Yip, E. L. A note on the stability of solving a rank-p modification of a linear system by the Sherman-Morrison-Woodbury formula. (English) Zbl 0628.65020 SIAM J. Sci. Stat. Comput. 7, 507-513 (1986). Author’s summary: We address the stability of the Sherman-Morrison- Woodbury formula [cf. G. W. Stewart, Math. Comput. 28, 537-542 (1974; Zbl 0293.65015)]. Our main result states that if the original matrices, A and B, are well conditioned, then there exist matrices U and V such that the Sherman-Morrison-Woodbury formula is stable when applied to \(A=B-UV^ T\). Reviewer: F.Móricz Cited in 14 Documents MSC: 65F05 Direct numerical methods for linear systems and matrix inversion 65F35 Numerical computation of matrix norms, conditioning, scaling Keywords:updating; condition number; stability; Sherman-Morrison-Woodbury formula PDF BibTeX XML Cite \textit{E. L. Yip}, SIAM J. Sci. Stat. Comput. 7, 507--513 (1986; Zbl 0628.65020) Full Text: DOI