Introduction of Matrix Inversion Lemma

[Jithina Jose]

Introduction of Matrix Inversion Lemma

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Sometimes we have a solution for Ax=b, and we want a solution for A x=b, where the difference between A and A is a low rank change.
Two approaches:
Partial Matrix refactorization
Find the factor path of the nodes that have changed.
Refactorize all rows in the factor path
Used when A will be used many times, or rank is relatively large .
Matrix Inversions Lemma