Expresses the inverse of a rank-k perturbation A + UCV of an invertible matrix A in terms of A⁻¹ plus a low-rank correction. Sherman-Morrison is the rank-1 case. Core trick in online learning, Kalman filtering, BFGS quasi-Newton updates.
Expresses the inverse of a rank-k perturbation A + UCV of an invertible matrix A in terms of A⁻¹ plus a low-rank correction. Sherman-Morrison is the rank-1 case. Core trick in online learning, Kalman filtering, BFGS quasi-Newton updates.