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 ...
Seems like GE on a 2x2 matrix should be pretty darn fast.... especially if you use scalar * vector type operations.
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 ...