SOLVING (n×n) LINEAR EQUATIONS WITH PARAMETERS COVARIANCES

DOI10.1142/S0219876204000289zbMATH Open1081.65507MaRDI QIDQ5695035FDOQ5695035

Peerayuth Charnsethikul

Publication date: 11 October 2005

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

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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)

Cites Work

• Title not available (Why is that?)
• Stochastic mechanics
• Random field finite elements
• Title not available (Why is that?)
• A computational procedure to estimate the stochastic dynamic response of large nonlinear FE-models.
• Basis random variables in finite element analysis
• Sparse matrix techniques, Copenhagen 1976. Advanced course held at the Technical University of Denmark, Copenhagen, August 9-12, 1976

Cited In (3)

• From Bareiss' algorithm to the stable computation of partial correlations
• Simultaneous equations with covariance restrictions
• Chapter 12: Solving Parameter Estimation Problems with SOCX

Uses Software

• Matlab

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