2 ms·
Ah, the good ol' Sherman–Morrison formula. (https://en.wikipedia.org/wiki/Sherman%E2%80%93Morrison_formula https://en.wikipedia.org/wiki/Sherman%E2%80%93Morriso
by cyber_kinetist 4y ago
Ah, the good ol' Sherman–Morrison formula. (https://en.wikipedia.org/wiki/Sherman%E2%80%93Morrison_formula https://en.wikipedia.org/wiki/Sherman%E2%80%93Morrison_formu...) Really useful to know sometimes.
A more general formula is known as the Woodbury matrix identity (https://en.wikipedia.org/wiki/Woodbury_matrix_identity https://en.wikipedia.org/wiki/Woodbury_matrix_identity), which comes up quite a lot in numerical algorithms.
- onos 4y agoI’ve never seen these applied to a problem other than when one wants to increase the dimension of the matrix by one or vice versa… very eye opening. Will look for applications in my own work now. Also appreciated the derivation of sorts of the formula, starting with the case where the main matrix is the identity.