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An L-Banded Approximation to the Inverse of Symmetric Toeplitz Matrices
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Romain Benassi
Veröffentlicht/Copyright:
11. August 2010
Abstract
We apply the banded matrix inversion theorem given by Kavcic and Moura [IEEE Trans. Inf. Theory 46: 1495–1509, 2000] to symmetric Toeplitz matrices. If the inverse is banded with bandwidth smaller than its size, there is a gain in arithmetic complexity compared to the current methods for Toeplitz matrix inversion. Our algorithm can also be used to find an approximation of the inverse matrix even though it is not exactly banded, but only well localized around its diagonal.
Keywords.: Symmetric Toeplitz matrix; trench matrix; matrix inversion; banded matrix; correlation matrix
Received: 2010-01-26
Published Online: 2010-08-11
Published in Print: 2010-April
© de Gruyter 2010
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Schlagwörter für diesen Artikel
Symmetric Toeplitz matrix;
trench matrix;
matrix inversion;
banded matrix;
correlation matrix
Artikel in diesem Heft
- Editorial
- Optimal Replacement Policy Based on the Number of Down Times
- An L-Banded Approximation to the Inverse of Symmetric Toeplitz Matrices
- Selection of Mixed Sampling Plans for Second Quality Lots
- On New Perspectives for Statistical Computing in Business and Industry – A Solution with STATISTICA and R
- Reliability Analysis of k-out-of-n : G Repairable Shared Load Systems with Multiple Failures and Preventive Maintenance
- Monitoring the Parameters of the Market Model by Linear Profile Procedures
- An Addendum to the Estimators of Murthy–Sarma and Anis–Pandey of the Mean of the Normal Distribution
- A Bounded Intensity Process Reliability Growth Model in a Bayes-Decision Framework
- Optimal Structure in Heterogeneous Multi-state Series-parallel Reliability Systems
