Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix

Rami Kanhouche (1)

1 CMLA - Centre de Mathématiques et de Leurs Applications

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.

Mots clés: Toeplitz; Block; Levinson; inversion; TBT

Domaines: Théorie spectrale [math.SP]

Rami Kanhouche. Generalized Reflection Coefficients and Inverse Factorization of Hermetian Block Toeplitz Matrix. 2005. ⟨hal-00003892⟩