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Kiyo
  • Member for 13 years, 1 month
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Inverse of the covariance of the estimate of a covariance
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Special considerations when using the Woodbury matrix identity numerically
I do need the inverse. It's a statistical code map making code, but you can think of it as adding up a bunch of Fisher matrices.
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Special considerations when using the Woodbury matrix identity numerically
added 163 characters in body
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Special considerations when using the Woodbury matrix identity numerically
What ever ships with numpy... probably LU?
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Special considerations when using the Woodbury matrix identity numerically
Wrote the furthur update.
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Special considerations when using the Woodbury matrix identity numerically
Can this be done fast the way SMW lets you? Or do I have to do the whole rank(A) + rank(B) inversion? I guess I'm a little confused about what you are proposing.
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Special considerations when using the Woodbury matrix identity numerically
Since Woodbury is derived from block wise matrix inversion, shouldn't your alternative be equivalent?
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Special considerations when using the Woodbury matrix identity numerically
Thanks for the tips! I'll try this later today... stay tuned.
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Special considerations when using the Woodbury matrix identity numerically
Wrote Update.; added 88 characters in body
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Special considerations when using the Woodbury matrix identity numerically
Fixed typo.
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Special considerations when using the Woodbury matrix identity numerically