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 from Scratch Using QR Decomposition with C#

Dr. James McCaffrey of Microsoft Research guides you through a full-code, step-by-step tutorial on "one of the most important operations in machine learning." Computing the inverse of a matrix is one ...
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 ...
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 ...
JSTOR Daily

On a Relationship between the Inverse of a Stationary Covariance Matrix and the Linear Interpolator

Journal of Applied Probability, Vol. 27, No. 1 (Mar., 1990), pp. 156-170 (15 pages) Let Xt be a discrete-time multivariate stationary process possessing an infinite autoregressive representation and ...