Theorem
Let Mi,Ni∈Rn×n for i=1,2,…,k be some matrices.
Then, for all k∈N, the following holds:
M1M2…Mk−N1N2…Nk==(M1−N1)N2…Nk+M1(M2−N2)N3…Nk+⋯+M1M2…Mk−1(Mk−Nk)
Proof
The proof is by induction on k.
Base case
For k=1, the statement is trivially true:
M1−N1=M1−N1
Inductive step
Assume the statement holds for k=n:
M1M2…Mn−N1N2…Nn==(M1−N1)N2…Nn+M1(M2−N2)N3…Nn+⋯+M1M2…Mn−1(Mn−Nn)
Then, for k=n+1, we have:
M1M2…MnMn+1−N1N2…NnNn+1==Inductive hypothesis(M1M2…Mn−N1N2…Nn)Nn+1+M1M2…Mn(Mn+1−Nn+1)==(M1−N1)N2…NnNn+1+M1(M2−N2)N3…NnNn+1++⋯+M1M2…Mn−1(Mn−Nn)Nn+1+M1M2…Mn(Mn+1−Nn+1)□