Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix
Rami Kanhouche
Abstract
A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Block Toeplitz matrices, using only matrix-vector products, and with a complexity of O((n1)3(n2)2), where n1 is the block size, and n2 is the block matrix block-size.
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