Function File: x = smwsolve (a, u, v, b)

Function File: smwsolve (solver, u, v, b)

Solves the square system (A + U*V')*X == B, where u and v are matrices with several columns, using the Sherman-Morrison-Woodbury formula, so that a system with a as left-hand side is actually solved. This is especially advantageous if a is diagonal, sparse, triangular or positive definite. a can be sparse or full, the other matrices are expected to be full. Instead of a matrix a, a user may alternatively provide a function solver that performs the left division operation.

Package: linear-algebra