Paper VIII visual guide · Visual 10 of 32 · WOODBURY WITH BOTH INVERTIBILITY CHECKS

A large inverse, a small denominator

Traditional p. 18 / Theorem 5.3, Corollary 5.4.

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For the running operator, each diagonal block has inverse \(\frac18{\begin{pmatrix}3&-1\\-1&3\end{pmatrix}}\). Hence \(D^{-1}u=u/4\) and

\[ S=1+u^TD^{-1}u=\frac52. \]

The Woodbury identity reduces the entire inverse to

\[ A^{-1}=D^{-1}-D^{-1}uS^{-1}u^TD^{-1} =D^{-1}-\frac1{40}uu^T. \]
An inverse represented through a small correction
Original drawing. Read the description below; expand the labels and data for selectable text.

Reading the drawing

The supplied inverse conditions and thin factors identify the small system that remains. The diagram does not assert that every low-rank update is invertible.

Drawing labels and data 14 labels

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  • one block of \(D^{-1}\)
Drawing grid 1 · rows top to bottom, columns left to right
Row / columnColumn 1Column 2
Row 1\(\frac{3}{8}\)\(- \frac{1}{8}\)
Row 2\(- \frac{1}{8}\)\(\frac{3}{8}\)
  • \(D^{-1}u=\tfrac14 u\)
  • \(S=1+u^TD^{-1}u=\tfrac52\)
  • \(A^{-1}=D^{-1}-\tfrac1{40}uu^T\)
  • \(I-e_1e_1^T\)
Drawing grid 2 · rows top to bottom, columns left to right
Row / columnColumn 1Column 2
Row 1\(0\)\(0\)
Row 2\(0\)\(1\)

invertible \(D\)
singular update

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Two hypotheses, not one

Invertibility of \(D\) alone does not suffice. For \(D=I_2\), \(u=e_1\), and \(v=-e_1\), the update is \({\operatorname{diag}}(0,1)\). The small matrix \(S\) is zero, exactly where the correction formula would require an invalid division.

For the running model, the checker multiplies the proposed inverse by \(A\) in both orders and obtains the identity. It also checks the determinant relation \(\det A=\det D\det S\). These tests verify the actual factors and sign of the correction, not just a numerical solve residual.

Conditioning survives the reduction

A small \(S\) can still be ill-conditioned. Reducing its dimension does not bound \(\|S^{-1}\|\). The manuscript's inverse estimate keeps that term explicit, along with the norms of \(D^{-1}u\) and \(v^TD^{-1}\).

Read this as

The hidden coupling has not vanished. Its solvability and sensitivity are concentrated in a smaller operator that still has to be invertible and numerically controlled.

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