Alphabeta Math
TheoremStatement: AI-adaptedProof: AI-generatedprecheck passaudited 2026-08-31
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On the invertible locus, Dinv⁡(A)[H]=−A−1HA−1

Statement

Let A be invertible. Then the inversion map is real Fr'echet differentiable at A, and for every direction H,

Dinv⁡(A)[H]=−A−1HA−1.

Facts & Assumptions

Given: An invertible matrix A and a perturbation direction H.

[L1]

Matrix differentials satisfy the product rule d(AB)=dA B+A dB (Matrix differentials obey the sum rule, product rule, and adjoint rule).

Proof

technique · direct
1.1givenalgebra

Because A is invertible, det⁡(A)≠0. Since det⁡(A+K) is a polynomial in the real coordinates of K with value det⁡(A) at K=0, there is ε>0 such that A+K is invertible whenever ∥K∥F<ε. For such K, the identities (A+K)−1(A+K)=I=A−1A give (A+K)−1−A−1=−A−1K(A+K)−1, and hence ((A+K)−1−A−1)+A−1KA−1=A−1KA−1K(A+K)−1.

2.1step 1.1algebra

Shrink ε so that ∥A−1∥2∥K∥F≤12 whenever ∥K∥F<ε. From step 1.1, ∥(A+K)−1∥2≤∥A−1∥2+∥A−1∥2∥K∥F∥(A+K)−1∥2, so ∥(A+K)−1∥2≤2∥A−1∥2. Applying this bound to the second identity in step 1.1 yields ∥(A+K)−1−A−1+A−1KA−1∥F≤2∥A−1∥23∥K∥F2=o(∥K∥F). Therefore inversion is real Fr'echet differentiable at A with derivative K↦−A−1KA−1.

3.1L1step 2.1algebra∎

Differentiating the identity A A−1=I and using the product rule [L1] gives H A−1+A Dinv⁡(A)[H]=0. Left-multiplying by A−1 recovers Dinv⁡(A)[H]=−A−1HA−1, which is the formula claimed in the statement.

Depends on

Used by

Dependency tree · two levels

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Sources