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How to cite Woodbury matrix identity
Also: matrix inversion lemma, Sherman–Morrison–Woodbury formula, Woodbury formula
Linear algebra
The Woodbury matrix identity 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.
More informations about Woodbury matrix identity can be found at this link.
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@incollection{max1950inverting,
title={Inverting modified matrices},
author={Max, A Woodbury},
booktitle={Memorandum Rept. 42, Statistical Research Group},
pages={4},
year={1950},
publisher={Princeton Univ.}
}
title={Inverting modified matrices},
author={Max, A Woodbury},
booktitle={Memorandum Rept. 42, Statistical Research Group},
pages={4},
year={1950},
publisher={Princeton Univ.}
}
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