Differentiation of the cholesky algorithm

Journal of Computational and Graphical Statistics

Volumn 4, Issue 2, 1995, Pages 134-147

  Smith, S P ^a  

^a Technology Inc   (United States)

Author keywords

Backward differentiation; Determinant; Forward differentiation; Recursion; Restricted maximum likelihood; Sparse matrix; Variance components

Indexed keywords

EID: 84890895990     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.1995.10474671     Document Type: Article

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