Matrix Taylor expansion of $[(X+\Delta)^T (X+\Delta)]^{-1}$

38 Views Asked by At

Suppose $X,\Delta\in\mathbb{R}^{n\times p}$ ($n\geq p$). If $\Delta\approx 0$, what is the Taylor expansion of $\left[(X+\Delta)^T (X+\Delta)\right]^{-1}$ at $X$?