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Questions about the properties of vector spaces and linear transformations, including linear systems in general.
1
vote
0
answers
57
views
Inverse of the covariance of the estimate of a covariance
I have a covariance matrix, $V_{ij}$, which (for reasons that aren't important) I'm going to call the visibilities. I have an estimator for the visibilities $\hat V_{ij}$, and I've derived that the c …
10
votes
1
answer
3k
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Special considerations when using the Woodbury matrix identity numerically
Are there any special considerations when using the Woodbury matrix identity numerically? What is the best metric for numerical stability in this case? Can anyone point me to a good reference?
The s …