Updating the Inverse of a Matrix

@article{Hager1989UpdatingTI,
  title={Updating the Inverse of a Matrix},
  author={William W. Hager},
  journal={SIAM Rev.},
  year={1989},
  volume={31},
  pages={221-239}
}
  • W. Hager
  • Published 1 June 1989
  • Mathematics
  • SIAM Rev.
The Sherman–Morrison–Woodbury formulas relate the inverse of a matrix after a small-rank perturbation to the inverse of the original matrix. The history of these fomulas is presented and various applications to statistics, networks, structural analysis, asymptotic analysis, optimization, and partial differential equations are discussed. The Sherman-Morrison-Woodbury formulas express the inverse of a matrix after a small rank perturbation in terms of the inverse of the original matrix. This… 

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