JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 72
Type: Contributed
Date/Time: Sunday, July 29, 2012 : 4:00 PM to 5:50 PM
Sponsor: Section on Statistical Computing
Abstract - #305181
Title: On the Factorization of a Matrix Inverse
Author(s): Yihao Deng*+
Companies: Indiana University Purdue University Fort Wayne
Address: 2101 E. Coliseum Blvd, Fort Wayne, IN, 46805, United States
Keywords: Cholesky factorization ; Estimating equations

The decomposition of a matrix as a product of a lower triangular with ones on the diagonal and an upper triangular matrix is useful for solving systems of linear equations. For a given non-singular matrix, this type of decomposition is unique and algorithms exist to obtain the two factors. However, in certain problems the factorization of the inverse matrix may be of interest. This paper presents an algorithm for factoring the inverse matrix using simple operations of elements from the original matrix. As examples, we give factorizations for several well-known and widely used correlation matrices. The usefulness and practicality of these factorizations are provided in an application of statistical modeling using unbiased estimating equations.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program

2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.