A formula which allows the new Matrix to be computed for a small change to a Matrix
. If the
change can be written in the form

for two vectors and , then the Sherman-Morrison formula is

where

**References**

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Sherman-Morrison Formula.''
In *Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.* Cambridge, England:
Cambridge University Press, pp. 65-67, 1992.

© 1996-9

1999-05-26