I am searching for an explicit expression or at least an efficient way to compute the inverse of $U+\Lambda$ where $U$ orthonormal and $\Lambda$ is diagonal. My attempts so far were very unfruitful.
Thanks a lot.
I am searching for an explicit expression or at least an efficient way to compute the inverse of $U+\Lambda$ where $U$ orthonormal and $\Lambda$ is diagonal. My attempts so far were very unfruitful.
Thanks a lot.
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