All Questions
3 questions
2
votes
2
answers
185
views
Orthonormal solution of overdetermined linear equations
I have a two matrices $A$ and $B$ in $\mathbb{R}^{m \times n }$ ($m \gg $ n) such that there exists an orthonormal matrix $X \in \mathbb{R}^{n \times n }$, such that:
$$AX = B$$
Given that $X$ is ...
2
votes
1
answer
843
views
Matrix derivative w.r.t. a general inverse form: $(A^TA)^{-1/2}D(A^TA)^{-1/2}$
I want to find derivative of matrix $(A^TA)^{-1/2}D(A^TA)^{-1/2}$ w.r.t. $A_{ij}$ where D is a diagonal matrix. Alternatively, it is okay too to have
$$\frac{\partial}{\partial A_{ij}} a^T(A^TA)^{-1/2}...
2
votes
3
answers
550
views
Inverse of matrix $D + ADA^T$
Let $D$ be an arbitrary diagonal matrix and let $A$ be an orthogonal matrix ($A'A = AA' = I$). How to compute the following matrix inverse efficiently?
$$(D + ADA^T)^{-1}$$
Hints or references are ...