CHOLESKY FACTORIZATION OF POSITIVE DEFINITE BI-INFINITE MATRICES Academic Article uri icon

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. 1982, Taylor & Francis Group, LLC. All rights reserved.

published proceedings

  • NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION

author list (cited authors)

  • CHUI, C. K., WARD, J. D., & SMITH, P. W.

citation count

  • 12

complete list of authors

  • CHUI, CK||WARD, JD||SMITH, PW

publication date

  • January 1982