Gaussian elimination is stable for the inverse of a diagonally dominant matrix.
Alan GeorgeKhakim D. IkramovPublished in: Math. Comput. (2004)
Keyphrases
- orthogonal matrices
- square root
- jacobian matrix
- correlation matrix
- matrix inversion
- covariance matrices
- moore penrose
- doubly stochastic
- maximum likelihood
- density function
- marginal distributions
- singular values
- positive definite
- lie group
- similarity matrix
- feature selection
- covariance matrix
- gaussian mixture model
- least squares
- recommender systems
- pairwise