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 ...

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 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 ...

The Data Science Lab 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 ...

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.