Suppose and are two symetric positive definte matrix such that:

Let use define operator for a matrix such that:

then:

wher means inverse of the matrix

- Jul 11th 2007, 10:02 AMakscolaHow recursively calculate sum of elements of inverse of a PSD matrix
Suppose and are two symetric positive definte matrix such that:

Let use define operator for a matrix such that:

then:

wher means inverse of the matrix