Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of computing a matrix inverse using the Newton iteration algorithm. Compared to other algorithms, Newton ...
The results on the inversion of convolution operators as well as Toeplitz (and block Toeplitz) matrices in the 1-D (one-dimensional) case are classical and have numerous applications. We consider the ...
A matrix is said to be of Toeplitz type if it has equal elements along diagonals. These matrices, with the additional property of symmetry, arise frequently in statistical work, as covariance matrices ...
For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...