Let: $UDV^T$ be the SVD decomposition of $A$; $\lambda\in\mathbb{R}$ and $I_n$ the identity matrix
Why is the following true?
$(VD^2V^T+\lambda I_n)^{-1} = V(D^2+\lambda I_n)^{-1}V^T$
Let: $UDV^T$ be the SVD decomposition of $A$; $\lambda\in\mathbb{R}$ and $I_n$ the identity matrix
Why is the following true?
$(VD^2V^T+\lambda I_n)^{-1} = V(D^2+\lambda I_n)^{-1}V^T$
Copyright © 2021 JogjaFile Inc.