THE problem of ‘inverting’ singular matrices is by no means uncommon in statistical analysis. Rao 1 has shown in a lemma that a generalized inverse (g-inverse) always exists, although in the case of a ...

Some years ago the author defined a pseudo inverse of a singular matrix and used it in representing a solution of normal equations and for obtaining variances and covariances of estimates in the ...

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 ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...