Seems like GE on a 2x2 matrix should be pretty darn fast.... especially if you use scalar * vector type operations.
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 ...
Abstract. In this paper, we present the explicit expression for the group inverse of the sum of two matrices. As an application, the explicit expression for the group ...
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