“Sherman-Morrison Formula”的概念、定义、习题解题方法及翻译-数学辞典

单词

Sherman-Morrison Formula

释义

Sherman-Morrison Formula

A formula which allows the new Matrix to be computed for a small change to a Matrix . If thechange can be written in the form

for two vectors

and

, then the Sherman-Morrison formula is

where

See also Woodbury Formula

References

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Sherman-Morrison Formula.'' In Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 65-67, 1992.

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