Common
Woodbury matrix identity
Theorem of matrix ranks
Woodbury matrix identity
In mathematics, specifically linear algebra, 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 ( A + U C V ) − 1 = A − 1 − A − 1 U ( C...
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