Visual Studio Magazine

Matrix Inverse Using Newton Iteration with C#

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 ...
Visual Studio Magazine

Matrix Inverse Using Cayley-Hamilton with C#

Dozens of machine learning algorithms require computing the inverse of a matrix. Computing a matrix inverse is conceptually easy, but implementation is one of the most challenging tasks in numerical ...
JSTOR Daily

Symbolic computation of the Moore-Penrose inverse using the LDL* decomposition of the polynomial matrix

Abstract.The full-rank LDL* decomposition of a polynomial Hermitian matrix is examined. Explicit formulae are given evaluating the coefficients of matrices 𝑙𝑖𝑗 and 𝑑𝑗𝑗. Also, a new method is ...
JSTOR Daily

On the Inverse of Some Covariance Matrices of Toeplitz Type

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 ...
Simon Fraser University

Inverse Correlation Matrix

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 ...