Woodbury Formula

The Woodbury formula


is a formula that allows a perturbed matrix to be computed for a change to a given matrix A, where I is an identity matrix. This formula expands the scope of application of the Sherman-Morrison formula. In particular, in the Woodbury formula, U and V can be any (dimensionally compatible) matrices rather than simple row or column vectors u and v for the Sherman-Morrison formula.

See also

Sherman-Morrison Formula

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Golub, G. H. and Van Loan, C. F. Matrix Computations, 3rd ed. Baltimore, MD: Johns Hopkins, p. 51, 1996.

Referenced on Wolfram|Alpha

Woodbury Formula

Cite this as:

Weisstein, Eric W. "Woodbury Formula." From MathWorld--A Wolfram Web Resource.

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