Faster access than browser!
10 relations: Bayes estimator, Determinant, Identity matrix, Invertible matrix, James Joseph Sylvester, Matrix (mathematics), Matrix determinant lemma, Multivariate normal distribution, Random matrix, Woodbury matrix identity.
Bayes estimator
In estimation theory and decision theory, a Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value of a loss function (i.e., the posterior expected loss).
New!!: Sylvester's determinant identity and Bayes estimator · See more »
Determinant
In linear algebra, the determinant is a value that can be computed from the elements of a square matrix.
New!!: Sylvester's determinant identity and Determinant · See more »
Identity matrix
In linear algebra, the identity matrix, or sometimes ambiguously called a unit matrix, of size n is the n × n square matrix with ones on the main diagonal and zeros elsewhere.
New!!: Sylvester's determinant identity and Identity matrix · See more »
Invertible matrix
In linear algebra, an n-by-n square matrix A is called invertible (also nonsingular or nondegenerate) if there exists an n-by-n square matrix B such that where In denotes the n-by-n identity matrix and the multiplication used is ordinary matrix multiplication.
New!!: Sylvester's determinant identity and Invertible matrix · See more »
James Joseph Sylvester
James Joseph Sylvester FRS (3 September 1814 – 15 March 1897) was an English mathematician.
New!!: Sylvester's determinant identity and James Joseph Sylvester · See more »
Matrix (mathematics)
In mathematics, a matrix (plural: matrices) is a rectangular array of numbers, symbols, or expressions, arranged in rows and columns.
New!!: Sylvester's determinant identity and Matrix (mathematics) · See more »
Matrix determinant lemma
In mathematics, in particular linear algebra, the matrix determinant lemma computes the determinant of the sum of an invertible matrix A and the dyadic product, u vT, of a column vector u and a row vector vT.
New!!: Sylvester's determinant identity and Matrix determinant lemma · See more »
Multivariate normal distribution
In probability theory and statistics, the multivariate normal distribution or multivariate Gaussian distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions.
New!!: Sylvester's determinant identity and Multivariate normal distribution · See more »
Random matrix
In probability theory and mathematical physics, a random matrix is a matrix-valued random variable—that is, a matrix in which some or all elements are random variables.
New!!: Sylvester's determinant identity and Random matrix · See more »
Woodbury matrix identity
In mathematics (specifically linear algebra), the Woodbury matrix identity, named after Max A. Woodbury says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix.
New!!: Sylvester's determinant identity and Woodbury matrix identity · See more »
Redirects here:
Sylvester determinant theorem, Sylvester's determinant theorem.
References
[1] https://en.wikipedia.org/wiki/Sylvester's_determinant_identity
