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.
linear-algebra matrices
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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.
linear-algebra matrices
add a comment |Â
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.
linear-algebra matrices
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
linear-algebra matrices
asked Sep 8 at 9:17
user550103
721214
721214
add a comment |Â
add a comment |Â
2 Answers
2
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
Thank you for the clarification. I was also expecting that (kept the question open).
â 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.
â user550103
Sep 8 at 9:42
1
I have included a small numerical example to illustrate which formula is more likely to be correct.
â Siong Thye Goh
Sep 8 at 9:51
it makes sense. Thank you.
â user550103
Sep 8 at 9:59
add a comment |Â
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.
I agree. thank you.
â user550103
Sep 8 at 14:44
add a comment |Â
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
Thank you for the clarification. I was also expecting that (kept the question open).
â 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.
â user550103
Sep 8 at 9:42
1
I have included a small numerical example to illustrate which formula is more likely to be correct.
â Siong Thye Goh
Sep 8 at 9:51
it makes sense. Thank you.
â user550103
Sep 8 at 9:59
add a comment |Â
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
Thank you for the clarification. I was also expecting that (kept the question open).
â 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.
â user550103
Sep 8 at 9:42
1
I have included a small numerical example to illustrate which formula is more likely to be correct.
â Siong Thye Goh
Sep 8 at 9:51
it makes sense. Thank you.
â user550103
Sep 8 at 9:59
add a comment |Â
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
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
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).
â 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.
â user550103
Sep 8 at 9:42
1
I have included a small numerical example to illustrate which formula is more likely to be correct.
â Siong Thye Goh
Sep 8 at 9:51
it makes sense. Thank you.
â user550103
Sep 8 at 9:59
add a comment |Â
Thank you for the clarification. I was also expecting that (kept the question open).
â 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.
â user550103
Sep 8 at 9:42
1
I have included a small numerical example to illustrate which formula is more likely to be correct.
â Siong Thye Goh
Sep 8 at 9:51
it makes sense. Thank you.
â user550103
Sep 8 at 9:59
Thank you for the clarification. I was also expecting that (kept the question open).
â user550103
Sep 8 at 9:36
Thank you for the clarification. I was also expecting that (kept the question open).
â 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.
â 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.
â 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.
â 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.
â Siong Thye Goh
Sep 8 at 9:51
it makes sense. Thank you.
â user550103
Sep 8 at 9:59
it makes sense. Thank you.
â user550103
Sep 8 at 9:59
add a comment |Â
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.
I agree. thank you.
â user550103
Sep 8 at 14:44
add a comment |Â
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.
I agree. thank you.
â user550103
Sep 8 at 14:44
add a comment |Â
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.
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.
answered Sep 8 at 11:12
farruhota
15.6k2734
15.6k2734
I agree. thank you.
â user550103
Sep 8 at 14:44
add a comment |Â
I agree. thank you.
â user550103
Sep 8 at 14:44
I agree. thank you.
â user550103
Sep 8 at 14:44
I agree. thank you.
â user550103
Sep 8 at 14:44
add a comment |Â
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