Erratum: Inverting a Sum of Matrices

DOI10.1137/1032080zbMATH Open0706.65027OpenAlexW2065582930MaRDI QIDQ3486740FDOQ3486740

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

ridge regressionlinear regressionpreconditioningill-conditioned matrixnonlinear least squareCorrectioncondition of a matrixmethod of diagonal incrementation

Mathematics Subject Classification ID

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