Timeline for update rule for the inverse after a rank-1 update plus scaled identity
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Apr 28 at 15:09 | comment | added | Federico Poloni | But I guess it also depends on what an "update rule" is for you. I assumed that the requirements included "costs $O(n^2)$ or less to compute", since this is what one assumes usually when doing QR or Cholesky factorization updates. But if you are fine with just having a closed formula, regardless of its complexity, what you suggest works. | |
| Apr 28 at 15:05 | comment | added | Federico Poloni | @Student88 That it still costs $O(n^3)$ to perform the inversions. Looking at the formulas on Wikipedia, you need $(M / D)^{-1}$, which is the inverse of a $(n-1)\times(n-1)$ matrix; so this method does not save you much work. | |
| Apr 25 at 10:44 | comment | added | Student88 | What is the problem with the method I suggested in my edit? Namely, using the Schur complement? | |
| Apr 25 at 7:45 | history | edited | Federico Poloni | CC BY-SA 4.0 |
added 504 characters in body
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| Apr 25 at 7:33 | history | answered | Federico Poloni | CC BY-SA 4.0 |