Improved Algorithm for the W -Transform in Variance Component Estimation
William Jacob Hemmerle, J. A. Lorens · Technometrics · 1976
The W transformation greatly reduces the computational bruden in obtaining maximum likelihood estimates for the mixed A.O.V. model. However, effective optimization methods for maximizing the likelihood must comptlte the matrix W at each iteration. This paper develops an efficient Cholesky type algorithm for forming W.