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Feb 7 at 2:17 comment added jlewk $\Sigma_m^{-1}-\Sigma^{-1}=\Sigma^{-1}(\Sigma-\Sigma_m)\Sigma_m^{-1}$ gives a rough bound that may be sufficient for some problems.
Feb 7 at 0:30 history edited Michael Hardy CC BY-SA 4.0
added 19 characters in body; edited title
Feb 6 at 23:57 history asked axk CC BY-SA 4.0