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Adding a row and a colum

To a given non-singular matrix $ \textbf{A}$ a row and column are added as shown below, resulting in matrix $ \textbf{K}$. The inverse matrix $ \textbf{K}^{-1}$ can then be expressed in terms of the known elements and $ \textbf{A}^{-1}$ as follows:

$\displaystyle \textbf{K} = \begin{bmatrix}\textbf{A} & \textbf{b}\\ \textbf{b}^...
...^{-1} = \begin{bmatrix}\textbf{E} & \textbf{f}\\ \textbf{f}^T & g \end{bmatrix}$    

$\displaystyle \Rightarrow \textbf{K}^{-1} = \begin{bmatrix}\textbf{A}^{-1}(\tex...
...-\textbf{A}^{-1}\textbf{b}g\\ -(\textbf{A}^{-1}\textbf{b})^Tg & g \end{bmatrix}$ (11)

with $ g = (d - \textbf{b}^T\textbf{A}^{-1}\textbf{b})^{-1}$.



Steven Van Vaerenbergh
Last modified: 2006-04-05