Ben Chuanlong Du's Blog

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Inverse of a Special Class of Matrices with High Dimensions

One day, my officemate Tieming asked me about a problem that she met in her research. Suppose \(\boldsymbol{B}\) is a symmetric matrix of huge dimension and \(\boldsymbol{D}\) is a diagonal matrix with nonnegative diagonal elements. The inverse of \(\boldsymbol{B}\) is already known, how can we calculate the …