SOLVING (n×n) LINEAR EQUATIONS WITH PARAMETERS COVARIANCES

DOI10.1142/S0219876204000289MaRDI QIDQ5695035zbMATH OpenFDO

Authors Peerayuth Charnsethikul

Publication date 11 October 2005

Published in International Journal of Computational Methods (Search for Journal in Brave)

zbMATH Keywords

Cholesky factorizationcovariance matrixlinear equationshigher-order correlationsapplied optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cites work

• scientific article; zbMATH DE number 1082200 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• A computational procedure to estimate the stochastic dynamic response of large nonlinear FE-models.
• Basis random variables in finite element analysis
• Random field finite elements
• Sparse matrix techniques, Copenhagen 1976. Advanced course held at the Technical University of Denmark, Copenhagen, August 9-12, 1976
• Stochastic mechanics

Cited in

(4)

• Simultaneous equations with covariance restrictions
• Chapter 12: Solving Parameter Estimation Problems with SOCX
• From Bareiss' algorithm to the stable computation of partial correlations
• Solving (n×n) linear equations with parameters correlation by a first order approximation approach

Describes a project that uses

Uses Software

• Matlab

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