Update Inverse Matrix

Version (2.84 KB) by Yi Cao
update inverse of matrix after appending or reducing one coulmn and one row.
Updated 19 Feb 2008

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Inverse calculation is expensive. However, if updating the inverse of a matrix appending or reducing one coulm and one row can be performed much fast. This package includes two small tools, invupdateapp and invupdatered, to update inverse much faster than directly calculation of the inverse. It is based on the block matrix formular. Other rank 1 update functions in MATLAB are qrupdate and cholupdate.

Both functions have been updated to improve performance and functionality.

Cite As

Yi Cao (2024). Update Inverse Matrix (https://www.mathworks.com/matlabcentral/fileexchange/18063-update-inverse-matrix), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes

update description