Updating the inverse of a matrix hager
Its incremental version (ISVM) is also available for large-scale data.
Nevertheless, the computational efficiency of the ISVM for high dimensional data still needs to be improved, mainly because it requires explicit matrix inversion for updating the decision model.
In this paper, we develop conditions under which the Sherman–Morrison–Woodbury formula can be represented in the Moore–Penrose inverse and the generalized Drazin inverse forms.
These results generalize the original Sherman–Morrison–Woodbury formula.
Dates First available in Project Euclid: 27 February 2014Permanent link to this documenthttps://projecteuclid.org/euclid.aaa/1393512070Digital Object Identifierdoi:10.1155/2013/694940Mathematical Reviews number (Math Sci Net) MR3108663Duan, Yingtao.