Dozens of machine learning algorithms require computing the inverse of a matrix. Computing a matrix inverse is conceptually easy, but implementation is one of the most difficult tasks in numerical ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of computing a matrix inverse using the Cayley-Hamilton technique. Compared to other matrix inverse algorithms, ...

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 ...

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 ...