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 ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...

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 ...

In the paper, the authors establish two identities to express higher order derivatives and integer powers of the generating function of the Chebyshev polynomials of the second kind in terms of integer ...

THE problem of ‘inverting’ singular matrices is by no means uncommon in statistical analysis. Rao 1 has shown in a lemma that a generalized inverse (g-inverse) always exists, although in the case of a ...

We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization, and its adaptive version, for achieving sparsity when estimating the dimensions of a central subspace ...