A Note on a Generalization of Sherman-Morrison-Woodbury formula

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).

3 pages

References in corpus (1)

• A Note on the Use of the Woodbury Formula To Solve Cyclic Block Tri-Diagonal and Cyclic Block Penta-diagonal Linear Systems of Equations

Cited by in corpus (1)

• Measuring and Managing Carbon Risk in Investment Portfolios