Q: ad Toeplitz matrices

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#937

From: Michi Hauser
Date: Wed, 30 Dec 1992 19:13

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Hi,

Given A a quadratic, symmetric, positive definite Toeplitz matrix.

I have questions with respect to A and inverse(A). 

1) Does there exist a Cholesky decomposition algorithm using 
   the special properties of the matrix ?
2) Is a simple routine for calculating the determinant available ?

-- 
Michael Hauser

University of Economics and Business Adminstration
Department for Applied Statistics and Data Processing
Augasse 2-6, 1090 Vienna, Austria

Tel. *43/1/31336 4759
email: hauser@wu-wien.ac.at

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Path: arc1-ca.pugleaf.net!sparky!uunet!nestroy.wu-wien.ac.at!statrix2!hauser
From: hauser@statrix2.wu-wien.ac.at (Michi Hauser)
Newsgroups: sci.math.num-analysis
Subject: Q: ad Toeplitz matrices
Date: 30 Dec 1992 19:13:48 GMT
Organization: University of Economics and Business Administration Vienna
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