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Questions about the properties of vector spaces and linear transformations, including linear systems in general.
5
votes
0
answers
109
views
Inverses of the sums of all possible subsets of a set of symmetric and positive definite mat...
I have a set of $c$ matrices $A_1 ... A_c$ which are all symmetric and positive definite. I would like to calculate the inverses of all the possible sums, i.e.
$(A_1+A_2)^{-1},(A_1+A_3)^{-1},(A_2+A_3 …
2
votes
0
answers
475
views
Eigendecomposition of the Hadamard product of a rank one symmetric matrix and a positive def...
Is it possible to say anything about the eigenvalues and eigenvectors of a matrix
$X = Y \circ xx^T$
where $Y$ is a positive definite symmetric matrix with known eigen-decomposition
$Y=U\Lambda U^T …