Another proof for Sherman Morrison Formula?












3












$begingroup$


The proof of Sherman Morrison Formula is on wikipedia as well as this question Proof of the Sherman-Morrison Formula.



Isn't there a proof which does not uses multiplication of the inverse and the matrix?
I mean, it definitely arises from some equalities that wind up to this.



$$(A + mathbf{u}mathbf{v}^T)^{-1}=A^{-1} - frac{A^{-1}mathbf{u} mathbf{v}^T A^{-1}}{(1+mathbf{v}^TA^{-1}mathbf{u})}$$










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$endgroup$

















    3












    $begingroup$


    The proof of Sherman Morrison Formula is on wikipedia as well as this question Proof of the Sherman-Morrison Formula.



    Isn't there a proof which does not uses multiplication of the inverse and the matrix?
    I mean, it definitely arises from some equalities that wind up to this.



    $$(A + mathbf{u}mathbf{v}^T)^{-1}=A^{-1} - frac{A^{-1}mathbf{u} mathbf{v}^T A^{-1}}{(1+mathbf{v}^TA^{-1}mathbf{u})}$$










    share|cite|improve this question









    $endgroup$















      3












      3








      3


      2



      $begingroup$


      The proof of Sherman Morrison Formula is on wikipedia as well as this question Proof of the Sherman-Morrison Formula.



      Isn't there a proof which does not uses multiplication of the inverse and the matrix?
      I mean, it definitely arises from some equalities that wind up to this.



      $$(A + mathbf{u}mathbf{v}^T)^{-1}=A^{-1} - frac{A^{-1}mathbf{u} mathbf{v}^T A^{-1}}{(1+mathbf{v}^TA^{-1}mathbf{u})}$$










      share|cite|improve this question









      $endgroup$




      The proof of Sherman Morrison Formula is on wikipedia as well as this question Proof of the Sherman-Morrison Formula.



      Isn't there a proof which does not uses multiplication of the inverse and the matrix?
      I mean, it definitely arises from some equalities that wind up to this.



      $$(A + mathbf{u}mathbf{v}^T)^{-1}=A^{-1} - frac{A^{-1}mathbf{u} mathbf{v}^T A^{-1}}{(1+mathbf{v}^TA^{-1}mathbf{u})}$$







      linear-algebra matrices matrix-calculus






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      share|cite|improve this question











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      share|cite|improve this question










      asked Jan 10 at 19:55









      SaeedSaeed

      1,149310




      1,149310






















          3 Answers
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          active

          oldest

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          7












          $begingroup$

          Here's a proof adapted from wikipedia's proof for the (more general) Woodbury matrix identity.



          We would like to find a matrix $X$ such that
          $$
          (A + uv^T)X = I implies
          AX + uv^TX = I
          $$

          Now, if we define $Y = (v^TX)$, then we can rewrite this as a system of equations:
          $$
          A X + uY = I\
          v^TX - Y = 0
          $$

          That is,
          $$
          pmatrix{A & u\v^T&-1} pmatrix{X\Y} = pmatrix{I\0}
          $$

          We can solve this system using an augmented matrix and block-matrix operations. In particular, we have
          $$
          left[
          begin{array}{cc|c}
          A & u & I\
          v^T & -1&0
          end{array}
          right] to
          left[
          begin{array}{cc|c}
          I & A^{-1}u & A^{-1}\
          v^T & -1&0
          end{array}
          right] to
          left[
          begin{array}{cc|c}
          I & A^{-1}u & A^{-1}\
          0 & -1 - v^TA^{-1}u & -v^TA^{-1}
          end{array}
          right] to\
          left[begin{array}{cc|c}
          I & A^{-1}u & A^{-1}\
          0 & 1 & frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
          end{array}
          right] implies
          begin{cases}
          X + A^{-1}uY = A^{-1}\
          Y = frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
          end{cases}
          $$

          All that remains is substitution. That is, we have
          $$
          X = A^{-1} - A^{-1}uY = A^{-1} - A^{-1}uleft( frac{1}{1 + v^TA^{-1}u}v^TA^{-1}right) =
          A^{-1} - frac{A^{-1}uv^TA^{-1}}{1 + v^TA^{-1}u}
          $$






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            in the implication $=I$ is missing. Could you help me to get the final result, I mean substitute what to what? Can you complete the proof. Because now by substitution we have $$ X + frac{A^{-1}uv^T}{1 + v^TA^{-1}u}X = I $$?
            $endgroup$
            – Saeed
            Jan 10 at 22:14










          • $begingroup$
            @Saeed see my latest edit; I had a few mistakes there
            $endgroup$
            – Omnomnomnom
            Jan 10 at 22:20



















          5












          $begingroup$

          Write $A+uv^T=A(I+A^{-1}uv^T)$; we are to find an inverse of $I+A^{-1}uv^T$. It's a bit simpler if we set $w=-u$, so instead we look for an inverse of $I-A^{-1}wv^T$; the idea that comes to mind is to consider, formally,
          $$
          (I-A^{-1}wv^T)^{-1}=I+A^{-1}wv^T+(A^{-1}wv^T)^2+(A^{-1}wv^T)^3+dotsb tag{*}
          $$

          taking from $frac{1}{1-x}=1+x+x^2+dotsb$



          Now
          $$
          (A^{-1}wv^T)^2=A^{-1}wv^TA^{-1}wv^T=(v^TA^{-1}w)A^{-1}wv^T
          $$

          and
          $$
          (A^{-1}wv^T)^3=
          A^{-1}wv^TA^{-1}wv^TA^{-1}wv^TA^{-1}wv^T=
          (v^TA^{-1}w)^2A^{-1}wv^T
          $$

          and, by induction,
          $$
          (A^{-1}wv^T)^n=(v^TA^{-1}w)^{n-1}A^{-1}wv^T
          $$

          so the formal sum (*) becomes
          $$
          I+A^{-1}wv^T+(v^TA^{-1}w)A^{-1}wv^T+(v^TA^{-1}w)^2A^{-1}wv^T+(v^TA^{-1}w)^3A^{-1}wv^T+dotsb
          $$

          and therefore
          $$
          I+biggl(,sum_{nge0}(v^TA^{-1}w)^nbiggr)A^{-1}wv^T
          $$

          The term in parentheses is the inverse of $1-v^TA^{-1}w$. Returning to $u$, we find that the inverse should be
          $$
          I-frac{1}{1+v^TA^{-1}u}A^{-1}uv^T
          $$

          Multiplying on the right by $A^{-1}$ we see that the inverse of $A+uv^T$ should be
          $$
          A^{-1}-frac{1}{1+v^TA^{-1}u}A^{-1}uv^TA^{-1}
          $$

          Now we can do the multiplication and verify that the intuition is correct.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            Where did you get $(*)$. I mean it is the expansion of what?
            $endgroup$
            – Saeed
            Jan 10 at 22:09










          • $begingroup$
            @Saeed $frac{1}{1-x}=1+x+x^2+dots+x^n+dotsb$ (for $|x|<1$, but with no restriction in formal power series). The argument just formal, but it can be made rigorous.
            $endgroup$
            – egreg
            Jan 10 at 22:13












          • $begingroup$
            Could you please add $I-A^{-1}wv^T=$ to $*$ for clarity?
            $endgroup$
            – Saeed
            Jan 10 at 22:17










          • $begingroup$
            @Saeed Added...
            $endgroup$
            – egreg
            Jan 10 at 22:31



















          2












          $begingroup$

          Let $w=-A^{-1}u$. Then the problem boils down to proving the equivalent identity that
          $$
          (I-wv^T)^{-1} = I+frac{wv^T}{1-v^Tw}.tag{1}
          $$

          Let us abuse the symbol $v$ and denote by $v(cdot)$ the linear functional $xmapsto v^Tx$. Then $I-wv^T$ is a matrix representation of the linear function
          $$
          y = f(x) = x - v(x)w.
          $$

          The inverse of this mapping is clearly
          $$
          x = f^{-1}(y) = y+v(x)wtag{2}
          $$

          but we wish to express $v(x)$ in terms of $y$. Now, since $v$ is a linear functional,
          $$
          v(y)=vleft(x-v(x)wright)=v(x)-v(x)v(w).
          $$

          Therefore $v(x)=frac{v(y)}{1-v(w)}$ and $(2)$ gives
          $$
          f^{-1}(y) = y+frac{v(y)w}{1-v(w)}
          $$

          and $(1)$ follows immediately.



          One may argue that the above proof is not what you want because it "uses multiplication of the inverse and the matrix" implicitly, but I think it is worthwhile to prove the identity from an alternative perspective.






          share|cite|improve this answer









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            3 Answers
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            3 Answers
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            7












            $begingroup$

            Here's a proof adapted from wikipedia's proof for the (more general) Woodbury matrix identity.



            We would like to find a matrix $X$ such that
            $$
            (A + uv^T)X = I implies
            AX + uv^TX = I
            $$

            Now, if we define $Y = (v^TX)$, then we can rewrite this as a system of equations:
            $$
            A X + uY = I\
            v^TX - Y = 0
            $$

            That is,
            $$
            pmatrix{A & u\v^T&-1} pmatrix{X\Y} = pmatrix{I\0}
            $$

            We can solve this system using an augmented matrix and block-matrix operations. In particular, we have
            $$
            left[
            begin{array}{cc|c}
            A & u & I\
            v^T & -1&0
            end{array}
            right] to
            left[
            begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            v^T & -1&0
            end{array}
            right] to
            left[
            begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            0 & -1 - v^TA^{-1}u & -v^TA^{-1}
            end{array}
            right] to\
            left[begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            0 & 1 & frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
            end{array}
            right] implies
            begin{cases}
            X + A^{-1}uY = A^{-1}\
            Y = frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
            end{cases}
            $$

            All that remains is substitution. That is, we have
            $$
            X = A^{-1} - A^{-1}uY = A^{-1} - A^{-1}uleft( frac{1}{1 + v^TA^{-1}u}v^TA^{-1}right) =
            A^{-1} - frac{A^{-1}uv^TA^{-1}}{1 + v^TA^{-1}u}
            $$






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              in the implication $=I$ is missing. Could you help me to get the final result, I mean substitute what to what? Can you complete the proof. Because now by substitution we have $$ X + frac{A^{-1}uv^T}{1 + v^TA^{-1}u}X = I $$?
              $endgroup$
              – Saeed
              Jan 10 at 22:14










            • $begingroup$
              @Saeed see my latest edit; I had a few mistakes there
              $endgroup$
              – Omnomnomnom
              Jan 10 at 22:20
















            7












            $begingroup$

            Here's a proof adapted from wikipedia's proof for the (more general) Woodbury matrix identity.



            We would like to find a matrix $X$ such that
            $$
            (A + uv^T)X = I implies
            AX + uv^TX = I
            $$

            Now, if we define $Y = (v^TX)$, then we can rewrite this as a system of equations:
            $$
            A X + uY = I\
            v^TX - Y = 0
            $$

            That is,
            $$
            pmatrix{A & u\v^T&-1} pmatrix{X\Y} = pmatrix{I\0}
            $$

            We can solve this system using an augmented matrix and block-matrix operations. In particular, we have
            $$
            left[
            begin{array}{cc|c}
            A & u & I\
            v^T & -1&0
            end{array}
            right] to
            left[
            begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            v^T & -1&0
            end{array}
            right] to
            left[
            begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            0 & -1 - v^TA^{-1}u & -v^TA^{-1}
            end{array}
            right] to\
            left[begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            0 & 1 & frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
            end{array}
            right] implies
            begin{cases}
            X + A^{-1}uY = A^{-1}\
            Y = frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
            end{cases}
            $$

            All that remains is substitution. That is, we have
            $$
            X = A^{-1} - A^{-1}uY = A^{-1} - A^{-1}uleft( frac{1}{1 + v^TA^{-1}u}v^TA^{-1}right) =
            A^{-1} - frac{A^{-1}uv^TA^{-1}}{1 + v^TA^{-1}u}
            $$






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              in the implication $=I$ is missing. Could you help me to get the final result, I mean substitute what to what? Can you complete the proof. Because now by substitution we have $$ X + frac{A^{-1}uv^T}{1 + v^TA^{-1}u}X = I $$?
              $endgroup$
              – Saeed
              Jan 10 at 22:14










            • $begingroup$
              @Saeed see my latest edit; I had a few mistakes there
              $endgroup$
              – Omnomnomnom
              Jan 10 at 22:20














            7












            7








            7





            $begingroup$

            Here's a proof adapted from wikipedia's proof for the (more general) Woodbury matrix identity.



            We would like to find a matrix $X$ such that
            $$
            (A + uv^T)X = I implies
            AX + uv^TX = I
            $$

            Now, if we define $Y = (v^TX)$, then we can rewrite this as a system of equations:
            $$
            A X + uY = I\
            v^TX - Y = 0
            $$

            That is,
            $$
            pmatrix{A & u\v^T&-1} pmatrix{X\Y} = pmatrix{I\0}
            $$

            We can solve this system using an augmented matrix and block-matrix operations. In particular, we have
            $$
            left[
            begin{array}{cc|c}
            A & u & I\
            v^T & -1&0
            end{array}
            right] to
            left[
            begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            v^T & -1&0
            end{array}
            right] to
            left[
            begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            0 & -1 - v^TA^{-1}u & -v^TA^{-1}
            end{array}
            right] to\
            left[begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            0 & 1 & frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
            end{array}
            right] implies
            begin{cases}
            X + A^{-1}uY = A^{-1}\
            Y = frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
            end{cases}
            $$

            All that remains is substitution. That is, we have
            $$
            X = A^{-1} - A^{-1}uY = A^{-1} - A^{-1}uleft( frac{1}{1 + v^TA^{-1}u}v^TA^{-1}right) =
            A^{-1} - frac{A^{-1}uv^TA^{-1}}{1 + v^TA^{-1}u}
            $$






            share|cite|improve this answer











            $endgroup$



            Here's a proof adapted from wikipedia's proof for the (more general) Woodbury matrix identity.



            We would like to find a matrix $X$ such that
            $$
            (A + uv^T)X = I implies
            AX + uv^TX = I
            $$

            Now, if we define $Y = (v^TX)$, then we can rewrite this as a system of equations:
            $$
            A X + uY = I\
            v^TX - Y = 0
            $$

            That is,
            $$
            pmatrix{A & u\v^T&-1} pmatrix{X\Y} = pmatrix{I\0}
            $$

            We can solve this system using an augmented matrix and block-matrix operations. In particular, we have
            $$
            left[
            begin{array}{cc|c}
            A & u & I\
            v^T & -1&0
            end{array}
            right] to
            left[
            begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            v^T & -1&0
            end{array}
            right] to
            left[
            begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            0 & -1 - v^TA^{-1}u & -v^TA^{-1}
            end{array}
            right] to\
            left[begin{array}{cc|c}
            I & A^{-1}u & A^{-1}\
            0 & 1 & frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
            end{array}
            right] implies
            begin{cases}
            X + A^{-1}uY = A^{-1}\
            Y = frac{1}{1 + v^TA^{-1}u}v^TA^{-1}
            end{cases}
            $$

            All that remains is substitution. That is, we have
            $$
            X = A^{-1} - A^{-1}uY = A^{-1} - A^{-1}uleft( frac{1}{1 + v^TA^{-1}u}v^TA^{-1}right) =
            A^{-1} - frac{A^{-1}uv^TA^{-1}}{1 + v^TA^{-1}u}
            $$







            share|cite|improve this answer














            share|cite|improve this answer



            share|cite|improve this answer








            edited Jan 10 at 22:20

























            answered Jan 10 at 21:50









            OmnomnomnomOmnomnomnom

            129k794188




            129k794188












            • $begingroup$
              in the implication $=I$ is missing. Could you help me to get the final result, I mean substitute what to what? Can you complete the proof. Because now by substitution we have $$ X + frac{A^{-1}uv^T}{1 + v^TA^{-1}u}X = I $$?
              $endgroup$
              – Saeed
              Jan 10 at 22:14










            • $begingroup$
              @Saeed see my latest edit; I had a few mistakes there
              $endgroup$
              – Omnomnomnom
              Jan 10 at 22:20


















            • $begingroup$
              in the implication $=I$ is missing. Could you help me to get the final result, I mean substitute what to what? Can you complete the proof. Because now by substitution we have $$ X + frac{A^{-1}uv^T}{1 + v^TA^{-1}u}X = I $$?
              $endgroup$
              – Saeed
              Jan 10 at 22:14










            • $begingroup$
              @Saeed see my latest edit; I had a few mistakes there
              $endgroup$
              – Omnomnomnom
              Jan 10 at 22:20
















            $begingroup$
            in the implication $=I$ is missing. Could you help me to get the final result, I mean substitute what to what? Can you complete the proof. Because now by substitution we have $$ X + frac{A^{-1}uv^T}{1 + v^TA^{-1}u}X = I $$?
            $endgroup$
            – Saeed
            Jan 10 at 22:14




            $begingroup$
            in the implication $=I$ is missing. Could you help me to get the final result, I mean substitute what to what? Can you complete the proof. Because now by substitution we have $$ X + frac{A^{-1}uv^T}{1 + v^TA^{-1}u}X = I $$?
            $endgroup$
            – Saeed
            Jan 10 at 22:14












            $begingroup$
            @Saeed see my latest edit; I had a few mistakes there
            $endgroup$
            – Omnomnomnom
            Jan 10 at 22:20




            $begingroup$
            @Saeed see my latest edit; I had a few mistakes there
            $endgroup$
            – Omnomnomnom
            Jan 10 at 22:20











            5












            $begingroup$

            Write $A+uv^T=A(I+A^{-1}uv^T)$; we are to find an inverse of $I+A^{-1}uv^T$. It's a bit simpler if we set $w=-u$, so instead we look for an inverse of $I-A^{-1}wv^T$; the idea that comes to mind is to consider, formally,
            $$
            (I-A^{-1}wv^T)^{-1}=I+A^{-1}wv^T+(A^{-1}wv^T)^2+(A^{-1}wv^T)^3+dotsb tag{*}
            $$

            taking from $frac{1}{1-x}=1+x+x^2+dotsb$



            Now
            $$
            (A^{-1}wv^T)^2=A^{-1}wv^TA^{-1}wv^T=(v^TA^{-1}w)A^{-1}wv^T
            $$

            and
            $$
            (A^{-1}wv^T)^3=
            A^{-1}wv^TA^{-1}wv^TA^{-1}wv^TA^{-1}wv^T=
            (v^TA^{-1}w)^2A^{-1}wv^T
            $$

            and, by induction,
            $$
            (A^{-1}wv^T)^n=(v^TA^{-1}w)^{n-1}A^{-1}wv^T
            $$

            so the formal sum (*) becomes
            $$
            I+A^{-1}wv^T+(v^TA^{-1}w)A^{-1}wv^T+(v^TA^{-1}w)^2A^{-1}wv^T+(v^TA^{-1}w)^3A^{-1}wv^T+dotsb
            $$

            and therefore
            $$
            I+biggl(,sum_{nge0}(v^TA^{-1}w)^nbiggr)A^{-1}wv^T
            $$

            The term in parentheses is the inverse of $1-v^TA^{-1}w$. Returning to $u$, we find that the inverse should be
            $$
            I-frac{1}{1+v^TA^{-1}u}A^{-1}uv^T
            $$

            Multiplying on the right by $A^{-1}$ we see that the inverse of $A+uv^T$ should be
            $$
            A^{-1}-frac{1}{1+v^TA^{-1}u}A^{-1}uv^TA^{-1}
            $$

            Now we can do the multiplication and verify that the intuition is correct.






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              Where did you get $(*)$. I mean it is the expansion of what?
              $endgroup$
              – Saeed
              Jan 10 at 22:09










            • $begingroup$
              @Saeed $frac{1}{1-x}=1+x+x^2+dots+x^n+dotsb$ (for $|x|<1$, but with no restriction in formal power series). The argument just formal, but it can be made rigorous.
              $endgroup$
              – egreg
              Jan 10 at 22:13












            • $begingroup$
              Could you please add $I-A^{-1}wv^T=$ to $*$ for clarity?
              $endgroup$
              – Saeed
              Jan 10 at 22:17










            • $begingroup$
              @Saeed Added...
              $endgroup$
              – egreg
              Jan 10 at 22:31
















            5












            $begingroup$

            Write $A+uv^T=A(I+A^{-1}uv^T)$; we are to find an inverse of $I+A^{-1}uv^T$. It's a bit simpler if we set $w=-u$, so instead we look for an inverse of $I-A^{-1}wv^T$; the idea that comes to mind is to consider, formally,
            $$
            (I-A^{-1}wv^T)^{-1}=I+A^{-1}wv^T+(A^{-1}wv^T)^2+(A^{-1}wv^T)^3+dotsb tag{*}
            $$

            taking from $frac{1}{1-x}=1+x+x^2+dotsb$



            Now
            $$
            (A^{-1}wv^T)^2=A^{-1}wv^TA^{-1}wv^T=(v^TA^{-1}w)A^{-1}wv^T
            $$

            and
            $$
            (A^{-1}wv^T)^3=
            A^{-1}wv^TA^{-1}wv^TA^{-1}wv^TA^{-1}wv^T=
            (v^TA^{-1}w)^2A^{-1}wv^T
            $$

            and, by induction,
            $$
            (A^{-1}wv^T)^n=(v^TA^{-1}w)^{n-1}A^{-1}wv^T
            $$

            so the formal sum (*) becomes
            $$
            I+A^{-1}wv^T+(v^TA^{-1}w)A^{-1}wv^T+(v^TA^{-1}w)^2A^{-1}wv^T+(v^TA^{-1}w)^3A^{-1}wv^T+dotsb
            $$

            and therefore
            $$
            I+biggl(,sum_{nge0}(v^TA^{-1}w)^nbiggr)A^{-1}wv^T
            $$

            The term in parentheses is the inverse of $1-v^TA^{-1}w$. Returning to $u$, we find that the inverse should be
            $$
            I-frac{1}{1+v^TA^{-1}u}A^{-1}uv^T
            $$

            Multiplying on the right by $A^{-1}$ we see that the inverse of $A+uv^T$ should be
            $$
            A^{-1}-frac{1}{1+v^TA^{-1}u}A^{-1}uv^TA^{-1}
            $$

            Now we can do the multiplication and verify that the intuition is correct.






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              Where did you get $(*)$. I mean it is the expansion of what?
              $endgroup$
              – Saeed
              Jan 10 at 22:09










            • $begingroup$
              @Saeed $frac{1}{1-x}=1+x+x^2+dots+x^n+dotsb$ (for $|x|<1$, but with no restriction in formal power series). The argument just formal, but it can be made rigorous.
              $endgroup$
              – egreg
              Jan 10 at 22:13












            • $begingroup$
              Could you please add $I-A^{-1}wv^T=$ to $*$ for clarity?
              $endgroup$
              – Saeed
              Jan 10 at 22:17










            • $begingroup$
              @Saeed Added...
              $endgroup$
              – egreg
              Jan 10 at 22:31














            5












            5








            5





            $begingroup$

            Write $A+uv^T=A(I+A^{-1}uv^T)$; we are to find an inverse of $I+A^{-1}uv^T$. It's a bit simpler if we set $w=-u$, so instead we look for an inverse of $I-A^{-1}wv^T$; the idea that comes to mind is to consider, formally,
            $$
            (I-A^{-1}wv^T)^{-1}=I+A^{-1}wv^T+(A^{-1}wv^T)^2+(A^{-1}wv^T)^3+dotsb tag{*}
            $$

            taking from $frac{1}{1-x}=1+x+x^2+dotsb$



            Now
            $$
            (A^{-1}wv^T)^2=A^{-1}wv^TA^{-1}wv^T=(v^TA^{-1}w)A^{-1}wv^T
            $$

            and
            $$
            (A^{-1}wv^T)^3=
            A^{-1}wv^TA^{-1}wv^TA^{-1}wv^TA^{-1}wv^T=
            (v^TA^{-1}w)^2A^{-1}wv^T
            $$

            and, by induction,
            $$
            (A^{-1}wv^T)^n=(v^TA^{-1}w)^{n-1}A^{-1}wv^T
            $$

            so the formal sum (*) becomes
            $$
            I+A^{-1}wv^T+(v^TA^{-1}w)A^{-1}wv^T+(v^TA^{-1}w)^2A^{-1}wv^T+(v^TA^{-1}w)^3A^{-1}wv^T+dotsb
            $$

            and therefore
            $$
            I+biggl(,sum_{nge0}(v^TA^{-1}w)^nbiggr)A^{-1}wv^T
            $$

            The term in parentheses is the inverse of $1-v^TA^{-1}w$. Returning to $u$, we find that the inverse should be
            $$
            I-frac{1}{1+v^TA^{-1}u}A^{-1}uv^T
            $$

            Multiplying on the right by $A^{-1}$ we see that the inverse of $A+uv^T$ should be
            $$
            A^{-1}-frac{1}{1+v^TA^{-1}u}A^{-1}uv^TA^{-1}
            $$

            Now we can do the multiplication and verify that the intuition is correct.






            share|cite|improve this answer











            $endgroup$



            Write $A+uv^T=A(I+A^{-1}uv^T)$; we are to find an inverse of $I+A^{-1}uv^T$. It's a bit simpler if we set $w=-u$, so instead we look for an inverse of $I-A^{-1}wv^T$; the idea that comes to mind is to consider, formally,
            $$
            (I-A^{-1}wv^T)^{-1}=I+A^{-1}wv^T+(A^{-1}wv^T)^2+(A^{-1}wv^T)^3+dotsb tag{*}
            $$

            taking from $frac{1}{1-x}=1+x+x^2+dotsb$



            Now
            $$
            (A^{-1}wv^T)^2=A^{-1}wv^TA^{-1}wv^T=(v^TA^{-1}w)A^{-1}wv^T
            $$

            and
            $$
            (A^{-1}wv^T)^3=
            A^{-1}wv^TA^{-1}wv^TA^{-1}wv^TA^{-1}wv^T=
            (v^TA^{-1}w)^2A^{-1}wv^T
            $$

            and, by induction,
            $$
            (A^{-1}wv^T)^n=(v^TA^{-1}w)^{n-1}A^{-1}wv^T
            $$

            so the formal sum (*) becomes
            $$
            I+A^{-1}wv^T+(v^TA^{-1}w)A^{-1}wv^T+(v^TA^{-1}w)^2A^{-1}wv^T+(v^TA^{-1}w)^3A^{-1}wv^T+dotsb
            $$

            and therefore
            $$
            I+biggl(,sum_{nge0}(v^TA^{-1}w)^nbiggr)A^{-1}wv^T
            $$

            The term in parentheses is the inverse of $1-v^TA^{-1}w$. Returning to $u$, we find that the inverse should be
            $$
            I-frac{1}{1+v^TA^{-1}u}A^{-1}uv^T
            $$

            Multiplying on the right by $A^{-1}$ we see that the inverse of $A+uv^T$ should be
            $$
            A^{-1}-frac{1}{1+v^TA^{-1}u}A^{-1}uv^TA^{-1}
            $$

            Now we can do the multiplication and verify that the intuition is correct.







            share|cite|improve this answer














            share|cite|improve this answer



            share|cite|improve this answer








            edited Jan 10 at 22:30

























            answered Jan 10 at 22:02









            egregegreg

            185k1486208




            185k1486208












            • $begingroup$
              Where did you get $(*)$. I mean it is the expansion of what?
              $endgroup$
              – Saeed
              Jan 10 at 22:09










            • $begingroup$
              @Saeed $frac{1}{1-x}=1+x+x^2+dots+x^n+dotsb$ (for $|x|<1$, but with no restriction in formal power series). The argument just formal, but it can be made rigorous.
              $endgroup$
              – egreg
              Jan 10 at 22:13












            • $begingroup$
              Could you please add $I-A^{-1}wv^T=$ to $*$ for clarity?
              $endgroup$
              – Saeed
              Jan 10 at 22:17










            • $begingroup$
              @Saeed Added...
              $endgroup$
              – egreg
              Jan 10 at 22:31


















            • $begingroup$
              Where did you get $(*)$. I mean it is the expansion of what?
              $endgroup$
              – Saeed
              Jan 10 at 22:09










            • $begingroup$
              @Saeed $frac{1}{1-x}=1+x+x^2+dots+x^n+dotsb$ (for $|x|<1$, but with no restriction in formal power series). The argument just formal, but it can be made rigorous.
              $endgroup$
              – egreg
              Jan 10 at 22:13












            • $begingroup$
              Could you please add $I-A^{-1}wv^T=$ to $*$ for clarity?
              $endgroup$
              – Saeed
              Jan 10 at 22:17










            • $begingroup$
              @Saeed Added...
              $endgroup$
              – egreg
              Jan 10 at 22:31
















            $begingroup$
            Where did you get $(*)$. I mean it is the expansion of what?
            $endgroup$
            – Saeed
            Jan 10 at 22:09




            $begingroup$
            Where did you get $(*)$. I mean it is the expansion of what?
            $endgroup$
            – Saeed
            Jan 10 at 22:09












            $begingroup$
            @Saeed $frac{1}{1-x}=1+x+x^2+dots+x^n+dotsb$ (for $|x|<1$, but with no restriction in formal power series). The argument just formal, but it can be made rigorous.
            $endgroup$
            – egreg
            Jan 10 at 22:13






            $begingroup$
            @Saeed $frac{1}{1-x}=1+x+x^2+dots+x^n+dotsb$ (for $|x|<1$, but with no restriction in formal power series). The argument just formal, but it can be made rigorous.
            $endgroup$
            – egreg
            Jan 10 at 22:13














            $begingroup$
            Could you please add $I-A^{-1}wv^T=$ to $*$ for clarity?
            $endgroup$
            – Saeed
            Jan 10 at 22:17




            $begingroup$
            Could you please add $I-A^{-1}wv^T=$ to $*$ for clarity?
            $endgroup$
            – Saeed
            Jan 10 at 22:17












            $begingroup$
            @Saeed Added...
            $endgroup$
            – egreg
            Jan 10 at 22:31




            $begingroup$
            @Saeed Added...
            $endgroup$
            – egreg
            Jan 10 at 22:31











            2












            $begingroup$

            Let $w=-A^{-1}u$. Then the problem boils down to proving the equivalent identity that
            $$
            (I-wv^T)^{-1} = I+frac{wv^T}{1-v^Tw}.tag{1}
            $$

            Let us abuse the symbol $v$ and denote by $v(cdot)$ the linear functional $xmapsto v^Tx$. Then $I-wv^T$ is a matrix representation of the linear function
            $$
            y = f(x) = x - v(x)w.
            $$

            The inverse of this mapping is clearly
            $$
            x = f^{-1}(y) = y+v(x)wtag{2}
            $$

            but we wish to express $v(x)$ in terms of $y$. Now, since $v$ is a linear functional,
            $$
            v(y)=vleft(x-v(x)wright)=v(x)-v(x)v(w).
            $$

            Therefore $v(x)=frac{v(y)}{1-v(w)}$ and $(2)$ gives
            $$
            f^{-1}(y) = y+frac{v(y)w}{1-v(w)}
            $$

            and $(1)$ follows immediately.



            One may argue that the above proof is not what you want because it "uses multiplication of the inverse and the matrix" implicitly, but I think it is worthwhile to prove the identity from an alternative perspective.






            share|cite|improve this answer









            $endgroup$


















              2












              $begingroup$

              Let $w=-A^{-1}u$. Then the problem boils down to proving the equivalent identity that
              $$
              (I-wv^T)^{-1} = I+frac{wv^T}{1-v^Tw}.tag{1}
              $$

              Let us abuse the symbol $v$ and denote by $v(cdot)$ the linear functional $xmapsto v^Tx$. Then $I-wv^T$ is a matrix representation of the linear function
              $$
              y = f(x) = x - v(x)w.
              $$

              The inverse of this mapping is clearly
              $$
              x = f^{-1}(y) = y+v(x)wtag{2}
              $$

              but we wish to express $v(x)$ in terms of $y$. Now, since $v$ is a linear functional,
              $$
              v(y)=vleft(x-v(x)wright)=v(x)-v(x)v(w).
              $$

              Therefore $v(x)=frac{v(y)}{1-v(w)}$ and $(2)$ gives
              $$
              f^{-1}(y) = y+frac{v(y)w}{1-v(w)}
              $$

              and $(1)$ follows immediately.



              One may argue that the above proof is not what you want because it "uses multiplication of the inverse and the matrix" implicitly, but I think it is worthwhile to prove the identity from an alternative perspective.






              share|cite|improve this answer









              $endgroup$
















                2












                2








                2





                $begingroup$

                Let $w=-A^{-1}u$. Then the problem boils down to proving the equivalent identity that
                $$
                (I-wv^T)^{-1} = I+frac{wv^T}{1-v^Tw}.tag{1}
                $$

                Let us abuse the symbol $v$ and denote by $v(cdot)$ the linear functional $xmapsto v^Tx$. Then $I-wv^T$ is a matrix representation of the linear function
                $$
                y = f(x) = x - v(x)w.
                $$

                The inverse of this mapping is clearly
                $$
                x = f^{-1}(y) = y+v(x)wtag{2}
                $$

                but we wish to express $v(x)$ in terms of $y$. Now, since $v$ is a linear functional,
                $$
                v(y)=vleft(x-v(x)wright)=v(x)-v(x)v(w).
                $$

                Therefore $v(x)=frac{v(y)}{1-v(w)}$ and $(2)$ gives
                $$
                f^{-1}(y) = y+frac{v(y)w}{1-v(w)}
                $$

                and $(1)$ follows immediately.



                One may argue that the above proof is not what you want because it "uses multiplication of the inverse and the matrix" implicitly, but I think it is worthwhile to prove the identity from an alternative perspective.






                share|cite|improve this answer









                $endgroup$



                Let $w=-A^{-1}u$. Then the problem boils down to proving the equivalent identity that
                $$
                (I-wv^T)^{-1} = I+frac{wv^T}{1-v^Tw}.tag{1}
                $$

                Let us abuse the symbol $v$ and denote by $v(cdot)$ the linear functional $xmapsto v^Tx$. Then $I-wv^T$ is a matrix representation of the linear function
                $$
                y = f(x) = x - v(x)w.
                $$

                The inverse of this mapping is clearly
                $$
                x = f^{-1}(y) = y+v(x)wtag{2}
                $$

                but we wish to express $v(x)$ in terms of $y$. Now, since $v$ is a linear functional,
                $$
                v(y)=vleft(x-v(x)wright)=v(x)-v(x)v(w).
                $$

                Therefore $v(x)=frac{v(y)}{1-v(w)}$ and $(2)$ gives
                $$
                f^{-1}(y) = y+frac{v(y)w}{1-v(w)}
                $$

                and $(1)$ follows immediately.



                One may argue that the above proof is not what you want because it "uses multiplication of the inverse and the matrix" implicitly, but I think it is worthwhile to prove the identity from an alternative perspective.







                share|cite|improve this answer












                share|cite|improve this answer



                share|cite|improve this answer










                answered Jan 11 at 17:36









                user1551user1551

                74.2k566129




                74.2k566129






























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