Generalized Reflection Coefficients in Toeplitz-Block-Toeplitz Matrix Case and Fast Inverse 2D levinson Algorithm
Abstract
A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Toeplitz Block Toeplitz matrices using minimized matrix-vector products, with a complexity of ((n1)3)((n2)2), where n1 is the block size, and n2 is the block matrix size. A 2D levinson algorithm is introduced that outperform Wittle, Wiggins and Robinson Algorithm
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