Lecture 14: Low Rank Changes in A and Its Inverse
Description
In this lecture, Professor Strang introduces the concept of low rank matrices. He demonstrates how using the Sherman-Morrison-Woodbury formula is useful to efficiently compute how small changes in a matrix affect its inverse.
Summary
If
Woodbury-Morrison formula for those changes
New data in least squares will produce these changes.
Avoid recomputing over again with all data
Note: Formula in class is correct in the textbook.
Related section in textbook: III.1
Instructor: Prof. Gilbert Strang
Problems for Lecture 14
From textbook Section III.1
1. Another approach to
Take
4. Problem 3 found the inverse matrix
Verify