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LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS

LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS

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•Answer: Sherman-Morrison-Woodbury formula. Sherman, J.; Morrison, W. J. (1949). "Adjustment of an Inverse Matrix Corresponding to Changes in the Elements of a Given Column or a Given Row of the Original Matrix (abstract)". Annals of Mathematical Statistics 20: 621.

  Woodbury

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