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Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix

โœ Scribed by Enrique Sentana


Publisher
Springer
Year
1999
Tongue
English
Weight
143 KB
Volume
1
Category
Article
ISSN
1435-5469

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Approximating the inverse of a symmetric
โœ Gordon Simons; Yi-Ching Yao ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 405 KB

It is shown for an n x n symmetric positive definite matrix T = (t, j) with negative offdiagonal elements, positive row sums and satisfying certain bounding conditions that its inverse is well approximated, unifornaly to order l/n 2, by a matrix S = (s,,,