Inverse of a perturbed matrix

Abstract

A recursive procedure to compute the inverse of a perturbed matrix (A + B)⁻¹, starting with A ⁻¹, is developed. The method is particularly suitable for cases where the perturbation B is of a relatively low rank. The results are illustrated by considering low rank perturbations of a real tridiagonal matrix.

Keywords:

• Perturbed matrix
• inversion

C.R. Categories:

• 5.14.
• 5.17.