Fast matrix factorizations via discrete transmission lines (Q1082033): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast matrix factorizations via discrete transmission lines |
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Fast matrix factorizations via discrete transmission lines (English)
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1986
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It is shown that simple arguments, related to the so called discrete transmission lines, can be used to derive the fast Cholesky algorithm for triangular factorization of symmetric positive definite Toeplitz matrices and their inverses. The transmission-line derivation provides clear physical interpretation of the classical Schur and Levinson algorithms and the Toeplitz inversion formula of Gohberg and Semencul.
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Schur algorithm
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discrete transmission lines
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fast Cholesky algorithm
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triangular factorization
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symmetric positive definite Toeplitz matrices
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inverses
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Levinson algorithms
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Toeplitz inversion formula
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