Sherman-Morrison Formula - Quant Trader Interview Question
Difficulty: Hard
Category: Linear Algebra & Machine Learning
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Topics: linear-algebra, matrix-inversion, sherman-morrison
Problem Description
You are given a matrix $A \in \mathbb{R}^{n \times n}$ which is invertible, and two vectors $u, v \in \mathbb{R}^n$. Determine the inverse of the matrix $(A + uv^T)$, assuming $(A + uv^T)$ is invertible. Express your answer in terms of $A^{-1}$, $u$, and $v$.
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