# 一、结论

对于矩阵A=(aij(t))n×nA=(a_{ij}(t))_{n\times n},其逆矩阵的导数为

dA−1dt=−A−1dAdtA−1\frac{dA^{-1}}{dt}=-A^{-1}\frac{dA}{dt}A^{-1}

# 二、证明过程

证明方法一

dX−1dx=lim⁡△x→0(X+△X)−1−X−1△x=lim⁡△x→0(X+△X)−1XX−1−(X+△X)−1(X+△X)X−1△x=−lim⁡△x→0(X+△X)−1△X△xX−1=−X−1lim⁡△x→0△X△xX−1=−X−1dXdxX−1\begin{array}{l} \frac{dX^{-1}}{dx}=\lim_{\bigtriangleup x \to 0} \frac{\left ( X+\bigtriangleup X \right )^{-1}-X^{-1} }{\bigtriangleup x}\\ =\lim_{\bigtriangleup x \to 0} \frac{\left ( X+\bigtriangleup X \right )^{-1}XX^{-1}-\left ( X+\bigtriangleup X \right )^{-1}\left ( X+\bigtriangleup X \right )X^{-1}}{\bigtriangleup x}\\ =-\lim_{\bigtriangleup x \to 0} \left ( X+\bigtriangleup X \right )^{-1}\frac{\bigtriangleup X}{\bigtriangleup x} X^{-1}\\ =-X^{-1}\lim_{\bigtriangleup x \to 0} \frac{\bigtriangleup X}{\bigtriangleup x}X^{-1}\\ =-X^{-1}\frac{dX}{dx}X^{-1} \end{array}

证明方法二

0=I′=(XX−1)′=X′X−1+X(X−1)′⟹(X−1)′=−X−1X′X−1\begin{array}{l} 0=I'=\left ( XX^{-1} \right ) '=X'X^{-1}+X\left ( X^{-1} \right )'\\ \Longrightarrow \left ( X^{-1} \right )'=-X^{-1}X'X^{-1} \end{array}

# 三、其它结论

不加证明的给出矩阵 A 的行列式的导数为

d∣A∣dt=∣A∣tr(A−1dAdt)\frac{d\left | A \right | }{dt}=\left | A \right | tr\left (A^{-1} \frac{dA}{dt} \right )

其中 tr () 表示矩阵 A 的迹,即tr(A)=a11+a22+...+ann tr(A)=a_{11}+a_{22}+ ... +a_{nn}\space

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