A new algorithm for the factorization and inversion of recursively generated matrices (Q671326)

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scientific article; zbMATH DE number 983235
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A new algorithm for the factorization and inversion of recursively generated matrices
scientific article; zbMATH DE number 983235

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    A new algorithm for the factorization and inversion of recursively generated matrices (English)
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    27 February 1997
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    dyad
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    Householder matrix
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    Gauss-Jordan transformation
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    pseudo-inverse
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    matrix factorization
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    matrix inversion
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    recursive algorithm
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    recursive array signal processing
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    Sherman-Morrison algorithm
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    covariance matrix
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