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Sherman-Morrison-Woodbury for Determinants

Posted on June 5, 2025 By MathFish No Comments on Sherman-Morrison-Woodbury for Determinants
Continental Shelf, Linear Algebra

The Sherman-Morrison-Woodbury formula expresses the inverse of an “update” to a matrix $A$ in terms of $A^{-1}$ and the factors of the update:

$$\displaystyle (A + UCV)^{-1} = A^{-1} – A^{-1} U\left( C^{-1} + VA^{-1}U \right)^{-1}VA^{-1} $$

where $A$ and $C$ are invertible square matrices and $U$ and $V$ have dimensions such that $UCV$ has the same dimensions as $A$. Let’s say we don’t actually want the inverse of $A+UCV$, only its determinant.

Let $M$ be the block matrix:

$$\displaystyle M = \begin{bmatrix} I & CV \\ -U & A \end{bmatrix} $$

We can perform block Gaussian elimination, adding $U$ times the first row to the second row, to produce an upper triangular matrix $M_1$:

$$\displaystyle M_1 = \begin{bmatrix} I & CV \\ 0 & A + UCV \end{bmatrix} $$

Or by subtracting $CVA^{-1}$ times the second row from the first to get a lower triangular matrix $M_2$:

$$\displaystyle M_2 = \begin{bmatrix} I + CVA^{-1}U & 0 \\ -U & A \end{bmatrix} $$

Since adding adding linear combinations of rows to other rows of a matrix does not change its determinant, the determinants of these three matrices are equal:

$$\displaystyle \det(M) = \det(M_1) = \det(M_2) $$

Since $M_1$ and $M_2$ are block triangular, their determinants can be read off from the diagonal blocks:

$$\displaystyle \begin{aligned} \det(M_1) &= \det(A + UCV) \\ \det(M_2) &= \det(I + CVA^{-1}U) \det(A) \end{aligned} $$

So we get what we were after:

$$\displaystyle \det(A + UCV) = \det(A) \det(I + CVA^{-1}U) $$

We didn’t really need the $C$ matrix, but retained it in order to match the form of the Sherman-Morrison-Woodbury formula. But note that for our determinant formula we do not need $C$ to be invertible which is necessary for Sherman-Morrison-Woodbury.

We get an interesting special case by letting $A = I$ and $C = I$:

$$\displaystyle \det(I + UV) = \det(I + VU) $$

This is known as the Weinstein-Aronszajn identity.

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