Visual Studio Magazine

Matrix Inverse from Scratch Using SVD Decomposition with C#

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 ...
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 ...
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

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 ...