THE HADAMARD PRODUCT OF 2 BROWNIAN MATRICES - ANALYTIC INVERSE AND DETERMINANT

The explicit inverse and determinant of a class of matrices is given. The class is the Hadamard product of two already known classes. Its elements are defined by 3n - 1 parameters, analytical expressions of which compose the Hessenberg form inverse. These expressions enable a recursive formula to be obtained, which gives the inverse in O(n(2)) multiplications/divisions and O(n) additions/subtractions.