Sherman–Morrison rank-one update formula
Sherman–Morrison-Woodbury formula
can be used when A^{-1} is known
Neumann Series
we have to be careful because (I− A)−1 need not always exist. However, we are safe when the entries in A are sufficiently small.
Approximation of (I-A)^{-1}
(A+B)&{-1}
the Neumann series allows us to say something when B has small entries relative to A, or vice versa.
and a first-order approximation is
The change in A^{-1} is
Measure the error
Sensitivity and Conditioning
from later topic
frThe term on the left is the relative change in the inverse
“magnification factor” -- the condition number
if κ is small relative to 1 (i.e., if A is well conditioned), then a small relative change (or error) in A cannot produce a large relative change (or error) in the inverse,
Perturbation in the linear system
Since the right-hand side of (3.8.8) k is only an estimate of the relative error in the solution, the exact value of κ is not as important as its order of magnitude.
Floating point and accuracy
if t -digit floating-point arithmetic is used, then, assuming no other source of error exists, it can be argued that when κ is of order 10p, the computed solution is expected to be accurate to at least t − p significant digits, more or less.
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