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15-01-DerivativeOfInverseMatrix.tex
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15-01-DerivativeOfInverseMatrix.tex
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\documentclass[12pt]{article}
\usepackage{pmmeta}
\pmcanonicalname{DerivativeOfInverseMatrix}
\pmcreated{2013-03-22 14:43:52}
\pmmodified{2013-03-22 14:43:52}
\pmowner{matte}{1858}
\pmmodifier{matte}{1858}
\pmtitle{derivative of inverse matrix}
\pmrecord{7}{36362}
\pmprivacy{1}
\pmauthor{matte}{1858}
\pmtype{Theorem}
\pmcomment{trigger rebuild}
\pmclassification{msc}{15-01}
\endmetadata
% this is the default PlanetMath preamble. as your knowledge
% of TeX increases, you will probably want to edit this, but
% it should be fine as is for beginners.
% almost certainly you want these
\usepackage{amssymb}
\usepackage{amsmath}
\usepackage{amsfonts}
\usepackage{amsthm}
\usepackage{mathrsfs}
% used for TeXing text within eps files
%\usepackage{psfrag}
% need this for including graphics (\includegraphics)
%\usepackage{graphicx}
% for neatly defining theorems and propositions
%
% making logically defined graphics
%%%\usepackage{xypic}
% there are many more packages, add them here as you need them
% define commands here
\newcommand{\sR}[0]{\mathbb{R}}
\newcommand{\sC}[0]{\mathbb{C}}
\newcommand{\sN}[0]{\mathbb{N}}
\newcommand{\sZ}[0]{\mathbb{Z}}
\usepackage{bbm}
\newcommand{\Z}{\mathbbmss{Z}}
\newcommand{\C}{\mathbbmss{C}}
\newcommand{\R}{\mathbbmss{R}}
\newcommand{\Q}{\mathbbmss{Q}}
\newcommand*{\norm}[1]{\lVert #1 \rVert}
\newcommand*{\abs}[1]{| #1 |}
\newtheorem{thm}{Theorem}
\newtheorem{defn}{Definition}
\newtheorem{prop}{Proposition}
\newtheorem{lemma}{Lemma}
\newtheorem{cor}{Corollary}
\begin{document}
\begin{thm}
Suppose $A$ is a square matrix depending on a real parameter $t$
taking values in an open set $I\subseteq \R$. Further, suppose all
component functions in $A$ are differentiable, and $A(t)$ is invertible
for all $t$. Then, in $I$, we have
$$
\frac{dA^{-1}}{dt}=-A^{-1} \frac{dA}{dt} A^{-1},
$$
where $\frac{d}{dt}$ is the derivative.
\end{thm}
\begin{proof}
Suppose $a_{ij}(t)$ are the component functions for $A$,
and $a^{jk}(t)$ are component functions for $A^{-1}(t)$. Then
for each $t$ we have
$$
\sum_{j=1}^n a_{ij}(t) a^{jk}(t)=\delta_i^k
$$
where $n$ is the order of $A$, and
$\delta_i^k$ is the Kronecker delta symbol. Hence
$$
\sum_{j=1}^n \frac{da_{ij}}{dt} a^{jk} + a_{ij}\frac{da^{jk}}{dt} = 0,
$$
that is,
$$
\frac{dA}{dt} A^{-1} = - A \frac{dA^{-1}}{dt}
$$
from which the claim follows.
\end{proof}
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\end{document}