A symmetric version of WoodburyMatrices
using SymWoodburyMatrices
A = eye(4); B = ones(4,1); D = eye(1,1); b = ones(4,1)
# M = A + BDBᵀ
M = SymWoodbury(A, B, D)It can be used like a normal matrix
julia> M*b
4x1 Array{Float64,2}:
5.0
5.0
5.0
5.0
julia> M\b
4x1 Array{Float64,2}:
0.2
0.2
0.2
0.2
etc.