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 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.
Series
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
Identifiers
URN: urn:nbn:se:su:diva-56392OAI: oai:DiVA.org:su-56392DiVA: diva2:410928
Available from: 2011-04-15 Created: 2011-04-15 Last updated: 2011-06-23Bibliographically approved

Open Access in DiVA

No full text

Other links

http://gauss.stat.su.se/rr/RR2009_1.pdf

Search in DiVA

By author/editor
von Rosen, Tatjana
By organisation
Department of Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 254 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