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Division of Positive Definite Matrix - Inner Product Space

Mathematics Asked by David Carey on December 20, 2021

I am trying to derive a simplified expression of something requiring some linear algebra. I have gotten the stage below:

$$G = frac{mathbf{1}^H mathbf{A}^{-1} mathbf{B} mathbf{A}^{-1} mathbf{1}}{mathbf{1}^H mathbf{A}^{-1}mathbf{1}}$$

for completeness to provide more details:

$mathbf{A} = mathbf{I} + mathbf{s}mathbf{s}^H$ and
$mathbf{B} = mathbf{s}mathbf{s}^H$.

I have having trouble finding a simplification, if one exists. I have looked at Sherman-Morrison formula. Nothing is appearing to me and any assistance is appreciated. My expectation is that after a simplification, a closed form solution to a problem I am working will pop out and will be greatly helpful.

Thanks in advance

One Answer

I assume that $sinmathbb C^n$. Let $mathbf1^Hs=z$. Since begin{aligned} (I+ss^H)^{-1} &= I-frac{ss^H}{1+s^Hs},\ (I+ss^H)^{-2} &= left(I-frac{ss^H}{1+s^Hs}right)^2 =I-frac{2ss^H}{1+s^Hs}+frac{(s^Hs)ss^H}{(1+s^Hs)^2},\ mathbf1^H(I+ss^H)^{-1}mathbf1 &= n-frac{|z|^2}{1+s^Hs},\ mathbf1^H(I+ss^H)^{-2}mathbf1 &= n-frac{2|z|^2}{1+s^Hs}+frac{(s^Hs)|z|^2}{(1+s^Hs)^2},\ end{aligned} we have begin{aligned} G&=frac{mathbf{1}^H mathbf{A}^{-1} mathbf{B} mathbf{A}^{-1} mathbf{1}}{mathbf{1}^H mathbf{A}^{-1}mathbf{1}} =frac{mathbf{1}^H mathbf{A}^{-1} (mathbf{A}-I) mathbf{A}^{-1} mathbf{1}}{mathbf{1}^H mathbf{A}^{-1}mathbf{1}} =1-frac{mathbf{1}^H mathbf{A}^{-2} mathbf{1}}{mathbf{1}^H mathbf{A}^{-1}mathbf{1}}\ &=1-frac{n-frac{2|z|^2}{1+s^Hs}+frac{(s^Hs)|z|^2}{(1+s^Hs)^2}}{n-frac{|z|^2}{1+s^Hs}}. end{aligned} You may simplify last expression if you want.

Answered by user1551 on December 20, 2021

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