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An Iterative Block Matrix Inversion (IBMI) Algorithm for Symmetric Positive Definite Matrices with Applications to Covariance Matrices

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Paterson, Ann, Pestana, Jennifer, Dolean, Victorita
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Numerical Analysis Statistics Theory 65F05 (Primary) 15A09 (Secondary) G.1.3
Accesso online:	Acceder al recurso
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