If matrices $A$, $B$ and $C$ are $n \times n$ invertible matrices, and assuming $A+BC$ is invertible, how do I find $$(A + BC)^{-1}.$$
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6Welcome to Maths SX! How do you know $A+BC$ is inverttible? – Bernard Mar 10 '20 at 15:22
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1Consider $A=-I$ and $B=C=I$ – JMoravitz Mar 10 '20 at 15:23
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1https://math.stackexchange.com/questions/17776/inverse-of-the-sum-of-matrices related – b00n heT Mar 10 '20 at 15:28
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In general there is no magic formula that relates it to $A^{-1},B^{-1},C^{-1}$ without having any infinite sum or an inverse of a sum of matrices. So a good answer to this really depends on what exactly you want to do. – Ian Mar 10 '20 at 15:36
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Check Woodbury matrix identity (https://en.wikipedia.org/wiki/Woodbury_matrix_identity).
One possible answer is $$(A+BIC)^{-1}= A^{-1} - A^{-1}B(I +CA^{-1}B)^{-1}CA^{-1}.$$
If you write it as $(A+BCI)^{-1}$, you can get a different but equal form which may be more useful for some purposes.
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Is there any reason to expect that inverting $I+CA^{-1}B$ is any easier than inverting $A+BC$? – TonyK Mar 10 '20 at 15:37
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Not in general. But in some cases, particularly in data science applications, this approach is useful. Assuming you have $A^{-1}$ precomputed, the original purpose of this formula is to update the inverse without calculating it from scratch. See https://en.wikipedia.org/wiki/Woodbury_matrix_identity#Applications – Abdullah Ali Sivas Mar 10 '20 at 15:43
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Nothing much better than $$(A+BC)^{-1}=A^{-1}(I+A^{-1}BC)^{-1}=A^{-1}\sum_{k=0}^\infty(-A^{-1}BC)^k,$$ if that sum converges.