矩阵求逆引理(matrix inversion lemma)冬瓜班小朋友的博客-CSDN博客矩阵求逆引理 特殊情形 ●当 和 是单位阵时,Woodbury矩阵恒等式可以变成: 这个等式可以让我们联想到: 以及push-through等式: ...
the woodbury matrix identity, named after max a. woodbury12 says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix. alternative names for this formula are the matrix 2、 inversion lemma , sherman ...
the Woodbury matrix identity, named after Max A. Woodbury[1][2] says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix. Alternative names for this formula are the matrix inversion lemma, Sherman–...
Woodbury says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix. Alternative names for this formula are the matrix inversion lemma, Sherman–Morrison–Woodbury formula or just Woodbury formula. However, the...
the Woodbury matrix identity, named after Max A. Woodbury[1][2] says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix. Alternative names for this formula are the matrix inversion lemma, Sherman–Morri...
Alternativenames for this formula are the matrix inversion lemma, Sherman-Morrison formulawhen U and V are vectors or just Woodbury formula.There are numerous applications of the Sherman-Morrison-Woodbury formulain various fields [4, 10]. For example, this formula is useful in certain numerical...
TheSherman-Morrison-Woodburyformulashowshowtoupdatetheinverseofamatrixalteredbytheadditionofarank-onematrix.Thisisalsocalledthe‘MatrixInversionLemma’.Contents•ShermanMorrisonformula•WhyitisUseful•MatlabDemonstration•Rank-oneUpdate•ComputingInverseofB•Sherman-MorrisonFormulaisUnstable•Applicationto...
the Woodbury matrix identity, named after Max A. Woodbury[1][2] says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix. Alternative names for this formula are the matrix inversion lemma, Sherman–Morri...
IisanidentitymatrixandboththematricesAandI+V∗A−1Uarenonsingular.Inmathematics(specificallylinearalgebra),thismatrixidentitysaysthattheinverseofalowerrankcorrectionofsomematrixcanbecomputedbydoingalowerrankcorrectiontotheinverseoftheoriginalmatrix.Alternativenamesforthisformulaarethematrixinversionlemma,Sherman-...