Hi,
I'm not sure if this is the right forum to ask this question. If not please let me know.
My problem: I don't know how to prove the following statement:
Let A be nonsingular and b'A-1b≠-1, then
(A+bb')-1=A-1 - (A-1bb'A-1)/(1 + b'A-1b)
Here b is a vector. I do not even know how to start.
I really hope someone can help me out!
I'm not sure if this is the right forum to ask this question. If not please let me know.
My problem: I don't know how to prove the following statement:
Let A be nonsingular and b'A-1b≠-1, then
(A+bb')-1=A-1 - (A-1bb'A-1)/(1 + b'A-1b)
Here b is a vector. I do not even know how to start.
I really hope someone can help me out!