Order-recursive factorization of the pseudoinverse of a covariance matrix (Q5202139)
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scientific article; zbMATH DE number 4193601
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| English | Order-recursive factorization of the pseudoinverse of a covariance matrix |
scientific article; zbMATH DE number 4193601 |
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Order-recursive factorization of the pseudoinverse of a covariance matrix (English)
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1990
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order-recursive method
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square root factor
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covariance matrix
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Computational algorithms
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0.786181628704071
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0.7662475109100342
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0.7567046284675598
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