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Matrix determinant lemma : ウィキペディア英語版
Matrix determinant lemma

In mathematics, in particular linear algebra, the matrix determinant lemma〔(【引用サイトリンク】 The Matrix Reference Manual (online) )〕 computes the determinant of the sum of an invertible
matrix A
and the dyadic product, u vT,
of a column vector u and a row vector vT.
== Statement ==
Suppose A is an invertible square matrix and u, v are column vectors. Then
the matrix determinant lemma states that
:\det(\mathbf+\mathbf^\mathrm) = (1 + \mathbf^\mathrm\mathbf^\mathbf)\,\det(\mathbf)\,.
Here, uvT is the outer product of two vectors u and v.
The theorem can also be stated in terms of the adjugate matrix of A:
:\det(\mathbf+\mathbf^\mathrm) = \det(\mathbf) + \mathbf^\mathrm\mathrm(\mathbf)\mathbf\,,
in which case it applies whether or not the square matrix A is invertible.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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