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- Title
COMPUTER ALGORITHMS SYMINV: AN ALGORITHM FOR THE INVERSION OF A POSITIVE DEFINITE MATRIX BY THE CHOLESKY DECOMPOSITION.
- Authors
Seaks, Terry
- Abstract
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.
- Subjects
COMPUTER algorithms; COMPUTER programming; MATRIX inversion; MATRICES (Mathematics); MATHEMATICAL decomposition; GENERALIZED inverses of linear operators; FORTRAN IV; PROGRAMMING languages; ELECTRONIC data processing
- Publication
Econometrica, 1972, Vol 40, Issue 5, p961
- ISSN
0012-9682
- Publication type
Article
- DOI
10.2307/1912094