Matrices with banded inverses: inversion algorithms and factorization of Gauss-Markov processes

The paper considers the inversion of full matrices whose inverses are L-banded. We derive a nested inversion algorithm for such matrices. Applied to a tridiagonal matrix, the algorithm provides its explicit inverse as an element-wise product (Hadamard product) of three matrices. When related to Gaus...

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Vydané v:	IEEE transactions on information theory Ročník 46; číslo 4; s. 1495 - 1509
Hlavní autori:	Kavcic, A., Moura, J.M.F.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York IEEE 01.07.2000 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Predmet:	Algorithms Approximation Factorization Inversions Mathematical analysis Matrices Matrix inversion Matrix methods Maximum entropy
ISSN:	0018-9448, 1557-9654
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