A method of matrix inverse triangular decomposition based on contiguous principal submatrices

DOI10.1016/0024-3795(80)90219-0MaRDI QIDQ1142008zbMATH OpenOpenAlexFDO

Authors Y. Genin, Y. Kamp, Philippe Delsarte

Publication date 1980

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(80)90219-0

zbMATH Keywords

computational complexitytriangular decompositionToeplitz matricesHermitian Toeplitz matricesprincipal submatricesalgorithm of Levinson-Trench

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23) Hermitian, skew-Hermitian, and related matrices (15B57) Analysis of algorithms and problem complexity (68Q25) Theory of matrix inversion and generalized inverses (15A09) Algorithms in computer science (68W99)

Cites work

• A view of three decades of linear filtering theory
• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Design of two-dimensional semicasual recursive filters
• Displacement ranks of matrices and linear equations
• Half-plane Toeplitz systems
• Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• Toeplitz Matrix Inversion: The Algorithm of W. F. Trench

Cited in

(6)

• Two composition methods for solving certain systems of linear equations
• Parallel solution of symmetric positive definite systems with hyperbolic rotations
• Characterization of the partial autocorrelation function of nonstationary time series.
• From Bareiss' algorithm to the stable computation of partial correlations
• Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
• Covariance decompositions via elementary transformations. Applications to filtering

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