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Although an explicit inverse is not necessary to estimate the vector of unknowns, it is the easiest way to estimate their accuracy, found in the diagonal of a matrix inverse (the posterior covariance matrix of the vector of unknowns). However, faster algorithms to compute only the diagonal entries of a matrix inverse are known in many cases. [19]
In mathematics, a matrix (pl.: matrices) is a rectangular array or table of numbers, ... For example, calculating the inverse of a matrix via Laplace expansion ...
In mathematics, and in particular linear algebra, the Moore–Penrose inverse + of a matrix , often called the pseudoinverse, is the most widely known generalization of the inverse matrix. [1] It was independently described by E. H. Moore in 1920, [2] Arne Bjerhammar in 1951, [3] and Roger Penrose in 1955. [4]
The inverse function theorem can be generalized to functions of several variables. Specifically, a continuously differentiable multivariable function f : R n → R n is invertible in a neighborhood of a point p as long as the Jacobian matrix of f at p is invertible. In this case, the Jacobian of f −1 at f(p) is the matrix inverse of the ...
A square matrix having a multiplicative inverse, that is, a matrix B such that AB = BA = I. Invertible matrices form the general linear group. Involutory matrix: A square matrix which is its own inverse, i.e., AA = I. Signature matrices, Householder matrices (Also known as 'reflection matrices' to reflect a point about a plane or line) have ...
In mathematics, an involutory matrix is a square matrix that is its own inverse. That is, multiplication by the matrix A n × n {\displaystyle {\mathbf {A}}_{n\times n}} is an involution if and only if A 2 = I , {\displaystyle {\mathbf {A}}^{2}={\mathbf {I}},} where I {\displaystyle {\mathbf {I}}} is the n × n {\displaystyle n\times n ...
In mathematics, and in particular, algebra, a generalized inverse (or, g-inverse) of an element x is an element y that has some properties of an inverse element but not necessarily all of them. The purpose of constructing a generalized inverse of a matrix is to obtain a matrix that can serve as an inverse in some sense for a wider class of ...
Inverse element; Inverse function, a function that "reverses" another function Generalized inverse, a matrix that has some properties of the inverse matrix but not necessarily all of them; Multiplicative inverse (reciprocal), a number which when multiplied by a given number yields the multiplicative identity, 1 Inverse matrix of an Invertible ...