A fast Cholesky factorization algorithm for symmetric indefinite block-Toeplitz matrices and their inverse matrices (Q2719673)
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scientific article; zbMATH DE number 1609859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast Cholesky factorization algorithm for symmetric indefinite block-Toeplitz matrices and their inverse matrices |
scientific article; zbMATH DE number 1609859 |
Statements
25 June 2001
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Schur algorithm
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displacement structure
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Cholesky factorization
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hyperbolic Householder transformation.
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positive definite Toeplitz matrices
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inverse matrices
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algorithm
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A fast Cholesky factorization algorithm for symmetric indefinite block-Toeplitz matrices and their inverse matrices (English)
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Based on the fast Cholesky factorization of symmetric positive definite Toeplitz matrices and their inverse matrices, the authors present a fast Cholesky factorization algorithm for symmetric indefinite block-Toeplitz matrices and their inverse matrices.
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