Jouni

05-26-2009, 09:15 AM

Like the title says, I have a situation where I have to calculate something like

X = A - inv(B) * Y * inv(B),

where A, B and Y are known p*p matrices (p can be small or very large, depending the situation.). Is it possible to do somekind of manipulation to the equation so I could calculate X without inverting the matrix B?

There is also equation

X = X + A' * inv(B) * A,

not sure is it possible to calculate that either without inverting B.

So I restate my question, is it possible to calculate those both equations without inverting B? If one is possible but other isn't, I think I just take it then, and use it on both equations? Or should I still use some other method in other if possible?

All matrices are quite dense, and the equations have to be made hundreds or thousands of times.

Thank you.

X = A - inv(B) * Y * inv(B),

where A, B and Y are known p*p matrices (p can be small or very large, depending the situation.). Is it possible to do somekind of manipulation to the equation so I could calculate X without inverting the matrix B?

There is also equation

X = X + A' * inv(B) * A,

not sure is it possible to calculate that either without inverting B.

So I restate my question, is it possible to calculate those both equations without inverting B? If one is possible but other isn't, I think I just take it then, and use it on both equations? Or should I still use some other method in other if possible?

All matrices are quite dense, and the equations have to be made hundreds or thousands of times.

Thank you.