Problem 2. Prove the following three useful matrix identities where the matrices are of compatible dimensions. (a) Prove the matrix identity (I + MN)' =I + M(I ± NM)' N HINT: One way to show that P = Q- is to establish PQ = I and %3D QP = I. REMARKS: M and N need not be square, but all the products and additions are of com- patible dimensioned matrices. In particular, (I+ MN)-' and (I+NM)-' may be matrices of different sizes. (b) Uuse (a) to show that MN(I + MN)-' = M(I+NM)-'N = (I+ MN)-'MN. c) Show that |I + MN| = |I + NM|. HINT: Let M and N be m x n and n x m matrices, respectively. Define [Im -M] A = Im Im B = C = Im M] c- -N In Show that |A||C| = |B||C| Then show and expand |AC| = |BC|.

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Chapter2: Second-order Linear Odes
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Problem 2. Prove the following three useful matrix identities where the matrices are of compatible
dimensions.
(a) Prove the matrix identity
(I + MN)' =I + M(I ± NM)' N
HINT: One way to show that P = Q- is to establish
PQ = I and
%3D
QP = I.
REMARKS: M and N need not be square, but all the products and additions are of com-
patible dimensioned matrices. In particular, (I+ MN)-' and (I+NM)-' may be matrices
of different sizes.
(b) Uuse (a) to show that
MN(I + MN)-' = M(I+NM)-'N
= (I+ MN)-'MN.
c) Show that
|I + MN| = |I + NM|.
HINT: Let M and N be m x n and n x m matrices, respectively. Define
[Im -M]
A =
Im
Im
B =
C =
Im
M]
c-
-N In
Show that
|A||C| = |B||C|
Then show and expand |AC| = |BC|.
Transcribed Image Text:Problem 2. Prove the following three useful matrix identities where the matrices are of compatible dimensions. (a) Prove the matrix identity (I + MN)' =I + M(I ± NM)' N HINT: One way to show that P = Q- is to establish PQ = I and %3D QP = I. REMARKS: M and N need not be square, but all the products and additions are of com- patible dimensioned matrices. In particular, (I+ MN)-' and (I+NM)-' may be matrices of different sizes. (b) Uuse (a) to show that MN(I + MN)-' = M(I+NM)-'N = (I+ MN)-'MN. c) Show that |I + MN| = |I + NM|. HINT: Let M and N be m x n and n x m matrices, respectively. Define [Im -M] A = Im Im B = C = Im M] c- -N In Show that |A||C| = |B||C| Then show and expand |AC| = |BC|.
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