Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix
Spectral Theory
2007-05-23 v1
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.
Cite
@article{arxiv.math/0501201,
title = {Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix},
author = {Rami Kanhouche},
journal= {arXiv preprint arXiv:math/0501201},
year = {2007}
}