Spectral factorization of bi-infinite multi-index block Toeplitz matrices (Q1348101)
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scientific article; zbMATH DE number 1741669
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| English | Spectral factorization of bi-infinite multi-index block Toeplitz matrices |
scientific article; zbMATH DE number 1741669 |
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Spectral factorization of bi-infinite multi-index block Toeplitz matrices (English)
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15 May 2002
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The authors develop LU and Cholesky factorization theory for bi-infinite block Toeplitz matrices and two methods to compute these factorizations.
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Choleky factorization
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multiindex matrices
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LU-factorization
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bi-infinite block Toeplitz matrices
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