Derivatives of inverse matrix

111 Views Asked by At

In the matrix cookbook, Eq. 59, the formula: $$ \partial_x Y^{-1}=-Y^{-1}(\partial_x Y) Y^{-1} $$ is provided without proof.

How to prove this formula?

1

There are 1 best solutions below

0
On BEST ANSWER

The identity $$ YY^{-1}=I $$ implies that (chain rule) $$ \partial_x YY^{-1} + Y\partial_x Y^{-1}=0, $$ so that $$ \partial_x Y^{-1} = -Y^{-1}\partial_x YY^{-1}. $$