Mathematics Asked on December 15, 2021
The matrix cookbook (page 16) offers this amazing result:
$$A − A(A + B)^{−1}A = B − B(A + B)^{−1}B$$
This seems to be too unbelievable to be true and I can’t seem to prove it. Can anyone verify this equation/offer proof?
You may simply put $X=A+B$ and show that begin{aligned} A-AX^{-1}A &=(X-B)-(X-B)X^{-1}(X-B)\ &=(X-B)-(X-2B+BX^{-1}B)\ &=B-BX^{-1}B. end{aligned}
Answered by user1551 on December 15, 2021
begin{align} A - A(A+B)^{-1}A & = A(A+B)^{-1}(A+B) - A(A+B)^{-1}A \ &= A(A+B)^{-1}(A+B - A)\ &= A(A+B)^{-1}B \ &= (A+B - B)(A+B)^{-1}B \ &= (A+B)(A+B)^{-1}B - B(A+B)^{-1}B \ &= B - B(A+B)^{-1}B end{align}
Answered by Kenny Wong on December 15, 2021
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