For questions about inverses and pseudoinverses of matrices.

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### Trace of Inverse matrix from Cholesky

This question was somewhat answered here: Fast trace of inverse of a square matrix. However, I feel like there was no complete answer wrt the Cholesky case.
I have the matrix $\Sigma=LL^T$. Is there ...

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**1**answer

23 views

### optimization of inverse matrix with constraint on matrix elements

everyone! I have this optimization problem with constraint.
D and T are symmetric matrice, where T is known and D is the unknown parameter.
x and v are two known p-dimensional vectors.
The objective ...

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**2**answers

82 views

### Bound on smallest entry of inverse matrix

For a symmetric, invertible matrix $A=(a_{ij})\in \mathbb{R}^{n\times n}$ with (at least two) nonzero off-diagonal elements, is it possible to bound in absolute value the smallest entry of its inverse ...

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141 views

### Calculating a generalized inverse (Mooreâ€“Penrose pseudoinverse)

I am considering a graph with $n$ edges with the following nicely structured adjacency matrix:
\begin{equation}
A_n=
\begin{pmatrix}
0 & 0 & 0 &\cdots & 0 & 0 & 1\\
0 & 0 ...

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84 views

### Perturbation of Cholesky decomposition for matrix inversion

I am looking for a computationally cheap way to compute $x$ such that $$(L L^T + \mu^2 I)x = y$$
where $L \in \mathbb{R}^{n \times n}$ is a lower triangular definite positive matrix (with some very ...

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**3**answers

197 views

### Sherman-Morrison type formula for Moore-Penrose Pseudoinverse

Given an $n\times n$ invertible matrix $\mathbf A$ and two column vectors $\mathbf u$, $\mathbf v\in\mathbb R^n$, suppose that $1 + {\mathbf v}^T {\mathbf A}^{-1}\mathbf u \neq 0$.
Then the ...

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**1**answer

86 views

### How to calculate $(A^{-1})_{ii}$ for an invertible hyperhermitian quaternionic matrix $A$?

The article
Alesker, S. (2003). Quaternionic Monge-Ampere equations. The Journal of Geometric Analysis, 13(2), 205-238.
has the following CLAIM:
Claim. Let $A$ be an invertible hyperhermitian ...

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**1**answer

111 views

### Do there exist a way to solve inhomogeneous matrix equations Ax = b for only selected rows?

The inhomogeneous matrix equation $\mathbf{A} x = b$ can be solve in many ways, but in this particular case, I am looking for a solution to this problem on a set of constraints.
The matrix $A$ is ...

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223 views

### How to calculate the inverse of a matrix with block Kronecker structure?

I have a Hermitian matrix $A$ with the following block Kronecker structure,
$A =
\begin{pmatrix}
R_0 \bigotimes S_0 & R_1 \bigotimes S_1\\
R_1^H \bigotimes S_1^H & R_0 \bigotimes S_0
...

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**1**answer

242 views

### Best rank one approximation

Assume $u,v\in\mathbb{C}^n$ are complex vectors. I was wondering if there is a closed form expression for the following problem in terms of $u$ and $v$
\begin{equation*}
\arg\min_{x\in\mathbb{C}^n} ...

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85 views

### positiveness of the inverse solution to Sylvester equation

I need to construct a non-negative matrix with desired eigenvalues. To that end, I came up with a block matrix of the following form:
$$
\mathbf{M} = \begin{vmatrix}
\mathbf{A} & \mathbf{b} \\\
...

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286 views

### Diagonal of the inverse of a 6x6 symmetric partitioned matrix

Let
$$M = \begin{bmatrix}
A & B \\
B & C
\end{bmatrix}$$
in which $A$, $B$ and $C$ are $3 \times 3$ matrices being also symmetric. In fact, they are quite similar, just differing on a single ...

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**1**answer

305 views

### Expected value of trace of matrix inverse

Given a $N\times K$ matrix $A$ of full rank with $ K < N $, a diagonal matrix $D$ and knowing that $E[D]=bI_N$, where $E[\cdot]$ is the expected value and $I_N$ is the $N\times N$ identity matrix ...

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**1**answer

241 views

### Calculate the inverse of a matrix

Hi
I have a equation $$Ax=b,$$ where matrix $A$ is invertible, $b$ is a constant vector, and $x$ is the unknown vector. To obtain $x$, it is obvious $x=A^{-1}b$. Alternatively, if $A$ is Hurwitz, one ...

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128 views

### On the convexity of element-wise norm 1 of the inverse

Question first asked on math.stackexchange here: http://math.stackexchange.com/questions/317209/on-the-convexity-of-element-wise-norm-1-of-the-inverse
On the convexity of element-wise norm 1 of the ...

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388 views

### When is the inverse diagonally dominant?

There is a large literature devoted to studying the inverses of diagonally dominant matrices. I'd like to know if there is information about a so-to-say opposite situation: we have a matrix $A$ and ...