Properties of the Inverse of the Gaussian Matrix

DOI10.1137/0612039MaRDI QIDQ3361011zbMATH OpenOpenAlexFDO

Authors M. J. C. Gover

Publication date 1991

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0612039

zbMATH Keywords

Gaussian covariance functionGaussian matrixinverserecurrence formulaeToeplitz matrixTrench algorithm

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Analysis of variance and covariance (ANOVA) (62J10) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cited in

(2)

• scientific article; zbMATH DE number 946660 (Why is no real title available?)
• Inversion of infinite Gaussian matrices

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