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, ...