Pratique des Biostatistiques
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 Dernière modification: 19 décembre 2011

Matrice inverse

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  • strict warning: Non-static method view::load() should not be called statically in /home/iamin/www/umdb/biostats/sites/default/modules/views/views.module on line 906.

La matrice inverse de A, matrice carrée, est notée A-1 et joue dans le produit matriciel le même rôle que l’unité dans l’inverse entre scalaires :

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Certaines matrices, dites singulières, ne peuvent pas s’inverser. C'est le cas des matrices dont une ligne ou colonne est une combinaison linéaire d’une autre.

Il existe une matrice A+ inverse généralisée, ou pseudo-inverse, de A non carrée et/ou singulière telle que TeX Embedding failed! bien que TeX Embedding failed!

Le calcul de la matrice inverse généralisée est lié à la diagonalisation de la matrice, vue dans le module consacré aux valeurs propres.