For the latest version of JMP Help, visit

Multivariate Methods > Statistical Details
Publication date: 11/10/2021

Statistical Details

Multivariate Methods

This appendix discusses Wide Linear methods and the use of the singular value decomposition.


Wide Linear Methods and the Singular Value Decomposition

The Singular Value Decomposition
The SVD and the Covariance Matrix
The SVD and the Inverse Covariance Matrix
Calculating the SVD
Want more information? Have questions? Get answers in the JMP User Community (