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Woodbury Block Update Solve

Solve a coupled low-rank matrix update through a smaller inverse.

Free theory article

Solve a coupled low-rank matrix update through a smaller inverse.

Concept & interpretation

Solve a coupled low-rank matrix update through a smaller inverse.

Experiment

Using the module Woodbury Block Update Solve, we can adjust the update weight z and observe the changes in the core determinant and solution vector.

  1. Set the native select control "Update weight" to 1.
  2. Observe the invertible status and the small core determinant of 3.75.
  3. Verify the 3D solution vector output is approximately [0.5333, 0.8666, -0.6].
  4. Set the update weight to -2 and observe that the core determinant becomes 0, making the updated matrix singular and the solution unavailable.
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