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|Table of Contents Math Background Matrices Matrix Inversion|
|See also: identity matrix, pseudo-inverse 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
pseudo-inverse 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-1B-1, but rather to B-1A-1. The inverse
of a matrix may be calculated using several algorithms, one of them being the Gauss Jordan algorithm.
Last Update: 2005-Jšn-25