invmatgen {FastCUB}

Recursive computation of the inverse of a matrix

Description

Compute the variance-covariance matrix of the incomplete score vector involved in Louis' identity for the observed information matrix

Usage

invmatgen(G,H,listE)

Arguments

G

Primary matrix for the sum decomposition of $G+H$

H

Secondary matrix for the sum decomposition of $G+H$

listE

Auxiliary matrices that sum up to H

Value

The inverse of matrix G + H computed recursively thanks to matrices listed in listE

References

Miller K. (1981). On the inverse of the sum of matrices, Mathematics Magazine, 54, 67–72

See Also

fastCUB