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A Note on Checking Tolerance in Matrix Inversion and Regression

 

作者: JamesW. Frane,  

 

期刊: Technometrics  （Taylor Available online 1977）
卷期: Volume 19, issue 4  

页码: 513-514

 

ISSN:0040-1706

 

年代: 1977

 

DOI:10.1080/00401706.1977.10489595

 

出版商: Taylor & Francis Group

 

关键词: Inversion;pivot;regression;singular;sweep;tolerance

 

数据来源: Taylor

 

摘要:

Efroymsen's method of checking tolerance in matrix inversion is a popular technique to avoid inverting singular and nearly singular covariance matrices. Recently Berk showed that the Efroymsen tolerance check is theoretically unsatisfactory. A simple modification of the Efroymsen tolerance check is given here that provides a proper tolerance test.

 

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