Sherman–Morrison formula
Formula computing the inverse of the sum of a matrix and the outer product of two vectors / From Wikipedia, the free encyclopedia
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In linear algebra, the Sherman–Morrison formula, named after Jack Sherman and Winifred J. Morrison, computes the inverse of a "rank-1 update" to a matrix whose inverse has previously been computed.[1][2][3] That is, given an invertible matrix and the outer product of vectors and the formula cheaply computes an updated matrix inverse
The Sherman–Morrison formula is a special case of the Woodbury formula. Though named after Sherman and Morrison, it appeared already in earlier publications.[4]