Another proof for Sherman Morrison Formula

linear algebramatricesmatrix-calculus

The proof of Sherman Morrison Formula is on wikipedia as well as this question Proof of the Sherman-Morrison Formula.

Isn't there a proof which does not uses multiplication of the inverse and the matrix?
I mean, it definitely arises from some equalities that wind up to this.

$$(A + \mathbf{u}\mathbf{v}^T)^{-1}=A^{-1} – \frac{A^{-1}\mathbf{u} \mathbf{v}^T A^{-1}}{(1+\mathbf{v}^TA^{-1}\mathbf{u})}$$

Best Answer

Here's a proof adapted from wikipedia's proof for the (more general) Woodbury matrix identity.

We would like to find a matrix $X$ such that $$ (A + uv^T)X = I \implies AX + uv^TX = I $$ Now, if we define $Y = (v^TX)$, then we can rewrite this as a system of equations: $$ A X + uY = I\\ v^TX - Y = 0 $$ That is, $$ \pmatrix{A & u\\v^T&-1} \pmatrix{X\\Y} = \pmatrix{I\\0} $$ We can solve this system using an augmented matrix and block-matrix operations. In particular, we have $$ \left[ \begin{array}{cc|c} A & u & I\\ v^T & -1&0 \end{array} \right] \to \left[ \begin{array}{cc|c} I & A^{-1}u & A^{-1}\\ v^T & -1&0 \end{array} \right] \to \left[ \begin{array}{cc|c} I & A^{-1}u & A^{-1}\\ 0 & -1 - v^TA^{-1}u & -v^TA^{-1} \end{array} \right] \to\\ \left[\begin{array}{cc|c} I & A^{-1}u & A^{-1}\\ 0 & 1 & \frac{1}{1 + v^TA^{-1}u}v^TA^{-1} \end{array} \right] \implies \begin{cases} X + A^{-1}uY = A^{-1}\\ Y = \frac{1}{1 + v^TA^{-1}u}v^TA^{-1} \end{cases} $$ All that remains is substitution. That is, we have $$ X = A^{-1} - A^{-1}uY = A^{-1} - A^{-1}u\left( \frac{1}{1 + v^TA^{-1}u}v^TA^{-1}\right) = A^{-1} - \frac{A^{-1}uv^TA^{-1}}{1 + v^TA^{-1}u} $$