Linear Algebra
8.118 min read

Invertibility and Eigenvalues

There is a direct connection between eigenvalues and invertibility: a matrix AA is invertible if and only if none of its eigenvalues are zero. Here is why: if λ=0\lambda = 0 is an eigenvalue, then Au=0A\mathbf{u} = 0 for some nonzero u\mathbf{u}, meaning AA has a nontrivial null space, which means AA is not invertible.

Conversely, if all eigenvalues λ1,,λn\lambda_1, \ldots, \lambda_n are nonzero, we can use the spectral decomposition A=UΛUA = U \Lambda U^\top to build the inverse: A1=UΛ1UA^{-1} = U \Lambda^{-1} U^\top, where Λ1=diag(1/λ1,,1/λn)\Lambda^{-1} = \text{diag}(1/\lambda_1, \ldots, 1/\lambda_n). This works precisely because each λi0\lambda_i \neq 0.

Also, det(A)=i=1nλi\det(A) = \prod_{i=1}^n \lambda_i — the determinant equals the product of all eigenvalues. So AA is invertible     det(A)0    \iff \det(A) \neq 0 \iff no eigenvalue is zero.

Formal View

Theorem 8.2 — Invertibility and Eigenvalues
Let AA be a real symmetric matrix with spectral decomposition A=UΛUA = U\Lambda U^\top. Then:\n- AA is invertible     \iff all eigenvalues λi0\lambda_i \neq 0.\n- If invertible, A1=UΛ1UA^{-1} = U \Lambda^{-1} U^\top where Λ1=diag(1/λ1,,1/λn)\Lambda^{-1} = \operatorname{diag}(1/\lambda_1, \ldots, 1/\lambda_n).\n- det(A)=i=1nλi\det(A) = \prod_{i=1}^n \lambda_i.

For PSD matrices (Section 8.16), invertibility is equivalent to positive definiteness.

Interactive Visualization

Invertible Matrix Theorem

Why This Matters

Detecting zero eigenvalues tells you whether a system has a unique solution — critical in both numerical linear algebra and optimization.

  • Normal equations AAx=AbA^\top A \mathbf{x} = A^\top \mathbf{b} have a unique solution iff AAA^\top A has no zero eigenvalue (iff AA has full column rank).
  • Stability analysis: a dynamical system x˙=Ax\dot{\mathbf{x}} = A\mathbf{x} has a nondegenerate equilibrium iff AA is invertible.
  • Numerical rank determination: eigenvalues near zero indicate near-singularity and numerical instability.

Quiz

Question 1

A symmetric matrix with eigenvalues {3,1,0}\{3, -1, 0\} is invertible.

Question 2

If A=UΛUA = U \Lambda U^\top with Λ=diag(2,4)\Lambda = \text{diag}(2, 4), what is A1A^{-1}?

Common Mistakes

  • Thinking λ=0\lambda = 0 is impossible for symmetric matrices — it is perfectly valid, it just means the matrix is singular.
  • Confusing the formula for A1A^{-1} — it is UΛ1UU \Lambda^{-1} U^\top, not UΛ1UU^\top \Lambda^{-1} U. (For orthogonal UU, these happen to be equal, but write it correctly.)