Sherman-Morrison Formula

Suppose \eta\in \mathbb{R}^n is a column vector and M_{n\times n} is an invertible matrix.  Set A=M+\eta \eta^T, then

A^{-1}=M^{-1}-\frac{M^{-1}\eta\eta^TM^{-1}}{1+\eta^T M^{-1}\eta}

This formula has more general forms.

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