长方形Toeplliz-块矩阵的快速逆Cholesky分解

数学物理学报 ›› 1998, Vol. 18 ›› Issue (1): 41-47.

长方形Toeplliz-块矩阵的快速逆Cholesky分解

郑慧娆, 方云兰, 张莉, 王治平

武汉大学数学系 430072

收稿日期:1996-04-04 出版日期:1998-03-26 发布日期:1998-03-26
基金资助:
国家自然科学基金资助

Fast Inverse Cholesky Decomposition for Rectanguler Toeplitz-Block Matrices

Zheng Huirao, Fan Yunlan, Zhang Li, Wang Ziping

Department of Mathematics of Wuhan University, Wuhan, 430072 China

Received:1996-04-04 Online:1998-03-26 Published:1998-03-26

摘要/Abstract

摘要： 该文对m×n阶长方形Toeplitz-块矩阵A,提出了一种A^TA进行逆Cholesky分解的快速算法.该算法乘法运算次数只有O(mn)次.

关键词: 长方形Toeplitz-块矩阵, 块uPdatinG, 块downdating, 逆Cholcsks分解

Abstract: In this pape, a fast inverse Cholesky decomposition algorithm of A^TA is presented,where A is an m×n rectangular Toeplitz-block atrix. This algorithm only requires O (mn) multiplications for solving rectangular Toeplitz-block least sguares problems.

Key words: Rectangular Toeplitz-block matrix, Block-updating, Block-downdating, InverseCholesky decomposition

郑慧娆, 方云兰, 张莉, 王治平. 长方形Toeplliz-块矩阵的快速逆Cholesky分解[J]. 数学物理学报, 1998, 18(1): 41-47.

Zheng Huirao, Fan Yunlan, Zhang Li, Wang Ziping. Fast Inverse Cholesky Decomposition for Rectanguler Toeplitz-Block Matrices[J]. Acta mathematica scientia,Series A, 1998, 18(1): 41-47.