woodbury {bfa}R Documentation

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

Description

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

Usage

woodbury(lam, u)

Arguments

lam

p by k matrix

u

p dimensional vector

Value

The matrix inverse


[Package bfa version 0.4 Index]