• Linear Algebra

    Can we really say nothing about the inverse of A+B?

    Unfortunately a general formula that simplifies the calculations for a matrix inversion $(A+B)^{-1}$ with arbitrary $A$ and $B$ does not exist. If one of the matrices corresponds to a low-rank update (e.g., $B=CD^T$ for some $C, D\in\mathbb{R}^{n\times k}$ with $k<n$), one can use the S.M.W. formula to great effect. However, in other situations, this formula would not simplify calculations. But all hope is not lost yet. There is another case where $(A+B)^{-1}$ can be computed relatively efficiently. To understand how and…