Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of computing a matrix inverse using the Newton iteration algorithm. Compared to other algorithms, Newton ...

The l₂ normalized inverse, shifted inverse, and Rayleigh quotient iterations are classic algorithms for approximating an eigenvector of a symmetric matrix. This work establishes rigorously that each ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...

This is a preview. Log in through your library . Abstract In this paper, we focus on the stochastic inverse eigenvalue problem of reconstructing a stochastic matrix from the prescribed spectrum. We ...

Introduces linear algebra and matrices, with an emphasis on applications, including methods to solve systems of linear algebraic and linear ordinary differential equations. Discusses computational ...