Nature

Generalized Inverse of a Singular Matrix

THE problem of ‘inverting’ singular matrices is by no means uncommon in statistical analysis. Rao 1 has shown in a lemma that a generalized inverse (g-inverse) always exists, although in the case of a ...
Nature

Drazin Inverses and Generalized Inverses in Banach Algebras

Drazin inverses and their modern generalisations constitute a pivotal area of operator theory within Banach algebras. These inverse concepts extend the classic notion of the matrix inverse to settings ...
JSTOR Daily

Mean-Variance Portfolio Selection with Either a Singular or Nonsingular Variance-Covariance Matrix

This is a preview. Log in through your library . Journal Information The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and ...
Simon Fraser University

Inverse Correlation Matrix

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 ...