When a correlation matrix is singular (less than full rank), some variables are linear functions of other variables, and a g2 inverse for the matrix is displayed. The g2 inverse depends on the order ...

For example, a matrix that has a pair of identical rows, or a pair of identical columns, does not have a matrix. In such cases the demo implementation will not fail, but instead the demo inverse ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of computing a matrix inverse using the Cayley-Hamilton technique. Compared to other matrix inverse algorithms, ...

Adi Raveh, On the Use of the Inverse of the Correlation Matrix in Multivariate Data Analysis, The American Statistician, Vol. 39, No. 1 (Feb., 1985), pp. 39-42 ...