Dozens of machine learning algorithms require computing the inverse of a matrix. Computing a matrix inverse is conceptually easy, but implementation is one of the most difficult tasks in numerical ...
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 A quasi-Newton algorithm is presented which employs an initial factorization of the approximate Jacobian matrix. The method then updates the ...