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Felix Goldberg
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I wonder - do you know of any example where the Woodbury formula (cf. http://en.wikipedia.org/wiki/Woodbury_matrix_identity) was crucially used to prove anything?

It might be a useful computational procedure but I've tried many times to use it in proofs and always ended up exasperated - it just replaces a nasty-looking matrix expression with an even nastier-looking expression.

But I've not given up hope on it and therefore am asking for examples of successful theoretical usage.

P.S. The special rank one case (aka the Sherman-Morrison formula) is of course mighty useful. I am asking specifically about the general case.

I wonder - do you know of any example where the Woodbury formula (cf. http://en.wikipedia.org/wiki/Woodbury_matrix_identity) was crucially used to prove anything?

It might be a useful computational procedure but I've tried many times to use it in proofs and always ended up exasperated - it just replaces a nasty-looking matrix expression with an even nastier-looking expression.

But I've not given up hope on it and therefore am asking for examples of successful theoretical usage.

I wonder - do you know of any example where the Woodbury formula (cf. http://en.wikipedia.org/wiki/Woodbury_matrix_identity) was crucially used to prove anything?

It might be a useful computational procedure but I've tried many times to use it in proofs and always ended up exasperated - it just replaces a nasty-looking matrix expression with an even nastier-looking expression.

But I've not given up hope on it and therefore am asking for examples of successful theoretical usage.

P.S. The special rank one case (aka the Sherman-Morrison formula) is of course mighty useful. I am asking specifically about the general case.

Source Link
Felix Goldberg
  • 7k
  • 4
  • 31
  • 55

Woodbury formula

I wonder - do you know of any example where the Woodbury formula (cf. http://en.wikipedia.org/wiki/Woodbury_matrix_identity) was crucially used to prove anything?

It might be a useful computational procedure but I've tried many times to use it in proofs and always ended up exasperated - it just replaces a nasty-looking matrix expression with an even nastier-looking expression.

But I've not given up hope on it and therefore am asking for examples of successful theoretical usage.