Acta mathematica scientia,Series A ›› 1998, Vol. 18 ›› Issue (1): 41-47.
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Zheng Huirao, Fan Yunlan, Zhang Li, Wang Ziping
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Abstract: In this pape, a fast inverse Cholesky decomposition algorithm of ATA 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
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.
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http://121.43.60.238/sxwlxbA/EN/Y1998/V18/I1/41
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