Partitioned Matrix - an overview | ScienceDirect Topics
2.3.1 The matrix inversion lemma Suppose that A∈ℜn×n,B∈ℜn×p,C∈ℜp×p, and D∈ℜp×n. Assume that A−1 and C−1 both exist. Then (2.8)(A+BCD)−1=A−1−A−1B(DA−1B+C−1)−1DA−1. In the case of partitioned matrices, we have the followin...