Let A,E∈Rn×n matrices with rank n (so non singular). Let λ,μ∈R two different values which are both not eigenvalues of the pencil (A,E). I am currently reading about the Loewner framework and I need following proposition.
(λE−A)−1−(μE−A)−1μ−λ=(μE−A)−1E(λE−A)−1
I tested it in matlab and it is correct, but I have no idea why this holds. The problem is that I don't know a proposition between the product of matrices and the difference of two matrices. Can someone help me?
Answer
Multiply the equation
(λE−A)−1−(μE−A)−1μ−λ=(μE−A)−1E(λE−A)−1 from the left by μE−A and then from the right by λE−A and look what happens .....
Its your turn to make a valid proof from the above observation ...
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