For my optimization algorithm, I need to invert a matrix-
$V = \Sigma + U^\prime (R \otimes D) U $ where $\Sigma = diag(\Sigma_0, \ldots, \Sigma_k), D = diag(D_0, \ldots, D_0)$ are block-diagonal matrices. R is a symmetric positive definite matrix. U is a rectangular matrix.
Is there an efficient way to calculate $V^{-1}$? Helps are much appreciated!
2026-02-23 12:33:54.1771850034
How to invert a matrix plus a Kronecker product pre and post multiplied by another matrix?
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