2.26 ( ) A very useful result from linear algebra is the Woodbury matrix inversion formula given...

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2.26 ( ) A very useful result from linear algebra is the Woodbury matrix inversion formula given by

(A + BCD)−1 = A−1 − A−1B(C−1 + DA−1B)−1DA−1. (2.289)

By multiplying both sides by (A + BCD) prove the correctness of this result.

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