拟牛顿法的补充推导

拟牛顿法的补充推导

假定现在已经得到
$$\begin{array}{rl}\Delta {\mathbf{B}}^{(t)}& =\alpha \mathbf{u}{\mathbf{u}}^T+\beta \mathbf{v}{\mathbf{v}}^T\\ & =\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T+\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T\end{array}$$
其中
$$\begin{gathered} \alpha =\frac{1}{({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}} \\ \beta =-\frac{1}{({\mathbf{s}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^T{\mathbf{s}}^{(t)}} \end{gathered}$$
那么
$$\begin{array}{rl}{\mathbf{B}}^{(t+1)}& ={\mathbf{B}}^{(t)}+\Delta {\mathbf{B}}^{(t)}\\ & ={\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T+\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T\\ \Rightarrow ({\mathbf{B}}^{(t+1)}{)}^{-1}& =({\mathbf{B}}^{(t)}+\Delta {\mathbf{B}}^{(t)}{)}^{-1}\\ & =[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T+\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T{]}^{-1}\end{array}$$
根据Sherman-Morison公式：

假设$\mathbf{A}\in {\mathbb{R}}^{n\times n}$为可逆矩阵，$\mathbf{x},\mathbf{y}\in {\mathbb{R}}^n$为列向量，当$\mathbf{A}$为非奇异矩阵，且$1+{\mathbf{x}}^T{\mathbf{A}}^{-1}\mathbf{y}\ne 0$，有
$$(\mathbf{A}+\mathbf{p}{\mathbf{q}}^T{)}^{-1}={\mathbf{A}}^{-1}-\frac{{\mathbf{A}}^{-1}\mathbf{p}{\mathbf{q}}^T{\mathbf{A}}^{-1}}{1+{\mathbf{q}}^T{\mathbf{A}}^{-1}\mathbf{p}}$$

令
$$\begin{array}{rl}\mathbf{A}& ={\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T\\ \mathbf{p}& =\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\\ \mathbf{q}& ={\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\end{array}$$
有
$$\begin{array}{rl}& [{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T+\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T{]}^{-1}\\ =& [{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}-[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}\cdot \\ & \frac{\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T}{1+({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}}[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}\end{array}$$
对其中的$[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}$再用一次Sherman-Morison公式：
$$[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}=({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}$$
那么
$$\begin{gathered} 1+({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)} \\ =1+({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T[({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}]\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)} \\ =1+({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}-({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)} \end{gathered}$$
由于$\beta =-\frac{1}{({\mathbf{s}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^T{\mathbf{s}}^{(t)}}$，所以
$$\begin{array}{rl}& ({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\\ =& \beta ({\mathbf{s}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\\ =& \beta ({\mathbf{s}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^T{\mathbf{s}}^{(t)}=-1\end{array}$$
注意${\mathbf{B}}^{(t)}$是实对称矩阵，有$({\mathbf{B}}^{(t)}{)}^T={\mathbf{B}}^{(t)}$，那么
$$\begin{array}{rl}& ({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\\ =& \alpha \beta ({\mathbf{s}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^T\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\\ =& \alpha \beta ({\mathbf{s}}^{(t)}{)}^T{\mathbf{B}}^{(t)}\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\\ =& \frac{\alpha \beta ({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}\end{array}$$
把上面两个结果代回$1+({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}$，有
$$\begin{array}{rl}& 1+({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\\ =& 1+({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}\\ =& -\frac{\alpha \beta ({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}\end{array}$$
再把这个结果和$[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{]}^{-1}$的结果，代回$[{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T+\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T{]}^{-1}$，有
$$\begin{array}{rl}& [{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T+\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T{]}^{-1}\\ =& [({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}]-[({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}]\cdot \\ & \frac{\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T}{-\frac{\alpha \beta ({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}}[({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}]\\ =& [({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}]+[({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}]\cdot \\ & \frac{{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T}{\frac{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}}[({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}]\end{array}$$
公式太复杂，为方便推导，用符号代替比较复杂的式子，令
$$\begin{gathered} {\mathbf{C}}^{(t)}=\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}} \\ {\mathbf{D}}^{(t)}=\frac{{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T}{\frac{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}} \end{gathered}$$
那么
$$\begin{array}{rl}& [{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T+\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T{]}^{-1}\\ =& [({\mathbf{B}}^{(t)}{)}^{-1}-{\mathbf{C}}^{(t)}]+[({\mathbf{B}}^{(t)}{)}^{-1}-{\mathbf{C}}^{(t)}]{\mathbf{D}}^{(t)}[({\mathbf{B}}^{(t)}{)}^{-1}-{\mathbf{C}}^{(t)}]\\ =& [({\mathbf{B}}^{(t)}{)}^{-1}-{\mathbf{C}}^{(t)}]+({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{D}}^{(t)}({\mathbf{B}}^{(t)}{)}^{-1}-({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{D}}^{(t)}{\mathbf{C}}^{(t)}-{\mathbf{C}}^{(t)}{\mathbf{D}}^{(t)}({\mathbf{B}}^{(t)}{)}^{-1}+{\mathbf{C}}^{(t)}{\mathbf{D}}^{(t)}{\mathbf{C}}^{(t)}\end{array}$$
分别推导：
$$\begin{array}{rl}& ({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{D}}^{(t)}({\mathbf{B}}^{(t)}{)}^{-1}\\ =& ({\mathbf{B}}^{(t)}{)}^{-1}\frac{{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T}{\frac{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}}({\mathbf{B}}^{(t)}{)}^{-1}\\ =& \frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{\frac{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}}\\ =& \frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T(1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)})}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}\\ =& \frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}]}{[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}{]}^2}\end{array}$$

$$\begin{array}{rl}& ({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{D}}^{(t)}{\mathbf{C}}^{(t)}\\ =& ({\mathbf{B}}^{(t)}{)}^{-1}\cdot \frac{{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T}{\frac{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}}\cdot \frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}\\ =& \frac{\alpha {\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}\\ =& \frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}{]}^2}\\ =& \frac{{\mathbf{s}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}\end{array}$$

$$\begin{array}{rl}& {\mathbf{C}}^{(t)}{\mathbf{D}}^{(t)}({\mathbf{B}}^{(t)}{)}^{-1}\\ =& \frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}\cdot \frac{{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T}{\frac{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}}({\mathbf{B}}^{(t)}{)}^{-1}\\ =& \frac{\alpha ({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}\\ =& \frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}{]}^2}\\ =& \frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}\end{array}$$

$$\begin{array}{rl}& {\mathbf{C}}^{(t)}{\mathbf{D}}^{(t)}{\mathbf{C}}^{(t)}\\ =& \frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}\cdot \frac{{\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T}{\frac{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}}\cdot \frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}\\ =& \frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}{\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}[({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}]}\\ =& \frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}}\end{array}$$
代回原式
$$\begin{array}{rl}& [{\mathbf{B}}^{(t)}+\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T+\beta {\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}({\mathbf{B}}^{(t)}{\mathbf{s}}^{(t)}{)}^T{]}^{-1}\\ =& [({\mathbf{B}}^{(t)}{)}^{-1}-{\mathbf{C}}^{(t)}]-({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{D}}^{(t)}({\mathbf{B}}^{(t)}{)}^{-1}+({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{D}}^{(t)}{\mathbf{C}}^{(t)}+{\mathbf{C}}^{(t)}{\mathbf{D}}^{(t)}({\mathbf{B}}^{(t)}{)}^{-1}-{\mathbf{C}}^{(t)}{\mathbf{D}}^{(t)}{\mathbf{C}}^{(t)}\\ =& [({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{1+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}\alpha {\mathbf{y}}^{(t)}}]+\frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}]}{[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}{]}^2}\\ & -\frac{{\mathbf{s}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}+\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}}\\ =& [({\mathbf{B}}^{(t)}{)}^{-1}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}}]+\frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}]}{[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}{]}^2}\\ & -\frac{{\mathbf{s}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}+\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{y}}^{(t)}{)}^T{\mathbf{s}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}}\\ =& ({\mathbf{B}}^{(t)}{)}^{-1}+\frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}+({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}]}{[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}{]}^2}\\ & -\frac{{\mathbf{s}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}\\ =& ({\mathbf{B}}^{(t)}{)}^{-1}+\frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}{[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}{]}^2}+\frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}}{[({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}{]}^2}\\ & -\frac{{\mathbf{s}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}-\frac{({\mathbf{B}}^{(t)}{)}^{-1}{\mathbf{y}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}\\ =& ({\mathbf{B}}^{(t)}{)}^{-1}[1-\frac{{\mathbf{y}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}]+\frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}-\frac{{\mathbf{s}}^{(t)}({\mathbf{y}}^{(t)}{)}^T({\mathbf{B}}^{(t)}{)}^{-1}}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}[1-\frac{{\mathbf{y}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}]\\ =& [1-\frac{{\mathbf{s}}^{(t)}({\mathbf{y}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}]({\mathbf{B}}^{(t)}{)}^{-1}[1-\frac{{\mathbf{y}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}]+\frac{{\mathbf{s}}^{(t)}({\mathbf{s}}^{(t)}{)}^T}{({\mathbf{s}}^{(t)}{)}^T{\mathbf{y}}^{(t)}}\end{array}$$

公式推导参考：https://liuxiaofei.com.cn/blog/lbfgs%E6%96%B9%E6%B3%95%E6%8E%A8%E5%AF%BC/

Sherman-Morrison公式证明：https://www.cnblogs.com/jclian91/p/9132834.html