Relationship between the Inverses of a Matrix and a Submatrix
Abstract
A simple and straightforward formula for computing the inverse of a submatrix in terms of the inverse of the original matrix is derived. General formulas for the inverse of submatrices of order 𝑛 − 𝑘 as well as block submatrices are derived. The number of additions (or subtractions) and multiplications (or divisions) on the formula is calculated. A variety of numerical results are shown.
Keywords
Matrix inverse, submatrix, discrete Fourier transform