How can calculate the matrix inverse
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Ahmed Galal
on 19 Jun 2021
Edited: John D'Errico
on 19 Jun 2021
How can calculate R in the following equation in MATLAB
C=D*R*D' % C, D, D' are square matrices, D' is the transpose of D
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Accepted Answer
Walter Roberson
on 19 Jun 2021
C=D*R*D'
implies that
C * inv(D') = D * R
inv(D) * C * inv(D') = R
so
R = D\C/D';
4 Comments
John D'Errico
on 19 Jun 2021
Edited: John D'Errico
on 19 Jun 2021
As importantly, what is the rank of D? Is D numerically singular? If it is, then unless C is ALSO singular, and has the same rank as D, AND C has some special properties, then no solution can exist.
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