Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix

DOI10.1007/BF02830245zbMath0919.65021MaRDI QIDQ4234424

Huirao Zheng, Xiao Hu, Yunlan Fang

Publication date: 16 March 1999

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

zbMATH Keywords

parallel computationleast-squares problemhyperbolic Householder transformationfast inverse Cholesky decomposition methodToeplitz-block matrix

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (1)

On a conjugate directions method for solving strictly convex QP problem

Cites Work

• Unnamed Item
• Fast block Toeplitz orthogonalization
• QR factorization of Toeplitz matrices
• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Block RLS using row Householder reflections
• Hyperbolic Householder Algorithms for Factoring Structured Matrices
• Fast Inverse $QR$ Factorization for Toeplitz Matrices
• Generalized Displacement Structure for Block-Toeplitz, Toeplitz-Block, and Toeplitz-Derived Matrices
• Block Toeplitz Matrix Inversion

This page was built for publication: Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix