Tag: arrowhead

  • Inverting arrowhead matrices.

    I need to invert a matrix of the form $$ M = I + S^2 H S^2,$$ where $H$ is a symmetric matrix, and $S^2$ is diagonal. The elements of $S^2$ drop off very quickly, so what remains of $H$ are its first column and first row, scaled by $S_{1}^2 S^2$. The result is that…