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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, 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
URN: urn:nbn:se:su:diva-49344DOI: 10.1080/03081081003718000ISI: 000290754300008OAI: diva2:377250
Available from: 2010-12-13 Created: 2010-12-13 Last updated: 2012-01-20Bibliographically approved

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von Rosen, Tatjana
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ReferencesLink to record
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