Calculating selected elements of the inverse of symmetric positive definite matrices

DOI10.1016/0167-9473(88)90092-8MaRDI QIDQ751790zbMATH OpenOpenAlexFDO

Authors James R. Bunch

Publication date 1988

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(88)90092-8

zbMATH Keywords

correlations coefficientscovariancesFortran codesinverse of a symmetric positive definite matrixstatistical softwarevariances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05)

Recommendations

• The inverse of a partitioned positive-definxte symmetric matrix
• scientific article; zbMATH DE number 839300
• scientific article; zbMATH DE number 4113845
• Inversion of Covariance Matrices: Explicit Formulae
• scientific article; zbMATH DE number 4215254

Cited in

(4)

• Applied regression analysis bibliography update 1988-89
• The inverse of a partitioned positive-definxte symmetric matrix
• Inversion of Covariance Matrices: Explicit Formulae
• A General Algorithm to Calculate the Inverse Principal p-th Root of Symmetric Positive Definite Matrices

Describes a project that uses

Uses Software

• LINPACK

This page was built for publication: Calculating selected elements of the inverse of symmetric positive definite matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q751790)