Woodbury Block Update Solve
Solve a coupled low-rank matrix update through a smaller inverse.
Free theory articleSolve 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.
- Set the native select control "Update weight" to 1.
- Observe the invertible status and the small core determinant of 3.75.
- Verify the 3D solution vector output is approximately [0.5333, 0.8666, -0.6].
- Set the update weight to -2 and observe that the core determinant becomes 0, making the updated matrix singular and the solution unavailable.