Inverse of a perturbed matrix
Shiv R. Vatsya, Chin Chiu Tai · International Journal of Computer Mathematics · 1988
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.