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