Sherman–Morrison formula

In linear algebra, the Sherman–Morrison formula, named after Jack Sherman and Winifred J. Morrison, computes the inverse of a "rank-1 update" to a matrix whose inverse has previously been computed. That is, given an invertible matrix A {\displaystyle A} and the outer product u v T {\displaystyle uv^{\textsf {T}}} of vectors u {\displaystyle u} and v , {\displaystyle v,} the formula cheaply computes an updated matrix inverse ( A + u v T ) ) − 1 .

Source: Wikipedia — Sherman–Morrison formula (CC BY-SA 4.0)

Sherman–Morrison formula

In linear algebra, the Sherman–Morrison formula, named after Jack Sherman and Winifred J. Morrison, computes the inverse of a "rank-1 update" to a matrix whose inverse has previously been computed. That is, given an invertible matrix A {\displaystyle A} and the outer product u v T {\displaystyle uv^{\textsf {T}}} of vectors u {\displaystyle u} and v , {\displaystyle v,} the formula cheaply computes an updated matrix inverse ( A + u v T ) ) − 1 .

Source: Wikipedia "Sherman–Morrison formula" · CC BY-SA 4.0

Share this article: X · Bluesky
Privacy Policy