证法一: 由\(E_m-AB\)可逆知\(\det (E_m-AB)\neq 0\)。又
\begin{equation*}
\det (E_m-AB)=\det (E_n-BA),
\end{equation*}
故\(\det (E_n-BA)\neq 0\),即\(E_n-BA\)可逆。因为
\begin{equation*}
\begin{pmatrix}
E_m&-A\\0&E_n
\end{pmatrix}\begin{pmatrix}
E_m&A\\B&E_n
\end{pmatrix}\begin{pmatrix}
E_m&0\\-B&E_n
\end{pmatrix}=\begin{pmatrix}
E_m-AB&0\\0&E_n
\end{pmatrix},
\end{equation*}
\begin{equation*}
\begin{pmatrix}
E_m&0\\-B&E_n
\end{pmatrix}\begin{pmatrix}
E_m&A\\B&E_n
\end{pmatrix}\begin{pmatrix}
E_m&-A\\0&E_n
\end{pmatrix}=\begin{pmatrix}
E_m&0\\0&E_n-BA
\end{pmatrix},
\end{equation*}
两边同时取逆,可得
\begin{equation*}
\begin{pmatrix}
E_m&0\\B&E_n
\end{pmatrix}\begin{pmatrix}
E_m&A\\B&E_n
\end{pmatrix}^{-1}\begin{pmatrix}
E_m&A\\0&E_n
\end{pmatrix}=\begin{pmatrix}
(E_m-AB)^{-1}&0\\0&E_n
\end{pmatrix},
\end{equation*}
\begin{equation*}
\begin{pmatrix}
E_m&A\\0&E_n
\end{pmatrix}\begin{pmatrix}
E_m&A\\B&E_n
\end{pmatrix}^{-1}\begin{pmatrix}
E_m&0\\B&E_n
\end{pmatrix}=\begin{pmatrix}
E_m&0\\0&(E_n-BA)^{-1}
\end{pmatrix},
\end{equation*}
则
\begin{equation*}
\begin{array}{ccl}
\begin{pmatrix}
E_m&A\\B&E_n
\end{pmatrix}^{-1}&=&\begin{pmatrix}
E_m&0\\-B&E_n
\end{pmatrix}\begin{pmatrix}
(E_m-AB)^{-1}&0\\0&E_n
\end{pmatrix}\begin{pmatrix}
E_m&-A\\0&E_n
\end{pmatrix}\\&=&\begin{pmatrix}
(E_m-AB)^{-1}&-(E_m-AB)^{-1}A\\-B(E_m-AB)^{-1}&E_n+B(E_m-AB)^{-1}A
\end{pmatrix},\end{array}
\end{equation*}
\begin{equation*}
\begin{array}{ccl}
\begin{pmatrix}
E_m&A\\B&E_n
\end{pmatrix}^{-1}&=&\begin{pmatrix}
E_m&-A\\0&E_n
\end{pmatrix}\begin{pmatrix}
E_m&0\\0&(E_n-BA)^{-1}
\end{pmatrix}\begin{pmatrix}
E_m&0\\-B&E_n
\end{pmatrix}\\
&=&\begin{pmatrix}
E_m+A(E_n-BA)^{-1}B&-A(E_n-BA)^{-1}\\-(E_n-BA)^{-1}B&(E_n-BA)^{-1}
\end{pmatrix}.
\end{array}
\end{equation*}
比较第\((2,2)\)块,得
\begin{equation*}
(E_n-BA)^{-1}=E_n+B(E_m-AB)^{-1}A.
\end{equation*}
证法二:因\(E_m-AB\)可逆,所以\((E_m-AB)(E_m-AB)^{-1}=E_m\),即
\begin{equation*}
(E_m-AB)^{-1}-AB(E_m-AB)^{-1}=E_m,
\end{equation*}
两边同时左乘\(B\),右乘\(A\),得
\begin{equation*}
B(E_m-AB)^{-1}A-BAB(E_m-AB)^{-1}A=BA,
\end{equation*}
即\((E_n-BA)\left[B(E_m-AB)^{-1}A\right]=BA\)。故
\begin{equation*}
(E_n-BA)[B(E_m-AB)^{-1}A+E_n]=E_n.
\end{equation*}
因此\(E_n-BA\)可逆,且
\begin{equation*}
(E_n-BA)^{-1}=E_n+B(E_m-AB)^{-1}A.
\end{equation*}