We are interested in the matrix A=I−σuuT where u∈Rn such that ∣∣u∣∣=1.
From an answer of this post, we can easily see that A=diag(1−σ,1,...,1) in the basis {v1=u,v2,...,vn}.
We thus can easily see that if σ=1, then A is invertible. An interesting question is that
What is the closed form inverse of A?
This question is not very complicated and not simple since the construction of v2,...,vn is not obvious.
So this note is to provide a closed form inverse of A, which is A−1=I+1−σ∣∣u∣∣2σuuT.
We can easily check that A.A−1=I. But the interesting point is that how do we construct such formula for A−1. The trick is as follows.
First, let y=Ax=x−σ⟨u,x⟩u.
Now, if we can recover x form y, we will get the inverse of A.
Consider ⟨u,y⟩=⟨u,x⟩−σ⟨u,x⟩∣∣u∣∣2.
Now we get ⟨u,x⟩=1−σ∣∣u∣∣2⟨u,y⟩.
Substitute this expression to the first expression of y, we have y=x−1−σ∣∣u∣∣2σuuTy
or x=y+1−σ∣∣u∣∣2σuuTy=A−1y.