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Generalization of the Sherman-Morrison-Woodbury formula involving the Schur complement

Published 6 Jul 2016 in math.NA | (1607.01579v2)

Abstract: Let $X\in\mathbb{C}{m\times m}$ and $Y\in\mathbb{C}{n\times n}$ be nonsingular matrices, and let $N\in\mathbb{C}{m\times n}$. Explicit expressions for the Moore-Penrose inverses of $M=XNY$ and a two-by-two block matrix, under appropriate conditions, have been established by Castro-Gonz\'{a}lez et al. [Linear Algebra Appl. 471 (2015) 353-368]. Based on these results, we derive a novel expression for the Moore-Penrose inverse of $A+UV{\ast}$ under suitable conditions, where $A\in \mathbb{C}{m\times n}$, $U\in \mathbb{C}{m\times r}$, and $V\in \mathbb{C}{n\times r}$. In particular, if both $A$ and $I+V{\ast}A{-1}U$ are nonsingular matrices, our expression reduces to the celebrated Sherman-Morrison-Woodbury formula. Moreover, we extend our results to the bounded linear operators case.

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