Computing the inverse of a matrix is one of the most important operations in machine learning. If some matrix A has shape n-by-n, then its inverse matrix Ai is n-by-n and the matrix product of Ai * A ...

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 ...

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 ...

We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization, and its adaptive version, for achieving sparsity when estimating the dimensions of a central subspace ...