Section 8
Matrix inversion lemma (Appendix 6) The matrix inversion lemma (MIL), otherwise known as the Sherman-Morrison formula, is as follows. Suppose we have an n×n symmetric matrix Y whose inverse is known and we wish to find the inverse of Y+μakakT, where . μ is a scalar and. ak is an n×1 vector. Then the MIL says that: (24) where b is an n×1 ... ................
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