Clarification of Sherman-Morrison formula for: $(A + alpha bc^T)^-1$

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Sherman-Morrison formula (e.g., cf. in the matrix cookbook, sec. 3.2.4)



$$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b .$$




Question/Clarification: If
$$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + alpha^2 c^T A^-1 b$$



Is it true? If yes, then how? If incorrect, please suggest the correct one.











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    Sherman-Morrison formula (e.g., cf. in the matrix cookbook, sec. 3.2.4)



    $$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b .$$




    Question/Clarification: If
    $$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + alpha^2 c^T A^-1 b$$



    Is it true? If yes, then how? If incorrect, please suggest the correct one.











    share|cite|improve this question























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      Sherman-Morrison formula (e.g., cf. in the matrix cookbook, sec. 3.2.4)



      $$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b .$$




      Question/Clarification: If
      $$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + alpha^2 c^T A^-1 b$$



      Is it true? If yes, then how? If incorrect, please suggest the correct one.











      share|cite|improve this question













      Sherman-Morrison formula (e.g., cf. in the matrix cookbook, sec. 3.2.4)



      $$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b .$$




      Question/Clarification: If
      $$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + alpha^2 c^T A^-1 b$$



      Is it true? If yes, then how? If incorrect, please suggest the correct one.








      linear-algebra matrices






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      asked Sep 8 at 9:17









      user550103

      721214




      721214




















          2 Answers
          2






          active

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          up vote
          1
          down vote



          accepted










          If $alpha in mathbbR$, then



          view the problem as



          $$(A+(alpha b)c^T)^-1$$



          that is whenever we see a $b$, we replace it by $alpha b$, then we obtain



          $$(A + (alpha b)c^T)^-1 = A^-1 - fracA^-1 (alpha b)c^T A^-11 + alpha c^T A^-1 b =A^-1 - alpha fracA^-1 bc^T A^-11 + alpha cdot c^T A^-1 b$$



          where all the inverse terms are assumed to exist.



          Edit:



          A numerical example:



          octave:3> A = eye(2)
          A =

          Diagonal Matrix

          1 0
          0 1

          octave:4> b = [1 ; 0]
          b =

          1
          0

          octave:5> c = b
          c =

          1
          0

          octave:6> alpha = 2
          alpha = 2
          octave:7> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha * c' * inv(A)*b)
          ans =

          -1.1102e-16 0.0000e+00
          0.0000e+00 0.0000e+00

          octave:8> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha*alpha * c' * inv(A)*b)
          ans =

          -0.26667 0.00000
          0.00000 0.00000





          share|cite|improve this answer






















          • Thank you for the clarification. I was also expecting that (kept the question open).
            – user550103
            Sep 8 at 9:36










          • The reason I asked the question because I have got an answer for my other question math.stackexchange.com/questions/2907787/… , where $alpha^2$ exists in the denominator. So, I was confused.
            – user550103
            Sep 8 at 9:42






          • 1




            I have included a small numerical example to illustrate which formula is more likely to be correct.
            – Siong Thye Goh
            Sep 8 at 9:51










          • it makes sense. Thank you.
            – user550103
            Sep 8 at 9:59

















          up vote
          1
          down vote













          You can use the Alternative verification. Moreover, consider $b$ and $c$ as $1times 1$ matrices (i.e. single numbers). Then:
          $$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b
          Rightarrow
          (1+bc)^-1=1-fracbc1+cb;$$
          Similarly:
          $$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + colorredalpha c^T A^-1 b Rightarrow \
          (1 + alpha bc)^-1 = 1 - alpha fracbc1 + alpha cb$$
          Or you can denote: $alpha b=d$, where $alpha$ is a scalar, $b,d$ are the vectors.






          share|cite|improve this answer




















          • I agree. thank you.
            – user550103
            Sep 8 at 14:44










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          2 Answers
          2






          active

          oldest

          votes








          2 Answers
          2






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes








          up vote
          1
          down vote



          accepted










          If $alpha in mathbbR$, then



          view the problem as



          $$(A+(alpha b)c^T)^-1$$



          that is whenever we see a $b$, we replace it by $alpha b$, then we obtain



          $$(A + (alpha b)c^T)^-1 = A^-1 - fracA^-1 (alpha b)c^T A^-11 + alpha c^T A^-1 b =A^-1 - alpha fracA^-1 bc^T A^-11 + alpha cdot c^T A^-1 b$$



          where all the inverse terms are assumed to exist.



          Edit:



          A numerical example:



          octave:3> A = eye(2)
          A =

          Diagonal Matrix

          1 0
          0 1

          octave:4> b = [1 ; 0]
          b =

          1
          0

          octave:5> c = b
          c =

          1
          0

          octave:6> alpha = 2
          alpha = 2
          octave:7> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha * c' * inv(A)*b)
          ans =

          -1.1102e-16 0.0000e+00
          0.0000e+00 0.0000e+00

          octave:8> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha*alpha * c' * inv(A)*b)
          ans =

          -0.26667 0.00000
          0.00000 0.00000





          share|cite|improve this answer






















          • Thank you for the clarification. I was also expecting that (kept the question open).
            – user550103
            Sep 8 at 9:36










          • The reason I asked the question because I have got an answer for my other question math.stackexchange.com/questions/2907787/… , where $alpha^2$ exists in the denominator. So, I was confused.
            – user550103
            Sep 8 at 9:42






          • 1




            I have included a small numerical example to illustrate which formula is more likely to be correct.
            – Siong Thye Goh
            Sep 8 at 9:51










          • it makes sense. Thank you.
            – user550103
            Sep 8 at 9:59














          up vote
          1
          down vote



          accepted










          If $alpha in mathbbR$, then



          view the problem as



          $$(A+(alpha b)c^T)^-1$$



          that is whenever we see a $b$, we replace it by $alpha b$, then we obtain



          $$(A + (alpha b)c^T)^-1 = A^-1 - fracA^-1 (alpha b)c^T A^-11 + alpha c^T A^-1 b =A^-1 - alpha fracA^-1 bc^T A^-11 + alpha cdot c^T A^-1 b$$



          where all the inverse terms are assumed to exist.



          Edit:



          A numerical example:



          octave:3> A = eye(2)
          A =

          Diagonal Matrix

          1 0
          0 1

          octave:4> b = [1 ; 0]
          b =

          1
          0

          octave:5> c = b
          c =

          1
          0

          octave:6> alpha = 2
          alpha = 2
          octave:7> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha * c' * inv(A)*b)
          ans =

          -1.1102e-16 0.0000e+00
          0.0000e+00 0.0000e+00

          octave:8> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha*alpha * c' * inv(A)*b)
          ans =

          -0.26667 0.00000
          0.00000 0.00000





          share|cite|improve this answer






















          • Thank you for the clarification. I was also expecting that (kept the question open).
            – user550103
            Sep 8 at 9:36










          • The reason I asked the question because I have got an answer for my other question math.stackexchange.com/questions/2907787/… , where $alpha^2$ exists in the denominator. So, I was confused.
            – user550103
            Sep 8 at 9:42






          • 1




            I have included a small numerical example to illustrate which formula is more likely to be correct.
            – Siong Thye Goh
            Sep 8 at 9:51










          • it makes sense. Thank you.
            – user550103
            Sep 8 at 9:59












          up vote
          1
          down vote



          accepted







          up vote
          1
          down vote



          accepted






          If $alpha in mathbbR$, then



          view the problem as



          $$(A+(alpha b)c^T)^-1$$



          that is whenever we see a $b$, we replace it by $alpha b$, then we obtain



          $$(A + (alpha b)c^T)^-1 = A^-1 - fracA^-1 (alpha b)c^T A^-11 + alpha c^T A^-1 b =A^-1 - alpha fracA^-1 bc^T A^-11 + alpha cdot c^T A^-1 b$$



          where all the inverse terms are assumed to exist.



          Edit:



          A numerical example:



          octave:3> A = eye(2)
          A =

          Diagonal Matrix

          1 0
          0 1

          octave:4> b = [1 ; 0]
          b =

          1
          0

          octave:5> c = b
          c =

          1
          0

          octave:6> alpha = 2
          alpha = 2
          octave:7> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha * c' * inv(A)*b)
          ans =

          -1.1102e-16 0.0000e+00
          0.0000e+00 0.0000e+00

          octave:8> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha*alpha * c' * inv(A)*b)
          ans =

          -0.26667 0.00000
          0.00000 0.00000





          share|cite|improve this answer














          If $alpha in mathbbR$, then



          view the problem as



          $$(A+(alpha b)c^T)^-1$$



          that is whenever we see a $b$, we replace it by $alpha b$, then we obtain



          $$(A + (alpha b)c^T)^-1 = A^-1 - fracA^-1 (alpha b)c^T A^-11 + alpha c^T A^-1 b =A^-1 - alpha fracA^-1 bc^T A^-11 + alpha cdot c^T A^-1 b$$



          where all the inverse terms are assumed to exist.



          Edit:



          A numerical example:



          octave:3> A = eye(2)
          A =

          Diagonal Matrix

          1 0
          0 1

          octave:4> b = [1 ; 0]
          b =

          1
          0

          octave:5> c = b
          c =

          1
          0

          octave:6> alpha = 2
          alpha = 2
          octave:7> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha * c' * inv(A)*b)
          ans =

          -1.1102e-16 0.0000e+00
          0.0000e+00 0.0000e+00

          octave:8> inv(A+alpha*b*c')-inv(A)+alpha * inv(A)*b*c' * inv(A)/(1+alpha*alpha * c' * inv(A)*b)
          ans =

          -0.26667 0.00000
          0.00000 0.00000






          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Sep 8 at 9:50

























          answered Sep 8 at 9:21









          Siong Thye Goh

          82.8k1456104




          82.8k1456104











          • Thank you for the clarification. I was also expecting that (kept the question open).
            – user550103
            Sep 8 at 9:36










          • The reason I asked the question because I have got an answer for my other question math.stackexchange.com/questions/2907787/… , where $alpha^2$ exists in the denominator. So, I was confused.
            – user550103
            Sep 8 at 9:42






          • 1




            I have included a small numerical example to illustrate which formula is more likely to be correct.
            – Siong Thye Goh
            Sep 8 at 9:51










          • it makes sense. Thank you.
            – user550103
            Sep 8 at 9:59
















          • Thank you for the clarification. I was also expecting that (kept the question open).
            – user550103
            Sep 8 at 9:36










          • The reason I asked the question because I have got an answer for my other question math.stackexchange.com/questions/2907787/… , where $alpha^2$ exists in the denominator. So, I was confused.
            – user550103
            Sep 8 at 9:42






          • 1




            I have included a small numerical example to illustrate which formula is more likely to be correct.
            – Siong Thye Goh
            Sep 8 at 9:51










          • it makes sense. Thank you.
            – user550103
            Sep 8 at 9:59















          Thank you for the clarification. I was also expecting that (kept the question open).
          – user550103
          Sep 8 at 9:36




          Thank you for the clarification. I was also expecting that (kept the question open).
          – user550103
          Sep 8 at 9:36












          The reason I asked the question because I have got an answer for my other question math.stackexchange.com/questions/2907787/… , where $alpha^2$ exists in the denominator. So, I was confused.
          – user550103
          Sep 8 at 9:42




          The reason I asked the question because I have got an answer for my other question math.stackexchange.com/questions/2907787/… , where $alpha^2$ exists in the denominator. So, I was confused.
          – user550103
          Sep 8 at 9:42




          1




          1




          I have included a small numerical example to illustrate which formula is more likely to be correct.
          – Siong Thye Goh
          Sep 8 at 9:51




          I have included a small numerical example to illustrate which formula is more likely to be correct.
          – Siong Thye Goh
          Sep 8 at 9:51












          it makes sense. Thank you.
          – user550103
          Sep 8 at 9:59




          it makes sense. Thank you.
          – user550103
          Sep 8 at 9:59










          up vote
          1
          down vote













          You can use the Alternative verification. Moreover, consider $b$ and $c$ as $1times 1$ matrices (i.e. single numbers). Then:
          $$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b
          Rightarrow
          (1+bc)^-1=1-fracbc1+cb;$$
          Similarly:
          $$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + colorredalpha c^T A^-1 b Rightarrow \
          (1 + alpha bc)^-1 = 1 - alpha fracbc1 + alpha cb$$
          Or you can denote: $alpha b=d$, where $alpha$ is a scalar, $b,d$ are the vectors.






          share|cite|improve this answer




















          • I agree. thank you.
            – user550103
            Sep 8 at 14:44














          up vote
          1
          down vote













          You can use the Alternative verification. Moreover, consider $b$ and $c$ as $1times 1$ matrices (i.e. single numbers). Then:
          $$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b
          Rightarrow
          (1+bc)^-1=1-fracbc1+cb;$$
          Similarly:
          $$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + colorredalpha c^T A^-1 b Rightarrow \
          (1 + alpha bc)^-1 = 1 - alpha fracbc1 + alpha cb$$
          Or you can denote: $alpha b=d$, where $alpha$ is a scalar, $b,d$ are the vectors.






          share|cite|improve this answer




















          • I agree. thank you.
            – user550103
            Sep 8 at 14:44












          up vote
          1
          down vote










          up vote
          1
          down vote









          You can use the Alternative verification. Moreover, consider $b$ and $c$ as $1times 1$ matrices (i.e. single numbers). Then:
          $$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b
          Rightarrow
          (1+bc)^-1=1-fracbc1+cb;$$
          Similarly:
          $$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + colorredalpha c^T A^-1 b Rightarrow \
          (1 + alpha bc)^-1 = 1 - alpha fracbc1 + alpha cb$$
          Or you can denote: $alpha b=d$, where $alpha$ is a scalar, $b,d$ are the vectors.






          share|cite|improve this answer












          You can use the Alternative verification. Moreover, consider $b$ and $c$ as $1times 1$ matrices (i.e. single numbers). Then:
          $$(A + bc^T)^-1 = A^-1 - fracA^-1 bc^T A^-11 + c^T A^-1 b
          Rightarrow
          (1+bc)^-1=1-fracbc1+cb;$$
          Similarly:
          $$(A + alpha bc^T)^-1 = A^-1 - alpha fracA^-1 bc^T A^-11 + colorredalpha c^T A^-1 b Rightarrow \
          (1 + alpha bc)^-1 = 1 - alpha fracbc1 + alpha cb$$
          Or you can denote: $alpha b=d$, where $alpha$ is a scalar, $b,d$ are the vectors.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Sep 8 at 11:12









          farruhota

          15.6k2734




          15.6k2734











          • I agree. thank you.
            – user550103
            Sep 8 at 14:44
















          • I agree. thank you.
            – user550103
            Sep 8 at 14:44















          I agree. thank you.
          – user550103
          Sep 8 at 14:44




          I agree. thank you.
          – user550103
          Sep 8 at 14:44

















           

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