Q: ad Toeplitz matrices

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1 total messages Started by Michi Hauser Wed, 30 Dec 1992 19:13

#937

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

19 lines
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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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