All Questions
2
questions
1
vote
0
answers
485
views
Upper bound on the norm of an inverse of a positive definite matrix
Given two real-valued symmetric positive-definite matrices $A$ and $B$. Assume that $A\succeq I$. Let $\Delta = B-A$. We are interested in a bound on $\Vert B^{-1}-A^{-1}\Vert$ in terms of $\Vert \...
3
votes
2
answers
400
views
How to find upper and lower bound
Let $\Sigma \in S_{++}^n$ be a symmteric positive definte matrix with all diagonal entries one. Let $U \in R^{n \times k_1}$, $W \in R^{n \times k_2}$, $\Lambda \in R^{k_1 \times k_1}$ and $T \in R^{...
- 81