Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
On the inverse of certain patterned sums of matrices with Kronecker product structures
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2011 (English)In: Linear and multilinear algebra, ISSN 0308-1087, E-ISSN 1563-5139, Vol. 59, no 5, 595-606 p.Article in journal (Refereed) Published
Abstract [en]

In this article, we derive explicit expressions for the entries of the inverse of a patterned matrix that is a sum of Kronecker products. This matrix keeps the Kronecker structure under matrix inversion, and it is used, for example, in statistics, in particular in the linear mixed model analysis. The obtained results present new and extended existing algorithms for the inversion of the considered patterned matrices. We also obtain a closed-form inverse in terms of block matrices.

Place, publisher, year, edition, pages
2011. Vol. 59, no 5, 595-606 p.
Keyword [en]
Inverse matrix, Kronecker product, sum of matrices, block matrix, covariance matrix
National Category
Mathematics Probability Theory and Statistics
Research subject
Mathematics; Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-49344DOI: 10.1080/03081081003718000ISI: 000290754300008OAI: oai:DiVA.org:su-49344DiVA: diva2:377250
Available from: 2010-12-13 Created: 2010-12-13 Last updated: 2017-12-11Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
von Rosen, Tatjana
By organisation
Department of Statistics
In the same journal
Linear and multilinear algebra
MathematicsProbability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 771 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf