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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 …
Kiyo's user avatar
  • 211
10 votes
1 answer
3k views

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 …
Kiyo's user avatar
  • 211