Prove that if A and B are matrices such that A is symmetric, then (BA−1 ) T (A−1BT ) −1 = In.
To prove: (BA−1)T(A−1BT)−1=I(BA^{-1})^T(A^{-1}B^T)^{-1} =I(BA−1)T(A−1BT)−1=I
As A is symmetric matrix AT=AA^T=AAT=A
Taking LHS-
(BA−1)T(A−1BT)−1(BA^{-1})^T(A^{-1}B^T)^{-1}(BA−1)T(A−1BT)−1
=(A−1)TBT(BT)−1(A−1)−1=(A^{-1})^TB^T(B^T)^{-1}(A^{-1})^{-1}=(A−1)TBT(BT)−1(A−1)−1
=(A−1)TAT (AsAT=A)=(A^{-1})^TA^T ~~~~~~~~~~~~~~~~~~~( As A^T=A)=(A−1)TAT (AsAT=A)
=I=I=I
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