TheoremBase

An Injective Nondegenerate Square Matrix is Invertible

If the map determined by a real square matrix is injective it satisfies a lower bound and has closed convex image; if in addition no unit vector annihilates that image, the matrix is surjective and hence invertible, with an inverse obeying the reciprocal bound.

Statement

We work in the setting of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background, whose notation is fixed for every dimension and is used here with a natural number nn satisfying 1≤n1\le n: the real numbers and sequences, and the Euclidean norm ∥ ⋅ ∥\lVert\,\cdot\,\rVert, dot product, distance dEd_{E}, topology, the notions of open, closed and bounded subsets, and the closed balls Bˉ(x,r)\bar{B}(x,r), are as fixed there.

Let AA be a real matrix with nn rows and nn columns, let AhAh denote the matrix-vector product, and put

A(Rn)={ Ah  :  h∈Rn }.A(\mathbb{R}^{n})=\{\,Ah\;:\;h\in\mathbb{R}^{n}\,\}.

Then the following hold.

1. (Lower bound) Suppose the map h↦Ahh\mapsto Ah is injective. Then there is c∈Rc\in\mathbb{R} with 0<c0<c such that ∥Ah∥≥c ∥h∥\lVert Ah\rVert\ge c\,\lVert h\rVert for every h∈Rnh\in\mathbb{R}^{n}.

2. (The image is convex, and closed when the map is injective) The set A(Rn)A(\mathbb{R}^{n}) is convex and contains the zero vector. If moreover h↦Ahh\mapsto Ah is injective, then A(Rn)A(\mathbb{R}^{n}) is a closed subset of Rn\mathbb{R}^{n}.

3. (Surjectivity) Suppose the map h↦Ahh\mapsto Ah is injective and that there is no ν∈Rn\nu\in\mathbb{R}^{n} with ∥ν∥=1\lVert\nu\rVert=1 such that ν⋅(Ah)=0\nu\cdot(Ah)=0 for every h∈Rnh\in\mathbb{R}^{n}. Then A(Rn)=RnA(\mathbb{R}^{n})=\mathbb{R}^{n}.

4. (Invertibility and a bound for the inverse) Under the hypotheses of claim 3 the matrix AA is invertible, its inverse A−1A^{-1} being unique by Uniqueness of the Matrix Inverse, and

∥A−1k∥≤c−1∥k∥for every k∈Rn,\lVert A^{-1}k\rVert\le c^{-1}\lVert k\rVert\qquad\text{for every }k\in\mathbb{R}^{n},

where cc is any constant as in claim 1.

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