Fast matrix factorizations via discrete transmission lines (Q1082033)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast matrix factorizations via discrete transmission lines |
scientific article |
Statements
Fast matrix factorizations via discrete transmission lines (English)
0 references
1986
0 references
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.
0 references
Schur algorithm
0 references
discrete transmission lines
0 references
fast Cholesky algorithm
0 references
triangular factorization
0 references
symmetric positive definite Toeplitz matrices
0 references
inverses
0 references
Levinson algorithms
0 references
Toeplitz inversion formula
0 references
