There are two closely related objects to distinguish. Inverting the quadratic Proca action gives the usual covariant Proca propagator. After integration by parts, its kernel is
The matrix inverse with the Feynman i-epsilon prescription gives
Multiplication by gives in the distributional limit. The numerator agrees with the polarization sum for a massive vector boson at the poles, but is not a transverse linear projection at arbitrary four-momentum.
For the literal canonical time-ordered product of and , the nondynamical component produces the Proca time-ordering contact term. In the chosen time coordinate the full answer is
To see the local term directly, the three physical polarization vectors give . The canonical two-point correlation function therefore has Fourier transform
By contrast, , so the covariant expression contains an additional . The mixed and spatial components have no additional contact term. Thus
If is used to mean covariant time ordering, commonly denoted , the conventional answer is instead just . Both conventions have the same propagating poles and agree away from coincidence; explicitly separating them respects the printed definition as an ordinary time-ordered product.
In Einstein notation, , so the matrix and, for , its matrix inverse are
If and , then matrix multiplication and the transpose rule give
Thus the product also satisfies the equation.
The equation and part (i) imply that is invertible. Multiplying
on the left by and on the right by gives
Hence the set of solutions is closed under products and matrix inverses.
Let be the downward vertical unit vector and let the rod's weight after buoyancy be . Force balance gives
Because
its matrix inverse is
Using gives
Therefore
and
The required angle is consequently
If , then , so the rod falls vertically. For an anisotropic rod with , the component parallel to its long axis encounters less drag, and the settling direction is generally deflected toward that axis.
For the active set , maintain
The initial matrix inverse costs . At step , compute in operations and all active ridge coefficients in operations; their smallest absolute value determines .
After deleting ,
Part b ensures that the denominator in the Sherman–Morrison formula is positive, and the rank-one downdate
costs . Summing over the steps gives
Since , both earlier terms are bounded by , proving the claimed computational complexity within computational complexity theory.
Since , direct multiplication gives the matrix inverse
provided , as required by invertibility of the K-matrix. For ,
The attached gauge-flux vector is therefore
Relative to the electron in part a, every one of the gauge fields consequently carries the additional flux
Solve for a general right-hand side . Subtracting the fourth equation from the second gives . The first and fourth then give
Substitution into the third equation reduces the remaining condition to
If , every right-hand side therefore has a unique solution, and collecting its four coefficients yields the matrix inverse
For , the nonzero vector lies in the kernel of a linear map represented by , so is singular. Hence is invertible exactly when . The same calculation gives ; the formula above can also be checked by multiplying its numerator by to obtain .
For an unconstrained differentiable function of two real variables, an interior local minimum must solve the simultaneous stationary point equations
Apply Newton's method in optimization to this gradient equation. The Jacobian matrix of the gradient is the Hessian matrix
At , solve the linear system , then set . When the Hessian matrix is invertible, this is
This follows by setting the first order Taylor expansion equal to zero. Solving the linear system avoids explicitly computing a matrix inverse. A stationary point need not be a local minimum: for example, a positive-definite matrix suffices to classify a stationary point as a strict local minimum, whereas an indefinite Hessian matrix identifies a saddle point of a scalar function.
Row reduction, or the cofactor formula for a matrix inverse, gives
Multiplying by the right-hand-side column gives, at ,
For general , the coefficient matrix has determinant . Thus other parameter values give a unique solution. If , subtracting the first equation from the second gives , while subtracting it from the third gives , a contradiction. If , subtraction gives and , again inconsistent. Hence
The two-by-two matrix inverse formula gives
Multiplication in the reversed order gives
The order reversal is needed because applying the inverse undoes the original two linear maps in reverse sequence.
A two-sided matrix inverse requires a square matrix, so is necessary. It exists only if that square matrix is also an invertible matrix, equivalently ; choosing the dimension alone does not ensure invertibility.
Use Gaussian elimination. The last equation gives , and the second then gives . Substitute these into the first equation to obtain . Back-substitution yields
The linear system has matrix form
The coefficients of the arbitrary right-hand side in the solved expressions are the rows of the matrix inverse. Therefore
Multiplying the original matrix by this candidate gives the identity matrix; its determinant is , so the solution is unique for every .
Write , , so and . The factors commute because both are polynomials in . Also has a matrix inverse since it is the transpose of the invertible . Thus the Cayley transform of a real skew-symmetric matrix, with its parameter replaced by , satisfies
Hence is an orthogonal matrix. Its inverse is ; this lets us distinguish the symmetric and skew-symmetric Cayley transforms below.
The Euclidean norms are and . With normalized eigenvectors as rows,
The rows form an orthonormal basis, so and is an orthogonal matrix. The zero eigenvalue means for a nonzero vector; thus is singular and has no matrix inverse.
Interchange the diagonal entries, negate the off-diagonal entries, and divide by the nonzero determinant. The matrix inverse is
Multiplication by gives the identity matrix, since each diagonal product sum is and each off-diagonal product sum is zero.
Collecting the coefficients gives the coefficient matrix
A square homogeneous linear system has a nonzero solution precisely when its matrix is a singular matrix. Expanding the determinant down the first column,
Hence the necessary and sufficient condition is or or . A zero determinant gives a nontrivial kernel of a linear map; otherwise multiplication by the matrix inverse would force the zero solution.
The entry of is . Hence is an orthogonal matrix, whose matrix inverse equals its transpose:
This obtains the inverse without unnecessary cofactor calculations.
The determinant is , so the matrix inverse exists. Using the two-by-two adjugate matrix formula gives
Multiplication on either side gives the identity matrix, which also checks the signs of the off-diagonal entries.
Direct multiplication gives . Therefore , yielding
The nonzero determinant ensures that this two-sided inverse is unique as a matrix inverse.