A Fast Algorithm for Solving Henderson's Mixed Model Equation

TL;DR

This paper introduces a fast, stable algorithm for solving Henderson's mixed model equation that avoids large matrix inversion by using row operations, improving computational efficiency and stability.

Contribution

The paper presents a novel algorithm that efficiently solves Henderson's mixed model equation without matrix inversion, enhancing stability and computational speed.

Findings

Algorithm avoids large matrix inversion

Ensures numerical stability in solutions

Reduces computational complexity

Abstract

This article investigates a fast and stable method to solve Henderson's mixed model equation. The proposed algorithm is stable in that it avoids inverting a matrix of a large dimension and hence is free from the curse of dimensionality. This tactic is enabled through row operations performed on the design matrix.