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.