf{0}\) (nonzero because \(B^{-1}\) is invertible and \(\mathbf{x}_0 \neq \mathbf{0}\)). Then \((AB)\mathbf{v} = A(B B^{-1} \mathbf{x}_0) = A \mathbf{x}_0 = \mathbf{0}\).
  • If \(B\) is also singular, then \(B \mathbf{y}_0 = \mathbf{0}\) for some \(\mathbf{y}_0 \neq \mathbf{0}\). Set \(\mathbf{v} = \mathbf{y}_0\). Then \((AB)\mathbf{v} = A(B \mathbf{y}_0) = A \mathbf{0} = \mathbf{0}\).

Either way, \(AB\) annihilates a nonzero vector, so \(AB\) is singular. By the same argument as for \(A\) (reducing \(AB\) to its RREF and finding a zero row), \(\det(AB) = 0\). Both sides of the identity equal zero in this case.

The corollary follows by taking determinants of \(A A^{-1} = I\): \((\det A)(\det A^{-1}) = \det I = 1\), so \(\det(A^{-1}) = (\det A)^{-1}\).

Example:

Let \[ A = \begin{bmatrix} 1 & 2 \\ 8 & 9 \end{bmatrix}, \quad B = \begin{bmatrix} 5 & 7 \\ 4 & 6 \end{bmatrix}, \quad AB = \begin{bmatrix} 13 & 19 \\ 76 & 110 \end{bmatrix}. \] Then \[ \det A = 9 - 16 = -7, \quad \det B = 30 - 28 = 2, \quad \det(AB) = 1430 - 1444 = -14 = (-7)(2). \checkmark \] Warning: the determinant is not additive: \(\det(A + B) \neq \det A + \det B\) in general.

Theorem: Effect of Row Operations on the Determinant

Let \(A\) be a square matrix and let \(B\) be obtained from \(A\) by a single elementary row operation. Then:

  • Replacement: if \(B\) is obtained by adding a multiple of one row to another, then \(\det B = \det A\).
  • Interchange: if \(B\) is obtained by swapping two rows, then \(\det B = -\det A\).
  • Scale: if \(B\) is obtained by multiplying one row by a scalar \(k\), then \(\det B = k \det A\).
Proof:

Throughout, we use freely that the determinant may be computed by cofactor expansion along any row (the Cofactor definition above).

Scale. Suppose \(B\) is obtained from \(A\) by multiplying row \(r\) by \(k\). Expanding \(\det B\) along row \(r\), \[ \det B = \sum_{j=1}^n (-1)^{r+j} (k a_{rj}) \det B_{rj} = k \sum_{j=1}^n (-1)^{r+j} a_{rj} \det A_{rj} = k \det A, \] where \(B_{rj} = A_{rj}\) because deleting row \(r\) discards the scaled row entirely. Although elementary row operations require \(k \neq 0\), the identity \(\det B = k \det A\) as stated holds for every scalar \(k\).

Interchange. We proceed by induction on \(n\). For \(n = 2\), direct computation gives \(\det \begin{bmatrix} c & d \\ a & b \end{bmatrix} = cb - ad = -(ad - bc)\), as in the 2×2 verification below. Assume the result for \((n-1) \times (n-1)\) matrices, and let \(B\) be obtained from an \(n \times n\) matrix \(A\) by swapping rows \(i\) and \(j\) (with \(i < j\)). Choose any row \(p \notin \{i, j\}\) — such a row exists since \(n \geq 3\) — and expand both \(\det A\) and \(\det B\) along row \(p\): \[ \det A = \sum_{k=1}^n (-1)^{p+k} a_{pk} \det A_{pk}, \qquad \det B = \sum_{k=1}^n (-1)^{p+k} a_{pk} \det B_{pk}, \] where we used \(b_{pk} = a_{pk}\) (row \(p\) is untouched by the swap). Deleting row \(p\) from the \(n \times n\) matrix sends row \(i\) to row \(i'\) and row \(j\) to row \(j'\) in the resulting \((n-1) \times (n-1)\) minor, where \(i' = i\) if \(i < p\) and \(i' = i - 1\) if \(i > p\) (similarly for \(j'\)); crucially, \(i' \neq j'\) since \(i \neq j\) and the shift preserves the distinction. The minor \(B_{pk}\) is therefore obtained from \(A_{pk}\) by swapping rows \(i'\) and \(j'\), so by the inductive hypothesis \(\det B_{pk} = -\det A_{pk}\). Substituting gives \(\det B = -\det A\).

Zero consequence. A matrix with two identical rows has determinant zero: swapping the identical rows leaves the matrix unchanged, while by Interchange the swap negates the determinant, so \(\det A = -\det A\), forcing \(\det A = 0\).

Replacement. Suppose \(B\) is obtained from \(A\) by adding \(k\) times row \(s\) to row \(r\) (with \(r \neq s\)). Expanding \(\det B\) along row \(r\), \[ \det B = \sum_{j=1}^n (-1)^{r+j} (a_{rj} + k a_{sj}) \det B_{rj} = \sum_{j=1}^n (-1)^{r+j} a_{rj} \det A_{rj} + k \sum_{j=1}^n (-1)^{r+j} a_{sj} \det A_{rj}, \] where again \(B_{rj} = A_{rj}\) (row \(r\) is discarded). The first sum is \(\det A\); the second is the cofactor expansion along row \(r\) of the matrix \(A'\) obtained by replacing row \(r\) of \(A\) with row \(s\). Since \(A'\) has two identical rows (rows \(r\) and \(s\) both equal to the original row \(s\) of \(A\)), its determinant vanishes by the Zero consequence above. Hence \(\det B = \det A\).

Example: 2×2 verification.

Starting from \(\det \begin{bmatrix} a & b \\ c & d \end{bmatrix} = ad - bc\): \[ \begin{align*} \det \begin{bmatrix} c & d \\ a & b \end{bmatrix} &= cb - ad = -(ad - bc) \quad (\text{interchange}), \\\\ \det \begin{bmatrix} a & b \\ kc & kd \end{bmatrix} &= k(ad - bc) \quad (\text{scale row 2 by } k), \\\\ \det \begin{bmatrix} a & b \\ c+2a & d+2b \end{bmatrix} &= a(d + 2b) - b(c + 2a) = ad - bc \quad (\text{replacement}). \end{align*} \]

Geometric Meaning: Volume Scaling

Determinants have a striking geometric interpretation. For an \(n \times n\) matrix \(A\), the linear transformation \(\mathbf{x} \mapsto A\mathbf{x}\) maps the unit cube in \(\mathbb{R}^n\) to a parallelepiped, and the volume of this parallelepiped equals \(|\det A|\). The sign of \(\det A\) records orientation: positive means orientation-preserving, negative means orientation-reversing.

This single picture explains many of the algebraic properties at once. The triangular formula \(\det A = a_{11} \cdots a_{nn}\) corresponds to axis-aligned scaling. Multiplicativity \(\det(AB) = \det A \cdot \det B\) is composition of volume scalings. \(\det A = 0\) holds precisely when \(A\) collapses the cube into a flat region of zero volume — equivalently, when \(A\) is not invertible. We meet this geometric viewpoint again in Section II (manifolds and integration via the Jacobian) and in Lie theory, where \(\det\) is the multiplicative character distinguishing \(GL_n\) from \(SL_n\).

Cramer's Rule

The properties of determinants lead to a direct closed-form expression for the solution of a square linear system. While row reduction is far more efficient computationally, Cramer's rule has theoretical value: it shows that the components of the solution \(\mathbf{x}\) are rational functions of the entries of \(A\) and \(\mathbf{b}\), with denominator \(\det A\). This algebraic structure underlies symbolic computation, control theory, and arguments about how solutions depend smoothly on the data (as in the implicit function theorem).

Theorem: Cramer's Rule

Let \(A\) be an invertible \(n \times n\) matrix. For every \(\mathbf{b} \in \mathbb{R}^n\), the system \(A\mathbf{x} = \mathbf{b}\) has the unique solution \[ x_i = \frac{\det A_i(\mathbf{b})}{\det A}, \qquad i = 1, 2, \ldots, n, \tag{1} \] where \(A_i(\mathbf{b})\) is the matrix obtained from \(A\) by replacing its \(i\)-th column with \(\mathbf{b}\).

Proof:

Consider the \(n \times n\) identity matrix \(I\), and replace its \(i\)-th column by \(\mathbf{x}\) to form the modified matrix \[ I_i(\mathbf{x}) = \begin{bmatrix} \mathbf{e}_1 & \mathbf{e}_2 & \cdots & \mathbf{x} & \cdots & \mathbf{e}_n \end{bmatrix}. \] Multiplying on the left by \(A\): \[ \begin{align*} A I_i(\mathbf{x}) &= \begin{bmatrix} A\mathbf{e}_1 & A\mathbf{e}_2 & \cdots & A\mathbf{x} & \cdots & A\mathbf{e}_n \end{bmatrix} \\\\ &= \begin{bmatrix} \mathbf{a}_1 & \mathbf{a}_2 & \cdots & \mathbf{b} & \cdots & \mathbf{a}_n \end{bmatrix} \\\\ &= A_i(\mathbf{b}). \end{align*} \] Note that \(\det I_i(\mathbf{x}) = x_i\) (cofactor expansion down the \(i\)-th column gives \(x_i\) as the only nonzero contribution). By the multiplicativity of the determinant, \[ (\det A)(\det I_i(\mathbf{x})) = \det A_i(\mathbf{b}) \;\Longrightarrow\; (\det A)\, x_i = \det A_i(\mathbf{b}). \] Since \(A\) is invertible, \(\det A \neq 0\), and dividing through by \(\det A\) gives (1).

Inverse Formula

Using the same techniques as in Cramer's rule, we can derive an explicit formula for the inverse of a matrix in terms of determinants. The result expresses \(A^{-1}\) using the cofactors of \(A\), giving theoretical insight into the structure of matrix inverses. For practical computation with large matrices, row reduction (the algorithm in Elementary Matrices) is far more efficient than computing many determinants — but the cofactor formula remains valuable for theoretical analysis and for small matrices where explicit symbolic expressions are desired.

Theorem: Inverse via the Adjugate

Let \(A\) be an invertible matrix. Then \[ A^{-1} = \frac{1}{\det A}\, \operatorname{adj}(A), \] where \(\operatorname{adj}(A)\) — the adjugate (or classical adjoint) of \(A\) — is the transpose of the cofactor matrix: \[ \operatorname{adj}(A) = \operatorname{cof}(A)^\top = \begin{bmatrix} C_{11} & C_{21} & \cdots & C_{n1}\\ C_{12} & C_{22} & \cdots & C_{n2} \\ \vdots & \vdots & \ddots & \vdots \\ C_{1n} & C_{2n} & \cdots & C_{nn} \end{bmatrix}. \] That is, the \((i,j)\)-entry of \(\operatorname{adj}(A)\) is the cofactor \(C_{ji}\) (note the index swap).

Proof:

We show the stronger identity \[ A \cdot \operatorname{adj}(A) = (\det A)\, I, \] from which the formula \(A^{-1} = (\det A)^{-1} \operatorname{adj}(A)\) follows by dividing through by \(\det A \neq 0\) (using invertibility).

Compute the \((i, j)\)-entry of \(A \cdot \operatorname{adj}(A)\) directly: \[ \bigl(A \cdot \operatorname{adj}(A)\bigr)_{ij} = \sum_{k=1}^n a_{ik}\, \bigl(\operatorname{adj}(A)\bigr)_{kj} = \sum_{k=1}^n a_{ik}\, C_{jk}, \] using \(\bigl(\operatorname{adj}(A)\bigr)_{kj} = C_{jk}\) (the index swap from the transpose).

Diagonal entries (\(i = j\)): the sum becomes \(\sum_k a_{ik} C_{ik}\), which is exactly the cofactor expansion of \(\det A\) along row \(i\). Hence \(\bigl(A \cdot \operatorname{adj}(A)\bigr)_{ii} = \det A\).

Off-diagonal entries (\(i \neq j\)): the sum becomes \(\sum_k a_{ik} C_{jk}\). We claim this equals zero. Define an auxiliary matrix \(\tilde{A}\) obtained from \(A\) by replacing row \(j\) with a copy of row \(i\) (so \(\tilde{A}\) has two identical rows: rows \(i\) and \(j\) both equal to row \(i\) of \(A\)). The cofactor expansion of \(\det \tilde{A}\) along row \(j\) reads \[ \det \tilde{A} = \sum_k \tilde{a}_{jk}\, \tilde{C}_{jk} = \sum_k a_{ik}\, C_{jk}, \] because \(\tilde{a}_{jk} = a_{ik}\) (we copied row \(i\) into row \(j\)) and the cofactor \(\tilde{C}_{jk}\) only depends on the matrix obtained by deleting row \(j\) — which is the same minor as \(C_{jk}\) of \(A\), since the \((n-1)\)-row matrix used to compute these cofactors does not involve row \(j\). Thus \[ \sum_k a_{ik}\, C_{jk} = \det \tilde{A}. \] But \(\tilde{A}\) has two identical rows. Swapping these two equal rows leaves \(\tilde{A}\) unchanged, while by the Effect of Row Operations theorem the swap also negates the determinant: \(\det \tilde{A} = -\det \tilde{A}\), forcing \(2 \det \tilde{A} = 0\), hence \(\det \tilde{A} = 0\). Therefore \(\bigl(A \cdot \operatorname{adj}(A)\bigr)_{ij} = 0\) for \(i \neq j\).

Combining diagonal and off-diagonal entries: \(A \cdot \operatorname{adj}(A) = (\det A)\, I\). Dividing by \(\det A\) gives the claimed formula.

Example:

Consider \[ A = \begin{bmatrix} -1 & 2 & 3 \\ 2 & 1 & -4 \\ 3 & 3 & 2 \end{bmatrix}. \] Computing the nine cofactors: \[ \begin{align*} C_{11} &= +(2+12) = 14, & C_{12} &= -(4+12) = -16, & C_{13} &= +(6-3) = 3, \\\\ C_{21} &= -(4-9) = 5, & C_{22} &= +(-2-9) = -11, & C_{23} &= -(-3-6) = 9, \\\\ C_{31} &= +(-8-3) = -11, & C_{32} &= -(4-6) = 2, & C_{33} &= +(-1-4) = -5. \end{align*} \] Direct cofactor expansion gives \(\det A = -1(2+12) - 2(4+12) + 3(6-3) = -37\).

As a cross-check, multiplying \(\operatorname{adj}(A)\) by \(A\) yields a scalar multiple of the identity: \[ \operatorname{adj}(A)\, A = \begin{bmatrix} 14 & 5 & -11 \\ -16 & -11 & 2 \\ 3 & 9 & -5 \end{bmatrix} \begin{bmatrix} -1 & 2 & 3 \\ 2 & 1 & -4 \\ 3 & 3 & 2 \end{bmatrix} = -37\, I, \] confirming \(\det A = -37\). Hence \[ A^{-1} = \frac{1}{-37}\, \operatorname{adj}(A) = \begin{bmatrix} -\tfrac{14}{37} & -\tfrac{5}{37} & \tfrac{11}{37} \\[2pt] \tfrac{16}{37} & \tfrac{11}{37} & -\tfrac{2}{37} \\[2pt] -\tfrac{3}{37} & -\tfrac{9}{37} & \tfrac{5}{37} \end{bmatrix}. \]

Invertible Matrix Theorem

Throughout our study of linear algebra, we have encountered many different characterizations of invertible matrices. The Invertible Matrix Theorem consolidates them into a single statement: for square matrices, properties related to existence and uniqueness of solutions, linear independence, spanning, linear transformations, and determinants are all logically equivalent. Establishing any one of these properties automatically implies all the others — making the IMT a workhorse of linear algebra and one of the central results of Section I.

Theorem: Invertible Matrix Theorem

Let \(A\) be an \(n \times n\) matrix. Then the following statements are logically equivalent.

  1. \(A\) is invertible.
  2. There exists an \(n \times n\) matrix \(B\) such that \(AB = I\) and \(BA = I\).
  3. \(A\mathbf{x} = \mathbf{0}\) has only the trivial solution.
  4. \(A\) has \(n\) pivot positions.
  5. \(A\) is row equivalent to \(I_n\).
  6. For every \(\mathbf{b} \in \mathbb{R}^n\), the equation \(A\mathbf{x} = \mathbf{b}\) has at least one solution.
  7. The columns of \(A\) span \(\mathbb{R}^n\).
  8. The linear transformation \(\mathbf{x} \mapsto A\mathbf{x}\) maps \(\mathbb{R}^n\) onto \(\mathbb{R}^n\).
  9. The columns of \(A\) form a linearly independent set.
  10. The linear transformation \(\mathbf{x} \mapsto A\mathbf{x}\) is one-to-one.
  11. \(A^\top\) is invertible.
  12. \(\det A \neq 0\).
  13. \(0\) is not an eigenvalue of \(A\).
  14. \((\operatorname{Col} A)^{\perp} = \{\mathbf{0}\}\) (see the orthogonal complement).
  15. \((\operatorname{Nul} A)^{\perp} = \mathbb{R}^n\).
  16. \(\operatorname{Row} A = \mathbb{R}^n\).
  17. \(A\) has \(n\) nonzero singular values.

Proof strategy. Statements (1)–(11) form a closed cycle of implications established across the previous sections of Linear Algebra. The standard route is roughly: (1) ⇒ (5) by the row-reduction inverse algorithm; (5) ⇒ (4) ⇒ (3) by reading off pivots and the homogeneous solution; (3) ⇒ (9) is the definition of linear independence applied to columns; (9) ⇔ (10) is the one-to-one characterization of linear transformations; (3) ⇒ (1) closes the cycle via the existence of \(A^{-1}\) produced by row reduction; (1) ⇔ (11) by the transpose-of-an-inverse theorem; (1) ⇔ (6) ⇔ (7) ⇔ (8) packages the column-span and onto characterizations together. The determinant condition (12) connects via Cramer's rule and multiplicativity: \(\det A \neq 0\) iff \(A\) is invertible. Items (13)–(17) invoke concepts treated in later pages — eigenvalues (linalg-6), orthogonal complement (linalg-9), and the singular value decomposition — and are proved there.