ANOVA Model Fitting via Sparse Matrix Computations: A Fast Direct Method

DOI10.1137/0910006MaRDI QIDQ3816907zbMATH OpenOpenAlexFDO

Authors George Ostrouchov

Publication date 1989

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0910006

zbMATH Keywords

fittingGivens factorizationGivens rotationsleast-squares problemNumerical testssparse least squares

Mathematics Subject Classification ID

Vector spaces, linear dependence, rank, lineability (15A03) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for sparse matrices (65F50)

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Cited in

(2)

• A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models
• Interactions in the analysis of variance

Describes a project that uses

Uses Software

• SPARSPAK

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