A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing...A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing R , and the FICD algorithm for computing R -1 ,both allow for an efficient parallel implementation,for solving a least squares problem and require only O(mn) operations.展开更多
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 S...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).展开更多
A fast algorithm FBTQ is presented which computes the QR factorization a block-Toeplitz matrix A (A∈R) in O(mns3) multiplications. We prove that the QR decomposition of A and the inverse Cholesky decomposition can be...A fast algorithm FBTQ is presented which computes the QR factorization a block-Toeplitz matrix A (A∈R) in O(mns3) multiplications. We prove that the QR decomposition of A and the inverse Cholesky decomposition can be computed in parallel using the sametransformation.We also prove that some kind of Toeplltz-block matrices can he transformed into the corresponding block-Toeplitz matrices.展开更多
文摘A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing R , and the FICD algorithm for computing R -1 ,both allow for an efficient parallel implementation,for solving a least squares problem and require only O(mn) operations.
文摘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).
文摘A fast algorithm FBTQ is presented which computes the QR factorization a block-Toeplitz matrix A (A∈R) in O(mns3) multiplications. We prove that the QR decomposition of A and the inverse Cholesky decomposition can be computed in parallel using the sametransformation.We also prove that some kind of Toeplltz-block matrices can he transformed into the corresponding block-Toeplitz matrices.
