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The inversion of correlation matrix for MA(1) process

✍ Scribed by B.C. Sutradhar; P. Kumar


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
233 KB
Volume
16
Category
Article
ISSN
0893-9659

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An algorithm for the numerical inversion
✍ Kumar, Surendra ;Shashi, ;PethΓΆ, Árpad πŸ“‚ Article πŸ“… 1993 πŸ› John Wiley and Sons 🌐 English βš– 280 KB πŸ‘ 2 views

This paper presents an algorithm for obtaining the inverse of a tridiagonal matrix numerically. The algorithm does not require diagonal dominance in the matrix and is also computationally efficient.