COMPUTER ALGORITHMS SYMINV: AN ALGORITHM FOR THE INVERSION OF A POSITIVE DEFINITE MATRIX BY THE CHOLESKY DECOMPOSITION.
The article focuses on the SYMINV computer algorithm that inverts a symmetric positive definite matrix through the Cholesky decomposition. The FORTRAN IV computer language has been used to present a numerical analysis of the SYMINV computer algorithm. Significantly, computational formulas have been...
| Publicado en: | Econometrica Vol. 40; no. 5; pp. 961 - 963 |
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| Formato: | Artículo |
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Wiley-Blackwell
Sep72
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=hlh&AN=6857414&site=ehost-live header: @attributes: shortDbName: hlh uiTerm: 6857414 longDbName: Humanities International Complete uiTag: AN controlInfo: bkinfo: jinfo: jid: 00129682 ECN jtl: Econometrica issn: 00129682 maglogo: Y pubinfo: dt: Sep72 vid: 40 iid: 5 pid: 480 pub: Wiley-Blackwell artinfo: ui: 6857414 10.2307/1912094 ppf: 961 ppct: 2 formats: tig: atl: COMPUTER ALGORITHMS SYMINV: AN ALGORITHM FOR THE INVERSION OF A POSITIVE DEFINITE MATRIX BY THE CHOLESKY DECOMPOSITION. aug: au: Seaks, Terry affil: University of North Carolina, Greensboro su: Algorithms Computer programming Matrix inversion Matrices (Mathematics) Mathematical decomposition Generalized inverses of linear operators FORTRAN IV Programming languages Electronic data processing sug: subj: Algorithms Computer programming Matrix inversion Matrices (Mathematics) Mathematical decomposition Generalized inverses of linear operators FORTRAN IV Programming languages Electronic data processing ab: The article focuses on the SYMINV computer algorithm that inverts a symmetric positive definite matrix through the Cholesky decomposition. The FORTRAN IV computer language has been used to present a numerical analysis of the SYMINV computer algorithm. Significantly, computational formulas have been formulated. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: Y dt: @attributes: year: 1972 holdings: @attributes: islocal: N |
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