A Note on the Stability of Solving a Rank- p Modification of a Linear System by the Sherman–Morrison–Woodbury Formula

1986; Society for Industrial and Applied Mathematics; Volume: 7; Issue: 2 Linguagem: Inglês

10.1137/0907034

ISSN

2168-3417

Autores

E. L. Yip,

Tópico(s)

Polynomial and algebraic computation

Resumo

In this paper, we address the stability of the Sherman–Morrison–Woodbury formula. Our main result states that if the original matrices, A and B, are well conditioned, then there exists matrices U and V such that the Sherman–Morrison–Woodbury formula is stable when applied to $A = B - UV^T $.

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