Stabilité de la matrice inverse d'une matrice symétrique définie positive

DOI10.1016/S0764-4442(97)83940-7zbMATH Open0893.65015MaRDI QIDQ4355255FDOQ4355255

Authors: Thierry Foucart 

Publication date: 2 August 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

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zbMATH Keywords

multiple linear regressionstabilityinverse matrixpositive definite symmetric matrixnumerical matrix inversion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05)

Cited In (2)

• Stability of the inverse correlation matrix. Partial ridge regression
• Title not available (Why is that?)

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