ELA, Volume 10, pp. 65-76, April 2003, abstract.

Properties of a Covariance Matrix with an Application 
to D-optimal Design

Zewen Zhu, Daniel C. Coster, and Leroy B. Beasley

In this paper, a covariance matrix of circulant correlation, 
R, is studied. A pattern of entries in the inverse of R 
independent of the value r of the correlation coefficient is 
proved based on a recursive relation among the entries of the 
inverse of R. The D-optimal design for simple linear regression 
with circulantly correlated observations on [a, b] (a < b) is 
obtained if even observations are taken and the correlation 
coefficient is between 0 and 0.5.