Fast cholesky factorization algorithm for s. p. d block-Toeplitz matrices

DOI10.1007/BF02842351MaRDI QIDQ4504607zbMATH OpenFDO

Authors Li Zhang, Huirao Zheng, Jinli Xie, Wei Wang

Publication date 7 February 2001

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

zbMATH Keywords

computational complexitySchur complementSchur algorithmhyperbolic Householder transformationfast Cholesky factorization algorithmsymmetric positive definite block-Toeplitz matrices

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Complexity and performance of numerical algorithms (65Y20)

Recommendations

• A fast Cholesky factorization algorithm for symmetric indefinite block-Toeplitz matrices and their inverse matrices
• High performance algorithms for Toeplitz and block Toeplitz matrices
• Fast block Toeplitz orthogonalization
• Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure
• Fast parallel QR decomposition of block-Toeplitz matrices

Cites work

• A Look-Ahead Block Schur Algorithm for Toeplitz-Like Matrices
• Displacement ranks of matrices and linear equations
• Generalized Displacement Structure for Block-Toeplitz, Toeplitz-Block, and Toeplitz-Derived Matrices
• Hyperbolic Householder Algorithms for Factoring Structured 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?)
• scientific article; zbMATH DE number 782074 (Why is no real title available?)
• Fast matrix factorizations via discrete transmission lines

This page was built for publication: Fast cholesky factorization algorithm for s. p. d block-Toeplitz matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4504607)