Approximating the inverse of a symmetric positive definite matrix

Linear Algebra and Its Applications

Volumn 281, Issue 1-3, 1998, Pages 97-103

  Simons, Gordon ^a   Yao, Yi Ching ^b  

^a The University of North Carolina at Chapel Hill   (United States)

^b INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042137190     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(98)10038-1     Document Type: Article

References (5)

1. R.A. Horn, C.R. Johnson, Topics in Matrix Analysis, Cambridge University Press, New York, 1991.
2. G. Simons, Y.-C. Yao, A large sample study of the Bradley-Terry model for paired comparisons, in preparation.
3. G.H. Golub, Z. Strakoš, Estimates in quadratic formulas, Numer. Algorithms 8 (1994) 241-268.
4. G. Meurant, A review of the inverse of symmetric tridiagonal and block tridiagonal matrices, SIAM J. Matrix Anal. Appl. 13 (1992) 707-728.
5. P.D. Robinson, A.J. Wathen, Variational bounds on the entries of the inverse of a matrix, IMA J. Numer. Anal. 12 (1992) 463-486.