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 ...

Computationally stable decompositions for skew-symmetric matrices, which take advantage of the skew-symmetry in order to halve the work and storage, are presented for solving linear systems of ...

Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 38, No. 4 (Oct., 1976), pp. 400-403 (4 pages) A theorem involving the decomposition of an idempotent matrix into the sum of one or ...