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 ...

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 ...

In the paper, the authors establish two identities to express higher order derivatives and integer powers of the generating function of the Chebyshev polynomials of the second kind in terms of integer ...

A symbolic formula is given for the square-root-free Cholesky decomposition of the variance-covariance matrix of the multinomial distribution. The evaluation of the symbolic Cholesky factors requires ...