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Binomial inverse theorem : ウィキペディア英語版
Binomial inverse theorem
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
:
\left(\mathbf+\mathbf\right)^=
\mathbf^ - \mathbf^\mathbf\left(\mathbf+\mathbf^\mathbf\right)^\mathbf^

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
:
\left(\mathbf+\mathbf\right)^=
\mathbf^ - \mathbf^\mathbf\left(\mathbf^+\mathbf^\mathbf\right)^\mathbf^.

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:〔
:(\mathbf)^=\mathbf^-\mathbf^\mathbf(\mathbf^\mathbf)^\mathbf^.
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
:\left(\mathbf + \mathbf\right) \mathbf^\mathbf = \mathbf + \mathbf^\mathbf = \mathbf \left(\mathbf + \mathbf^\mathbf\right).
Now multiply the matrix we wish to invert by its alleged inverse:
:\left(\mathbf + \mathbf\right) \left( \mathbf^ - \mathbf^\mathbf\left(\mathbf + \mathbf^\mathbf\right)^\mathbf^ \right)
:= \mathbf_p + \mathbf^ - \mathbf \left(\mathbf + \mathbf^\mathbf\right) \left(\mathbf + \mathbf^\mathbf\right)^\mathbf^
:= \mathbf_p + \mathbf^ - \mathbf^ = \mathbf_p \!
which verifies that it is the inverse.
So we get that if A−1 and \left(\mathbf + \mathbf^\mathbf\right)^ exist, then \left(\mathbf + \mathbf\right)^ 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



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