Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix

Rami Kanhouche

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arXiv · math/0501201

Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix

Rami Kanhouche

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Abstract

A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Block Toeplitz matrices, using only matrix-vector products, and with a complexity of O((n1)^3(n2)^2), where n1 is the block size, and n2 is the block matrix block-size.

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BibTeX RIS

Rami Kanhouche. 2005-01-13. Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix. https://arxiv.org/abs/math/0501201

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