Computing the derivative of an inverse matrix

In summary, the problem involves computing the derivative of (A+tB)^{-1} at t=0, which can be done by taking the derivative of the expression in the middle and setting t=0 on the outside factors. Another method is to write A+tB as A(I+t*A^(-1)*B), take the inverse, and power expand (I+t*A^(-1)*B)^{-1}. Both methods yield the same result.
  • #1
Demon117
165
1

Homework Statement


If A, B are elements of Mat(n, R) and A is invertible, compute

[tex]\frac{d}{dt}_{t=0}(A+tB)^{-1}[/tex]


The Attempt at a Solution



The derivative will be of the form

[tex]\frac{d}{dt}(A+tB)^{-1}=-(A+tB)^{-1}\frac{d}{dt}((A+tB))(A+tB)^{-1}[/tex]

but I need to evaluate this at t=0, so how do I simplify the expression on the right hand side? Since d/dt is a linear operator do I just attack each term individually, that is, take a derivative of A with respect to t plus a derivative of tB with respect to t?

This really is hard notation for me to follow.
 
Physics news on Phys.org
  • #2
Just take the derivative in the middle and set t=0 on the outside factors. Another way to do it would be by writing A+tB as A(I+t*A^(-1)*B), taking the inverse and power expanding (I+t*A^(-1)*B)^(-1), but I seem to get the same thing.
 
Last edited:

1. What is the purpose of computing the derivative of an inverse matrix?

The derivative of an inverse matrix is used to calculate the rate of change of the elements in the inverse matrix with respect to changes in the elements of the original matrix. This can be useful in applications such as optimization and machine learning.

2. How is the derivative of an inverse matrix calculated?

The derivative of an inverse matrix is calculated using the formula:
d/dx(A^-1) = -A^-1 * dA * A^-1,
where A is the original matrix and dA is the change in the elements of A.

3. Is it possible for the derivative of an inverse matrix to not exist?

Yes, the derivative of an inverse matrix may not exist if the original matrix is singular, meaning it does not have an inverse. In this case, the inverse matrix is not differentiable.

4. Can the derivative of an inverse matrix be negative?

Yes, the derivative of an inverse matrix can be negative. This indicates that a small change in the elements of the original matrix will result in a decrease in the elements of the inverse matrix.

5. Are there any applications of computing the derivative of an inverse matrix?

Yes, computing the derivative of an inverse matrix has applications in fields such as engineering, economics, and physics. It is commonly used in optimization problems and in the training of machine learning algorithms.

Similar threads

  • Calculus and Beyond Homework Help
Replies
3
Views
570
  • Calculus and Beyond Homework Help
Replies
3
Views
331
  • Calculus and Beyond Homework Help
Replies
0
Views
166
  • Calculus and Beyond Homework Help
Replies
1
Views
157
  • Calculus and Beyond Homework Help
Replies
2
Views
388
  • Calculus and Beyond Homework Help
Replies
6
Views
300
  • Calculus and Beyond Homework Help
Replies
7
Views
284
Replies
9
Views
714
  • Calculus and Beyond Homework Help
Replies
1
Views
996
  • Calculus and Beyond Homework Help
Replies
2
Views
1K
Back
Top