摘要
介绍了求协方差矩阵的逆矩阵的快速算法。先将矩阵分解,再利用三角矩阵求逆的迭代算法,得到了求协方差矩阵的快速算法;同时,讨论了其合适计算机编程实现的具体计算步骤。
This paper introduces the fast calculation for the converse matrix of covariance matrix. First resolve the covariance matrix, then use the calculation for the converse matrix of the triangle matrix, last get the fast calculation for the converse matrix of covariance matrix. Meanwhile, it discusses the calculation steps which can be realized with computer easily.
出处
《南宁师范高等专科学校学报》
2005年第1期49-51,共3页
Journal of Nanning Junior Teachers College
