(A+BD−1C)−1=A−1−A−1B(D+CA−1B)−1CA−1
let me give one example of how it can be used. Assuming that Ruu=h2hh2+λI where h2 is a vector. Then we have
R−1uu=λ−1I−1λ2+λhh2h2h2hh2
By using this formula, the end result turns out to be much simpler than where it starts from.
No comments:
Post a Comment