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The loss of orthogonality in the Gram-Schmidt orthogonalization process

✍ Scribed by L. Giraud; J. Langou; M. Rozloznik


Book ID
108076994
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
469 KB
Volume
50
Category
Article
ISSN
0898-1221

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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