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Feb
21
awarded  Teacher
Dec
13
answered Signal model classification between two possbile candidates
Dec
12
revised Signal model classification between two possbile candidates
edited title
Dec
11
asked Signal model classification between two possbile candidates
Dec
11
comment How to calculate the inverse of the sum of two eigen-decomposed matrices
So we only need to inverse a matrix with the size = rank($B$), right? This is a good solution. Thank you very much!
Dec
7
revised How to calculate the inverse of the sum of two eigen-decomposed matrices
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Dec
7
comment How to calculate the inverse of the sum of two eigen-decomposed matrices
What if $A$ or $B$ have very low rank (but do not share a large eigenspace)? Any solution for this scenario? Thanks.
Dec
7
revised How to calculate the inverse of the sum of two eigen-decomposed matrices
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Dec
7
awarded  Editor
Dec
7
revised How to calculate the inverse of the sum of two eigen-decomposed matrices
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Dec
7
comment How to calculate the inverse of the sum of two eigen-decomposed matrices
You are right. x is a given vector. U1 and U2 are the unitary matrices, while V1 and V2 are diagonal matrices, formed by the eigen-vectors of A and B respectively.
Dec
5
awarded  Student
Dec
5
asked How to calculate the inverse of the sum of two eigen-decomposed matrices