Cholesky factorization of positive definite bi-infinite matrices

DOI10.1080/01630568208816129zbMath0503.15006OpenAlexW2122238092MaRDI QIDQ3969066

Joseph D. Ward, Philip W. Smith, Charles K. Chui

Publication date: 1982

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630568208816129

zbMATH Keywords

Cholesky factorizationsignal processingblock Toeplitz matricesspline interpolation operatorspositive definite bi-infinite matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Spline approximation (41A15) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

On the Cholesky factorization of the Gram matrix of locally supported functions, Localization of matrix factorizations, Identification of stochastic operators, An efficient conjugate gradient preconditioner for Toeplitz systems, LU factorization of non-standard forms and direct multiresolution solvers, LU-factorization of order bounded operators on Banach sequence spaces, Compactly supported tight and sibling frames with maximum vanishing moments

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