A Note on the Factorization of a Matrix Inverse
DOI10.1080/03610918.2011.563007zbMath1241.15010MaRDI QIDQ3102866
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
determinant; correlation matrix; LU decomposition; inverse correlation matrix; autoregressive correlation; equicorrelated correlation; inverse LU decomposition; Markov correlation
62H20: Measures of association (correlation, canonical correlation, etc.)
15A23: Factorization of matrices
15A09: Theory of matrix inversion and generalized inverses
15A15: Determinants, permanents, traces, other special matrix functions
65F05: Direct numerical methods for linear systems and matrix inversion
Cites Work