摘要
A fast Cholesky factorization algorithm based on the classical Schur algorithm for themp×mp symmetric positive definite (s. p. d) block-Toeplitz matrices is presented. The relation between the generator and the Schur complement of the matrices is explored. Besides, by applying the hyperbolic Householder transformations, we can reach an improved algorithm whose computational complexity is2p 2m3?4pm3+3/2m3+O(pm).
A fast Cholesky factorization algorithm based on the classical Schur algorithm for themp×mp symmetric positive definite (s. p. d) block-Toeplitz matrices is presented. The relation between the generator and the Schur complement of the matrices is explored. Besides, by applying the hyperbolic Householder transformations, we can reach an improved algorithm whose computational complexity is2p 2m3?4pm3+3/2m3+O(pm).
