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单词 ProofOfInverseOfMatrixWithSmallrankAdjustment
释义

proof of inverse of matrix with small-rank adjustment


We will first prove the formula when A=I.

Suppose that R-1+YTX is invertiblePlanetmathPlanetmath. Thus

(R-1+YTX)(R-1+YTX)-1=I.

and

R-1(R-1+YTX)-1+YTX(R-1+YTX)-1=I.

Multiply by XR from the left, and multiply by YT from theright, we get

X(R-1+YTX)-1YT+XRYTX(R-1+YTX)-1YT=XRYT.

The right hand side is equal to B-I, while the left hand side canbe factorized as

(I+XRYT)X(R-1+YTX)-1YT.

So,

B(X(R-1+YTX)-1YT)=B-I.

After rearranging, we obtain

I=B(I-X(R-1+YTX)-1YT).

Therefore

(I+XRYT)-1=I-X(R-1+YTX)-1YT(*)

For the general case B=A+XRYT, consider

BA-1=I+XRYTA-1.

We can apply (*) with YT replaced by YTA-1.

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更新时间:2025/5/5 2:14:38