Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix

2005/01/13 by Rami Kanhouche, Kanhouche, Rami
Mathematics · #FOS: Mathematics #Spectral Theory (math.SP) #math.SP

paper · pdf · doi:10.48550/arxiv.math/0501201

arxiv created 2005/01/13 · arxiv updated 2009/12/01

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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