Dozens of machine learning algorithms require computing the inverse of a matrix. Computing a matrix inverse is conceptually easy, but implementation is one of the most difficult tasks in numerical ...

Random walks serve as fundamental models in the study of stochastic processes, simulating phenomena ranging from molecular diffusion to queuing networks and financial systems. Their inherent ...

Taiwanese Journal of Mathematics, Vol. 10, No. 5 (September 2006), pp. 1329-1344 (16 pages) Consider the nonlinear matrix equation X + A* X⁻² A = I, where A is an n × n complex matrix, I the identity ...

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