Reduced complexity of matrix inversion of sum of rank 1 matrices: $M^{-1} = left( I + sum limits_{i=1}^{K}...












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How to reduce the complexity of matrix inversion of sum of rank 1 matrices, not only arithmetic but also run time?



$M^{-1} = left( I + sum limits_{i=1}^{K} alpha_i A_i right)^{-1} $



where $A_i in mathbb{C}^{N times N}$, ${rm rank}left(A_i right) = 1$, and $alpha_i in mathbb{R}$.



For instance, the suggestion here is apprently reducing the arithmetic complexity but not the run time (I mean it will take $N$ iterations to find the matrix inverse)? What other alternatives do we have?










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    1














    How to reduce the complexity of matrix inversion of sum of rank 1 matrices, not only arithmetic but also run time?



    $M^{-1} = left( I + sum limits_{i=1}^{K} alpha_i A_i right)^{-1} $



    where $A_i in mathbb{C}^{N times N}$, ${rm rank}left(A_i right) = 1$, and $alpha_i in mathbb{R}$.



    For instance, the suggestion here is apprently reducing the arithmetic complexity but not the run time (I mean it will take $N$ iterations to find the matrix inverse)? What other alternatives do we have?










    share|cite|improve this question

























      1












      1








      1







      How to reduce the complexity of matrix inversion of sum of rank 1 matrices, not only arithmetic but also run time?



      $M^{-1} = left( I + sum limits_{i=1}^{K} alpha_i A_i right)^{-1} $



      where $A_i in mathbb{C}^{N times N}$, ${rm rank}left(A_i right) = 1$, and $alpha_i in mathbb{R}$.



      For instance, the suggestion here is apprently reducing the arithmetic complexity but not the run time (I mean it will take $N$ iterations to find the matrix inverse)? What other alternatives do we have?










      share|cite|improve this question













      How to reduce the complexity of matrix inversion of sum of rank 1 matrices, not only arithmetic but also run time?



      $M^{-1} = left( I + sum limits_{i=1}^{K} alpha_i A_i right)^{-1} $



      where $A_i in mathbb{C}^{N times N}$, ${rm rank}left(A_i right) = 1$, and $alpha_i in mathbb{R}$.



      For instance, the suggestion here is apprently reducing the arithmetic complexity but not the run time (I mean it will take $N$ iterations to find the matrix inverse)? What other alternatives do we have?







      linear-algebra computational-complexity numerical-linear-algebra






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      asked Nov 28 '18 at 12:00









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