Re: Rank one update of determinant?

koopman_at_sfu.ca
Date: 08/30/04 

Date: 30 Aug 2004 09:10:18 -0700

Hiu Chung Law wrote:
> Is there any formula for rank one update of determinant?
> In other words, suppose I have the value of det A, where A
> is positive definite.
> Is there any efficient way to compute
>
> det (A + U U') ?
>
> I did some Googling and did not find anything...
>
> Suppose I can restrict U' U = I. Would that help?
>
> Thank you.

det(A + uu') = det(A)*(1 + u'(A^-1)u)

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