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.
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.
Source: Wikipedia "Woodbury matrix identity" · CC BY-SA 4.0
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