On the inverse of certain patterned sums of matrices with Kronecker product structures
2011 (English)In: Linear and multilinear algebra, ISSN 0308-1087, Vol. 59, no 5, 595-606 p.Article in journal (Refereed) Published
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.
Inverse matrix, Kronecker product, sum of matrices, block matrix, covariance matrix
Mathematics Probability Theory and Statistics
Research subject Mathematics; Mathematical Statistics
IdentifiersURN: urn:nbn:se:su:diva-49344DOI: 10.1080/03081081003718000ISI: 000290754300008OAI: oai:DiVA.org:su-49344DiVA: diva2:377250