Dr. James McCaffrey of Microsoft Research guides you through a full-code, step-by-step tutorial on "one of the most important operations in machine learning." Computing the inverse of a matrix is one ...

For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...

It is well known that the correlation matrix has a central role in the analysis of multivariate data. The inverse of the correlation matrix, however, also has important interpretations. An exposition ...