Could anyone help me to prove the following the equation?
$\large ( G_2^H G_2 + K_w^{-1} )^{-1} = Q$
which leads to
$\large K_w = Q - Q G_2^H ( G_2 Q G_2^H - I )^{-1} G_2 Q$
Here $A^H$ is the Hermitian transpose (conjugate transpose) of $A$.
Could anyone help me to prove the following the equation?
$\large ( G_2^H G_2 + K_w^{-1} )^{-1} = Q$
which leads to
$\large K_w = Q - Q G_2^H ( G_2 Q G_2^H - I )^{-1} G_2 Q$
Here $A^H$ is the Hermitian transpose (conjugate transpose) of $A$.
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Seems to me a simple case of the Woodbury matrix identity: $$ (A+UCV)^{-1}=A^{-1}-A^{-1}U(C^{-1}+UA^{-1}V)^{-1} VA^{-1}$$ For more details see:
http://en.wikipedia.org/wiki/Woodbury_matrix_identity