A Note on a Generalization of Sherman-Morrison-Woodbury formula
Milan Batista
TL;DR
This paper extends the Sherman-Morrison-Woodbury formula to handle the inversion of matrices expressed as a base matrix plus a sum of multiple rank-one updates, broadening its applicability.
Contribution
It introduces a generalized formula for matrix inversion that encompasses multiple rank-one updates, enhancing the original SMW formula.
Findings
Derived a generalized inversion formula for matrices with multiple rank-one modifications.
Proved the correctness of the generalized formula through theoretical analysis.
Potentially simplifies computations in large-scale matrix problems.
Abstract
The article presents a generalization of Sherman-Morrison-Woodbury (SMW) formula for the inversion of a matrix of the form A+sum(U)k)*V(k),k=1..N).
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsScientific Research and Discoveries · Matrix Theory and Algorithms · Electromagnetic Scattering and Analysis