Dear all,

I have an exercise which asks me to prove the following;

Let A be a non-singular matrix with transpose A' and inverse inv(A)

Let b be a vector with transpose b'.

Prove that for b' A b =//not equal to//= -1

inv( A + b b' ) = inv(A) - inv(A) b b' inv(A) / ( 1 + b inv(A) b)

I tried to give the easiest notation possible and hope you can help me.

Regards,

Reinout

p.s. I attached an image to clarify the equation.