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Band matrix: A matrix which has its non zero elements arranged uniformly near to the diagonal, so that aij = 0 if (i - j)> ml or (j - i)> mu where aij are the elements of matrix and ml and mu are the upper and lower band widths respectively and ml+mu+1 is the whole band width. The example of such a matrix is the below draw square matrix, A, with n number of rows, columns and band widths ml=q-1 and mu=p-1. These types of matrices often arise in numerical analysis. Diagonal, upper and lower triangular matrices are the special cases of the band matrices.
How to estimate MLE for statistical anslysis using Markov Model?
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