关于“矩阵求逆引理”
转自:http://xialulee.spaces.live.com/blog/cns!4EE324C8ACFA82DB!1218.entry
若矩阵A∈CN×N,C∈CN×N,均为非奇异矩阵,矩阵B∈CN×M,D∈CM×N,则矩阵A+BCD具有逆矩阵:
(A+BCD)-1=A-1-A-1B(DA-1B+C-1)-1DA-1
转自:http://xialulee.spaces.live.com/blog/cns!4EE324C8ACFA82DB!1218.entry
若矩阵A∈CN×N,C∈CN×N,均为非奇异矩阵,矩阵B∈CN×M,D∈CM×N,则矩阵A+BCD具有逆矩阵:
(A+BCD)-1=A-1-A-1B(DA-1B+C-1)-1DA-1