Why is $(X^{T}X+cI)^{-1} = (X^TX)^{-1}$? ($c$ is a scalar.)
My teacher in the lecture today used this fact when showing that the projection matrix of the ridge regression is idempotent. I was wondering if anyone knew of a proof they could share or an explanation. They wrote : $$X(X^T X + \lambda I)^{-1} X^T X (X^TX +\lambda I)^{-1}X^T = X(X^T X + \lambda I)^{-1} X^T$$ I was wondering why $(X^T X + \lambda I)^{-1} = (X^T X)^{-1}$ is true.
Edit: Had a miss understanding of what mathematical facts she was using, so the question has changed dramatically. Sorry guys I'm trying my best.
The inverse of the inverse of an inversible matrix is the matrix itself so this equality can't be true unless $A + cI = A$ i.e. $c = 0$. Are you sure he wrote exactly that ?