Friday, 30 December 2016

linear algebra - link between difference and product of inverse matrices



Let A,ERn×n matrices with rank n (so non singular). Let λ,μR 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.



(λEA)1(μEA)1μλ=(μEA)1E(λEA)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




(λEA)1(μEA)1μλ=(μEA)1E(λEA)1 from the left by μEA and then from the right by λEA and look what happens .....



Its your turn to make a valid proof from the above observation ...


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