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

Description Usage Arguments Value

View source: R/postproc.R

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 2, 2019, 4:55 p.m.