Woodbury Matrix Identity and Sherman-Morrison Formula

最新推荐文章于 2024-08-20 13:04:52 发布

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最新推荐文章于 2024-08-20 13:04:52 发布

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Woodbury Matrix Identity and Sherman-Morrison Formula是什么

Woodbury matrix identity

In mathematics (specifically linear algebra), the Woodbury matrix identity, named after Max A. Woodbury,[1][2] says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix. Alternative names for this formula are the matrix inversion lemma, Sherman–Morrison–Woodbury formula or just Woodbury formula. However, the identity appeared in several papers before the Woodbury report.[3][4]
The Woodbury matrix identity is[5]：
在这里插入图片描述
where A, U, C and V are conformable matrices: A is n×n, C is k×k, U is n×k, and V is k×n.
While the identity is primarily used on matrices, it holds in a general ring or in an Ab-category.
https://en.wikipedia.org/wiki/Woodbury_matrix_identity