The factorability of symmetric matrices and some implications for statistical linear models

Linear Algebra and Its Applications

Volumn 335, Issue 1-3, 2001, Pages 63-80

  Smith, S P ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Cholesky decomposition; Indefinite matrix; Interior point methodology; Linear state space models; Restricted maximum likelihood; Symmetric elimination

Indexed keywords

EID: 0035885367     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(00)00238-X     Document Type: Article

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