Erratum: Inverting a Sum of Matrices

DOI10.1137/1032080MaRDI QIDQ3486740zbMATH OpenOpenAlexFDO

Authors George Casella, W. W. Piegorsch

Publication date 1990

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1032080

zbMATH Keywords

condition of a matrixCorrectionill-conditioned matrixlinear regressionmethod of diagonal incrementationnonlinear least squarepreconditioningridge regression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic methods, stochastic differential equations (65C99) Iterative numerical methods for linear systems (65F10)

Cited in

(2)

• Some properties of the permanent of (1, -1)-matrices
• Random walk with restart: fast solutions and applications

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