woodbury: Invert the matrix lam*t(lam)+diag(u) via Woodbury identity

Description Usage Arguments Value

Description

Invert the matrix lam*t(lam)+diag(u) via Woodbury identity

Usage

1
woodbury(lam, u)

Arguments

lam

p by k matrix

u

p dimensional vector

Value

The matrix inverse


bfa documentation built on May 1, 2019, 10:19 p.m.