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The numerator gives the number of ways to select a sequence of k distinct objects, retaining the order of selection, from a set of n objects. The denominator counts the number of distinct sequences that define the same k-combination when order is disregarded. This formula can also be stated in a recursive form.
In the mathematical field of graph theory, Kirchhoff's theorem or Kirchhoff's matrix tree theorem named after Gustav Kirchhoff is a theorem about the number of spanning trees in a graph, showing that this number can be computed in polynomial time from the determinant of a submatrix of the graph's Laplacian matrix; specifically, the number is equal to any cofactor of the Laplacian matrix.
In linear algebra, a minor of a matrix A is the determinant of some smaller square matrix generated from A by removing one or more of its rows and columns. Minors obtained by removing just one row and one column from square matrices (first minors) are required for calculating matrix cofactors, which are useful for computing both the determinant and inverse of square matrices.
In linear algebra, the adjugate or classical adjoint of a square matrix A, adj(A), is the transpose of its cofactor matrix. [1] [2] It is occasionally known as adjunct matrix, [3] [4] or "adjoint", [5] though that normally refers to a different concept, the adjoint operator which for a matrix is the conjugate transpose.
In linear algebra, the Laplace expansion, named after Pierre-Simon Laplace, also called cofactor expansion, is an expression of the determinant of an n × n-matrix B as a weighted sum of minors, which are the determinants of some (n − 1) × (n − 1)-submatrices of B.
It was a cosmetic redesign for 1996 model, with design theme found in 2004 BA II PLUS Professional financial calculator and 2003 TI-1706SV arithmetic calculator. TI-36X II (1999) (2-Line Displays) [ edit ]
Throughout this article, boldfaced unsubscripted and are used to refer to random vectors, and Roman subscripted and are used to refer to scalar random variables.. If the entries in the column vector = (,, …,) are random variables, each with finite variance and expected value, then the covariance matrix is the matrix whose (,) entry is the covariance [1]: 177 ...
Writing the transpose of the matrix of cofactors, known as an adjugate matrix, may also be an efficient way to calculate the inverse of small matrices, but the recursive method is inefficient for large matrices. To determine the inverse, we calculate a matrix of cofactors:
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