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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 ...
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 ...
The properties of the maximum likelihood estimate of the parameter of a first-order moving-average model, depend on the inverse of a symmetric tridiagonal matrix. Hitherto, approximate expressions for ...