Efficient computation of tr{TR-1} for Toeplitz matrices.
An efficient algorithm for the computation of tr{TR-1}, where T and R are Toeplitz matrices and R is also symmetric positive definite, is presented. The method exploits the fact that the trace of TR-1 depends only on the sum of the diagonals of R-1 , and not on the whole matrix R-1. To obtain this s...
| Vydáno v: | IEEE Signal processing letters 9, 2 (2002). |
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| Hlavní autor: | |
| Médium: | Článek |
| Jazyk: | English |
| Témata: |