For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...

If the matrix is symmetric, this splitting is combined with the conjugate-gradient method to provide a fast iterative solution algorithm. Comparisons have been made with other well-known methods.

Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 38, No. 4 (Oct., 1976), pp. 400-403 (4 pages) A theorem involving the decomposition of an idempotent matrix into the sum of one or ...