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Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix.

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Title: Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix.
Authors: Yunlan, Fang, Huirao, Zheng, Xiao, Hu
Source: Wuhan University Journal of Natural Sciences; Dec1997, Vol. 2 Issue 4, p418-422, 5p
Abstract: A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented, where A is an m×n rectangular Toeplitz-block matrix, we give the FCD-algorithm for computing R, and the FICD-algorithm for computing R −1, both allow for an efficient parallel implementation, for solving a least-squares problem and require only O(mn) operations. [ABSTRACT FROM AUTHOR]
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Database: Complementary Index
Description
Abstract:A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A <sup>T</sup> A are presented, where A is an m×n rectangular Toeplitz-block matrix, we give the FCD-algorithm for computing R, and the FICD-algorithm for computing R <sup>−1</sup>, both allow for an efficient parallel implementation, for solving a least-squares problem and require only O(mn) operations. [ABSTRACT FROM AUTHOR]
ISSN:10071202
DOI:10.1007/BF02830245