Facts
Every Fact of the course in one place. The reason for a Fact is in the section it belongs to, behind the button “Why is this true?”.
1 Linear, quadratic and polynomial functions
If $f(x)=ax+b$, then increasing $x$ by one unit changes $f(x)$ by exactly $a$, no matter where you start: $$ \begin{aligned} &f(x+1)-f(x) \\ &\quad= \bigl(a(x+1)+b\bigr) - (ax+b) \\ &\quad= a\,. \end{aligned} $$ So $a>0$ gives a graph rising to the right, the steeper the larger $a$ is; $a<0$ one falling to the right, with steepness $|a|$; and $a=0$ the horizontal line $y=b$.
Let $P=(x_1,y_1)$ and $Q=(x_2,y_2)$ be distinct points on a non-vertical straight line $\ell$. Then the slope of $\ell$ is $$ a = \frac{y_2-y_1}{x_2-x_1}\,, \tag{1.1} $$ independently of which two points of $\ell$ are chosen; and the line through $(x_1,y_1)$ with slope $a$ has equation $$ y - y_1 = a\,(x-x_1)\,. \tag{1.2} $$
A system of two linear equations in two unknowns has either
- exactly one solution — the lines cross at a single point;
- no solution — the lines are parallel and distinct;
- infinitely many solutions — the two equations describe the same line.
In particular, it is impossible for such a system to have exactly two solutions.
For $a\ne 0$, $$ ax^2+bx+c = a\left(x+\frac{b}{2a}\right)^{\!2} - \frac{b^2-4ac}{4a}\,. \tag{1.4} $$
Let $f(x)=ax^2+bx+c$ with $a\ne0$, and set $x^{*} = -\dfrac{b}{2a}$.
- If $a>0$, then $f$ has a minimum at $x^{*}$, and no maximum.
- If $a<0$, then $f$ has a maximum at $x^{*}$, and no minimum.
In both cases the extreme value is $$ f(x^{*}) = c - \frac{b^2}{4a} = -\frac{b^2-4ac}{4a}\,, $$ and the parabola is symmetric about the vertical line $x=x^{*}$: for every $t$, $f(x^{*}+t) = f(x^{*}-t)$.
Let $P$ be a polynomial and $a$ a number. Then $$ x-a \text{ is a factor of } P(x) \;\Longleftrightarrow\; P(a)=0\,. $$
Suppose all the coefficients $a_n,\ldots,a_1,a_0$ in (1.5) are integers. Then every integer root of $P$ is a factor of the constant term $a_0$.
Let $P$ have degree $m$ and $Q$ have degree $n$, with $m\ge n$. Then there is exactly one pair of polynomials $q$ (of degree $m-n$) and $r$ (of degree less than $n$) with $$ \begin{aligned} &P(x) = q(x)\,Q(x) + r(x)\,, \\ &\text{equivalently} \\ &\frac{P(x)}{Q(x)} = q(x) + \frac{r(x)}{Q(x)} \end{aligned} \tag{1.6} $$ wherever $Q(x)\ne0$. We call $q$ the quotient and $r$ the remainder; if $r$ is the zero polynomial, $Q$ is a factor of $P$.
2 Powers, exponentials, logarithms, and the derivative
Every power function $y=x^{r}$ passes through $(1,1),$ since $1^{r}=1,$ and its shape on $x>0$ depends only on $r{:}$ for $r>1$ it increases and bends upwards $(y=x^2);$ for $r=1$ it is the line $y=x;$ for $0<r<1$ it increases and bends downwards $(y=\sqrt{x});$ for $r=0$ it is the constant $y=1;$ and for $r<0$ it decreases, with $y\to\infty$ as $x\to 0$ and $y\to0$ as $x\to\infty$ $(y=1/x).$
If $f(t)=Aa^{t},$ then for every $t,$ $$ f(t+1) = A a^{t+1} = a\cdot Aa^{t} = a\,f(t)\,. $$ So increasing $t$ by one unit multiplies the value by $a,$ no matter where you start, and $A=f(0).$ Hence $a>1$ gives growth, $0<a<1$ decay and $a=1$ a constant; writing $a = 1+p/100$ with $p>0,$ the function grows by $p\%$ per unit, and $a=1-p/100$ with $0<p<100$ makes it fall by $p\%$ per unit.
For all $x,y>0$ and all real $p,$ $$ \begin{aligned} \ln(xy) &= \ln x + \ln y\,,\\ \ln\frac{x}{y} &= \ln x - \ln y\,,\\ \ln x^{p} &= p\,\ln x\,, \end{aligned} $$ and $\ln$ and $\exp$ undo each other: $\ln e^{x}=x$ for all real $x,$ and $e^{\ln x}=x$ for all $x>0.$
Let $a>1$ and $A>0.$ The exponential function $f(t)=Aa^{t}$ has a unique doubling time $t^{*},$ the solution of $a^{t^{*}}=2,$ namely $$ t^{*} = \frac{\ln 2}{\ln a}\,. $$ It does not depend on $A,$ nor on the moment from which you start measuring.
The Newton quotient is the average rate of change of $f$ between $a$ and $a+h,$ so its limit $f'(a)$ is the instantaneous rate of change at $a;$ and for small $h,$ $f(a+h)-f(a)\approx f'(a)\cdot h.$
Let $f$ be differentiable on an interval $I.$ Then $$ \begin{aligned} &f'(x)\ge 0 \text{ for all } x\in I\\ &\qquad\iff f \text{ is increasing on } I\,,\\ &f'(x)\le 0 \text{ for all } x\in I\\ &\qquad\iff f \text{ is decreasing on } I\,,\\ &f'(x)= 0 \text{ for all } x\in I\\ &\qquad\iff f \text{ is constant on } I\,. \end{aligned} $$ Moreover $f'(x)>0$ for all $x\in I$ implies that $f$ is strictly increasing on $I,$ and similarly $f'(x)<0$ implies strictly decreasing.
3 The rules of differentiation
Suppose $\lim_{x\to a}f(x)=A$ and $\lim_{x\to a}g(x)=B.$ Then $$ \begin{aligned} \lim_{x\to a}\bigl(f(x)\pm g(x)\bigr) &= A\pm B\,,\\ \lim_{x\to a} f(x)g(x) &= AB\,,\\ \lim_{x\to a}\frac{f(x)}{g(x)} &= \frac{A}{B}\ \ (B\ne0)\,, \end{aligned} $$ together with $\lim_{x\to a}c=c$ for a constant $c,$ and $\lim_{x\to a}x=a.$
Let $A$ be a constant and let $g$ and $h$ be differentiable. Then $$ \begin{aligned} f(x) = A &\Longrightarrow f'(x) = 0\\ f(x) = A + g(x) &\Longrightarrow f'(x) = g'(x)\\ f(x) = A\cdot g(x) &\Longrightarrow f'(x) = A\,g'(x)\\ f(x) = x^{a} &\Longrightarrow f'(x) = a\,x^{a-1}\\ f(x) = g(x)+h(x) &\Longrightarrow f'(x) = g'(x)+h'(x)\\ f(x) = g(x)-h(x) &\Longrightarrow f'(x) = g'(x)-h'(x) \end{aligned} $$ In words: additive constants disappear, multiplicative constants survive.
If $f$ and $g$ are differentiable, then $$ (fg)'(x) = f'(x)g(x) + f(x)g'(x)\,. \tag{3.1} $$
If $f$ and $g$ are differentiable and $g(x)\ne0,$ then $$ \left(\frac{f}{g}\right)'(x) = \frac{f'(x)g(x)-f(x)g'(x)}{g(x)^{2}}\,. \tag{3.2} $$
Wherever the quantities are nonzero, $$ \begin{aligned} \frac{(fg)'}{fg} &= \frac{f'}{f} + \frac{g'}{g}\,,\\ \frac{(f/g)'}{f/g} &= \frac{f'}{f} - \frac{g'}{g}\,. \end{aligned} $$ Relative rates add for products and subtract for quotients.
Let $F(x) = g\bigl(f(x)\bigr),$ with $f$ differentiable at $x$ and $g$ differentiable at $f(x).$ Then $$ F'(x) = g'\bigl(f(x)\bigr)\cdot f'(x)\,. \tag{3.3} $$ Writing $z=g(y)$ and $y=f(x),$ the same statement in Leibniz's notation is $$ \frac{dz}{dx} = \frac{dz}{dy}\cdot\frac{dy}{dx}\,. $$
On an interval where $f$ is twice differentiable,
- $f''>0{:}$ the slope is increasing, the curve bends upwards, and its tangents lie below it;
- $f''<0{:}$ the slope is decreasing, the curve bends downwards, and its tangents lie above it.
4 Exponentials, logarithms, and approximation
$\displaystyle\frac{d}{dx}e^{x} = e^{x}$, and by the chain rule (Fact 3.16), $\displaystyle\frac{d}{dx}e^{g(x)} = e^{g(x)}\,g'(x)$.
Since $a=e^{\ln a}$ we have $a^{x}=e^{x\ln a}$, and therefore $$ \frac{d}{dx}a^{x} = a^{x}\ln a\,. $$
For $x>0$, $$ \frac{d}{dx}\ln x = \frac{1}{x}\,, $$ and consequently, wherever $h(x)>0$, $$ \frac{d}{dx}\ln h(x) = \frac{h'(x)}{h(x)}\,. \tag{4.2} $$
For every real number $a$ and every $x>0$, $$ \frac{d}{dx}x^{a} = a\,x^{a-1}\,. $$
If $f$ is differentiable at $a$, then for $x$ near $a$, $$ f(x) \;\approx\; f(a) + f'(a)(x-a)\,. \tag{4.3} $$
$P_{n}$ is the unique polynomial of degree at most $n$ whose value and first $n$ derivatives at $a$ agree with those of $f$: $$ P_{n}^{(k)}(a) = f^{(k)}(a)\qquad\text{for } k=0,1,\ldots,n\,, $$ and $f(x)\approx P_{n}(x)$ for $x$ near $a$. The case $n=1$ is (4.3).
5 The error term, limits, and $0/0$
Let $f$ be $n+1$ times differentiable on an interval containing $a$ and $x$. Then $$ \begin{aligned} &f(x) = p_{n}(x) + R_{n+1}(x)\,, \\ &R_{n+1}(x) = \frac{f^{(n+1)}(z)}{(n+1)!}\,(x-a)^{n+1} \tag{5.1} \end{aligned} $$ for some number $z$ strictly between $a$ and $x$. In the case $a=0$, which is the one normally used, $R_{n+1}(x) = f^{(n+1)}(z)\,x^{n+1}/(n+1)!$ with $z$ between $0$ and $x$.
If $\bigl|f^{(n+1)}(t)\bigr| \le M$ for every $t$ between $a$ and $x$, then $$ \bigl|R_{n+1}(x)\bigr| \;\le\; \frac{M}{(n+1)!}\,|x-a|^{\,n+1}\,. \tag{5.2} $$
$\lim_{x\to a}f(x)$ exists if and only if both one-sided limits exist and are equal, in which case all three agree.
If $f$ is continuous at $a$ then $\lim_{x\to a}f(x)=f(a)$: you simply substitute. Moreover anything built from constants and $x$ using addition, subtraction, multiplication, division and composition is continuous wherever it is defined — so polynomials are continuous everywhere, rational functions off the zeros of the denominator, and $e^{x}$, $\ln x$ and powers on their domains.
Let $f$ and $g$ be differentiable near $a$ with $f(a)=g(a)=0$, and suppose $g'(a)\ne0$. Then $$ \lim_{x\to a}\frac{f(x)}{g(x)} = \frac{f'(a)}{g'(a)}\,. \tag{5.5} $$ More generally, and for $\tfrac{\infty}{\infty}$ as well, $\lim_{x\to a} f/g = \lim_{x\to a} f'/g'$ whenever the right-hand limit exists. If that limit is again indeterminate, apply the rule again.
6 Existence, and where to look
Let $f$ be continuous on the closed interval $[a,b]$. Then $f$ takes every value between $f(a)$ and $f(b)$ somewhere on $[a,b]$. In particular, if $f(a)$ and $f(b)$ have opposite signs, there is at least one $c$ in $(a,b)$ with $f(c)=0$.
If $f$ is continuous on a closed and bounded interval $[a,b]$, then $f$ attains both a maximum and a minimum on $[a,b]$.
Let $c$ be an interior point of an interval on which $f$ is defined, let $f$ be differentiable at $c$, and let $c$ be a maximum or minimum point. Then $f'(c)=0$.
Let $f$ be differentiable on an interval $I$ and let $c\in I$. If $f'(x)\ge0$ for all $x<c$ in $I$ and $f'(x)\le0$ for all $x>c$ in $I$, then $c$ is a maximum point for $f$ over the whole of $I$. If the inequalities are reversed, $c$ is a minimum point.
Let $f$ be twice differentiable on an interval $I$.
- $f$ is concave on $I$ if and only if $f''(x)\le0$ throughout $I$, and convex if and only if $f''(x)\ge0$ throughout. If $f''<0$ throughout then $f$ is strictly concave, though not conversely.
- If $f$ is concave on $I$ and $c$ is an interior point with $f'(c)=0$, then $c$ is a maximum point for $f$ over the whole of $I$. If $f$ is convex, such a $c$ is a minimum point over the whole of $I$.
7 Shape, and then turning round
Let $c$ be an interior point with $f'(c)=0$, and let $f$ be twice differentiable near $c$. Then $$ \begin{aligned} &f''(c)<0 \;\Longrightarrow\;\\ &\qquad c \text{ is a local maximum point}\,,\\ &f''(c)>0 \;\Longrightarrow\;\\ &\qquad c \text{ is a local minimum point}\,. \end{aligned} $$ Alternatively, and always reliably, use the sign of $f'$: if $f'$ goes from $+$ to $-$ at $c$ then $c$ is a local maximum, from $-$ to $+$ a local minimum, and if the sign does not change, neither.
If $c$ is an inflection point of $f$ and $f''$ is continuous at $c$, then $f''(c)=0$.
If $F'=G'=f$ on an interval, then $F-G$ is constant there. So the $+C$ in Definition 7.12 describes all the freedom there is. The two antiderivatives to know at once are $$ \begin{aligned} &\int x^{a}\,dx = \frac{x^{a+1}}{a+1}+C \quad (a\ne-1)\,, \\ &\int \frac{1}{x}\,dx = \ln|x|+C\,, \end{aligned} $$ the second being the case the first cannot reach.
Let $f$ be continuous and non-negative on $[a,b]$, and let $A(t)$ be the area under the graph of $f$ between $a$ and $t$. Then $$ A'(t) = f(t)\,, $$ so $A$ is an antiderivative of $f$ with $A(a)=0$. Consequently the area under the graph between $a$ and $b$ is exactly $\int_{a}^{b}f(x)\,dx$.
For continuous $f$ and $g$ and constants $\alpha,\beta$, $$ \begin{aligned} &\int_{a}^{a}f = 0\,,\\ &\int_{b}^{a}f = -\int_{a}^{b}f\,,\\ &\int_{a}^{b}(\alpha f+\beta g) = \alpha\!\int_{a}^{b}\!f + \beta\!\int_{a}^{b}\!g\,, \end{aligned} $$ $$ \int_{a}^{b}f = \int_{a}^{c}f + \int_{c}^{b}f\,. $$ Each is immediate from (7.1).
For differentiable $u$ and $v$, $$ \begin{aligned} &\int u(x)\,v'(x)\,dx\\ &\quad= u(x)v(x) - \int u'(x)\,v(x)\,dx\,. \end{aligned} \tag{7.2} $$
8 Infinite totals, and a second variable
If $F'=f$, then differentiating $F(g(x))$ by the chain rule gives $F'(g(x))g'(x)$, so $$ \int f\bigl(g(x)\bigr)g'(x)\,dx = F\bigl(g(x)\bigr) + C\,. \tag{8.1} $$ In practice one writes $u=g(x)$ and $du = g'(x)\,dx$, turning the left-hand side into $\int f(u)\,du$.
For $|k|<1$, $$ a + ak + ak^{2} + ak^{3} + \cdots = \frac{a}{1-k}\,, $$ and for $|k|\ge1$ (with $a\ne0$) the series diverges.
$$ \begin{aligned} &\int_{1}^{\infty} x^{-a}\,dx \text{ converges} \iff a>1\,, \\ &\sum_{n=1}^{\infty} n^{-p} \text{ converges} \iff p>1\,. \end{aligned} $$ Geometric decay — shrinking by a constant factor — always converges. Power decay converges only above the exponent $1$.
Write $r$ for the interest rate per period and $k = 1/(1+r)$ for the discount factor. A payment of $a$ at the end of each of the next $n$ periods has total present value $$ \begin{aligned} \mathrm{PV} &= \frac{a}{1+r} + \frac{a}{(1+r)^{2}} + \cdots\\ &\qquad + \frac{a}{(1+r)^{n}}\\ &= a\,\frac{1-(1+r)^{-n}}{r}\,. \end{aligned} $$ A loan of $L$ repaid by $n$ such payments is the statement that these are the same sum of money seen from the two ends: $$ \begin{aligned} &a\,\frac{1-(1+r)^{-n}}{r} = L\\ &\qquad\Longleftrightarrow\qquad a = L\,\frac{r}{1-(1+r)^{-n}}\,. \end{aligned} $$
If the second-order partial derivatives of $f$ are continuous, then $$ \begin{aligned} &f''_{12} = f''_{21}\,, \qquad\text{that is}\\ &\frac{\partial^{2}f}{\partial y\,\partial x} = \frac{\partial^{2}f}{\partial x\,\partial y}\,. \end{aligned} $$ This holds for essentially every function met in economics.
9 Contour maps, and walking on them
- Crowded contours mean steep ground. Neighbouring contours differ by a fixed rise, so the less horizontal distance between them, the faster the climb.
- Which way is uphill is settled by the labels, not by the shape of the curves.
- Two level curves at different heights never cross. A point cannot be at two heights at once.
If $f$ is differentiable and $x=g(t)$, $y=h(t)$ are differentiable, then $$ \frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt}\,. \tag{9.1} $$ One contribution per variable, and they add.
Dividing (9.1) through by $z$, $$ \frac{\dot z}{z} = \mathrm{El}_{x}z\cdot\frac{\dot x}{x} + \mathrm{El}_{y}z\cdot\frac{\dot y}{y}\,, $$ where a dot denotes $d/dt$. The growth rate of $z$ is the elasticity-weighted sum of the growth rates of $x$ and $y$.
Along a level curve of $f$, wherever $f'_{2}\ne0$, $$ \frac{dy}{dx} = -\,\frac{f'_{1}}{f'_{2}}\,. \tag{9.2} $$
10 Two directions are not enough
Let $f$ have a maximum or a minimum at an interior point $(x_{0},y_{0})$ of its domain, and let both partial derivatives exist there. Then $$ \begin{aligned} &f'_{1}(x_{0},y_{0}) = 0 \\ &\qquad\text{and}\qquad f'_{2}(x_{0},y_{0}) = 0\,. \end{aligned} $$
Let $f$ have continuous second-order partial derivatives on a convex set $S$. Then $f$ is concave on $S$ if and only if, at every point of $S$, $$ \begin{aligned} &f''_{11}\le0\,, \\ &f''_{22}\le0\,, \\ &f''_{11}f''_{22} - \bigl(f''_{12}\bigr)^{2} \ge 0\,. \end{aligned} \tag{10.2} $$ Reversing the first two inequalities, and keeping the third, characterises convexity.
If $f$ is concave on a convex set $S$ and $(x_{0},y_{0})$ is an interior critical point, then $(x_{0},y_{0})$ is a maximum point for $f$ over the whole of $S$. If $f$ is convex, such a point is a minimum over the whole of $S$.
11 Local extrema, existence, and constrained optimisation
An interior local extreme point of a differentiable $f$ is a critical point: $f'_{1}=f'_{2}=0$ there.
With $A,B,C$ as above:
- if $A<0$ and $AC-B^{2}>0$, then $(x_{0},y_{0})$ is a strict local maximum point;
- if $A>0$ and $AC-B^{2}>0$, then $(x_{0},y_{0})$ is a strict local minimum point;
- if $AC-B^{2}<0$, then $(x_{0},y_{0})$ is a saddle point;
- if $AC-B^{2}=0$, the test gives no information.
If $f$ is continuous on a nonempty compact set $S\subseteq{\mathbb R}^{2}$, then there exist points $(a,b)$ and $(c,d)$ in $S$ with $$ \begin{aligned} &f(a,b)\le f(x,y)\le f(c,d)\\ &\qquad\text{for all }(x,y)\in S\,. \end{aligned} $$
At a solution of $\max u(x,y)$ subject to $px+qy=m$ with $u'_{y}\ne0$, $$ \frac{u'_{x}(x,y)}{u'_{y}(x,y)} = \frac{p}{q}\,. $$ Equivalently, the slope $-u'_{x}/u'_{y}$ of the level curve of $u$ equals the slope $-p/q$ of the budget line: at the optimum the budget line is tangent to an indifference curve.
Under the assumptions of Definition 11.20, $$ \frac{df^{*}(c)}{dc} = \lambda(c)\,. $$ In particular, for a small change $dc$ in the constraint level, $$ f^{*}(c+dc) - f^{*}(c) \;\approx\; \lambda(c)\,dc\,. $$
12 Matrices, vectors, and the algebra of linear systems
Let $\mathbf{A},\mathbf{B},\mathbf{C}$ be $m\times n$ matrices, let $\alpha,\beta$ be scalars, and let $\mathbf{0}$ be the $m\times n$ zero matrix, all of whose entries are $0$. Then $$ \begin{array}{l} (\mathbf{A}+\mathbf{B})+\mathbf{C}=\mathbf{A}+(\mathbf{B}+\mathbf{C})\,, \\ \mathbf{A}+\mathbf{B}=\mathbf{B}+\mathbf{A}\,,\\[4pt] \mathbf{A}+\mathbf{0}=\mathbf{A}\,, \\ \mathbf{A}+(-\mathbf{A})=\mathbf{0}\,,\\[4pt] (\alpha+\beta)\mathbf{A}=\alpha\mathbf{A}+\beta\mathbf{A}\,, \\ \alpha(\mathbf{A}+\mathbf{B})=\alpha\mathbf{A}+\alpha\mathbf{B}\,. \end{array} $$
For $n$-vectors $\mathbf{a},\mathbf{b},\mathbf{c}$ and a scalar $\alpha$:
- $\mathbf{a}\cdot\mathbf{b}=\mathbf{b}\cdot\mathbf{a}$;
- $(\alpha\mathbf{a})\cdot\mathbf{b} =\mathbf{a}\cdot(\alpha\mathbf{b}) =\alpha(\mathbf{a}\cdot\mathbf{b})$;
- $\mathbf{a}\cdot(\mathbf{b}+\mathbf{c}) =\mathbf{a}\cdot\mathbf{b}+\mathbf{a}\cdot\mathbf{c}$;
- $\mathbf{a}\cdot\mathbf{a}\ge 0$, with equality if and only if $\mathbf{a}=\mathbf{0}$.
Let $\mathbf{A}$ be the coefficient matrix of the system (12.1), let $\mathbf{x}$ be the column vector of unknowns and $\mathbf{b}$ the column vector of constant terms. Then (12.1) says exactly $$ \mathbf{A}\mathbf{x}=\mathbf{b}\,. $$
13 Rules, the transpose, and solving the system
Let $\mathbf{A},\mathbf{B},\mathbf{C}$ be matrices and $\alpha$ a scalar. Whenever the orders are such that the products written down exist, $$ \begin{array}{l} (\mathbf{A}\mathbf{B})\mathbf{C} = \mathbf{A}(\mathbf{B}\mathbf{C})\,,\\ \quad\text{(associative law)}\\[4pt] \mathbf{A}(\mathbf{B}+\mathbf{C}) = \mathbf{A}\mathbf{B}+\mathbf{A}\mathbf{C}\,,\\ \quad\text{(left distributive law)}\\[4pt] (\mathbf{A}+\mathbf{B})\mathbf{C} = \mathbf{A}\mathbf{C}+\mathbf{B}\mathbf{C}\,,\\ \quad\text{(right distributive law)}\\[4pt] (\alpha\mathbf{A})\mathbf{B} = \mathbf{A}(\alpha\mathbf{B}) = \alpha(\mathbf{A}\mathbf{B})\,. \end{array} $$
If $\mathbf{A}$ is $m\times n$ then $\mathbf{A}\mathbf{I}_{n}=\mathbf{A}$ and $\mathbf{I}_{m}\mathbf{A}=\mathbf{A}$. In particular $\mathbf{A}\mathbf{I}=\mathbf{I}\mathbf{A}=\mathbf{A}$ for every square $\mathbf{A}$, and $\mathbf{I}$ is the only matrix with this property.
For matrices $\mathbf{A},\mathbf{B}$ and a scalar $\alpha$, whenever the operations written down are defined, $$ \begin{aligned} (\mathbf{A}^{\top})^{\top}&=\mathbf{A}\,,\\ (\mathbf{A}+\mathbf{B})^{\top}&=\mathbf{A}^{\top}+\mathbf{B}^{\top}\,,\\ (\alpha\mathbf{A})^{\top}&=\alpha\mathbf{A}^{\top}\,,\\ (\mathbf{A}\mathbf{B})^{\top}&=\mathbf{B}^{\top}\mathbf{A}^{\top}\,. \end{aligned} $$
An elementary row operation produces an equivalent system: the set of solutions is unchanged.
A system of linear equations has either no solution, exactly one solution, or infinitely many. There is no fourth possibility, and Gaussian elimination decides which occurs:
- a row $(0\;\cdots\;0\mid c)$ with $c\ne0$ — no solution;
- otherwise, a leading entry in every one of the $n$ unknown columns — exactly one solution;
- otherwise — infinitely many, with one degree of freedom for each column without a leading entry.
Suppose $\mathbf{s}$ is one solution of $\mathbf{A}\mathbf{x}=\mathbf{b}$. Then the solutions of $\mathbf{A}\mathbf{x}=\mathbf{b}$ are exactly the vectors $\mathbf{s}+\mathbf{h}$, where $\mathbf{h}$ is a solution of the corresponding homogeneous system $\mathbf{A}\mathbf{x}=\mathbf{0}$. In words: $$ \begin{aligned} &\text{all solutions}\\ &=\text{one particular solution}\\ &\quad+\text{all homogeneous solutions}\,. \end{aligned} $$
14 Determinants and the inverse
Write $\mathbf{A}_{j}$ for the matrix $\mathbf{A}$ with its $j$th column replaced by $\mathbf{b}$. If $|\mathbf{A}|\ne0$, the system $\mathbf{A}\mathbf{x}=\mathbf{b}$ has exactly one solution, namely $$ \begin{aligned} x_{1}&=\frac{|\mathbf{A}_{1}|}{|\mathbf{A}|} =\frac{\begin{vmatrix} b_{1} & a_{12}\\ b_{2} & a_{22}\end{vmatrix}} {|\mathbf{A}|}\,, \\ x_{2}&=\frac{|\mathbf{A}_{2}|}{|\mathbf{A}|} =\frac{\begin{vmatrix} a_{11} & b_{1}\\ a_{21} & b_{2}\end{vmatrix}} {|\mathbf{A}|}\,. \end{aligned} $$
With $\mathbf{A}_{j}$ again denoting $\mathbf{A}$ with column $j$ replaced by $\mathbf{b}$: if $|\mathbf{A}|\ne0$ then $\mathbf{A}\mathbf{x}=\mathbf{b}$ has exactly one solution, and $$ x_{j}=\frac{|\mathbf{A}_{j}|}{|\mathbf{A}|}\,,\qquad j=1,2,3\,. $$
For square matrices $\mathbf{A},\mathbf{B}$ of the same order, $$ \begin{aligned} |\mathbf{A}\mathbf{B}| &= |\mathbf{A}|\cdot|\mathbf{B}|\,, \\ |\mathbf{A}^{\top}| &= |\mathbf{A}|\,, \\ |\mathbf{I}_{n}| &= 1\,. \end{aligned} $$
A matrix has at most one inverse.
A square matrix $\mathbf{A}$ has an inverse if and only if $|\mathbf{A}|\ne0$. A square matrix is called singular when $|\mathbf{A}|=0$ and non-singular when $|\mathbf{A}|\ne0$; so invertible and non-singular mean the same thing.
If $|\mathbf{A}|=ad-bc\ne0$, then $$ \begin{aligned} &\mathbf{A}=\begin{pmatrix} a & b\\ c & d\end{pmatrix} \quad\Longrightarrow\quad \\ &\mathbf{A}^{-1}=\frac{1}{ad-bc} \begin{pmatrix} d & -b\\ -c & a\end{pmatrix}\,. \end{aligned} $$ Swap the diagonal entries, change the sign of the other two, divide by the determinant.
For square $\mathbf{A}$ and $\mathbf{X}$ of the same order, $$ \begin{aligned} &\mathbf{A}\mathbf{X}=\mathbf{I} \;\Longleftrightarrow\; \mathbf{X}=\mathbf{A}^{-1}\\ &\;\Longleftrightarrow\; \mathbf{X}\mathbf{A}=\mathbf{I}\,. \end{aligned} $$
Let $\mathbf{A},\mathbf{B}$ be invertible of order $n$ and $c\ne0$ a scalar. Then $\mathbf{A}^{-1}$, $\mathbf{A}\mathbf{B}$, $\mathbf{A}^{\top}$ and $c\mathbf{A}$ are all invertible, and $$ \begin{aligned} (\mathbf{A}^{-1})^{-1}&=\mathbf{A}\,,\\ (\mathbf{A}\mathbf{B})^{-1}&=\mathbf{B}^{-1}\mathbf{A}^{-1}\,,\\ (\mathbf{A}^{\top})^{-1}&=(\mathbf{A}^{-1})^{\top}\,,\\ (c\mathbf{A})^{-1}&=c^{-1}\mathbf{A}^{-1}\,. \end{aligned} $$
Let $\mathbf{A}$ be of order $n$ with $|\mathbf{A}|\ne0$. Then $$ \begin{aligned} &\mathbf{A}\mathbf{X}=\mathbf{B} \iff \mathbf{X}=\mathbf{A}^{-1}\mathbf{B} \\ &\quad(\mathbf{B}\text{ with }n\text{ rows})\,, \\ &\mathbf{Y}\mathbf{A}=\mathbf{B} \iff \mathbf{Y}=\mathbf{B}\mathbf{A}^{-1} \\ &\quad(\mathbf{B}\text{ with }n\text{ columns})\,. \end{aligned} $$ In particular $\mathbf{A}\mathbf{x}=\mathbf{b}$ has the unique solution $\mathbf{x}=\mathbf{A}^{-1}\mathbf{b}$, for every right-hand side $\mathbf{b}$.
For a square matrix $\mathbf{A}$ of order $n$, the following say the same thing:
- $|\mathbf{A}|\ne0$;
- $\mathbf{A}$ has an inverse;
- $\mathbf{A}\mathbf{x}=\mathbf{b}$ has exactly one solution for every $\mathbf{b}\in{\mathbb R}^{n}$;
- Gaussian elimination on $\mathbf{A}$ produces a leading entry in every column.
15 One array, four questions
Let $\mathbf{A}$ be $n\times n$.
- Has $\mathbf{A}\mathbf{x}=\mathbf{b}$ exactly one solution? Compute $|\mathbf{A}|$. Non-zero: yes, for every $\mathbf{b}$. Zero: not for any $\mathbf{b}$ — and the determinant says nothing further.
- What are the solutions? Eliminate. This works whatever $|\mathbf{A}|$ is, and whether or not the system is square.
- How many are there, when $|\mathbf{A}|=0$? Eliminate and read the last row: $(0\;\cdots\;0\mid 0)$ gives infinitely many, $(0\;\cdots\;0\mid c)$ with $c\ne0$ gives none.
- What is $\mathbf{A}^{-1}$? Order $2$: the formula of Fact 14.20. Any order: Method 15.3.