Woodbury matrix identity
id:
woodbury-matrix-identity-210-719857
title:
Woodbury matrix identity
text:
In mathematics, the Woodbury matrix identity, named after Max A. Woodbury, 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. The Woodbury matrix identity is − 1 = A − 1 − A − 1 U − 1 V A − 1, where A, U
brand slug:
wiki
category slug:
encyclopedia
description:
Theorem of matrix ranks
original url:
https://en.wikipedia.org/wiki/Woodbury_matrix_identity
date created:
2004-01-14T11:37:00Z
date modified:
2024-09-11T16:00:35Z
main entity:
{"identifier":"Q1551745","url":"https://www.wikidata.org/entity/Q1551745"}
image:
fields total:
13
integrity:
15