The factorability of symmetric matrices and some implications for statistical linear models
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Publication:5947458
DOI10.1016/S0024-3795(00)00238-XzbMath0987.15006MaRDI QIDQ5947458
Publication date: 2 January 2002
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Cholesky factorizationnumerical stabilityrecursive least squaresKalman filteringlinear statistical modelssymmetric indefinite matrix
Factorization of matrices (15A23) Generalized linear models (logistic models) (62J12) Direct numerical methods for linear systems and matrix inversion (65F05)
Uses Software
Cites Work
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