Block matrix inverse Created 2026-09-24 Updated 2026-10-14
A block matrix inverse expresses the matrix inverse in terms of smaller matrices. Partition a square matrix over a field asIf is an invertible matrix, define its Schur complement . Then is an invertible matrix exactly when is an invertible matrix, andThe order of the matrix products matters. In particular, the lower-right block is , rather than generally : the coupling through and changes the response.[ref]
Convex Optimization by Stephen Boyd and Lieven Vandenberghe. Appendix A.5.5, printed p. 650: inverse of a symmetric block matrix; §C.4.1, printed p. 673: elimination for general blocks
For an original example, takeThe Schur complement is . Substitution gives the concise answerMultiplying in either order gives the identity matrix; the lower-right entry is , whereas . The difference records the feedback through the two eliminated variables.
Often the desired output is a solution of a linear system, rather than every entry of a matrix inverse. Block elimination solves with and then with , recovering the eliminated variables by back substitution. Reusing an LU decomposition of avoids explicitly forming . A favourable block diagonal matrix or tridiagonal matrix block can make this useful; merely partitioning an unstructured dense matrix does not guarantee a faster solve.[ref]
Convex Optimization by Stephen Boyd and Lieven Vandenberghe. §C.4.1, printed pp. 672–675: Algorithm C.4, factor-solve interpretation and dense complexity comparison
Matrix decomposition 2026-10-14
A matrix decomposition expresses a matrix as a matrix product of factors with simpler structure. An LU decomposition uses triangular factors, a QR decomposition uses an orthogonal matrix and a triangular factor, and a singular value decomposition separates input directions, stretching factors and output directions. The factorization is an identity; the chosen structure determines what it helps compute.
For an original two-by-two example,The outer factors are a lower triangular matrix and an upper triangular matrix, each with unit diagonal as in a unit triangular matrix; the middle factor is a diagonal matrix. Their matrix product is , and the final diagonal entry is the Schur complement of the first entry . This is the scalar version of the factorization under block elimination.
To solve , solve with the three factors in their displayed order from left to right: first the lower triangular factor, then the diagonal factor, then the upper triangular factor. The intermediate vectors are and , giving the concise answer . A new right-hand side uses the same factors. This is why Reusing LU factors for multiple right-hand sides is useful: factorization records work that otherwise would be repeated, while forward substitution and back substitution apply it cheaply.[ref]
Convex Optimization by Stephen Boyd and Lieven Vandenberghe. §C.4.1, printed pp. 673–674: block factor-solve interpretation
Different decompositions reveal different features. A Cholesky decomposition uses positive definiteness of a symmetric matrix, while a singular value decomposition also applies to rectangular matrices and exposes matrix rank. The existence and numerical behaviour of the factors depend on their own hypotheses; for example, an unpivoted LU decomposition can fail when a chosen pivot element is zero even though the matrix is an invertible matrix.
Past exam of the mathematics course of the University of Cambridge 2004 ib Paper 2 1E Solution Created 2026-09-24 Updated 2026-10-14
Let when and otherwise. The matrix product has entriesso . Both and its matrix transpose are triangular matrices with diagonal entries one. Multiplicativity of the determinant therefore gives for every . This determinant of the minimum-index matrix also follows by subtracting each preceding row from the next, working from the bottom upwards: the resulting matrix is upper triangular with unit diagonal.
Past exam of the mathematics course of the University of Cambridge 2008 ia Paper 1 6A Solution Created 2026-09-24 Updated 2026-10-14
For two upper triangular matrices and ,Indeed a potentially nonzero factor requires , while a potentially nonzero requires . These requirements cannot both hold when . Thus their matrix product is upper triangular.
Direct matrix multiplication for the given givesAdding yields , so . HenceEvery nonnegative matrix power is in : reduce powers of degree at least three using . More formally, repeated reduction shows that products of any two polynomials of degree at most two in again lie in this span. Since also lies in it, positive powers of prove the same assertion for all negative integers. This is an instance of the integer powers for an annihilating polynomial with roots one and minus one, because .
To find the required entries for every integer, use the block upper-triangular structure. The top-left entry of is for positive and negative powers. Its lower-right block isThe identity holds for all integers: multiplication adds the coefficients of , and proves the negative cases. ThereforeWrite and . Comparing those three entries givesSubtracting the first two equations finds ; the third then finds , and the first finds . The unique solution isFor clarity, substituting also gives the full matrix power
