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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 ∈ R nΓ—n be invertible and u, v ∈ R n be column vectors. A + uvT is invertible with inverse (A + uvT ) βˆ’1 = A βˆ’1 βˆ’ 1 1 + v TAβˆ’1u A βˆ’1uvTA βˆ’1 . if and only if v TAβˆ’1u 6= βˆ’1. (a) Let v TAβˆ’1u 6= βˆ’1 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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