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On the Inverse of Certain Patterned Matrices with Kronecker Product Structures
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2009 (English)Report (Other academic)
Abstract [en]

In this paper we derive explicit expressions for the entries of the inverse of a patternedmatrix that is a sum of Kronecker products. This matrix keeps the Kronecker structure under matrixinversion. We also obtain a closed form inverse in terms of block matrices.

Place, publisher, year, edition, pages
Stockholm: Department of Statistics, Stockholm University , 2009. , 10 p.
Research Report / Department of Statistics, Stockholm University, ISSN 0280-7564 ; 1
Keyword [en]
Inverse matrix, Kronecker product, sum of matrices, block matrix, covariance matrix
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
URN: urn:nbn:se:su:diva-56392OAI: diva2:410928
Available from: 2011-04-15 Created: 2011-04-15 Last updated: 2011-06-23Bibliographically approved

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von Rosen, Tatjana
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Department of Statistics
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ReferencesLink to record
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