(a) Let U be a m n matrix and V an n m matrix, such...

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(a) Let U be a m × n matrix and V an n × m matrix, such that the m × m matrix I+ U V is invertible. Prove that In +V U is also invertible, and is given by


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(b) The Sherman–Morrison–Woodbury formula generalizes this identity to


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Explain what assumptions must be made on the matrices A,B, U, V for (1.42) to be valid.

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Applied Linear Algebra

ISBN: 9783319910406

2nd Edition

Authors: Peter J. Olver, Chehrzad Shakiban

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