Woodbury matrix identity

GPTKB entity

Statements (19)
Predicate Object
gptkbp:instanceOf matrix identity
gptkbp:alsoKnownAs matrix inversion lemma
gptkbp:appliesTo invertible matrices
gptkbp:category matrix theory
mathematical identities
gptkbp:describes formula for the inverse of a sum of matrices
gptkbp:field numerical analysis
linear algebra
gptkbp:form (A + UCV)^(-1) = A^(-1) - A^(-1)U(C^(-1) + VA^(-1)U)^(-1)VA^(-1)
gptkbp:generalizes gptkb:Sherman–Morrison_formula
https://www.w3.org/2000/01/rdf-schema#label Woodbury matrix identity
gptkbp:namedAfter gptkb:Max_A._Woodbury
gptkbp:publicationYear 1950
gptkbp:publishedIn gptkb:Econometrica
gptkbp:usedIn gptkb:machine_learning
gptkb:signal_processing
statistics
gptkbp:bfsParent gptkb:Alice_Motley_Woodbury
gptkbp:bfsLayer 7