[ADMB Users] matrix inverse

[Mark Maunder]

Molly,

 

The inverse of a matrix object (The matrix must be square, that is the
number of row must

equal the number of columns) is

 

matrix_object = inv(matrix_object)

 

I'm an not sure if ADMB will have trouble working with a vector of
length 7374 and a sparse variance covariance matrix that is 7374x7374. 

 

I have copied this on the ADMB users mailing list for two reasons. 1) so
it is available to others who may be intersted and 2) in case someone as
an efficient inverse function. 

 

If someone out there has code for a multivariate normal probability
distribution (i.e. for use as a likleihood), this would be a good
contribution as part of an admb "package".

 

Regards, 

 

Mark

 

Mark Maunder 

Head of the Stock Assessment Program

Inter-American  Tropical Tuna Commission
8604 La Jolla Shores Drive
La Jolla, CA, 92037-1508, USA
  
Tel: (858) 546-7027
Fax: (858) 546-7133
mmaunder at iattc.org
http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mar
k+Maunder

 

Visit the AD Model Builder project at
 http://admb-project.org/ <http://admb-project.org/> 

 

See the following website for information on fisheries stock assessment

http://www.fisheriesstockassessment.com/

 

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