Calculating selected elements of the inverse of symmetric positive definite matrices

DOI10.1016/0167-9473(88)90092-8zbMath0715.65121OpenAlexW2085679558MaRDI QIDQ751790

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

statistical softwarecovariancesvariancescorrelations coefficientsFortran codesinverse of a symmetric positive definite matrix

Mathematics Subject Classification ID

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

Related Items (1)

Applied regression analysis bibliography update 1988-89

Uses Software

• LINPACK

Cites Work

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