Matrices with banded inverses: inversion algorithms and factorization of Gauss-Markov processes (Q4501738)
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scientific article; zbMATH DE number 1503441
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| English | Matrices with banded inverses: inversion algorithms and factorization of Gauss-Markov processes |
scientific article; zbMATH DE number 1503441 |
Statements
Matrices with banded inverses: inversion algorithms and factorization of Gauss-Markov processes (English)
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7 September 2000
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matrix inversion
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banded matrix
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Cholesky decomposition
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Gauss-Markov processes
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inhomogeneous autoregressive processes
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Kullback-Leibler distance
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\(L\)-band complement
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maximum-entropy method
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potential matrix
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tridiagonal matrix
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Hadamard product
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nested inversion algorithm
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covariance matrix
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0.8008198142051697
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0.7566843628883362
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0.7420748472213745
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