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Numerical aspects of gram-schmidt orthogonalization of vectors

✍ Scribed by Axel Ruhe


Book ID
103260360
Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
534 KB
Volume
52-53
Category
Article
ISSN
0024-3795

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Gram-Schmidt Orthogonalization of Multin
✍ Prof. G. E. Bonney; G. E. Kissling πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 345 KB

The computation of an N-variata normal density function requires the inversion of a n N x N covariance matrix. Furthermore, if each mean depends o n u unobservable factors, a mixture of u N N-variata normal densities must be computed,making likelihood calculet~oneimpractical even for moderate N. The