# Matrix Identities

### From GHER

(Difference between revisions)

(→Other useful matrix properties) |
|||

Line 30: | Line 30: | ||

\end{bmatrix}. | \end{bmatrix}. | ||

</math> | </math> | ||

+ | |||

= Sherman–Morrison–Woodbury = | = Sherman–Morrison–Woodbury = | ||

Line 36: | Line 37: | ||

\left(\mathbf{A}+\mathbf{U} \mathbf{C} \mathbf{V} \right)^{-1} = \mathbf{A}^{-1} - \mathbf{A}^{-1}\mathbf{U} \left(\mathbf{C}^{-1}+\mathbf{V}\mathbf{A}^{-1}\mathbf{U} \right)^{-1} \mathbf{V}\mathbf{A}^{-1}, | \left(\mathbf{A}+\mathbf{U} \mathbf{C} \mathbf{V} \right)^{-1} = \mathbf{A}^{-1} - \mathbf{A}^{-1}\mathbf{U} \left(\mathbf{C}^{-1}+\mathbf{V}\mathbf{A}^{-1}\mathbf{U} \right)^{-1} \mathbf{V}\mathbf{A}^{-1}, | ||

</math> | </math> | ||

+ | |||

+ | |||

= Other useful matrix properties = | = Other useful matrix properties = |

## Revision as of 12:55, 4 July 2013

# Inverse of block matrix

# Sherman–Morrison–Woodbury