Abstract
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).
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Foundation item: Supported by the Natural Science Foundation of Hubei province
Biography: ZHANG Li(1973-), Female, MS, Research interests is in numerical algebra.
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Li, Z., Hui-rao, Z., Jin-li, X. et al. Fast cholesky factorization algorithm for s. p. d block-Toeplitz matrices. Wuhan Univ. J. Nat. Sci. 4, 285–289 (1999). https://doi.org/10.1007/BF02842351
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DOI: https://doi.org/10.1007/BF02842351