A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing...A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing R , and the FICD algorithm for computing R -1 ,both allow for an efficient parallel implementation,for solving a least squares problem and require only O(mn) operations.展开更多
文摘A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing R , and the FICD algorithm for computing R -1 ,both allow for an efficient parallel implementation,for solving a least squares problem and require only O(mn) operations.
