skfolio.utils.stats.inverse_multiply#
- skfolio.utils.stats.inverse_multiply(a, b)[source]#
Multiply the inverse of matrix a by matrix b. We use np.linalg.solve as it tends to produce more accurate results than np.linalg.inv.
- Parameters:
- andarray of shape (n, n)
Square matrix.
- bndarray of shape (n, m)
Matrix.
- Returns:
- mndarray of shape (n, m)
The inverse of matrix a multiplied by matrix b.