2011
DOI: 10.1016/j.aml.2011.03.046
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A generalization of the Sherman–Morrison–Woodbury formula

Abstract: a b s t r a c tIn this paper, we develop conditions under which the Sherman-Morrison-Woodbury formula can be represented in the Moore-Penrose inverse and the generalized Drazin inverse forms. These results generalize the original Sherman-Morrison-Woodbury formula.

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Cited by 93 publications
(43 citation statements)
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“…Subsequently, we have Wm1λm1+zm1ym=false(Wm1+zmzmfalse)λm.Using Woodbury formula [6], false(Wm1+zmzmfalse)1=Wm11cmWm11zm, where cm=1/false(1+zmWm1zmfalse) is scalar. Then we have the explicit online algorithm for updating the parameter vector: λm=false(IWm11zmymcmWm11zmWm1false)λm1cmWm11zmzmym, where I is the identity matrix of size k × k .…”
Section: Online Algorithm For Linear Regressionmentioning
confidence: 99%
“…Subsequently, we have Wm1λm1+zm1ym=false(Wm1+zmzmfalse)λm.Using Woodbury formula [6], false(Wm1+zmzmfalse)1=Wm11cmWm11zm, where cm=1/false(1+zmWm1zmfalse) is scalar. Then we have the explicit online algorithm for updating the parameter vector: λm=false(IWm11zmymcmWm11zmWm1false)λm1cmWm11zmzmym, where I is the identity matrix of size k × k .…”
Section: Online Algorithm For Linear Regressionmentioning
confidence: 99%
“…The diagonal r×r matrix B records whether a bond α(i) is switched from weak to strong (Bαα = ks − kw = +0.99) or vice versa (Bαα = −0.99), and M is a n d ×r matrix whose r columns are the bond vectors mα for the switched bonds α(i) . This allows one to calculate changes in the Green function more efficiently using the Woodbury formula (61,62),…”
Section: Evolving the Green Function Using Dyson's And Woodbury's Formentioning
confidence: 99%
“…We can use Sherman-Morrison formula [9] to make the above updating depend on the inverse of B k , that iŝ…”
Section: First Type Of Bc (Bc1)mentioning
confidence: 99%