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cn

An extension of the Sherman-Morrison-Woodbury

formula
Yan Zi-zong

Abstract
This paper is focused on the applications of Schur complements to matrix
identities and presents an extension of the Sherman-Morrison-Woodbury formula, which includes in a lot of matrix identities, such as Huas identity and
its extensions.
Keywords: Sherman-Morrison-Woodbury formula, Huas identity, Schur
complement
AMS subject classifications. 15A45, 15A48, 15A24

Introduction

The well-known matrix identity

(A + UV )1 = A1 A1 U(I + V A1 U)1 V A1 ,

(1)

ia called to be the Sherman-Morrison-Woodbury matrix formula, which is usually

attributed to Sherman-Morrison [8] and Woodbury [11] independently. In (1), A
C kk , U, V C kp , I is an identity matrix and both the matrices A and I +V A1 U
are nonsingular. In mathematics (specifically linear algebra), this matrix identity
says that the inverse of a lower rank correction of some matrix can be computed
by doing a lower rank correction to the inverse of the original matrix. Alternative
names for this formula are the matrix inversion lemma, Sherman-Morrison formula
when U and V are vectors or just Woodbury formula.
There are numerous applications of the Sherman-Morrison-Woodbury formula
in various fields [4, 10]. For example, this formula is useful in certain numerical
computations where A1 has already been computed and it is desired to compute
(A + UV )1 . With the inverse of A available, it is only necessary to find the inverse
of I + V A1 U in order to obtain the result using the right-hand side of the identity.

Supported by the National Natural Science Foundation of China (70771080).

Department of Information and Mathematics, Yangtze University, Jingzhou, Hubei,
China(zzyan@yangtzeu.edu.cn).

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Since the inverse of I+V A1 U is easily computed, this is more efficient than inverting
A + UCV directly.
The Sherman-Morrison-Woodbury formula (1) implies that
(I A A)1 = I + A (I AA )1 A.

(2)

By the use of the formula (2), Loo-Keng Hua [5] proposed the elegant matrix identity
I B B = (I B A)(I A A)1 (I A B)
(A B)(I AA )1 (A B).

(3)

A short proof of the formula (3) can be found in [14]. Meanwhile, Zhang [13, 14]
also presented a nice generalization of Huas matrix identity (5) as follows
AA + BB = (B + AX)(I + X X)1 (B + AX)
+(A BX )(I + XX )1 (A BX ) .

(4)

Recently, Yan [12] presented another extension of (3) as follows

AA BB = (A BX )(I X X)1 (A BX )
(B AX)(I XX )1 (B AX) .

(5)

Our purpose in this paper is to present an extension of the Sherman-MorrisonWoodbury formula and a lot of useful matrix identities including in Huas identity,
both using Schur complements, and we do this on Section 3 and 4, after presenting
necessary background theory in Section 2.

Background

Let M be an n n invertible matrix partitioned as



M11 M12
,
M=
M21 M22

(6)

in which M11 is a square k k block with 1 k < n. Letting

1
M12
M22.1 = M22 M21 M11

denote the Schur complement of M11 in M, the Banachiewicz identity in [2] is

 1

1
1
1
1
1
M11 + M11
M12 M22.1
M21 M11
M11
M12 M22.1
1
M =
,
(7)
1
1
1
M22.1
M21 M11
M22.1
which can be derived from the following so-called Aitken block-diagonalization formula


 


1
I
0
I M11
M12
M11
0
M11 M12
=
.
(8)
1
0
I
M21 M11
I
M21 M22
0 M22.1
2

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The formula (8) apparently first established explicitly by Aitken [1] and first published in 1939.
When M22 is an identity matrix, the Sherman-Morrison-Woodbury formula (1)
is a special and important case of (9) the following Duncan identity
1
1
1
1
1
(M11 M21 M22
M12 )1 = M11
+ M11
M12 M22.1
M21 M11
,

(9)

established by Duncan identity (1942) in [3]. It follows at once from the Banachiewicz identity (7).
Both Duncan identity (9) and the Sherman-Morrison-Woodbury formula (1) are
essentially equivalent. In fact, we can acquired the Duncan identity (9) if we replace
1
1
1
1
U and V by M22
UM22
and M22
V M22
in (1), respectively. These well-known
matrix identities can be found in, for example, [3, 6, 9, 13].
The following lemma is interesting, which can be found in [13, 14]. Here we still
present a complete proof.
Lemma 2.1. Let M be a partitioned matrix defined as (6) and




R11 R12
L11 0
, R=
,
L=
L21 L22
0 R22
with the same blocks as M, and R() denote the column space. Suppose that the
blocks L11 and R11 are invertible. If
R(M12 ) R(M11 ),

(10)

(LM)22.1 = L22 M22.1 ,

(AR)22.1 = M22.1 R22 ,
(LMR)22.1 = L22 M22.1 R22 .

(11)
(12)
(13)

then

In particular, if L22 = R22 = I, then

(LMR)22.1 = M22.1 .

(14)

Proof. On the assumption of L22 = R22 = I, it is obvious for that (14) is valid if
(13) is true. We only need prove the result (11). Firstly we assume that M11 is
invertible. Since


L11 M11
L11 M12
,
LM =
L21 M11 + L22 M21 L21 M12 + L22 M22
then
(LM)22.1 = L21 M12 + L22 M22 (L21 M11 + L22 M21 )(L11 M11 )1 L11 M12
1
M12
= L21 M12 + L22 M22 (L21 M11 + L22 M21 )M11
1
= L22 M22 L22 M21 M11 M12 = L22 M22.1 .
If M11 is singular, the condition (10) implies that the Schur complement M22.1 of
M11 in A is unique, (see [14]), and R(L11 M12 ) R(L11 M11 ), which shows that the
Schur complement (LM)22.1 of L11 M11 in LM is unique. So (11) is still valid. 
3

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Main results

Now, the main result of this paper is the statement as follows.

Theorem 3.1. Let N be an n n matrix with the same blocks of M in (6). If the
blocks M11 , N11 and M11 N11 + M12 N21 are invertible, then
M21 N12 + M22 N22
= (M21 N11 + M22 N21 )(M11 N11 + M12 N21 )1 (M11 N12 + M12 N22 )
1
1
+M22.1 (I + N21 N11
M11
M12 )1 N22.1 .

(15)

Proof: Letting



N11 N12
M11 M12
,
P =
N21 N22
M21 M22
 


1
I N11
N12
I
0
P
,
Q =
1
M21 M11
I
0
I
then
 



M11 N11 + M12 N21 M12 N22.1
M11 M12
N11
0
=
,
Q=
N21 N22.1
M22.1 N21
M22.1 N22.1
0 M22.1
and
P22.1 = M21 N12 + M22 N22 (M21 N11 + M22 N21 )(M11 N11 + M12 N21 )1 (M11 N12 + M12 N22 ),
Q22.1 = M22.1 N22.1 M22.1 N21 (M11 N11 + M12 N21 )1 M12 N22.1 .

On the other hand, Sherman Morrison W oodbury formula (1) implies

(M11 N11 + M12 N21 )1
1
1
1
1
1
1
1
1
.
M11
M12 )1 N21 N11
M11
M12 (I + N21 N11
M11
+ N11
M11
= N11
1
1
Let E = N21 N11
M11
M12 . By the use of the basic relation

E(I + E)1 E E = (I + E)1 I,

we have
1
1
M12 N22.1
M11
Q22.1 = M22.1 N22.1 M22.1 N21 N11
1
1
1
1
1
1
M12 N22.1
M11
M12 )1 N21 N11
M11
M12 (I + N21 N11
M11
+M22.1 N21 N11
1
1
1
= M22.1 (I + N21 N11 M11 M12 ) N22.1

From the lemma 2.1, P22.1 = Q22.1 implies the desired result. 
The matrix identity (15) and the Sherman Morrison W oodbury formula (1)
are essentially equivalent. The above proof shows that the latter implies the former.
Conversely, if we choose



I 0
A U
P =
V I
0 I
in the matrix identity (15), we can acquire the Sherman Morrison W oodbury
formula (1).
4

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Applications

In what follows we show that many existing identities are in fact consequences of
Theorem 3.1 by making special choices of different matrices P . In general, we always
choose P such that P22.1 is a Hermitian matrix.
The first choice of P is



Y B
Y X
,
P =
X A
B A
to give rise to the following matrix identity
AA + BB
= (BY + AX)(Y Y + X X)1 (BY + AX)
+(A XY 1 B )(I + X(Y Y )1 X )1 (A XY 1 B ) .

(16)

A special case of (16) when Y is an identity matrix is the identity (4).

The second choice of P is



Y X
Y B
,
P =
B A
X A
to give rise to the following matrix identitiy
AA BB
= (A XY 1 B )(I X(Y Y )1 X )1 (A XY 1 B )

(BY AX)(Y Y X X)

(17)

(BY AX) .

A special case of (17) when A is equal to B is

(I XY 1 )A (I X(Y Y )1 X )1 A(I XY 1 )
= A(Y X)(Y Y X X)1 (Y X) A .

(18)

When Y is an identity matrix, we acquire the identity (5) and

(I X)A (I XX )1 A(I X)
= A(I X)(I X X)1 (I X) A

(19)

from (17) and (18), respectively. Furthermore, we can yield the Huas identity (3)
from the identity (5).
The third choice of P is



Y A
Y X
,
P =
X B
B A
to give rise to the matrix identities
B A + A B
= (B Y + A X)(Y Y + X X)1 (Y A + X B)
+(B XY 1 A)(I + X(Y Y )1 X )1 (A B (Y )1 X )
5

(20)

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and
B A + A B
= (B + A X)(I + X X)1 (A + X B)
+(B XA)(I + XX )1 (A B X ).

(21)

The fourth choice of P is

P =

Y X
B A


Y A
,
X B



to give rise to the matrix identities

A B B A
= (B Y A X)(Y Y X X)1 (X B Y A)
+(B XY 1 A)(I X(Y Y )1 X )1 (A B (Y )1 X )

(22)

A B B A
= (B A X)(I X X)1 (X B A)
+(B XA)(I XX )1 (A B X ).

(23)

and

Of course, we might acquire a generalized matrix identities without Hermitian

constraints in the formula (15). For instance, we can choose



Y X
B X
P =
A Y
A B
such that
AX + BY
= (AB + BA )(Y B + X A )1 (Y X + X Y )
+(Y A (B )1 X)(I + A (Y B )1 X )1 (B A(Y )1 X ).

(24)

References
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(2nd-9th editors, 1942-1956; 9th edition. reset & reprinted, 1967. Reprint edition:Greenwood Press, Westport,
Connecticut, 1983.)
[2] Banachiewicz, T. Zur Berechnung der Determination, Wie auch der Inversen, und zer darauf basierten Aufl
osung
der Systeme linearer Gleichungen. Acta Astronomica, S
erie C, 3, 41-67, 1937.
[3] Duncan, W.J. Some devices for the solution of large sets of simultaneous linear equations. (With an Appendix
on the reciprocation of partitioned matrices.) The London, Edinburgh, and Dubin Philosophical Magaine and
Journal of Science, Seventh Series, 35(1944), 660-670.
[4] Hager, W. W. Updating the inverse of a matrix. SIAM Review, 31(1989),221-239.

http://www.paper.edu.cn

[5] Hua, L.K. Additive theory of prime numbers (Translated by N.B. Ng) in Translatinos of Math. Monographs,
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given column or a given row of the original matrix. The Annals of Mathematical Statistics, 21(1950), 134-127.
[9] Styan, G.P.H. Schur Complement and linear statistical model, in: Pukkila, S. Puntanen (Eds.), Proceedings
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[11] Woodbury, M. A. Inverting modified matrices. Memorandum Report 42, Statistical Research Group, Institute
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