EXACTINVERSE Procedure

@ExactInverse computes the exact (limit) inverse of \({\bf{A}} + k{\bf{B}}\) as \(k \to \infty \), for p.s.d. symmetric matrices \({\bf{A}}\) and \({\bf{B}}\). This was introduced by Koopman(1997). However, the calculation method has been simplified. A detailed description of the calculations is here.

The result is a matrix of the form \({\bf{C}} + {k^{ - 1}}{\bf{D}} + {k^{ - 2}}{\bf{E}}\) where the \({\bf{E}}\) is optional if the higher order term is needed.

@ExactInverse a b c d e