alt Hacker NewsI haven't looked into it in years, but would the inverse of a block bi-diagonal matrix have some semiseperable structure? Maybe that would be good to look into?
I haven't looked into it in years, but would the inverse of a block bi-diagonal matrix have some semiseperable structure? Maybe that would be good to look into?
just to be clear, semiseparate in this context means H = D + CC', where D is block diagonal and C is tall & skinny?
If so, it would be nice if this were the case, because you could then just use the Woodbury formula to invert H. But I don't think such a decomposition exists. I tried to exhaustively search through all the decompositions of H that involved one dummy variable (of which the above is a special case) and I couldn't find one. I ended up having to introduce two dummy variables instead.