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...

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Detalles Bibliográficos
Publicado en:	Econometrica Vol. 40; no. 5; pp. 961 - 963
Autor principal:	Seaks, Terry
Formato:	Artículo
Publicado:	Wiley-Blackwell Sep72
Materias:	Algorithms Computer programming Matrix inversion Matrices (Mathematics) Mathematical decomposition Generalized inverses of linear operators FORTRAN IV Programming languages Electronic data processing
Acceso en línea:	Ver este registro en EBSCOhost

Descripción
Sumario:	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.