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Inverse Matrices

In: Matrix Algebra From a Statistician’s Perspective

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  • David A. Harville

    (IBM T.J. Watson Research Center, Mathematical Sciences Department)

Abstract

Corresponding to any nonsingular matrix is another nonsingular matrix that is referred to as the inverse of the first matrix. Inverse matrices are introduced and defined in Section 8.1 and are discussed in the subsequent sections of this chapter. Inverse matrices are of interest because there is a close relationship between the solution to a linear system having a nonsingular coefficient matrix and the inverse of the coefficient matrix—this relationship is described in Section 8.2a. Moreover, there are many situations in statistics and in other disciplines that give rise to inverse matrices that are of interest in their own right.

Suggested Citation

  • David A. Harville, 1997. "Inverse Matrices," Springer Books, in: Matrix Algebra From a Statistician’s Perspective, chapter 8, pages 79-105, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-22677-4_8
    DOI: 10.1007/0-387-22677-X_8
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