A method of matrix inverse triangular decomposition based on contiguous principal submatrices
DOI10.1016/0024-3795(80)90219-0zbMATH Open0438.65033OpenAlexW2056480844MaRDI QIDQ1142008FDOQ1142008
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
computational complexitytriangular decompositionToeplitz matricesHermitian Toeplitz matricesprincipal submatricesalgorithm of Levinson-Trench
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
- On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
- An Algorithm for the Inversion of Finite Toeplitz Matrices
- Half-plane Toeplitz systems
- Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials
- Displacement ranks of matrices and linear equations
- Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
- A view of three decades of linear filtering theory
- Design of two-dimensional semicasual recursive filters
Cited In (6)
- 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
- 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.
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