Chapter 4 Special Topics

 

 

 

 

4.1 Multivariate normal distribution

4.2 Generalized inverse

4.3 QR factorization and Cholesky decomposition

4.4 Kronecker product and Vec operator

 

 

Key-words

g-inverse, Moore-Penrose inverse

QR factorization, Cholesky decomposition

Kronecker product, Vec operator