The demo program checks just A * Ainv. In a non-demo scenario, it'd be more thorough to also check Ainv * A. Wrapping Up Compared to other matrix inverse techniques, the Newton iteration algorithm is ...

Example 10.3: Kalman Filtering: Estimating an SSM Using the EM Algorithm This example estimates the normal SSM of the mink-muskrat data using the EM algorithm. The mink-muskrat series are detrended.

We propose and study a new iterative coordinate descent algorithm (QICD) for solving nonconvex penalized quantile regression in high dimension. By permitting different subsets of covariates to be ...

The Wikipedia article on matrix inverse lists 14 different algorithms, and each algorithm has multiple variations, and each variation has dozens of implementation alternatives. Four examples include 1 ...