Tuesday, 19 March 2019

linear algebra - Matrix invertiblity and its Inverse



I'd like to prove that the Matrix L:=MTM is invertible and determine its inverse (in dependence of A and B).



M:=(AB0q×pIq) and AKp×p,BKp×q.
Further is given that the matrix A has rank p.



I tried to form L=(ATAATBBTABTB+Iq) into the Unity Blockmatrix using elementary row operations.
Since A has a full rank it must be invertible and because A is a p×p matrix, its transpose must be invertible too, with this knowledge its fairly easy to get a21=0 and I'm stuck in getting a12=0 since I know nothing about the invertibility of B.

Are there any other ways to solve this problem?


Answer



We can compute the inverse of M with "row-operations" as follows:
[ABI00I0I][IA1BA100I0I][I0A1A1B0I0I]
So that
M1=(A1A1B0I)
From there, we can compute
(MTM)1=M1(MT)1=M1(M1)T=(A1A1B0I)(A1A1B0I)T=(A1A1B0I)((A1)T0BT(A1)TI)T=(A1(A1)T+A1BBT(A1)TA1BBT(A1)TI)=((ATA)1+(A1B)(A1B)TA1B(A1B)TI)


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