A note on the factorization of a matrix inverse

DOI10.1080/03610918.2011.563007MaRDI QIDQ3102866zbMATH OpenOpenAlexFDO

Authors Yihao Deng

Publication date 25 November 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.563007

zbMATH Keywords

autoregressive correlationcorrelation matrixdeterminantequicorrelated correlationinverse correlation matrixinverse LU decompositionLU decompositionMarkov correlation

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15) Factorization of matrices (15A23) Measures of association (correlation, canonical correlation, etc.) (62H20) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cites work

• Analysis of growth curves with patterned correlation matrices using quasi-least squares
• Analysis of Repeated Measures
• scientific article; zbMATH DE number 3516529 (Why is no real title available?)
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Longitudinal data analysis using generalized linear models
• Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures

Cited in

(4)

• A method of matrix inversion and factorization and its applications
• A note on factoring unitary matrices
• Factoring matrices into the product of two matrices
• Factorization of the elements of an inverse matrix

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