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In mathematics, the binomial inverse theorem is useful for expressing matrix inverses in different ways. If A, U, B, V are matrices of sizes ''p''×''p'', ''p''×''q'', ''q''×''q'', ''q''×''p'', respectively, then : provided A and B + BVA−1UB are nonsingular. Nonsingularity of the latter requires that B−1 exist since it equals and the rank of the latter cannot exceed the rank of B.〔Henderson, H. V., and Searle, S. R. (1981), "On deriving the inverse of a sum of matrices", ''SIAM Review'' 23, pp. 53-60.〕 Since B is invertible, the two B terms flanking the parenthetical quantity inverse in the right-hand side can be replaced with which results in : This is the Woodbury matrix identity, which can also be derived using matrix blockwise inversion. A more general formula exists when B is singular and possibly even non-square:〔 : Formulas also exist for certain cases in which A is singular.〔Kurt S. Riedel, "A Sherman—Morrison—Woodbury Identity for Rank Augmenting Matrices with Application to Centering", ''SIAM Journal on Matrix Analysis and Applications'', 13 (1992)659-662, (preprint ) 〕 ==Verification== First notice that : Now multiply the matrix we wish to invert by its alleged inverse: : : : which verifies that it is the inverse. So we get that if A−1 and exist, then exists and is given by the theorem above. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Binomial inverse theorem」の詳細全文を読む スポンサード リンク
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