If the source matrix is a covariance matrix, then using Cholesky decomposition is efficient. The implementation of QR-Householder matrix inverse presented in this article emphasizes simplicity and ...

The inverse of the correlation matrix, however, also has important interpretations. An exposition of some of the properties connected with the inverse of the correlation matrix is provided and its use ...

If the source matrix is a covariance matrix, then using Cholesky decomposition is more efficient. The implementation of SVD-Jacobi matrix inverse presented in this article emphasizes simplicity and ...