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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 added 4 characters in body 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 added 2 characters in body; added 8 characters in body; added 8 characters in body Dec 7 awarded Editor Dec 7 revised How to calculate the inverse of the sum of two eigen-decomposed matrices deleted 1 characters in body; added 43 characters in body 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