tf_agents.bandits.policies.linalg.simplified_woodbury_update

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Returns w such that inverse(a + u.T.dot(u)) = a_inv + w.

Makes use of the Woodbury matrix identity. See https://en.wikipedia.org/wiki/Woodbury_matrix_identity

a_inv an invertible SYMMETRIC Tensor of shape [m, m].
u a Tensor of shape [n, m].

A Tensor w of shape [m, m] such that inverse(a + u.T.dot(u)) = a_inv + w.

ValueError if a_inv is not square or a_inv and u have incompatible shapes.