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 ...

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 ...

The Sherman--Morrison--Woodbury formulas relate the inverse of a matrix after a small-rank perturbation to the inverse of the original matrix. The history of these formulas is presented and various ...

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 ...

Rao1 has shown in a lemma that a generalized inverse (g-inverse) always exists, although in the case of a singular matrix it may not be unique.