14. Low Rank Changes in A and Its Inverse
MIT 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018
Instructor: Gilbert Strang
View the complete course: https://ocw.mit.edu/18-065S18
YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP63oMNUHXqIUcrkS2PivhN3k
In this lecture, Professor Strang introduces the concept of low rank matrices. He demonstrates how using the Sherman-Morrison-Woodbury formula is useful to efficiently compute how small changes in a matrix affect its inverse.
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