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    Sherman-Morrison Formula

    Definition

    The Sherman-Morrison formula is a formula that allows a perturbed matrix to be computed for a change to a given matrix A. If the change can be written in the form u⊗v for two vectors u and v, then the Sherman-Morrison formula is (A + u⊗v)^(-1) = A^(-1) - ((A^(-1) u)⊗(v·A^(-1)))/(1 + λ), where λ congruent v·A^(-1) u.

    Related term

    Woodbury formula

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