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A Fast Algorithm for Solving Henderson's Mixed Model Equation - MaRDI portal

A Fast Algorithm for Solving Henderson's Mixed Model Equation

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Publication:147182

DOI10.48550/ARXIV.1710.09663arXiv1710.09663MaRDI QIDQ147182

Jiwoong Kim

Publication date: 26 October 2017

Abstract: This article investigates a fast and stable method to solve Henderson's mixed model equation. The proposed algorithm is stable in that it avoids inverting a matrix of a large dimension and hence is free from the curse of dimensionality. This tactic is enabled through row operations performed on the design matrix.







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