Article From: Department of Economics
Subject: PARTINV.PRC

Posted by: Information Provider
Phone Number: (202) 885-3770
E-Mail Address: econ@american.edu

Post Date: 23 Sep 1994
Expiration Date: 23 Oct 2004


               PARTINV.PRC (Ogaki)

@ PARTINV.PRC @

@------------------------------------------------------------------------------
 Written by: Masao Ogaki
             Department of Economics, University of Chicago

 Last Revision:  09/17/87
------------------------------------------------------------------------------@
/*
This procedure iterates partitioned inverse to get inverse of
a matrix of the form:
A=|R(0),R(1),...,R(p-1)|
  |R(1)',R(0),.....    |
  |      ...           |
  |R(p-1)',...... ,R(0)|

Input: r=[R(0),R(1),...,R(p-1)]: n by n*p matrix

Output:  matrix inv(A)

Syntax: B=partinv(r);
*/
proc partinv(r);
local n,m,p,r0,b0,d0,i,b22,b21;
n=rows(r);
m=cols(r);
p=round(m/n);
r0=r[.,1:n];
b0=invpd(r0);
d0=r[.,(n+1):2*n];
b22=inv(r0-d0'b0*d0);
b21=(-1)*b22*(d0')*b0;
b0=((b0-b0*d0*b21)~(b21'))|(b21~b22);
i=2;
do until i==p;
 d0=r[.,(i*n+1):((i+1)*n)]|d0;
 b22=inv(r0-d0'b0*d0);
 b21=(-1)*b22*(d0')*b0;
 b0=((b0-b0*d0*b21)~(b21'))|(b21~b22);
 i=i+1;
endo;
retp(b0);
endp;

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