First of all apologies if this is in the wrong forum. I 'm not sure if this problem counts as basic or advanced.
I am running several iterations in which I calculate:
Where C is a complex, positive-definite symmetrical matrix and is constant.
I is the identity matrix and a(j) is a scalar which varies with each iteration i.
Computing the inverse for each iteration is time consuming and i want to, if possible, find a way of computing the inverse of C one time only, and then use some operator F, such that:
I assume with a being scalar such as function will be a lot quicker.
Does anyone know if there is a way of doing this?