A Blog on Applied Mathematics
A Blog on Applied Mathematics
1.1
Inverse Cholesky Factor of a positive definite Hermitian symmetric Toeplitz matrix using Durbin recursions
Chapter 1
Linear Algebra
1.1
Inverse Cholesky Factor of a positive definite Hermitian symmetric Toeplitz matrix using Durbin recursions
1.2
Complex-valued Durbin Algorithm with MATLAB code
1.3
Determinant Form for KummerU Function of a Matrix Argument
1.4
Offset Non-Uniform Discrete Cosine Decomposition of Toeplitz Matrices
1.5
Simultaneous Triangularization of Two Arbitrary Wide Matrices via the QR Decomposition
1.6
Cyclic Shifts Property of Trace with Hadamard Products