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Table of Contents Math Background Matrices Matrix Inversion  
See also: identity matrix, pseudoinverse matrix 
Matrix inversion plays a major role in many multivariate techniques. While
the inverse of a matrix is defined only for quadratic matrices, the concept of
matrix inversion can also be extended to rectangular matrices by introducing the
pseudoinverse of a matrix.
Inverse Matrix  Given a square matrix A, the inverse matrix X is defined
by the following equation:

Please note that (AB)^{1} is
not equal to A^{1}B^{1}, but rather to B^{1}A^{1}. The inverse
of a matrix may be calculated using several algorithms, one of them being the Gauss Jordan algorithm.
since
Last Update: 2005Jän25