Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Econometrica> Issues> Browse & Search Econometrica>Computer Algorithms: SYMINV: An Algorithm for the Inversion of a Positive Definite Matrix by the Cholesky Decomposition

Econometrica: Sep, 1972, Volume 40, Issue 5

Computer Algorithms: SYMINV: An Algorithm for the Inversion of a Positive Definite Matrix by the Cholesky Decomposition

https://www.jstor.org/stable/1912094
p. 961-962

Terry Seaks

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