Generalized Reflection Coefficients in Toeplitz-Block-Toeplitz Matrix Case and Fast Inverse 2D levinson Algorithm
Kanhouche, Rami
HAL, hal-00001420 / Harvested from HAL
Text on HAL
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
Publié le : 2004-08-13
Classification:  TBT,  Block,  Levinson,  Toeplitz,  inversion,  [MATH.MATH-SP]Mathematics [math]/Spectral Theory [math.SP] 
@article{hal-00001420,
     author = {Kanhouche, Rami},
     title = {Generalized Reflection Coefficients in Toeplitz-Block-Toeplitz Matrix Case and Fast Inverse 2D levinson Algorithm},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00001420}
}

Kanhouche, Rami. Generalized Reflection Coefficients in Toeplitz-Block-Toeplitz Matrix Case and Fast Inverse 2D levinson Algorithm. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00001420/