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- Path: 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
- Lines: 19
- Distribution: world
- Message-ID: <1hssdcINN3dp@nestroy.wu-wien.ac.at>
- Reply-To: hauser@wu-wien.ac.at
- NNTP-Posting-Host: statrix2.wu-wien.ac.at
-
- 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
-