Computing the inverse of a matrix is one of the most important operations in machine learning. If some matrix A has shape n-by-n, then its inverse matrix Ai is n-by-n and the matrix product of Ai * A ...
The present paper is concerned with the solution of the coupled generalized Sylvester-transpose matrix equations { A 1 X B 1 + C 1 X D 1 + E 1 X T F 1 = M 1 , A 2 X B 2 + C 2 X D 2 + E 2 X T F 2 = M 2 ...
A symbolic formula is given for the square-root-free Cholesky decomposition of the variance-covariance matrix of the multinomial distribution. The evaluation of the symbolic Cholesky factors requires ...