By James McCaffrey 02/01/2024 Get Code Download 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 ...

where square-matrix is a square numeric matrix. The VECDIAG function creates a column vector whose elements are the main diagonal elements of square-matrix. For example, the statements ...

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...

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 is the n-by-n Identity matrix (1s on the upper-left to lower-right main diagonal, 0s off the ...