Timeline for Inverse of a small submatrix
Current License: CC BY-SA 3.0
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Apr 11, 2018 at 20:49 | comment | added | Suvrit | @Mahdi indefinite should be easy as long as symmetry / hermitian property is preserved (by adding $\lambda I$ to the matrix to ensure psd-ness for sufficiently large $\lambda$); for non-symmetric matrices, I don't recall an obvious idea right away, but you may find more related work e.g., on N. Higham's page: maths.manchester.ac.uk/~higham/papers | |
Apr 11, 2018 at 14:50 | comment | added | Mahdi - Free Palestine | Interesting paper! Does this approach work in the case of indefinite or nonsymmetric matrices? | |
Apr 11, 2018 at 14:20 | history | answered | Suvrit | CC BY-SA 3.0 |