I need a way to compute the inverse of the sum of three matrices:
$(A + BB^T + \beta I)^{-1} $ where $I$ is identity and $\beta$ is a constant.
I am not very familiar with linear algebra, but a quick google search didn't help.
I need a way to compute the inverse of the sum of three matrices:
$(A + BB^T + \beta I)^{-1} $ where $I$ is identity and $\beta$ is a constant.
I am not very familiar with linear algebra, but a quick google search didn't help.
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