The Inverse of a Partitioned Matrix Chalmers（分块矩阵的逆查尔默斯）.pdf

The Inverse of a Partitioned Matrix Herman J. Bierens July 21, 2013 Consider a pair A, B of n × n matrices, partitioned as A = Ã A11 A12 ! , B = Ã B11 B12 ! , A21 A22 B21 B22 where A11 and B11 are k × k matrices. Suppose that A is nonsingular and B = A−1 . In this note it will be shown how to derive the Bij ’s in terms of the Aij ’s, given that det(A11) =6 0 and det(A22 ) =6 0. (1) The latter conditions are sufficient for the nonsingularity of A. However, in general they are not necessary conditions. For example, consider the case A = Ã A11 A12 ! = Ã 0 1 ! . A21 A22 1 0 On the other hand, if A is positive definite then the conditions (1) are nec- essary as well. If B = A−1 then AB = Ã A11 A12 ! Ã B11 B12 ! (2) A21 A22 B21 B22 = Ã A11B11 + A12B21 A11B12 + A12B22 ! A21B11 + A22B21 A21B12 + A22B22 = Ã Ik Ok,n−k ! , On−k,k In−k where as usual I denotes the unit matrix and O a zero matrix, with sizes indicated by the subscripts involved. 1 To solve (2), we need to solve four matrix equations: A11B11 + A12B21 = Ik (3) A11B12 + A12B22 = Ok,n−k (4) A21B11 + A22B21 = On−k,k (5) A21B12 + A22B22 = In−k (6) It follows from (4) and (5) that B12 = −A−1A12B22 ,