Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix

DOI10.1007/BF02830245MaRDI QIDQ4234424zbMATH OpenFDO

Authors Yunlan Fang, Huirao Zheng, Xiao Hu

Publication date 16 March 1999

Published in Wuhan University Journal of Natural Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02830245

zbMATH Keywords

fast inverse Cholesky decomposition methodhyperbolic Householder transformationleast-squares problemparallel computationToeplitz-block matrix

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05)

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Cites work

• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Block RLS using row Householder reflections
• Block Toeplitz Matrix Inversion
• Fast block Toeplitz orthogonalization
• Fast Inverse QR Factorization for Toeplitz Matrices
• Generalized Displacement Structure for Block-Toeplitz, Toeplitz-Block, and Toeplitz-Derived Matrices
• scientific article; zbMATH DE number 1024452 (Why is no real title available?)
• Hyperbolic Householder Algorithms for Factoring Structured Matrices
• QR factorization of Toeplitz matrices

Cited in

(4)

• A fast Cholesky factorization algorithm for symmetric indefinite block-Toeplitz matrices and their inverse matrices
• scientific article; zbMATH DE number 1159743 (Why is no real title available?)
• Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure
• On a conjugate directions method for solving strictly convex QP problem

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