Cholesky factorization of positive definite bi-infinite matrices

Charles K. Chui; J. D. Ward; Philip W. Smith

doi:10.1080/01630568208816129

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Cholesky factorization of positive definite bi-infinite matrices

Charles K. Chui J. D. Ward Philip W. Smith

Year: 1982 Journal: Numerical Functional Analysis and Optimization Vol: 5 (1)Pages: 1-20 Publisher: Taylor & Francis

DOI: 10.1080/01630568208816129

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Abstract

A Cholesky factorization for positive definite bi-infinite matrices is presented. Applications to block Toeplitz matrices, signal processing, and spline interpolation are then derived.

Keywords:

Cholesky decomposition Incomplete Cholesky factorization Toeplitz matrix Positive-definite matrix Mathematics Minimum degree algorithm Factorization Interpolation (computer graphics) Algebra over a field Applied mathematics Pure mathematics Algorithm Computer science

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Mathematical Analysis and Transform Methods

Physical Sciences → Mathematics → Applied Mathematics

Matrix Theory and Algorithms

Physical Sciences → Computer Science → Computational Theory and Mathematics

Image and Signal Denoising Methods

Physical Sciences → Computer Science → Computer Vision and Pattern Recognition

Cholesky factorization of positive definite bi-infinite matrices

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