SYMINV: An Algorithm for the Inversion of a Positive...

Econometrica 1972 / 09 Vol. 40; Iss. 5

SYMINV: An Algorithm for the Inversion of a Positive Definite Matrix by the Cholesky Decomposition

Terry Seaks
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Volume:
40
Language:
english
Journal:
Econometrica
DOI:
10.2307/1912094
Date:
September, 1972
File:
PDF, 167 KB
english, 1972
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