On the Inverse of Certain Patterned Matrices with Kronecker Product Structures
2009 (English)Report (Other academic)
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
Inverse matrix, Kronecker product, sum of matrices, block matrix, covariance matrix
Probability Theory and Statistics
Research subject Mathematical Statistics
IdentifiersURN: urn:nbn:se:su:diva-56392OAI: oai:DiVA.org:su-56392DiVA: diva2:410928