Mathematics, 12.03.2020 18:58 garrettrhoad
[Sherman-Morrison formula, 4+4pt] Sometimes, one has to solve linear systems that are rank-1 modifications of other linear systems, for which a factorization is already available. Let us derive a solution algorithm for the modified system. Let A β R nΓn be invertible and u, v β R n be column vectors. A + uvT is invertible with inverse (A + uvT ) β1 = A β1 β 1 1 + v TAβ1u A β1uvTA β1 . if and only if v TAβ1u 6= β1. (a) Let v TAβ1u 6= β1 and assume given the LU decomposition of A. Specify an efficient algorithms based on the Sherman-Morrison formula to solve the rank-1 modified system (A + uvT )x = b for a given right hand side b
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[Sherman-Morrison formula, 4+4pt] Sometimes, one has to solve linear systems that are rank-1 modific...
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