If the source matrix is a covariance matrix, then using Cholesky decomposition is more efficient. The implementation of SVD-Jacobi matrix inverse presented in this article emphasizes simplicity and ...

VSM Senior Technical Editor Dr. James McCaffrey, of Microsoft Research, explains why inverting a matrix -- one of the more common tasks in data science and machine learning -- is difficult and ...

In this paper, the properties of the generalized inverse of an arbitrary incidence matrix are examined in connection with the properties of the network flows in the corresponding directed graph and a ...

The inverse of the correlation matrix, however, also has important interpretations. An exposition of some of the properties connected with the inverse of the correlation matrix is provided and its use ...