Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix

Details Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix

2005-01-13

arxiv.org/abs/math/0501201v1

Mathematics

Spectral Theory

Scientific paper

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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