Matrix Inversion
Understand the concept of matrix inversion, its mathematical definition, and how to compute inverses in R using the solve() function. Explore coding the inversion algorithm using the adjugate method in C++ with Rcpp implementations. Compare results with RcppArmadillo and RcppEigen libraries to verify matrix inversions.
Inverse definition
An square matrix is called invertible (also nonsingular or nondegenerate) if there exists an square matrix such that:
-
Here, ...